{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260625",
  "trade_date": "20260626",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7906,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.603005"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.760000000000008,
          "last": 51.88,
          "vwap": 51.37844505181411,
          "above_vwap": true,
          "amount": 5581173694.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.454987834549872,
          "last": 21.26,
          "vwap": 21.1862055493452,
          "above_vwap": true,
          "amount": 930221583.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.098214285714306,
          "last": 22.87,
          "vwap": 22.94534861159337,
          "above_vwap": false,
          "amount": 12958589842.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.5767550247596898,
          "last": 170.66,
          "vwap": 175.10036176564228,
          "above_vwap": false,
          "amount": 1959006388.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -1.1801322785630841,
          "last": 76.2,
          "vwap": 77.87029178343545,
          "above_vwap": false,
          "amount": 2423566202.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -1.5167514639531476,
          "last": 102.59,
          "vwap": 105.42927176405581,
          "above_vwap": false,
          "amount": 30528099932.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.8430753027909308,
          "last": 18.64,
          "vwap": 18.779849434273313,
          "above_vwap": false,
          "amount": 658442179.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.169453456451221,
          "last": 38.8,
          "vwap": 39.234189207953165,
          "above_vwap": false,
          "amount": 437965369.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.092009685230014,
          "last": 39.61,
          "vwap": 39.71803190555504,
          "above_vwap": false,
          "amount": 3518546849.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -6.284539262305621,
          "last": 72.92,
          "vwap": 74.69534375825977,
          "above_vwap": false,
          "amount": 12519290682.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.365740740740733,
          "last": 56.63,
          "vwap": 58.57593324764995,
          "above_vwap": false,
          "amount": 1016333445.0
        },
        {
          "symbol": "SZSE.002460",
          "name": "赣锋锂业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -7.153306026916328,
          "last": 63.47,
          "vwap": 65.30882627107215,
          "above_vwap": false,
          "amount": 3631987101.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,active_mainline_not_confirmed",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "MAINLINE_BREAK",
        "label": "主线承接断裂",
        "entry_policy": "no_official_buy",
        "official_buy_allowed": false,
        "reason": "active_mainline_not_confirmed",
        "pool_up_ratio": 0.1667,
        "active_up_ratio": 0.1538,
        "active_positive": 2,
        "active_positive_min": 1,
        "active_above_vwap": 1,
        "active_total": 13,
        "sample_total": 18,
        "dominant_theme": "集成电路封测",
        "dominant_theme_share": 0.7906,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.603005"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.603005",
            "name": "晶方科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 3.760000000000008,
            "last": 51.88,
            "vwap": 51.37844505181411,
            "above_vwap": true,
            "amount": 5581173694.0
          },
          {
            "symbol": "SHSE.688352",
            "name": "颀中科技",
            "theme": "集成电路封测",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.454987834549872,
            "last": 21.26,
            "vwap": 21.1862055493452,
            "above_vwap": true,
            "amount": 930221583.0
          },
          {
            "symbol": "SZSE.002185",
            "name": "华天科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 2,
            "ret_pct": 2.098214285714306,
            "last": 22.87,
            "vwap": 22.94534861159337,
            "above_vwap": false,
            "amount": 12958589842.0
          },
          {
            "symbol": "SHSE.688372",
            "name": "伟测科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": -0.5767550247596898,
            "last": 170.66,
            "vwap": 175.10036176564228,
            "above_vwap": false,
            "amount": 1959006388.0
          },
          {
            "symbol": "SHSE.688362",
            "name": "甬矽电子",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 8,
            "ret_pct": -1.1801322785630841,
            "last": 76.2,
            "vwap": 77.87029178343545,
            "above_vwap": false,
            "amount": 2423566202.0
          },
          {
            "symbol": "SHSE.600584",
            "name": "长电科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": -1.5167514639531476,
            "last": 102.59,
            "vwap": 105.42927176405581,
            "above_vwap": false,
            "amount": 30528099932.0
          },
          {
            "symbol": "SZSE.002077",
            "name": "大港股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 7,
            "ret_pct": -1.8430753027909308,
            "last": 18.64,
            "vwap": 18.779849434273313,
            "above_vwap": false,
            "amount": 658442179.0
          },
          {
            "symbol": "SHSE.688135",
            "name": "利扬芯片",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": -3.169453456451221,
            "last": 38.8,
            "vwap": 39.234189207953165,
            "above_vwap": false,
            "amount": 437965369.0
          },
          {
            "symbol": "SHSE.688403",
            "name": "汇成股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 0,
            "ret_pct": -4.092009685230014,
            "last": 39.61,
            "vwap": 39.71803190555504,
            "above_vwap": false,
            "amount": 3518546849.0
          },
          {
            "symbol": "SZSE.002156",
            "name": "通富微电",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 3,
            "ret_pct": -6.284539262305621,
            "last": 72.92,
            "vwap": 74.69534375825977,
            "above_vwap": false,
            "amount": 12519290682.0
          },
          {
            "symbol": "SZSE.002756",
            "name": "永兴材料",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -6.365740740740733,
            "last": 56.63,
            "vwap": 58.57593324764995,
            "above_vwap": false,
            "amount": 1016333445.0
          },
          {
            "symbol": "SZSE.002460",
            "name": "赣锋锂业",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -7.153306026916328,
            "last": 63.47,
            "vwap": 65.30882627107215,
            "above_vwap": false,
            "amount": 3631987101.0
          }
        ]
      },
      "style_code": "MAINLINE_BREAK",
      "style_label": "主线承接断裂",
      "entry_policy": "no_official_buy"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7906,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.603005"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.760000000000008,
          "last": 51.88,
          "vwap": 51.37844505181411,
          "above_vwap": true,
          "amount": 5581173694.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.454987834549872,
          "last": 21.26,
          "vwap": 21.1862055493452,
          "above_vwap": true,
          "amount": 930221583.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.098214285714306,
          "last": 22.87,
          "vwap": 22.94534861159337,
          "above_vwap": false,
          "amount": 12958589842.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.5767550247596898,
          "last": 170.66,
          "vwap": 175.10036176564228,
          "above_vwap": false,
          "amount": 1959006388.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -1.1801322785630841,
          "last": 76.2,
          "vwap": 77.87029178343545,
          "above_vwap": false,
          "amount": 2423566202.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -1.5167514639531476,
          "last": 102.59,
          "vwap": 105.42927176405581,
          "above_vwap": false,
          "amount": 30528099932.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.8430753027909308,
          "last": 18.64,
          "vwap": 18.779849434273313,
          "above_vwap": false,
          "amount": 658442179.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.169453456451221,
          "last": 38.8,
          "vwap": 39.234189207953165,
          "above_vwap": false,
          "amount": 437965369.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.092009685230014,
          "last": 39.61,
          "vwap": 39.71803190555504,
          "above_vwap": false,
          "amount": 3518546849.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -6.284539262305621,
          "last": 72.92,
          "vwap": 74.69534375825977,
          "above_vwap": false,
          "amount": 12519290682.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.365740740740733,
          "last": 56.63,
          "vwap": 58.57593324764995,
          "above_vwap": false,
          "amount": 1016333445.0
        },
        {
          "symbol": "SZSE.002460",
          "name": "赣锋锂业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -7.153306026916328,
          "last": 63.47,
          "vwap": 65.30882627107215,
          "above_vwap": false,
          "amount": 3631987101.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,active_mainline_not_confirmed",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7906,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.603005"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.760000000000008,
          "last": 51.88,
          "vwap": 51.37844505181411,
          "above_vwap": true,
          "amount": 5581173694.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.454987834549872,
          "last": 21.26,
          "vwap": 21.1862055493452,
          "above_vwap": true,
          "amount": 930221583.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.098214285714306,
          "last": 22.87,
          "vwap": 22.94534861159337,
          "above_vwap": false,
          "amount": 12958589842.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.5767550247596898,
          "last": 170.66,
          "vwap": 175.10036176564228,
          "above_vwap": false,
          "amount": 1959006388.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -1.1801322785630841,
          "last": 76.2,
          "vwap": 77.87029178343545,
          "above_vwap": false,
          "amount": 2423566202.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -1.5167514639531476,
          "last": 102.59,
          "vwap": 105.42927176405581,
          "above_vwap": false,
          "amount": 30528099932.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.8430753027909308,
          "last": 18.64,
          "vwap": 18.779849434273313,
          "above_vwap": false,
          "amount": 658442179.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.169453456451221,
          "last": 38.8,
          "vwap": 39.234189207953165,
          "above_vwap": false,
          "amount": 437965369.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.092009685230014,
          "last": 39.61,
          "vwap": 39.71803190555504,
          "above_vwap": false,
          "amount": 3518546849.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -6.284539262305621,
          "last": 72.92,
          "vwap": 74.69534375825977,
          "above_vwap": false,
          "amount": 12519290682.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.365740740740733,
          "last": 56.63,
          "vwap": 58.57593324764995,
          "above_vwap": false,
          "amount": 1016333445.0
        },
        {
          "symbol": "SZSE.002460",
          "name": "赣锋锂业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -7.153306026916328,
          "last": 63.47,
          "vwap": 65.30882627107215,
          "above_vwap": false,
          "amount": 3631987101.0
        }
      ]
    },
    "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": "2026-06-26T14:17:12",
  "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": "2026-06-26T14:17:12",
      "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": 0.2988,
        "prev_amount_yi": 0.124,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:15",
            "open": 39.68,
            "high": 39.68,
            "low": 39.63,
            "close": 39.63,
            "amount_yi": 0.0786
          },
          {
            "time": "14:16",
            "open": 39.64,
            "high": 39.64,
            "low": 39.59,
            "close": 39.59,
            "amount_yi": 0.1297
          },
          {
            "time": "14:17",
            "open": 39.61,
            "high": 39.61,
            "low": 39.61,
            "close": 39.61,
            "amount_yi": 0.0905
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 39.61,
        "ts": "2026-06-26T14:17:11",
        "prev_close": 41.3,
        "open": 40.0,
        "high": 40.77,
        "low": 38.38,
        "bid1": 39.61,
        "ask1": 39.63,
        "bid_qty1": 156,
        "ask_qty1": 8
      },
      "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": "2026-06-26T14:17:12",
      "sim_reason": "waiting_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": 105.4293,
      "price_vs_vwap_pct": -2.6931,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.6011,
        "prev_amount_yi": 1.4869,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:15",
            "open": 102.5,
            "high": 102.66,
            "low": 102.5,
            "close": 102.66,
            "amount_yi": 0.5455
          },
          {
            "time": "14:16",
            "open": 102.65,
            "high": 102.65,
            "low": 102.5,
            "close": 102.5,
            "amount_yi": 0.5759
          },
          {
            "time": "14:17",
            "open": 102.59,
            "high": 102.59,
            "low": 102.59,
            "close": 102.59,
            "amount_yi": 0.4797
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "current_position_value": 246000.0,
      "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": 102.59,
        "ts": "2026-06-26T14:17:12",
        "prev_close": 104.17,
        "open": 106.92,
        "high": 109.33,
        "low": 101.1,
        "bid1": 102.59,
        "ask1": 102.6,
        "bid_qty1": 18,
        "ask_qty1": 281
      },
      "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": "2026-06-26T14:17:12",
      "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": 3.9353,
      "intraday_vwap": 22.9453,
      "price_vs_vwap_pct": -0.3282,
      "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": 0.6461,
        "prev_amount_yi": 0.7041,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:15",
            "open": 22.81,
            "high": 22.85,
            "low": 22.81,
            "close": 22.85,
            "amount_yi": 0.2332
          },
          {
            "time": "14:16",
            "open": 22.87,
            "high": 22.88,
            "low": 22.87,
            "close": 22.88,
            "amount_yi": 0.2955
          },
          {
            "time": "14:17",
            "open": 22.87,
            "high": 22.87,
            "low": 22.87,
            "close": 22.87,
            "amount_yi": 0.1174
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1079.23,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.87,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 22.4,
        "open": 21.9,
        "high": 23.86,
        "low": 21.71,
        "bid1": 22.86,
        "ask1": 22.87,
        "bid_qty1": 16,
        "ask_qty1": 276
      },
      "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": "2026-06-26T14:17:12",
      "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": 74.6953,
      "price_vs_vwap_pct": -2.3767,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7453,
        "prev_amount_yi": 0.5473,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 73.0,
            "high": 73.0,
            "low": 72.99,
            "close": 72.99,
            "amount_yi": 0.4399
          },
          {
            "time": "14:16",
            "open": 72.96,
            "high": 72.96,
            "low": 72.9,
            "close": 72.9,
            "amount_yi": 0.1668
          },
          {
            "time": "14:17",
            "open": 72.92,
            "high": 72.92,
            "low": 72.92,
            "close": 72.92,
            "amount_yi": 0.1386
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.92,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 77.81,
        "open": 76.0,
        "high": 77.83,
        "low": 72.1,
        "bid1": 72.92,
        "ask1": 72.93,
        "bid_qty1": 234,
        "ask_qty1": 29
      },
      "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": "2026-06-26T14:17:12",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1245,
        "prev_amount_yi": 0.1123,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 170.48,
            "high": 170.54,
            "low": 170.48,
            "close": 170.54,
            "amount_yi": 0.0711
          },
          {
            "time": "14:16",
            "open": 170.41,
            "high": 170.5,
            "low": 170.41,
            "close": 170.5,
            "amount_yi": 0.0298
          },
          {
            "time": "14:17",
            "open": 170.66,
            "high": 170.66,
            "low": 170.66,
            "close": 170.66,
            "amount_yi": 0.0236
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 170.66,
        "ts": "2026-06-26T14:17:11",
        "prev_close": 171.65,
        "open": 168.88,
        "high": 180.19,
        "low": 168.35,
        "bid1": 170.58,
        "ask1": 170.66,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "P5",
      "status": "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": "2026-06-26T14:17:12",
      "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": 51.3784,
      "price_vs_vwap_pct": 0.9763,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2003,
        "prev_amount_yi": 0.2599,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 51.91,
            "high": 51.92,
            "low": 51.91,
            "close": 51.92,
            "amount_yi": 0.0877
          },
          {
            "time": "14:16",
            "open": 51.9,
            "high": 51.9,
            "low": 51.88,
            "close": 51.88,
            "amount_yi": 0.0714
          },
          {
            "time": "14:17",
            "open": 51.88,
            "high": 51.88,
            "low": 51.88,
            "close": 51.88,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 51.88,
        "ts": "2026-06-26T14:17:10",
        "prev_close": 50.0,
        "open": 49.16,
        "high": 52.77,
        "low": 48.88,
        "bid1": 51.89,
        "ask1": 51.9,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "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": "2026-06-26T14:17:12",
      "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": 21.525,
      "price_vs_vwap_pct": -4.9013,
      "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": 0.0102,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0408,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0025
          },
          {
            "time": "14:16",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0046
          },
          {
            "time": "14:17",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": "2026-06-26T14:17:12",
        "prev_close": 22.74,
        "open": 22.9,
        "high": 23.36,
        "low": 20.47,
        "bid1": 0.0,
        "ask1": 20.47,
        "bid_qty1": 0,
        "ask_qty1": 11950
      },
      "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": "2026-06-26T14:17:12",
      "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": 18.7798,
      "price_vs_vwap_pct": -0.7444,
      "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": 0.0293,
        "prev_amount_yi": 0.0473,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 18.61,
            "high": 18.61,
            "low": 18.61,
            "close": 18.61,
            "amount_yi": 0.0115
          },
          {
            "time": "14:16",
            "open": 18.62,
            "high": 18.62,
            "low": 18.62,
            "close": 18.62,
            "amount_yi": 0.0116
          },
          {
            "time": "14:17",
            "open": 18.64,
            "high": 18.64,
            "low": 18.64,
            "close": 18.64,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 18.64,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 18.99,
        "open": 18.97,
        "high": 19.1,
        "low": 18.41,
        "bid1": 18.63,
        "ask1": 18.64,
        "bid_qty1": 51,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 79.5,
      "exec_low": 80.69,
      "exec_high": 81.89,
      "invalid_price": 77.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T14:17:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 81.89,
      "max_chase_pct": 3.0,
      "base_exec_high": 81.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 78.31,
      "entry_zone_high": 80.69,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2463,
        "prev_amount_yi": 0.2472,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 76.16,
            "high": 76.16,
            "low": 76.07,
            "close": 76.07,
            "amount_yi": 0.1053
          },
          {
            "time": "14:16",
            "open": 76.1,
            "high": 76.15,
            "low": 76.1,
            "close": 76.15,
            "amount_yi": 0.0757
          },
          {
            "time": "14:17",
            "open": 76.2,
            "high": 76.2,
            "low": 76.2,
            "close": 76.2,
            "amount_yi": 0.0653
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.2,
        "ts": "2026-06-26T14:17:11",
        "prev_close": 77.11,
        "open": 74.5,
        "high": 80.56,
        "low": 74.21,
        "bid1": 76.19,
        "ask1": 76.2,
        "bid_qty1": 18,
        "ask_qty1": 31
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.688135:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.688135:VWAP_RECLAIM",
      "symbol": "SHSE.688135",
      "name": "利扬芯片",
      "side": "BUY",
      "priority": "P9",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 41.0,
      "exec_low": 41.61,
      "exec_high": 42.23,
      "invalid_price": 39.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T14:17:12",
      "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": 0.0285,
        "prev_amount_yi": 0.0198,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 38.74,
            "high": 38.74,
            "low": 38.73,
            "close": 38.73,
            "amount_yi": 0.0068
          },
          {
            "time": "14:16",
            "open": 38.73,
            "high": 38.75,
            "low": 38.73,
            "close": 38.75,
            "amount_yi": 0.0055
          },
          {
            "time": "14:17",
            "open": 38.8,
            "high": 38.8,
            "low": 38.8,
            "close": 38.8,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 38.8,
        "ts": "2026-06-26T14:17:12",
        "prev_close": 40.07,
        "open": 39.32,
        "high": 40.41,
        "low": 38.1,
        "bid1": 38.78,
        "ask1": 38.8,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "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": "2026-06-26T14:17:12",
      "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": 86.3424,
      "price_vs_vwap_pct": -4.207,
      "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": 0.0311,
        "prev_amount_yi": 0.0364,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 82.71,
            "high": 82.71,
            "low": 82.71,
            "close": 82.71,
            "amount_yi": 0.0168
          },
          {
            "time": "14:16",
            "open": 82.71,
            "high": 82.71,
            "low": 82.71,
            "close": 82.71,
            "amount_yi": 0.0092
          },
          {
            "time": "14:17",
            "open": 82.71,
            "high": 82.71,
            "low": 82.71,
            "close": 82.71,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 82.71,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 91.9,
        "open": 91.9,
        "high": 92.98,
        "low": 82.71,
        "bid1": 0.0,
        "ask1": 82.71,
        "bid_qty1": 0,
        "ask_qty1": 6158
      },
      "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": "2026-06-26T14:17:12",
      "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": 43.982,
      "price_vs_vwap_pct": -3.7333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1539,
        "prev_amount_yi": 0.2512,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6127,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 42.3,
            "high": 42.3,
            "low": 42.3,
            "close": 42.3,
            "amount_yi": 0.0623
          },
          {
            "time": "14:16",
            "open": 42.29,
            "high": 42.33,
            "low": 42.29,
            "close": 42.33,
            "amount_yi": 0.0546
          },
          {
            "time": "14:17",
            "open": 42.34,
            "high": 42.34,
            "low": 42.34,
            "close": 42.34,
            "amount_yi": 0.037
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 42.34,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 46.51,
        "open": 46.48,
        "high": 46.7,
        "low": 42.25,
        "bid1": 42.31,
        "ask1": 42.34,
        "bid_qty1": 3,
        "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": "2026-06-26T14:17:12",
      "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": 61.3613,
      "price_vs_vwap_pct": -3.783,
      "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": 0.3302,
        "prev_amount_yi": 0.3503,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:15",
            "open": 59.1,
            "high": 59.1,
            "low": 59.1,
            "close": 59.1,
            "amount_yi": 0.1454
          },
          {
            "time": "14:16",
            "open": 59.1,
            "high": 59.1,
            "low": 59.03,
            "close": 59.03,
            "amount_yi": 0.1233
          },
          {
            "time": "14:17",
            "open": 59.04,
            "high": 59.04,
            "low": 59.04,
            "close": 59.04,
            "amount_yi": 0.0615
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2158.46,
      "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": 59.04,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 64.64,
        "open": 64.1,
        "high": 65.0,
        "low": 59.02,
        "bid1": 59.03,
        "ask1": 59.04,
        "bid_qty1": 89,
        "ask_qty1": 324
      },
      "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": "2026-06-26T14:17:12",
      "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": 3.4337,
      "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": 0.1006,
        "prev_amount_yi": 0.0962,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:13",
            "open": 21.32,
            "high": 21.32,
            "low": 21.32,
            "close": 21.32,
            "amount_yi": 0.0419
          },
          {
            "time": "14:14",
            "open": 21.3,
            "high": 21.3,
            "low": 21.28,
            "close": 21.28,
            "amount_yi": 0.0237
          },
          {
            "time": "14:15",
            "open": 21.3,
            "high": 21.3,
            "low": 21.29,
            "close": 21.29,
            "amount_yi": 0.0083
          },
          {
            "time": "14:16",
            "open": 21.28,
            "high": 21.28,
            "low": 21.26,
            "close": 21.26,
            "amount_yi": 0.0189
          },
          {
            "time": "14:17",
            "open": 21.26,
            "high": 21.26,
            "low": 21.26,
            "close": 21.26,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.69,
      "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": 21.26,
        "ts": "2026-06-26T14:17:10",
        "prev_close": 20.55,
        "open": 20.05,
        "high": 21.78,
        "low": 19.86,
        "bid1": 21.25,
        "ask1": 21.26,
        "bid_qty1": 473,
        "ask_qty1": 12
      },
      "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": "2026-06-26T14:17:12",
      "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": 56.0127,
      "price_vs_vwap_pct": -3.9504,
      "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": 0.2069,
        "prev_amount_yi": 0.2377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:13",
            "open": 53.83,
            "high": 53.83,
            "low": 53.79,
            "close": 53.79,
            "amount_yi": 0.0333
          },
          {
            "time": "14:14",
            "open": 53.76,
            "high": 53.76,
            "low": 53.76,
            "close": 53.76,
            "amount_yi": 0.0388
          },
          {
            "time": "14:15",
            "open": 53.76,
            "high": 53.76,
            "low": 53.73,
            "close": 53.73,
            "amount_yi": 0.0816
          },
          {
            "time": "14:16",
            "open": 53.77,
            "high": 53.77,
            "low": 53.77,
            "close": 53.77,
            "amount_yi": 0.0318
          },
          {
            "time": "14:17",
            "open": 53.8,
            "high": 53.8,
            "low": 53.8,
            "close": 53.8,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 863.38,
      "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": 53.8,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 58.15,
        "open": 58.5,
        "high": 59.57,
        "low": 53.6,
        "bid1": 53.79,
        "ask1": 53.8,
        "bid_qty1": 22,
        "ask_qty1": 49
      },
      "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": "2026-06-26T14:17:12",
      "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": 65.3088,
      "price_vs_vwap_pct": -2.8155,
      "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": 0.6338,
        "prev_amount_yi": 0.656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:13",
            "open": 63.48,
            "high": 63.48,
            "low": 63.46,
            "close": 63.46,
            "amount_yi": 0.0796
          },
          {
            "time": "14:14",
            "open": 63.45,
            "high": 63.45,
            "low": 63.44,
            "close": 63.44,
            "amount_yi": 0.0907
          },
          {
            "time": "14:15",
            "open": 63.47,
            "high": 63.47,
            "low": 63.46,
            "close": 63.46,
            "amount_yi": 0.1189
          },
          {
            "time": "14:16",
            "open": 63.32,
            "high": 63.39,
            "low": 63.32,
            "close": 63.39,
            "amount_yi": 0.3013
          },
          {
            "time": "14:17",
            "open": 63.47,
            "high": 63.47,
            "low": 63.47,
            "close": 63.47,
            "amount_yi": 0.0433
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 863.38,
      "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": 63.47,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 68.36,
        "open": 68.3,
        "high": 68.8,
        "low": 63.3,
        "bid1": 63.45,
        "ask1": 63.47,
        "bid_qty1": 25,
        "ask_qty1": 4
      },
      "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": "2026-06-26T14:17:12",
      "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": 27.2235,
      "price_vs_vwap_pct": -3.429,
      "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": 0.0986,
        "prev_amount_yi": 0.1162,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8485,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:13",
            "open": 26.32,
            "high": 26.32,
            "low": 26.29,
            "close": 26.29,
            "amount_yi": 0.0152
          },
          {
            "time": "14:14",
            "open": 26.28,
            "high": 26.28,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.0155
          },
          {
            "time": "14:15",
            "open": 26.29,
            "high": 26.3,
            "low": 26.29,
            "close": 26.3,
            "amount_yi": 0.0287
          },
          {
            "time": "14:16",
            "open": 26.27,
            "high": 26.29,
            "low": 26.27,
            "close": 26.29,
            "amount_yi": 0.0286
          },
          {
            "time": "14:17",
            "open": 26.29,
            "high": 26.29,
            "low": 26.29,
            "close": 26.29,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 863.38,
      "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": 26.29,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 28.34,
        "open": 28.15,
        "high": 28.51,
        "low": 26.26,
        "bid1": 26.29,
        "ask1": 26.3,
        "bid_qty1": 21,
        "ask_qty1": 74
      },
      "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": "2026-06-26T14:17:12",
      "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": 58.5759,
      "price_vs_vwap_pct": -3.322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2333,
        "prev_amount_yi": 0.1536,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:13",
            "open": 56.66,
            "high": 56.66,
            "low": 56.62,
            "close": 56.62,
            "amount_yi": 0.0251
          },
          {
            "time": "14:14",
            "open": 56.59,
            "high": 56.59,
            "low": 56.57,
            "close": 56.57,
            "amount_yi": 0.0662
          },
          {
            "time": "14:15",
            "open": 56.63,
            "high": 56.63,
            "low": 56.61,
            "close": 56.61,
            "amount_yi": 0.0492
          },
          {
            "time": "14:16",
            "open": 56.65,
            "high": 56.65,
            "low": 56.62,
            "close": 56.62,
            "amount_yi": 0.081
          },
          {
            "time": "14:17",
            "open": 56.63,
            "high": 56.63,
            "low": 56.63,
            "close": 56.63,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 863.38,
      "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": 56.63,
        "ts": "2026-06-26T14:17:09",
        "prev_close": 60.48,
        "open": 60.41,
        "high": 61.2,
        "low": 56.3,
        "bid1": 56.63,
        "ask1": 56.64,
        "bid_qty1": 1,
        "ask_qty1": 21
      },
      "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": 535300.0,
    "total_value": 1079793.0,
    "unrealized_pnl": 88488.00000000001,
    "unrealized_pnl_pct_of_initial": 8.8488,
    "realized_pnl": -8695.000000000015,
    "realized_pnl_pct_of_initial": -0.8695000000000015,
    "total_pnl": 79793.0,
    "total_pnl_pct": 7.9793
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 102.59,
      "market_value": 246216.0,
      "unrealized_pnl": 53496.000000000015,
      "unrealized_pnl_pct": 27.758405977584076,
      "updated_at": "2026-06-26T14:17:12",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.802148189514103
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 117.98,
      "market_value": 212364.0,
      "unrealized_pnl": 16991.999999999996,
      "unrealized_pnl_pct": 8.697254468398752,
      "updated_at": "2026-06-26T14:17:12",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.667102861381768
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.95,
      "market_value": 76720.0,
      "unrealized_pnl": 18000.0,
      "unrealized_pnl_pct": 30.653950953678468,
      "updated_at": "2026-06-26T14:17:12",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.1050655079260565
    }
  ],
  "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
  }
}