{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "intraday_market_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4737,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.6154,
    "active_up_ratio_min": 0.5,
    "active_positive": 8,
    "active_positive_min": 1,
    "active_above_vwap": 8,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [
      {
        "theme": "趋势股",
        "passed": true,
        "sample_count": 36,
        "active_count": 1,
        "up_count": 22,
        "active_up_count": 1,
        "up_ratio": 0.6111,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.9102,
        "amount_yi": 71.8004,
        "samples": [
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.9994,
            "last": 37.3,
            "open": 36.18,
            "prev_close": 34.86,
            "amount_yi": 7.6933,
            "bid1": 37.2,
            "bid_qty1": 1061,
            "ask1": 37.3,
            "ask_qty1": 98,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688147",
            "name": "微导纳米",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.1576,
            "last": 135.68,
            "open": 130.5,
            "prev_close": 127.81,
            "amount_yi": 1.4402,
            "bid1": 135.55,
            "bid_qty1": 2,
            "ask1": 135.68,
            "ask_qty1": 63,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.0638,
            "last": 98.76,
            "open": 98.7,
            "prev_close": 94.0,
            "amount_yi": 0.5771,
            "bid1": 98.76,
            "bid_qty1": 2,
            "ask1": 98.79,
            "ask_qty1": 1,
            "quote_ts": "2026-06-29T09:32:24"
          },
          {
            "symbol": "SHSE.688627",
            "name": "精智达",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 4.3277,
            "last": 681.99,
            "open": 660.0,
            "prev_close": 653.7,
            "amount_yi": 2.2535,
            "bid1": 680.0,
            "bid_qty1": 113,
            "ask1": 681.99,
            "ask_qty1": 43,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.7879,
            "last": 274.0,
            "open": 273.84,
            "prev_close": 264.0,
            "amount_yi": 4.5188,
            "bid1": 274.0,
            "bid_qty1": 16,
            "ask1": 274.03,
            "ask_qty1": 40,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688090",
            "name": "瑞松科技",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.5912,
            "last": 112.5,
            "open": 110.16,
            "prev_close": 108.6,
            "amount_yi": 0.5973,
            "bid1": 112.48,
            "bid_qty1": 263,
            "ask1": 112.5,
            "ask_qty1": 34,
            "quote_ts": "2026-06-29T09:32:22"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "趋势股",
        "passed": true,
        "sample_count": 36,
        "active_count": 1,
        "up_count": 22,
        "active_up_count": 1,
        "up_ratio": 0.6111,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.9102,
        "amount_yi": 71.8004,
        "samples": [
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.9994,
            "last": 37.3,
            "open": 36.18,
            "prev_close": 34.86,
            "amount_yi": 7.6933,
            "bid1": 37.2,
            "bid_qty1": 1061,
            "ask1": 37.3,
            "ask_qty1": 98,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688147",
            "name": "微导纳米",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.1576,
            "last": 135.68,
            "open": 130.5,
            "prev_close": 127.81,
            "amount_yi": 1.4402,
            "bid1": 135.55,
            "bid_qty1": 2,
            "ask1": 135.68,
            "ask_qty1": 63,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.0638,
            "last": 98.76,
            "open": 98.7,
            "prev_close": 94.0,
            "amount_yi": 0.5771,
            "bid1": 98.76,
            "bid_qty1": 2,
            "ask1": 98.79,
            "ask_qty1": 1,
            "quote_ts": "2026-06-29T09:32:24"
          },
          {
            "symbol": "SHSE.688627",
            "name": "精智达",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 4.3277,
            "last": 681.99,
            "open": 660.0,
            "prev_close": 653.7,
            "amount_yi": 2.2535,
            "bid1": 680.0,
            "bid_qty1": 113,
            "ask1": 681.99,
            "ask_qty1": 43,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.7879,
            "last": 274.0,
            "open": 273.84,
            "prev_close": 264.0,
            "amount_yi": 4.5188,
            "bid1": 274.0,
            "bid_qty1": 16,
            "ask1": 274.03,
            "ask_qty1": 40,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688090",
            "name": "瑞松科技",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.5912,
            "last": 112.5,
            "open": 110.16,
            "prev_close": 108.6,
            "amount_yi": 0.5973,
            "bid1": 112.48,
            "bid_qty1": 263,
            "ask1": 112.5,
            "ask_qty1": 34,
            "quote_ts": "2026-06-29T09:32:22"
          }
        ]
      },
      {
        "theme": "业务主题待核对",
        "passed": false,
        "sample_count": 92,
        "active_count": 11,
        "up_count": 40,
        "active_up_count": 6,
        "up_ratio": 0.4348,
        "active_up_ratio": 0.5455,
        "avg_ret_pct": 0.3748,
        "amount_yi": 381.6953,
        "samples": [
          {
            "symbol": "SHSE.603650",
            "name": "彤程新材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "ret_pct": 9.9965,
            "last": 94.41,
            "open": 90.0,
            "prev_close": 85.83,
            "amount_yi": 6.7255,
            "bid1": 94.41,
            "bid_qty1": 35888,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.601636",
            "name": "旗滨集团",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 9.9664,
            "last": 9.82,
            "open": 9.68,
            "prev_close": 8.93,
            "amount_yi": 4.8517,
            "bid1": 9.82,
            "bid_qty1": 1011715,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SZSE.002354",
            "name": "天娱数科",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.7203,
            "last": 9.6,
            "open": 9.17,
            "prev_close": 8.83,
            "amount_yi": 12.2647,
            "bid1": 9.59,
            "bid_qty1": 10,
            "ask1": 9.6,
            "ask_qty1": 15,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.6957,
            "last": 205.0,
            "open": 199.13,
            "prev_close": 188.6,
            "amount_yi": 10.9236,
            "bid1": 204.99,
            "bid_qty1": 3,
            "ask1": 205.0,
            "ask_qty1": 23,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.2027,
            "last": 41.42,
            "open": 40.66,
            "prev_close": 38.28,
            "amount_yi": 2.3237,
            "bid1": 41.25,
            "bid_qty1": 15,
            "ask1": 41.42,
            "ask_qty1": 4,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 7.1202,
            "last": 57.32,
            "open": 56.0,
            "prev_close": 53.51,
            "amount_yi": 13.4643,
            "bid1": 57.28,
            "bid_qty1": 637,
            "ask1": 57.32,
            "ask_qty1": 689,
            "quote_ts": "2026-06-29T09:32:24"
          }
        ]
      },
      {
        "theme": "反转股",
        "passed": false,
        "sample_count": 5,
        "active_count": 1,
        "up_count": 1,
        "active_up_count": 1,
        "up_ratio": 0.2,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -2.4845,
        "amount_yi": 4.583,
        "samples": [
          {
            "symbol": "SZSE.300749",
            "name": "顶固集创",
            "theme": "反转股",
            "paper_scope": "shadow_active",
            "ret_pct": 3.4558,
            "last": 28.44,
            "open": 28.55,
            "prev_close": 27.49,
            "amount_yi": 0.598,
            "bid1": 28.31,
            "bid_qty1": 4,
            "ask1": 28.4,
            "ask_qty1": 9,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SHSE.600877",
            "name": "电科芯片",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -0.9581,
            "last": 16.54,
            "open": 16.54,
            "prev_close": 16.7,
            "amount_yi": 0.587,
            "bid1": 16.54,
            "bid_qty1": 2,
            "ask1": 16.58,
            "ask_qty1": 5,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SZSE.301138",
            "name": "华研精机",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -2.0073,
            "last": 32.22,
            "open": 32.56,
            "prev_close": 32.88,
            "amount_yi": 0.0668,
            "bid1": 32.17,
            "bid_qty1": 52,
            "ask1": 32.22,
            "ask_qty1": 6,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.300717",
            "name": "华信新材",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -5.9545,
            "last": 20.69,
            "open": 21.78,
            "prev_close": 22.0,
            "amount_yi": 0.2412,
            "bid1": 20.69,
            "bid_qty1": 5,
            "ask1": 20.84,
            "ask_qty1": 8,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.000703",
            "name": "恒逸石化",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -6.9586,
            "last": 15.51,
            "open": 16.0,
            "prev_close": 16.67,
            "amount_yi": 3.09,
            "bid1": 15.51,
            "bid_qty1": 47,
            "ask1": 15.53,
            "ask_qty1": 121,
            "quote_ts": "2026-06-29T09:32:21"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.4737,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8333,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.99650471862985,
          "last": 94.41,
          "vwap": 92.31215713187657,
          "above_vwap": true,
          "amount": 672549452.0
        },
        {
          "symbol": "SHSE.601636",
          "name": "旗滨集团",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.966405375139974,
          "last": 9.82,
          "vwap": 9.743652501355612,
          "above_vwap": true,
          "amount": 485165689.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.720271800679491,
          "last": 9.6,
          "vwap": 9.300045709051423,
          "above_vwap": true,
          "amount": 1226467708.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.695652173913038,
          "last": 205.0,
          "vwap": 202.1473167030608,
          "above_vwap": true,
          "amount": 1092363670.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.202716823406476,
          "last": 41.42,
          "vwap": 40.079600013798576,
          "above_vwap": true,
          "amount": 232369497.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.120164455242017,
          "last": 57.32,
          "vwap": 56.976907393615214,
          "above_vwap": true,
          "amount": 1346432694.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.999426276534715,
          "last": 37.3,
          "vwap": 36.621349014832,
          "above_vwap": true,
          "amount": 769329801.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.950844854070648,
          "last": 83.55,
          "vwap": 82.70279143803292,
          "above_vwap": true,
          "amount": 1033933758.0
        },
        {
          "symbol": "SHSE.688147",
          "name": "微导纳米",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.157577654330648,
          "last": 135.68,
          "vwap": 134.23954835119665,
          "above_vwap": true,
          "amount": 144021450.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 5.501618122977359,
          "last": 32.6,
          "vwap": 32.46298767132952,
          "above_vwap": true,
          "amount": 409530653.0
        },
        {
          "symbol": "SZSE.301093",
          "name": "华兰股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.4294650733820005,
          "last": 131.46,
          "vwap": 129.79996470588236,
          "above_vwap": true,
          "amount": 44131988.0
        },
        {
          "symbol": "SHSE.688669",
          "name": "聚石化学",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.063829787234053,
          "last": 98.76,
          "vwap": 98.25977855757655,
          "above_vwap": true,
          "amount": 57711014.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline",
    "gate_source": "preopen_sector_flow",
    "intraday_market_gate": {
      "passed": false,
      "reason": "wait_until_09:35,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
      "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": "CLUSTERED_MAINLINE",
        "label": "抱团分化：指数降权，核心主线优先",
        "entry_policy": "core_mainline_only",
        "official_buy_allowed": true,
        "reason": "clustered_mainline_confirmed_core_only",
        "pool_up_ratio": 0.4737,
        "active_up_ratio": 0.6154,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 5,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8333,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 45.0,
        "sample_rows": [
          {
            "symbol": "SHSE.603650",
            "name": "彤程新材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 12,
            "ret_pct": 9.99650471862985,
            "last": 94.41,
            "vwap": 92.31215713187657,
            "above_vwap": true,
            "amount": 672549452.0
          },
          {
            "symbol": "SHSE.601636",
            "name": "旗滨集团",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.966405375139974,
            "last": 9.82,
            "vwap": 9.743652501355612,
            "above_vwap": true,
            "amount": 485165689.0
          },
          {
            "symbol": "SZSE.002354",
            "name": "天娱数科",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.720271800679491,
            "last": 9.6,
            "vwap": 9.300045709051423,
            "above_vwap": true,
            "amount": 1226467708.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.695652173913038,
            "last": 205.0,
            "vwap": 202.1473167030608,
            "above_vwap": true,
            "amount": 1092363670.0
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.202716823406476,
            "last": 41.42,
            "vwap": 40.079600013798576,
            "above_vwap": true,
            "amount": 232369497.0
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.120164455242017,
            "last": 57.32,
            "vwap": 56.976907393615214,
            "above_vwap": true,
            "amount": 1346432694.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.999426276534715,
            "last": 37.3,
            "vwap": 36.621349014832,
            "above_vwap": true,
            "amount": 769329801.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.950844854070648,
            "last": 83.55,
            "vwap": 82.70279143803292,
            "above_vwap": true,
            "amount": 1033933758.0
          },
          {
            "symbol": "SHSE.688147",
            "name": "微导纳米",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.157577654330648,
            "last": 135.68,
            "vwap": 134.23954835119665,
            "above_vwap": true,
            "amount": 144021450.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 5.501618122977359,
            "last": 32.6,
            "vwap": 32.46298767132952,
            "above_vwap": true,
            "amount": 409530653.0
          },
          {
            "symbol": "SZSE.301093",
            "name": "华兰股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.4294650733820005,
            "last": 131.46,
            "vwap": 129.79996470588236,
            "above_vwap": true,
            "amount": 44131988.0
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.063829787234053,
            "last": 98.76,
            "vwap": 98.25977855757655,
            "above_vwap": true,
            "amount": 57711014.0
          }
        ]
      },
      "style_code": "CLUSTERED_MAINLINE",
      "style_label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "wait_until_09:35,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "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": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.4737,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8333,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.99650471862985,
          "last": 94.41,
          "vwap": 92.31215713187657,
          "above_vwap": true,
          "amount": 672549452.0
        },
        {
          "symbol": "SHSE.601636",
          "name": "旗滨集团",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.966405375139974,
          "last": 9.82,
          "vwap": 9.743652501355612,
          "above_vwap": true,
          "amount": 485165689.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.720271800679491,
          "last": 9.6,
          "vwap": 9.300045709051423,
          "above_vwap": true,
          "amount": 1226467708.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.695652173913038,
          "last": 205.0,
          "vwap": 202.1473167030608,
          "above_vwap": true,
          "amount": 1092363670.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.202716823406476,
          "last": 41.42,
          "vwap": 40.079600013798576,
          "above_vwap": true,
          "amount": 232369497.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.120164455242017,
          "last": 57.32,
          "vwap": 56.976907393615214,
          "above_vwap": true,
          "amount": 1346432694.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.999426276534715,
          "last": 37.3,
          "vwap": 36.621349014832,
          "above_vwap": true,
          "amount": 769329801.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.950844854070648,
          "last": 83.55,
          "vwap": 82.70279143803292,
          "above_vwap": true,
          "amount": 1033933758.0
        },
        {
          "symbol": "SHSE.688147",
          "name": "微导纳米",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.157577654330648,
          "last": 135.68,
          "vwap": 134.23954835119665,
          "above_vwap": true,
          "amount": 144021450.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 5.501618122977359,
          "last": 32.6,
          "vwap": 32.46298767132952,
          "above_vwap": true,
          "amount": 409530653.0
        },
        {
          "symbol": "SZSE.301093",
          "name": "华兰股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.4294650733820005,
          "last": 131.46,
          "vwap": 129.79996470588236,
          "above_vwap": true,
          "amount": 44131988.0
        },
        {
          "symbol": "SHSE.688669",
          "name": "聚石化学",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.063829787234053,
          "last": 98.76,
          "vwap": 98.25977855757655,
          "above_vwap": true,
          "amount": 57711014.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4737,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.6154,
    "active_up_ratio_min": 0.5,
    "active_positive": 8,
    "active_positive_min": 1,
    "active_above_vwap": 8,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [
      {
        "theme": "趋势股",
        "passed": true,
        "sample_count": 36,
        "active_count": 1,
        "up_count": 22,
        "active_up_count": 1,
        "up_ratio": 0.6111,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.9102,
        "amount_yi": 71.8004,
        "samples": [
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.9994,
            "last": 37.3,
            "open": 36.18,
            "prev_close": 34.86,
            "amount_yi": 7.6933,
            "bid1": 37.2,
            "bid_qty1": 1061,
            "ask1": 37.3,
            "ask_qty1": 98,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688147",
            "name": "微导纳米",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.1576,
            "last": 135.68,
            "open": 130.5,
            "prev_close": 127.81,
            "amount_yi": 1.4402,
            "bid1": 135.55,
            "bid_qty1": 2,
            "ask1": 135.68,
            "ask_qty1": 63,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.0638,
            "last": 98.76,
            "open": 98.7,
            "prev_close": 94.0,
            "amount_yi": 0.5771,
            "bid1": 98.76,
            "bid_qty1": 2,
            "ask1": 98.79,
            "ask_qty1": 1,
            "quote_ts": "2026-06-29T09:32:24"
          },
          {
            "symbol": "SHSE.688627",
            "name": "精智达",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 4.3277,
            "last": 681.99,
            "open": 660.0,
            "prev_close": 653.7,
            "amount_yi": 2.2535,
            "bid1": 680.0,
            "bid_qty1": 113,
            "ask1": 681.99,
            "ask_qty1": 43,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.7879,
            "last": 274.0,
            "open": 273.84,
            "prev_close": 264.0,
            "amount_yi": 4.5188,
            "bid1": 274.0,
            "bid_qty1": 16,
            "ask1": 274.03,
            "ask_qty1": 40,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688090",
            "name": "瑞松科技",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.5912,
            "last": 112.5,
            "open": 110.16,
            "prev_close": 108.6,
            "amount_yi": 0.5973,
            "bid1": 112.48,
            "bid_qty1": 263,
            "ask1": 112.5,
            "ask_qty1": 34,
            "quote_ts": "2026-06-29T09:32:22"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "趋势股",
        "passed": true,
        "sample_count": 36,
        "active_count": 1,
        "up_count": 22,
        "active_up_count": 1,
        "up_ratio": 0.6111,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.9102,
        "amount_yi": 71.8004,
        "samples": [
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.9994,
            "last": 37.3,
            "open": 36.18,
            "prev_close": 34.86,
            "amount_yi": 7.6933,
            "bid1": 37.2,
            "bid_qty1": 1061,
            "ask1": 37.3,
            "ask_qty1": 98,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688147",
            "name": "微导纳米",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.1576,
            "last": 135.68,
            "open": 130.5,
            "prev_close": 127.81,
            "amount_yi": 1.4402,
            "bid1": 135.55,
            "bid_qty1": 2,
            "ask1": 135.68,
            "ask_qty1": 63,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.0638,
            "last": 98.76,
            "open": 98.7,
            "prev_close": 94.0,
            "amount_yi": 0.5771,
            "bid1": 98.76,
            "bid_qty1": 2,
            "ask1": 98.79,
            "ask_qty1": 1,
            "quote_ts": "2026-06-29T09:32:24"
          },
          {
            "symbol": "SHSE.688627",
            "name": "精智达",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 4.3277,
            "last": 681.99,
            "open": 660.0,
            "prev_close": 653.7,
            "amount_yi": 2.2535,
            "bid1": 680.0,
            "bid_qty1": 113,
            "ask1": 681.99,
            "ask_qty1": 43,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.7879,
            "last": 274.0,
            "open": 273.84,
            "prev_close": 264.0,
            "amount_yi": 4.5188,
            "bid1": 274.0,
            "bid_qty1": 16,
            "ask1": 274.03,
            "ask_qty1": 40,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SHSE.688090",
            "name": "瑞松科技",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.5912,
            "last": 112.5,
            "open": 110.16,
            "prev_close": 108.6,
            "amount_yi": 0.5973,
            "bid1": 112.48,
            "bid_qty1": 263,
            "ask1": 112.5,
            "ask_qty1": 34,
            "quote_ts": "2026-06-29T09:32:22"
          }
        ]
      },
      {
        "theme": "业务主题待核对",
        "passed": false,
        "sample_count": 92,
        "active_count": 11,
        "up_count": 40,
        "active_up_count": 6,
        "up_ratio": 0.4348,
        "active_up_ratio": 0.5455,
        "avg_ret_pct": 0.3748,
        "amount_yi": 381.6953,
        "samples": [
          {
            "symbol": "SHSE.603650",
            "name": "彤程新材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "ret_pct": 9.9965,
            "last": 94.41,
            "open": 90.0,
            "prev_close": 85.83,
            "amount_yi": 6.7255,
            "bid1": 94.41,
            "bid_qty1": 35888,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SHSE.601636",
            "name": "旗滨集团",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 9.9664,
            "last": 9.82,
            "open": 9.68,
            "prev_close": 8.93,
            "amount_yi": 4.8517,
            "bid1": 9.82,
            "bid_qty1": 1011715,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:32:22"
          },
          {
            "symbol": "SZSE.002354",
            "name": "天娱数科",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.7203,
            "last": 9.6,
            "open": 9.17,
            "prev_close": 8.83,
            "amount_yi": 12.2647,
            "bid1": 9.59,
            "bid_qty1": 10,
            "ask1": 9.6,
            "ask_qty1": 15,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.6957,
            "last": 205.0,
            "open": 199.13,
            "prev_close": 188.6,
            "amount_yi": 10.9236,
            "bid1": 204.99,
            "bid_qty1": 3,
            "ask1": 205.0,
            "ask_qty1": 23,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 8.2027,
            "last": 41.42,
            "open": 40.66,
            "prev_close": 38.28,
            "amount_yi": 2.3237,
            "bid1": 41.25,
            "bid_qty1": 15,
            "ask1": 41.42,
            "ask_qty1": 4,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 7.1202,
            "last": 57.32,
            "open": 56.0,
            "prev_close": 53.51,
            "amount_yi": 13.4643,
            "bid1": 57.28,
            "bid_qty1": 637,
            "ask1": 57.32,
            "ask_qty1": 689,
            "quote_ts": "2026-06-29T09:32:24"
          }
        ]
      },
      {
        "theme": "反转股",
        "passed": false,
        "sample_count": 5,
        "active_count": 1,
        "up_count": 1,
        "active_up_count": 1,
        "up_ratio": 0.2,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -2.4845,
        "amount_yi": 4.583,
        "samples": [
          {
            "symbol": "SZSE.300749",
            "name": "顶固集创",
            "theme": "反转股",
            "paper_scope": "shadow_active",
            "ret_pct": 3.4558,
            "last": 28.44,
            "open": 28.55,
            "prev_close": 27.49,
            "amount_yi": 0.598,
            "bid1": 28.31,
            "bid_qty1": 4,
            "ask1": 28.4,
            "ask_qty1": 9,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SHSE.600877",
            "name": "电科芯片",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -0.9581,
            "last": 16.54,
            "open": 16.54,
            "prev_close": 16.7,
            "amount_yi": 0.587,
            "bid1": 16.54,
            "bid_qty1": 2,
            "ask1": 16.58,
            "ask_qty1": 5,
            "quote_ts": "2026-06-29T09:32:23"
          },
          {
            "symbol": "SZSE.301138",
            "name": "华研精机",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -2.0073,
            "last": 32.22,
            "open": 32.56,
            "prev_close": 32.88,
            "amount_yi": 0.0668,
            "bid1": 32.17,
            "bid_qty1": 52,
            "ask1": 32.22,
            "ask_qty1": 6,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.300717",
            "name": "华信新材",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -5.9545,
            "last": 20.69,
            "open": 21.78,
            "prev_close": 22.0,
            "amount_yi": 0.2412,
            "bid1": 20.69,
            "bid_qty1": 5,
            "ask1": 20.84,
            "ask_qty1": 8,
            "quote_ts": "2026-06-29T09:32:21"
          },
          {
            "symbol": "SZSE.000703",
            "name": "恒逸石化",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -6.9586,
            "last": 15.51,
            "open": 16.0,
            "prev_close": 16.67,
            "amount_yi": 3.09,
            "bid1": 15.51,
            "bid_qty1": 47,
            "ask1": 15.53,
            "ask_qty1": 121,
            "quote_ts": "2026-06-29T09:32:21"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.4737,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8333,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.99650471862985,
          "last": 94.41,
          "vwap": 92.31215713187657,
          "above_vwap": true,
          "amount": 672549452.0
        },
        {
          "symbol": "SHSE.601636",
          "name": "旗滨集团",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.966405375139974,
          "last": 9.82,
          "vwap": 9.743652501355612,
          "above_vwap": true,
          "amount": 485165689.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.720271800679491,
          "last": 9.6,
          "vwap": 9.300045709051423,
          "above_vwap": true,
          "amount": 1226467708.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.695652173913038,
          "last": 205.0,
          "vwap": 202.1473167030608,
          "above_vwap": true,
          "amount": 1092363670.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.202716823406476,
          "last": 41.42,
          "vwap": 40.079600013798576,
          "above_vwap": true,
          "amount": 232369497.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.120164455242017,
          "last": 57.32,
          "vwap": 56.976907393615214,
          "above_vwap": true,
          "amount": 1346432694.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.999426276534715,
          "last": 37.3,
          "vwap": 36.621349014832,
          "above_vwap": true,
          "amount": 769329801.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.950844854070648,
          "last": 83.55,
          "vwap": 82.70279143803292,
          "above_vwap": true,
          "amount": 1033933758.0
        },
        {
          "symbol": "SHSE.688147",
          "name": "微导纳米",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.157577654330648,
          "last": 135.68,
          "vwap": 134.23954835119665,
          "above_vwap": true,
          "amount": 144021450.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 5.501618122977359,
          "last": 32.6,
          "vwap": 32.46298767132952,
          "above_vwap": true,
          "amount": 409530653.0
        },
        {
          "symbol": "SZSE.301093",
          "name": "华兰股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.4294650733820005,
          "last": 131.46,
          "vwap": 129.79996470588236,
          "above_vwap": true,
          "amount": 44131988.0
        },
        {
          "symbol": "SHSE.688669",
          "name": "聚石化学",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.063829787234053,
          "last": 98.76,
          "vwap": 98.25977855757655,
          "above_vwap": true,
          "amount": 57711014.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T09:32:24",
  "signals": [
    {
      "event_id": "20260626:20260629:SHSE.688432:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.688432:WATCH_CONFIRM",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "P0",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 30.9,
      "exec_low": 30.9,
      "exec_high": 31.83,
      "invalid_price": 29.97,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "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": 3.3493,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 32.8,
            "high": 32.8,
            "low": 32.75,
            "close": 32.75,
            "amount_yi": 1.8734
          },
          {
            "time": "09:31",
            "open": 32.0,
            "high": 32.05,
            "low": 32.0,
            "close": 32.05,
            "amount_yi": 1.0578
          },
          {
            "time": "09:32",
            "open": 32.6,
            "high": 32.6,
            "low": 32.6,
            "close": 32.6,
            "amount_yi": 0.4181
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 32.6,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 33.0,
        "low": 31.53,
        "bid1": 32.6,
        "ask1": 32.66,
        "bid_qty1": 188,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 100.25,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.87,
      "entry_zone_high": 98.79,
      "entry_risk_pct": null,
      "intraday_vwap": 96.3371,
      "price_vs_vwap_pct": -0.5679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 4.3236,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 95.8,
            "high": 97.35,
            "low": 95.8,
            "close": 97.35,
            "amount_yi": 2.3815
          },
          {
            "time": "09:31",
            "open": 94.7,
            "high": 95.55,
            "low": 94.7,
            "close": 95.55,
            "amount_yi": 1.5809
          },
          {
            "time": "09:32",
            "open": 95.79,
            "high": 95.79,
            "low": 95.79,
            "close": 95.79,
            "amount_yi": 0.3612
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 95.79,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 97.48,
        "low": 94.7,
        "bid1": 95.79,
        "ask1": 95.9,
        "bid_qty1": 12,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 28.42,
      "exec_low": 28.42,
      "exec_high": 29.27,
      "invalid_price": 27.57,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "official_entry_blocked_clustered_mainline_non_core",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 29.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.99,
      "entry_zone_high": 28.85,
      "entry_risk_pct": 2.9225,
      "intraday_vwap": 28.3797,
      "price_vs_vwap_pct": 0.2125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5404,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 28.0,
            "high": 28.53,
            "low": 28.0,
            "close": 28.53,
            "amount_yi": 0.2406
          },
          {
            "time": "09:31",
            "open": 28.16,
            "high": 28.38,
            "low": 28.16,
            "close": 28.38,
            "amount_yi": 0.247
          },
          {
            "time": "09:32",
            "open": 28.44,
            "high": 28.44,
            "low": 28.44,
            "close": 28.44,
            "amount_yi": 0.0528
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 28.44,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.78,
        "low": 27.85,
        "bid1": 28.31,
        "ask1": 28.4,
        "bid_qty1": 4,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 12.35,
      "exec_low": 12.35,
      "exec_high": 12.72,
      "invalid_price": 11.98,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.72,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.16,
      "entry_zone_high": 12.54,
      "entry_risk_pct": null,
      "intraday_vwap": 11.8288,
      "price_vs_vwap_pct": -2.1033,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 6.1786,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 12.13,
            "high": 12.13,
            "low": 12.02,
            "close": 12.02,
            "amount_yi": 2.2629
          },
          {
            "time": "09:31",
            "open": 11.92,
            "high": 11.92,
            "low": 11.52,
            "close": 11.52,
            "amount_yi": 2.9421
          },
          {
            "time": "09:32",
            "open": 11.58,
            "high": 11.58,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.9736
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 11.58,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.44,
        "bid1": 11.58,
        "ask1": 11.59,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH",
      "symbol": "SHSE.688392",
      "name": "骄成超声",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 208.35,
      "exec_low": 208.35,
      "exec_high": 214.6,
      "invalid_price": 202.1,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9099,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 197.0,
            "high": 200.94,
            "low": 197.0,
            "close": 200.94,
            "amount_yi": 0.3158
          },
          {
            "time": "09:31",
            "open": 204.79,
            "high": 204.79,
            "low": 203.71,
            "close": 203.71,
            "amount_yi": 0.3375
          },
          {
            "time": "09:32",
            "open": 205.0,
            "high": 205.0,
            "low": 205.0,
            "close": 205.0,
            "amount_yi": 0.2566
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 205.0,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.0,
        "low": 195.0,
        "bid1": 205.0,
        "ask1": 205.5,
        "bid_qty1": 7,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": null,
      "intraday_vwap": 13.9717,
      "price_vs_vwap_pct": -0.0837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.0195,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 14.19,
            "high": 14.19,
            "low": 13.75,
            "close": 13.75,
            "amount_yi": 1.0338
          },
          {
            "time": "09:31",
            "open": 13.67,
            "high": 13.76,
            "low": 13.67,
            "close": 13.76,
            "amount_yi": 0.7198
          },
          {
            "time": "09:32",
            "open": 13.96,
            "high": 13.96,
            "low": 13.96,
            "close": 13.96,
            "amount_yi": 0.2659
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 13.96,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.38,
        "low": 13.5,
        "bid1": 13.96,
        "ask1": 14.04,
        "bid_qty1": 121,
        "ask_qty1": 47
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": null,
      "intraday_vwap": 37.4168,
      "price_vs_vwap_pct": -2.7175,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 4.3116,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 37.95,
            "high": 37.95,
            "low": 37.02,
            "close": 37.02,
            "amount_yi": 2.0634
          },
          {
            "time": "09:31",
            "open": 37.34,
            "high": 37.34,
            "low": 36.06,
            "close": 36.06,
            "amount_yi": 1.657
          },
          {
            "time": "09:32",
            "open": 36.4,
            "high": 36.4,
            "low": 36.4,
            "close": 36.4,
            "amount_yi": 0.5912
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 36.4,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 36.01,
        "bid1": 36.4,
        "ask1": 36.41,
        "bid_qty1": 4,
        "ask_qty1": 239
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "P7",
      "status": "NEAR_TRIGGER",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 28.46,
      "exec_low": 28.46,
      "exec_high": 29.31,
      "invalid_price": 27.61,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 29.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.03,
      "entry_zone_high": 28.89,
      "entry_risk_pct": null,
      "intraday_vwap": 28.5547,
      "price_vs_vwap_pct": -1.0321,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 6.5942,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 28.82,
            "high": 28.82,
            "low": 28.01,
            "close": 28.01,
            "amount_yi": 3.7832
          },
          {
            "time": "09:31",
            "open": 28.05,
            "high": 28.05,
            "low": 28.03,
            "close": 28.03,
            "amount_yi": 2.1972
          },
          {
            "time": "09:32",
            "open": 28.26,
            "high": 28.26,
            "low": 28.26,
            "close": 28.26,
            "amount_yi": 0.6138
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 28.26,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 27.54,
        "bid1": 28.26,
        "ask1": 28.29,
        "bid_qty1": 49,
        "ask_qty1": 71
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM",
      "symbol": "SZSE.002559",
      "name": "亚威股份",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 12.31,
      "exec_low": 12.31,
      "exec_high": 12.68,
      "invalid_price": 11.94,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "official_entry_blocked_clustered_mainline_non_core",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.13,
      "entry_zone_high": 12.49,
      "entry_risk_pct": 3.163,
      "intraday_vwap": 12.6094,
      "price_vs_vwap_pct": -2.2158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.7277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.87,
            "high": 12.87,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 1.411
          },
          {
            "time": "09:31",
            "open": 12.57,
            "high": 12.57,
            "low": 12.5,
            "close": 12.5,
            "amount_yi": 1.0948
          },
          {
            "time": "09:32",
            "open": 12.33,
            "high": 12.33,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.2219
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1081.55,
      "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": 12.33,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.0,
        "low": 12.27,
        "bid1": 12.31,
        "ask1": 12.33,
        "bid_qty1": 254,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 29.6,
      "exec_low": 29.6,
      "exec_high": 30.49,
      "invalid_price": 28.71,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.16,
      "entry_zone_high": 30.04,
      "entry_risk_pct": 5.8071,
      "intraday_vwap": 31.2477,
      "price_vs_vwap_pct": -2.7128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 7.6472,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 31.08,
            "high": 31.4,
            "low": 31.08,
            "close": 31.4,
            "amount_yi": 3.1746
          },
          {
            "time": "09:31",
            "open": 31.7,
            "high": 31.7,
            "low": 31.3,
            "close": 31.3,
            "amount_yi": 3.0641
          },
          {
            "time": "09:32",
            "open": 30.4,
            "high": 30.4,
            "low": 30.4,
            "close": 30.4,
            "amount_yi": 1.4085
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.4,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 31.87,
        "low": 30.4,
        "bid1": 30.4,
        "ask1": 30.48,
        "bid_qty1": 117,
        "ask_qty1": 38
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM",
      "symbol": "SZSE.001389",
      "name": "广合科技",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 220.88,
      "exec_low": 220.88,
      "exec_high": 227.51,
      "invalid_price": 214.25,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 227.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 227.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 217.57,
      "entry_zone_high": 224.19,
      "entry_risk_pct": null,
      "intraday_vwap": 218.7453,
      "price_vs_vwap_pct": -0.7476,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.552,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 216.78,
            "high": 216.8,
            "low": 216.78,
            "close": 216.8,
            "amount_yi": 1.1344
          },
          {
            "time": "09:31",
            "open": 216.05,
            "high": 216.05,
            "low": 215.06,
            "close": 215.06,
            "amount_yi": 0.8868
          },
          {
            "time": "09:32",
            "open": 217.11,
            "high": 217.11,
            "low": 217.11,
            "close": 217.11,
            "amount_yi": 0.5308
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 217.11,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 225.0,
        "low": 214.0,
        "bid1": 217.11,
        "ask1": 217.51,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 58.28,
      "exec_low": 58.28,
      "exec_high": 60.03,
      "invalid_price": 56.53,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": null,
      "intraday_vwap": 59.8817,
      "price_vs_vwap_pct": 2.2015,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 5.0117,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 59.0,
            "high": 59.68,
            "low": 59.0,
            "close": 59.68,
            "amount_yi": 1.8948
          },
          {
            "time": "09:31",
            "open": 60.5,
            "high": 61.48,
            "low": 60.5,
            "close": 61.48,
            "amount_yi": 1.9713
          },
          {
            "time": "09:32",
            "open": 61.2,
            "high": 61.2,
            "low": 61.2,
            "close": 61.2,
            "amount_yi": 1.1456
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 61.2,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.5,
        "low": 58.28,
        "bid1": 61.0,
        "ask1": 61.24,
        "bid_qty1": 76,
        "ask_qty1": 12
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 88.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 88.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.54,
      "entry_zone_high": 87.12,
      "entry_risk_pct": null,
      "intraday_vwap": 92.3122,
      "price_vs_vwap_pct": 2.2725,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 5.5484,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 91.18,
            "high": 92.27,
            "low": 91.18,
            "close": 92.27,
            "amount_yi": 2.0117
          },
          {
            "time": "09:31",
            "open": 94.09,
            "high": 94.41,
            "low": 94.09,
            "close": 94.41,
            "amount_yi": 3.0765
          },
          {
            "time": "09:32",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.4602
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.1,
      "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": 94.41,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 35888,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM",
      "symbol": "SHSE.601133",
      "name": "柏诚股份",
      "side": "BUY",
      "priority": "W0",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 38.28,
      "exec_low": 38.28,
      "exec_high": 38.85,
      "invalid_price": 37.13,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.71,
      "entry_zone_high": 38.85,
      "entry_risk_pct": null,
      "intraday_vwap": 40.0796,
      "price_vs_vwap_pct": 3.3443,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.8006,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 39.94,
            "high": 39.94,
            "low": 39.17,
            "close": 39.17,
            "amount_yi": 0.4283
          },
          {
            "time": "09:31",
            "open": 39.52,
            "high": 40.42,
            "low": 39.52,
            "close": 40.42,
            "amount_yi": 0.8466
          },
          {
            "time": "09:32",
            "open": 41.42,
            "high": 41.42,
            "low": 41.42,
            "close": 41.42,
            "amount_yi": 0.5257
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 41.42,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 41.42,
        "low": 38.0,
        "bid1": 41.25,
        "ask1": 41.42,
        "bid_qty1": 15,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603698:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603698:WATCH_CONFIRM",
      "symbol": "SHSE.603698",
      "name": "航天工程",
      "side": "BUY",
      "priority": "W1",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 43.55,
      "exec_low": 43.55,
      "exec_high": 44.2,
      "invalid_price": 42.24,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.9,
      "entry_zone_high": 44.2,
      "entry_risk_pct": null,
      "intraday_vwap": 43.1409,
      "price_vs_vwap_pct": -2.9227,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.7409,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 43.34,
            "high": 43.55,
            "low": 43.34,
            "close": 43.55,
            "amount_yi": 0.719
          },
          {
            "time": "09:31",
            "open": 43.6,
            "high": 43.6,
            "low": 42.73,
            "close": 42.73,
            "amount_yi": 0.7027
          },
          {
            "time": "09:32",
            "open": 41.88,
            "high": 41.88,
            "low": 41.88,
            "close": 41.88,
            "amount_yi": 0.3192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 41.88,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 41.83,
        "bid1": 41.88,
        "ask1": 41.94,
        "bid_qty1": 177,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM",
      "symbol": "SZSE.002674",
      "name": "兴业科技",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 28.83,
      "exec_low": 28.83,
      "exec_high": 29.26,
      "invalid_price": 27.97,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 29.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.4,
      "entry_zone_high": 29.26,
      "entry_risk_pct": null,
      "intraday_vwap": 29.1705,
      "price_vs_vwap_pct": -2.4357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.5723,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 29.22,
            "high": 29.22,
            "low": 28.0,
            "close": 28.0,
            "amount_yi": 2.0127
          },
          {
            "time": "09:31",
            "open": 27.76,
            "high": 27.76,
            "low": 27.57,
            "close": 27.57,
            "amount_yi": 1.2118
          },
          {
            "time": "09:32",
            "open": 28.46,
            "high": 28.46,
            "low": 28.46,
            "close": 28.46,
            "amount_yi": 0.3478
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 28.46,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.0,
        "low": 27.33,
        "bid1": 28.44,
        "ask1": 28.48,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM",
      "symbol": "SHSE.603155",
      "name": "新亚强",
      "side": "BUY",
      "priority": "W3",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 25.34,
      "exec_low": 25.34,
      "exec_high": 25.72,
      "invalid_price": 24.58,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.96,
      "entry_zone_high": 25.72,
      "entry_risk_pct": null,
      "intraday_vwap": 26.3224,
      "price_vs_vwap_pct": -0.8069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.7758,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 26.03,
            "high": 26.46,
            "low": 26.03,
            "close": 26.46,
            "amount_yi": 0.2442
          },
          {
            "time": "09:31",
            "open": 26.7,
            "high": 26.7,
            "low": 26.2,
            "close": 26.2,
            "amount_yi": 0.3932
          },
          {
            "time": "09:32",
            "open": 26.11,
            "high": 26.11,
            "low": 26.11,
            "close": 26.11,
            "amount_yi": 0.1384
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 26.11,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 26.79,
        "low": 25.96,
        "bid1": 26.1,
        "ask1": 26.11,
        "bid_qty1": 1,
        "ask_qty1": 82
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM",
      "symbol": "SZSE.000620",
      "name": "盈新发展",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 3.42,
      "exec_low": 3.42,
      "exec_high": 3.47,
      "invalid_price": 3.32,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.37,
      "entry_zone_high": 3.47,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3959,
      "price_vs_vwap_pct": -1.0572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.4672,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 3.38,
            "high": 3.42,
            "low": 3.38,
            "close": 3.42,
            "amount_yi": 1.3824
          },
          {
            "time": "09:31",
            "open": 3.44,
            "high": 3.44,
            "low": 3.42,
            "close": 3.42,
            "amount_yi": 1.5543
          },
          {
            "time": "09:32",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.5305
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 3.36,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.33,
        "bid1": 3.36,
        "ask1": 3.37,
        "bid_qty1": 2254,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002354:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002354:WATCH_CONFIRM",
      "symbol": "SZSE.002354",
      "name": "天娱数科",
      "side": "BUY",
      "priority": "W5",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 8.83,
      "exec_low": 8.83,
      "exec_high": 8.96,
      "invalid_price": 8.57,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.7,
      "entry_zone_high": 8.96,
      "entry_risk_pct": null,
      "intraday_vwap": 9.3,
      "price_vs_vwap_pct": 3.2258,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 10.8167,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.28,
            "high": 9.3,
            "low": 9.28,
            "close": 9.3,
            "amount_yi": 5.3332
          },
          {
            "time": "09:31",
            "open": 9.25,
            "high": 9.39,
            "low": 9.25,
            "close": 9.39,
            "amount_yi": 3.671
          },
          {
            "time": "09:32",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 1.8125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 9.6,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.64,
        "low": 9.17,
        "bid1": 9.59,
        "ask1": 9.6,
        "bid_qty1": 10,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM",
      "symbol": "SZSE.002141",
      "name": "贤丰控股",
      "side": "BUY",
      "priority": "W6",
      "status": "NEAR_TRIGGER",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 5.76,
      "exec_low": 5.76,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.67,
      "entry_zone_high": 5.85,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7656,
      "price_vs_vwap_pct": -0.9643,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.6405,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.88,
            "high": 5.88,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.9372
          },
          {
            "time": "09:31",
            "open": 5.76,
            "high": 5.76,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.5408
          },
          {
            "time": "09:32",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.1625
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 5.71,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.62,
        "bid1": 5.71,
        "ask1": 5.73,
        "bid_qty1": 22,
        "ask_qty1": 235
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH",
      "symbol": "SHSE.688359",
      "name": "三孚新科",
      "side": "BUY",
      "priority": "W7",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.88,
      "exec_low": 195.88,
      "exec_high": 198.82,
      "invalid_price": 190.0,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.94,
      "entry_zone_high": 198.82,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.7816,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 192.36,
            "high": 192.36,
            "low": 190.2,
            "close": 190.2,
            "amount_yi": 0.3163
          },
          {
            "time": "09:31",
            "open": 190.9,
            "high": 190.9,
            "low": 188.6,
            "close": 188.6,
            "amount_yi": 0.3481
          },
          {
            "time": "09:32",
            "open": 190.0,
            "high": 190.0,
            "low": 190.0,
            "close": 190.0,
            "amount_yi": 0.1172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 190.0,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 192.64,
        "low": 187.2,
        "bid1": 189.89,
        "ask1": 190.0,
        "bid_qty1": 52,
        "ask_qty1": 0
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH",
      "symbol": "SZSE.301526",
      "name": "国际复材",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.1,
      "exec_low": 54.1,
      "exec_high": 54.91,
      "invalid_price": 52.48,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.29,
      "entry_zone_high": 54.91,
      "entry_risk_pct": null,
      "intraday_vwap": 50.7711,
      "price_vs_vwap_pct": -1.0658,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 9.3068,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 50.03,
            "high": 50.92,
            "low": 50.03,
            "close": 50.92,
            "amount_yi": 3.2585
          },
          {
            "time": "09:31",
            "open": 50.71,
            "high": 50.71,
            "low": 50.4,
            "close": 50.4,
            "amount_yi": 4.3442
          },
          {
            "time": "09:32",
            "open": 50.23,
            "high": 50.23,
            "low": 50.23,
            "close": 50.23,
            "amount_yi": 1.7041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.23,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 50.0,
        "bid1": 50.2,
        "ask1": 50.23,
        "bid_qty1": 148,
        "ask_qty1": 26
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603938:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603938:BREAK_PREV_HIGH",
      "symbol": "SHSE.603938",
      "name": "三孚股份",
      "side": "BUY",
      "priority": "W9",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.65,
      "exec_low": 76.65,
      "exec_high": 77.8,
      "invalid_price": 74.35,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.5,
      "entry_zone_high": 77.8,
      "entry_risk_pct": null,
      "intraday_vwap": 76.703,
      "price_vs_vwap_pct": 2.7991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.1847,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 76.12,
            "high": 76.27,
            "low": 76.12,
            "close": 76.27,
            "amount_yi": 1.3279
          },
          {
            "time": "09:31",
            "open": 76.56,
            "high": 77.5,
            "low": 76.56,
            "close": 77.5,
            "amount_yi": 1.1976
          },
          {
            "time": "09:32",
            "open": 78.85,
            "high": 78.85,
            "low": 78.85,
            "close": 78.85,
            "amount_yi": 0.6592
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 78.85,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 78.86,
        "low": 74.74,
        "bid1": 78.8,
        "ask1": 78.85,
        "bid_qty1": 113,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH",
      "symbol": "SHSE.603065",
      "name": "宿迁联盛",
      "side": "BUY",
      "priority": "W10",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.11,
      "exec_low": 22.11,
      "exec_high": 22.44,
      "invalid_price": 21.45,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.78,
      "entry_zone_high": 22.44,
      "entry_risk_pct": null,
      "intraday_vwap": 20.7286,
      "price_vs_vwap_pct": -2.6466,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.7456,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 21.0,
            "high": 21.02,
            "low": 21.0,
            "close": 21.02,
            "amount_yi": 0.5614
          },
          {
            "time": "09:31",
            "open": 20.89,
            "high": 20.89,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.5365
          },
          {
            "time": "09:32",
            "open": 20.18,
            "high": 20.18,
            "low": 20.18,
            "close": 20.18,
            "amount_yi": 0.6477
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 20.18,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.29,
        "low": 20.11,
        "bid1": 20.11,
        "ask1": 20.18,
        "bid_qty1": 62,
        "ask_qty1": 296
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "W11",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 61.63,
      "exec_low": 61.63,
      "exec_high": 62.55,
      "invalid_price": 59.78,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 63.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 62.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 60.71,
      "entry_zone_high": 62.55,
      "entry_risk_pct": null,
      "intraday_vwap": 59.2665,
      "price_vs_vwap_pct": 3.4142,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 6.9133,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 58.9,
            "high": 59.0,
            "low": 58.9,
            "close": 59.0,
            "amount_yi": 3.9856
          },
          {
            "time": "09:31",
            "open": 59.88,
            "high": 60.69,
            "low": 59.88,
            "close": 60.69,
            "amount_yi": 1.8669
          },
          {
            "time": "09:32",
            "open": 61.29,
            "high": 61.29,
            "low": 61.29,
            "close": 61.29,
            "amount_yi": 1.0608
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 61.29,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 61.29,
        "low": 58.51,
        "bid1": 61.22,
        "ask1": 61.29,
        "bid_qty1": 3,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH",
      "symbol": "SZSE.300398",
      "name": "飞凯材料",
      "side": "BUY",
      "priority": "W12",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 63.95,
      "exec_low": 63.95,
      "exec_high": 64.91,
      "invalid_price": 62.03,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.99,
      "entry_zone_high": 64.91,
      "entry_risk_pct": null,
      "intraday_vwap": 61.1133,
      "price_vs_vwap_pct": -1.1835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 5.0122,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 61.88,
            "high": 61.88,
            "low": 61.49,
            "close": 61.49,
            "amount_yi": 2.3538
          },
          {
            "time": "09:31",
            "open": 60.39,
            "high": 60.39,
            "low": 59.63,
            "close": 59.63,
            "amount_yi": 2.0374
          },
          {
            "time": "09:32",
            "open": 60.39,
            "high": 60.39,
            "low": 60.39,
            "close": 60.39,
            "amount_yi": 0.621
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.39,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 62.85,
        "low": 59.5,
        "bid1": 60.25,
        "ask1": 60.39,
        "bid_qty1": 47,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH",
      "symbol": "SZSE.300717",
      "name": "华信新材",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.76,
      "exec_low": 22.76,
      "exec_high": 23.1,
      "invalid_price": 22.08,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.42,
      "entry_zone_high": 23.1,
      "entry_risk_pct": null,
      "intraday_vwap": 21.0089,
      "price_vs_vwap_pct": -1.5179,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2317,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 21.38,
            "high": 21.38,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0801
          },
          {
            "time": "09:31",
            "open": 20.87,
            "high": 20.87,
            "low": 20.6,
            "close": 20.6,
            "amount_yi": 0.0983
          },
          {
            "time": "09:32",
            "open": 20.69,
            "high": 20.69,
            "low": 20.69,
            "close": 20.69,
            "amount_yi": 0.0533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 20.69,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.5,
        "bid1": 20.69,
        "ask1": 20.84,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH",
      "symbol": "SHSE.688519",
      "name": "南亚新材",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 439.82,
      "exec_low": 439.82,
      "exec_high": 446.42,
      "invalid_price": 426.63,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5316,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 404.13,
            "high": 404.13,
            "low": 400.0,
            "close": 400.0,
            "amount_yi": 0.4315
          },
          {
            "time": "09:31",
            "open": 398.47,
            "high": 405.27,
            "low": 398.47,
            "close": 405.27,
            "amount_yi": 0.8534
          },
          {
            "time": "09:32",
            "open": 408.0,
            "high": 408.0,
            "low": 408.0,
            "close": 408.0,
            "amount_yi": 0.2467
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 408.0,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 408.0,
        "low": 397.43,
        "bid1": 407.98,
        "ask1": 408.0,
        "bid_qty1": 3,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 366.65,
      "exec_low": 366.65,
      "exec_high": 372.15,
      "invalid_price": 355.65,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 377.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 372.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 361.15,
      "entry_zone_high": 372.15,
      "entry_risk_pct": 3.8004,
      "intraday_vwap": 370.964,
      "price_vs_vwap_pct": -0.3407,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 7.8799,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 372.0,
            "high": 381.0,
            "low": 372.0,
            "close": 381.0,
            "amount_yi": 3.3923
          },
          {
            "time": "09:31",
            "open": 369.99,
            "high": 369.99,
            "low": 365.92,
            "close": 365.92,
            "amount_yi": 3.2876
          },
          {
            "time": "09:32",
            "open": 369.7,
            "high": 369.7,
            "low": 369.7,
            "close": 369.7,
            "amount_yi": 1.2
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 369.7,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 383.33,
        "low": 364.18,
        "bid1": 369.35,
        "ask1": 369.7,
        "bid_qty1": 7,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.16,
      "entry_zone_high": 77.44,
      "entry_risk_pct": null,
      "intraday_vwap": 72.312,
      "price_vs_vwap_pct": -0.4868,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5912,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 73.16,
            "high": 73.2,
            "low": 73.16,
            "close": 73.2,
            "amount_yi": 0.6817
          },
          {
            "time": "09:31",
            "open": 72.61,
            "high": 72.61,
            "low": 71.28,
            "close": 71.28,
            "amount_yi": 0.6157
          },
          {
            "time": "09:32",
            "open": 71.96,
            "high": 71.96,
            "low": 71.96,
            "close": 71.96,
            "amount_yi": 0.2938
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 71.96,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.59,
        "low": 70.5,
        "bid1": 71.96,
        "ask1": 72.0,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000703:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.000703:BREAK_PREV_HIGH",
      "symbol": "SZSE.000703",
      "name": "恒逸石化",
      "side": "BUY",
      "priority": "W17",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.08,
      "exec_low": 17.08,
      "exec_high": 17.34,
      "invalid_price": 16.57,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.82,
      "entry_zone_high": 17.34,
      "entry_risk_pct": null,
      "intraday_vwap": 15.6532,
      "price_vs_vwap_pct": -0.9148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.5516,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 15.62,
            "high": 15.62,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 1.2647
          },
          {
            "time": "09:31",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.9832
          },
          {
            "time": "09:32",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.3037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 15.51,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.28,
        "bid1": 15.51,
        "ask1": 15.53,
        "bid_qty1": 47,
        "ask_qty1": 121
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603256:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603256:BREAK_PREV_HIGH",
      "symbol": "SHSE.603256",
      "name": "宏和科技",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 304.0,
      "exec_low": 304.0,
      "exec_high": 308.56,
      "invalid_price": 294.88,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 313.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 308.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 299.44,
      "entry_zone_high": 308.56,
      "entry_risk_pct": null,
      "intraday_vwap": 275.6839,
      "price_vs_vwap_pct": -3.0411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.2125,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 283.5,
            "high": 283.5,
            "low": 281.0,
            "close": 281.0,
            "amount_yi": 0.9773
          },
          {
            "time": "09:31",
            "open": 274.0,
            "high": 274.0,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 1.4892
          },
          {
            "time": "09:32",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.746
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 267.3,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 3901
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH",
      "symbol": "SHSE.688605",
      "name": "先锋精科",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 101.0,
      "exec_low": 101.0,
      "exec_high": 102.51,
      "invalid_price": 97.97,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": 3.9416,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6581,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 102.08,
            "high": 102.08,
            "low": 101.08,
            "close": 101.08,
            "amount_yi": 0.2075
          },
          {
            "time": "09:31",
            "open": 100.14,
            "high": 100.17,
            "low": 100.14,
            "close": 100.17,
            "amount_yi": 0.3446
          },
          {
            "time": "09:32",
            "open": 101.99,
            "high": 101.99,
            "low": 101.99,
            "close": 101.99,
            "amount_yi": 0.106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 101.99,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 102.2,
        "low": 99.16,
        "bid1": 101.67,
        "ask1": 101.99,
        "bid_qty1": 38,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH",
      "symbol": "SHSE.600619",
      "name": "海立股份",
      "side": "BUY",
      "priority": "W20",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.52,
      "exec_low": 15.52,
      "exec_high": 15.75,
      "invalid_price": 15.05,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.29,
      "entry_zone_high": 15.75,
      "entry_risk_pct": null,
      "intraday_vwap": 15.3474,
      "price_vs_vwap_pct": 0.7988,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.8488,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 15.26,
            "high": 15.4,
            "low": 15.26,
            "close": 15.4,
            "amount_yi": 0.2454
          },
          {
            "time": "09:31",
            "open": 15.38,
            "high": 15.42,
            "low": 15.38,
            "close": 15.42,
            "amount_yi": 0.3861
          },
          {
            "time": "09:32",
            "open": 15.47,
            "high": 15.47,
            "low": 15.47,
            "close": 15.47,
            "amount_yi": 0.2173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 15.47,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 15.15,
        "bid1": 15.45,
        "ask1": 15.47,
        "bid_qty1": 408,
        "ask_qty1": 277
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH",
      "symbol": "SHSE.605376",
      "name": "博迁新材",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 271.52,
      "exec_low": 271.52,
      "exec_high": 275.59,
      "invalid_price": 263.37,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": 3.8901,
      "intraday_vwap": 275.9096,
      "price_vs_vwap_pct": -0.6921,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 4.1306,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 278.64,
            "high": 278.64,
            "low": 276.0,
            "close": 276.0,
            "amount_yi": 1.2261
          },
          {
            "time": "09:31",
            "open": 274.83,
            "high": 276.05,
            "low": 274.83,
            "close": 276.05,
            "amount_yi": 1.6453
          },
          {
            "time": "09:32",
            "open": 274.0,
            "high": 274.0,
            "low": 274.0,
            "close": 274.0,
            "amount_yi": 1.2592
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 274.0,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 280.0,
        "low": 273.84,
        "bid1": 274.0,
        "ask1": 274.03,
        "bid_qty1": 16,
        "ask_qty1": 40
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.4,
      "exec_low": 23.4,
      "exec_high": 23.75,
      "invalid_price": 22.7,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.05,
      "entry_zone_high": 23.75,
      "entry_risk_pct": null,
      "intraday_vwap": 22.3333,
      "price_vs_vwap_pct": -2.1193,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.3874,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 22.68,
            "high": 22.68,
            "low": 22.41,
            "close": 22.41,
            "amount_yi": 1.275
          },
          {
            "time": "09:31",
            "open": 22.61,
            "high": 22.61,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 1.2899
          },
          {
            "time": "09:32",
            "open": 21.86,
            "high": 21.86,
            "low": 21.86,
            "close": 21.86,
            "amount_yi": 0.8225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 21.86,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 21.81,
        "bid1": 21.86,
        "ask1": 21.88,
        "bid_qty1": 37,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601636:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.601636:BREAK_PREV_HIGH",
      "symbol": "SHSE.601636",
      "name": "旗滨集团",
      "side": "BUY",
      "priority": "W23",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 9.19,
      "exec_low": 9.19,
      "exec_high": 9.33,
      "invalid_price": 8.91,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.05,
      "entry_zone_high": 9.33,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7437,
      "price_vs_vwap_pct": 0.7831,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.4704,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 9.78,
            "high": 9.82,
            "low": 9.78,
            "close": 9.82,
            "amount_yi": 3.0591
          },
          {
            "time": "09:31",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.339
          },
          {
            "time": "09:32",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0723
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 9.82,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 1011715,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH",
      "symbol": "SHSE.605358",
      "name": "立昂微",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.5,
      "exec_low": 76.5,
      "exec_high": 77.65,
      "invalid_price": 74.2,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.35,
      "entry_zone_high": 77.65,
      "entry_risk_pct": null,
      "intraday_vwap": 76.6579,
      "price_vs_vwap_pct": -2.4236,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 6.5514,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 77.2,
            "high": 77.2,
            "low": 77.09,
            "close": 77.09,
            "amount_yi": 3.0106
          },
          {
            "time": "09:31",
            "open": 77.09,
            "high": 77.09,
            "low": 75.59,
            "close": 75.59,
            "amount_yi": 2.097
          },
          {
            "time": "09:32",
            "open": 74.8,
            "high": 74.8,
            "low": 74.8,
            "close": 74.8,
            "amount_yi": 1.4438
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 74.8,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 77.57,
        "low": 74.7,
        "bid1": 74.71,
        "ask1": 74.8,
        "bid_qty1": 140,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH",
      "symbol": "SHSE.603324",
      "name": "盛剑科技",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 52.15,
      "exec_low": 52.15,
      "exec_high": 52.93,
      "invalid_price": 50.59,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 53.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.37,
      "entry_zone_high": 52.93,
      "entry_risk_pct": null,
      "intraday_vwap": 51.1814,
      "price_vs_vwap_pct": 0.7788,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4528,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 50.93,
            "high": 50.93,
            "low": 50.66,
            "close": 50.66,
            "amount_yi": 0.1821
          },
          {
            "time": "09:31",
            "open": 51.13,
            "high": 52.52,
            "low": 51.13,
            "close": 52.52,
            "amount_yi": 0.1839
          },
          {
            "time": "09:32",
            "open": 51.58,
            "high": 51.58,
            "low": 51.58,
            "close": 51.58,
            "amount_yi": 0.0868
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 51.58,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 52.72,
        "low": 50.56,
        "bid1": 51.6,
        "ask1": 51.7,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH",
      "symbol": "SZSE.301138",
      "name": "华研精机",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.86,
      "exec_low": 33.86,
      "exec_high": 34.37,
      "invalid_price": 32.84,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.35,
      "entry_zone_high": 34.37,
      "entry_risk_pct": null,
      "intraday_vwap": 32.2958,
      "price_vs_vwap_pct": -0.2347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0627,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 32.28,
            "high": 32.45,
            "low": 32.28,
            "close": 32.45,
            "amount_yi": 0.018
          },
          {
            "time": "09:31",
            "open": 32.3,
            "high": 32.3,
            "low": 32.15,
            "close": 32.15,
            "amount_yi": 0.0279
          },
          {
            "time": "09:32",
            "open": 32.22,
            "high": 32.22,
            "low": 32.22,
            "close": 32.22,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 32.22,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 32.05,
        "bid1": 32.17,
        "ask1": 32.22,
        "bid_qty1": 52,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 980.0,
      "exec_low": 980.0,
      "exec_high": 994.7,
      "invalid_price": 950.6,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 927.3051,
      "price_vs_vwap_pct": 0.0534,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 11.632,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 930.7,
            "high": 930.7,
            "low": 922.0,
            "close": 922.0,
            "amount_yi": 4.6649
          },
          {
            "time": "09:31",
            "open": 927.55,
            "high": 927.55,
            "low": 918.23,
            "close": 918.23,
            "amount_yi": 4.8959
          },
          {
            "time": "09:32",
            "open": 927.8,
            "high": 927.8,
            "low": 927.8,
            "close": 927.8,
            "amount_yi": 2.0712
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 927.8,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 939.95,
        "low": 915.9,
        "bid1": 927.54,
        "ask1": 927.8,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.84,
      "exec_low": 27.84,
      "exec_high": 28.26,
      "invalid_price": 27.0,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.42,
      "entry_zone_high": 28.26,
      "entry_risk_pct": null,
      "intraday_vwap": 27.596,
      "price_vs_vwap_pct": -0.3479,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 12.7478,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 27.79,
            "high": 27.79,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 6.5703
          },
          {
            "time": "09:31",
            "open": 27.74,
            "high": 27.74,
            "low": 27.36,
            "close": 27.36,
            "amount_yi": 4.521
          },
          {
            "time": "09:32",
            "open": 27.5,
            "high": 27.5,
            "low": 27.5,
            "close": 27.5,
            "amount_yi": 1.6565
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 27.5,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 27.94,
        "low": 27.0,
        "bid1": 27.49,
        "ask1": 27.5,
        "bid_qty1": 8,
        "ask_qty1": 39
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 43.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.37,
      "entry_zone_high": 42.63,
      "entry_risk_pct": 3.8017,
      "intraday_vwap": 42.77,
      "price_vs_vwap_pct": -1.0989,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.7779,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 42.58,
            "high": 42.88,
            "low": 42.58,
            "close": 42.88,
            "amount_yi": 0.7203
          },
          {
            "time": "09:31",
            "open": 42.78,
            "high": 42.99,
            "low": 42.78,
            "close": 42.99,
            "amount_yi": 0.7673
          },
          {
            "time": "09:32",
            "open": 42.3,
            "high": 42.3,
            "low": 42.3,
            "close": 42.3,
            "amount_yi": 0.2903
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 42.3,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.08,
        "low": 42.3,
        "bid1": 42.3,
        "ask1": 42.35,
        "bid_qty1": 44,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 98.0,
      "exec_low": 98.0,
      "exec_high": 99.47,
      "invalid_price": 95.06,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 99.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.53,
      "entry_zone_high": 99.47,
      "entry_risk_pct": 3.7757,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5098,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 98.88,
            "high": 98.88,
            "low": 98.27,
            "close": 98.27,
            "amount_yi": 0.1654
          },
          {
            "time": "09:31",
            "open": 98.28,
            "high": 98.28,
            "low": 97.0,
            "close": 97.0,
            "amount_yi": 0.2373
          },
          {
            "time": "09:32",
            "open": 98.76,
            "high": 98.76,
            "low": 98.76,
            "close": 98.76,
            "amount_yi": 0.1071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 98.76,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 99.8,
        "low": 96.0,
        "bid1": 98.76,
        "ask1": 98.79,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W31",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 81.01,
      "exec_low": 81.01,
      "exec_high": 82.23,
      "invalid_price": 78.58,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 83.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 82.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.79,
      "entry_zone_high": 82.23,
      "entry_risk_pct": null,
      "intraday_vwap": 82.7424,
      "price_vs_vwap_pct": 0.9156,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.0434,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 82.06,
            "high": 83.02,
            "low": 82.06,
            "close": 83.02,
            "amount_yi": 0.8862
          },
          {
            "time": "09:31",
            "open": 83.63,
            "high": 83.63,
            "low": 82.88,
            "close": 82.88,
            "amount_yi": 1.4349
          },
          {
            "time": "09:32",
            "open": 83.5,
            "high": 83.5,
            "low": 83.5,
            "close": 83.5,
            "amount_yi": 0.7223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.5,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 83.91,
        "low": 80.92,
        "bid1": 83.5,
        "ask1": 83.8,
        "bid_qty1": 24,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH",
      "symbol": "SHSE.605006",
      "name": "山东玻纤",
      "side": "BUY",
      "priority": "W32",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 25.95,
      "exec_low": 25.95,
      "exec_high": 26.34,
      "invalid_price": 25.17,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.56,
      "entry_zone_high": 26.34,
      "entry_risk_pct": null,
      "intraday_vwap": 23.8865,
      "price_vs_vwap_pct": -5.8045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.134,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 24.41,
            "high": 24.41,
            "low": 24.11,
            "close": 24.11,
            "amount_yi": 0.4267
          },
          {
            "time": "09:31",
            "open": 23.91,
            "high": 23.91,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.4248
          },
          {
            "time": "09:32",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.2825
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.5,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 22.45,
        "ask1": 22.5,
        "bid_qty1": 873,
        "ask_qty1": 400
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603002:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603002:BREAK_PREV_HIGH",
      "symbol": "SHSE.603002",
      "name": "宏昌电子",
      "side": "BUY",
      "priority": "W33",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.45,
      "exec_low": 27.45,
      "exec_high": 27.86,
      "invalid_price": 26.63,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.04,
      "entry_zone_high": 27.86,
      "entry_risk_pct": null,
      "intraday_vwap": 26.3591,
      "price_vs_vwap_pct": -2.5005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.2033,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 26.92,
            "high": 26.92,
            "low": 26.53,
            "close": 26.53,
            "amount_yi": 0.8407
          },
          {
            "time": "09:31",
            "open": 25.88,
            "high": 25.88,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.8744
          },
          {
            "time": "09:32",
            "open": 25.7,
            "high": 25.7,
            "low": 25.7,
            "close": 25.7,
            "amount_yi": 0.4882
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 25.7,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 25.5,
        "bid1": 25.7,
        "ask1": 25.72,
        "bid_qty1": 375,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300342:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300342:BREAK_PREV_HIGH",
      "symbol": "SZSE.300342",
      "name": "天银机电",
      "side": "BUY",
      "priority": "W34",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 45.56,
      "exec_low": 45.56,
      "exec_high": 46.24,
      "invalid_price": 44.19,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 46.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 46.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.88,
      "entry_zone_high": 46.24,
      "entry_risk_pct": null,
      "intraday_vwap": 44.13,
      "price_vs_vwap_pct": -0.6118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.8881,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 43.93,
            "high": 44.11,
            "low": 43.93,
            "close": 44.11,
            "amount_yi": 0.3703
          },
          {
            "time": "09:31",
            "open": 43.85,
            "high": 43.85,
            "low": 43.7,
            "close": 43.7,
            "amount_yi": 0.3291
          },
          {
            "time": "09:32",
            "open": 43.86,
            "high": 43.86,
            "low": 43.86,
            "close": 43.86,
            "amount_yi": 0.1887
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.86,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 43.43,
        "bid1": 43.8,
        "ask1": 43.86,
        "bid_qty1": 132,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002080:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002080:BREAK_PREV_HIGH",
      "symbol": "SZSE.002080",
      "name": "中材科技",
      "side": "BUY",
      "priority": "W35",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 102.22,
      "exec_low": 102.22,
      "exec_high": 103.75,
      "invalid_price": 99.15,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 105.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 103.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 100.69,
      "entry_zone_high": 103.75,
      "entry_risk_pct": null,
      "intraday_vwap": 97.4367,
      "price_vs_vwap_pct": -1.064,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 6.1795,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 98.0,
            "high": 98.0,
            "low": 96.78,
            "close": 96.78,
            "amount_yi": 2.4357
          },
          {
            "time": "09:31",
            "open": 97.14,
            "high": 97.14,
            "low": 96.7,
            "close": 96.7,
            "amount_yi": 2.2038
          },
          {
            "time": "09:32",
            "open": 96.4,
            "high": 96.4,
            "low": 96.4,
            "close": 96.4,
            "amount_yi": 1.54
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 96.4,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 95.8,
        "bid1": 96.4,
        "ask1": 96.7,
        "bid_qty1": 30,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.46,
      "exec_low": 19.46,
      "exec_high": 19.75,
      "invalid_price": 18.88,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.17,
      "entry_zone_high": 19.75,
      "entry_risk_pct": null,
      "intraday_vwap": 18.9185,
      "price_vs_vwap_pct": 0.0079,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:30",
            "open": 18.95,
            "high": 18.95,
            "low": 18.9,
            "close": 18.9,
            "amount_yi": 0.0067
          },
          {
            "time": "09:31",
            "open": 18.95,
            "high": 18.95,
            "low": 18.94,
            "close": 18.94,
            "amount_yi": 0.018
          },
          {
            "time": "09:32",
            "open": 18.92,
            "high": 18.92,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 18.92,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.02,
        "low": 18.84,
        "bid1": 18.89,
        "ask1": 18.92,
        "bid_qty1": 18,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM",
      "symbol": "SHSE.600176",
      "name": "中国巨石",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.2,
      "exec_low": 78.36,
      "exec_high": 78.36,
      "invalid_price": 74.88,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.04,
      "entry_zone_high": 78.36,
      "entry_risk_pct": null,
      "intraday_vwap": 72.845,
      "price_vs_vwap_pct": -2.2719,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 9.3946,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 75.0,
            "high": 75.0,
            "low": 74.47,
            "close": 74.47,
            "amount_yi": 2.9425
          },
          {
            "time": "09:31",
            "open": 72.68,
            "high": 72.68,
            "low": 70.61,
            "close": 70.61,
            "amount_yi": 3.1198
          },
          {
            "time": "09:32",
            "open": 71.19,
            "high": 71.19,
            "low": 71.19,
            "close": 71.19,
            "amount_yi": 3.3323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 71.19,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 69.95,
        "bid1": 71.19,
        "ask1": 71.27,
        "bid_qty1": 48,
        "ask_qty1": 29
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688126:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688126:VWAP_RECLAIM",
      "symbol": "SHSE.688126",
      "name": "沪硅产业",
      "side": "BUY",
      "priority": "W38",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.06,
      "exec_low": 36.6,
      "exec_high": 36.6,
      "invalid_price": 34.98,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.52,
      "entry_zone_high": 36.6,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 6.3219,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 36.23,
            "high": 36.38,
            "low": 36.23,
            "close": 36.38,
            "amount_yi": 2.3865
          },
          {
            "time": "09:31",
            "open": 36.77,
            "high": 37.2,
            "low": 36.77,
            "close": 37.2,
            "amount_yi": 2.2752
          },
          {
            "time": "09:32",
            "open": 37.3,
            "high": 37.3,
            "low": 37.3,
            "close": 37.3,
            "amount_yi": 1.6602
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 37.3,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 37.43,
        "low": 36.1,
        "bid1": 37.2,
        "ask1": 37.3,
        "bid_qty1": 1061,
        "ask_qty1": 98
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 52.77,
      "exec_low": 53.56,
      "exec_high": 53.56,
      "invalid_price": 51.19,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 54.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 53.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.98,
      "entry_zone_high": 53.56,
      "entry_risk_pct": 4.3178,
      "intraday_vwap": 53.5908,
      "price_vs_vwap_pct": -0.2627,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 4.7976,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 53.19,
            "high": 53.43,
            "low": 53.19,
            "close": 53.43,
            "amount_yi": 1.8487
          },
          {
            "time": "09:31",
            "open": 53.97,
            "high": 54.0,
            "low": 53.97,
            "close": 54.0,
            "amount_yi": 1.9536
          },
          {
            "time": "09:32",
            "open": 53.45,
            "high": 53.45,
            "low": 53.45,
            "close": 53.45,
            "amount_yi": 0.9953
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 53.45,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 54.39,
        "low": 53.01,
        "bid1": 53.45,
        "ask1": 53.5,
        "bid_qty1": 173,
        "ask_qty1": 868
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 81.0,
      "exec_low": 82.21,
      "exec_high": 82.21,
      "invalid_price": 78.57,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 83.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 82.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.78,
      "entry_zone_high": 82.21,
      "entry_risk_pct": null,
      "intraday_vwap": 82.7028,
      "price_vs_vwap_pct": 1.0244,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 9.2528,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 83.0,
            "high": 83.0,
            "low": 82.9,
            "close": 82.9,
            "amount_yi": 4.1447
          },
          {
            "time": "09:31",
            "open": 82.3,
            "high": 82.5,
            "low": 82.3,
            "close": 82.5,
            "amount_yi": 3.9391
          },
          {
            "time": "09:32",
            "open": 83.55,
            "high": 83.55,
            "low": 83.55,
            "close": 83.55,
            "amount_yi": 1.169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.55,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 85.0,
        "low": 81.33,
        "bid1": 83.5,
        "ask1": 83.55,
        "bid_qty1": 53,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603078:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603078:VWAP_RECLAIM",
      "symbol": "SHSE.603078",
      "name": "江化微",
      "side": "BUY",
      "priority": "W41",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.05,
      "exec_low": 48.77,
      "exec_high": 48.77,
      "invalid_price": 46.61,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 48.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.33,
      "entry_zone_high": 48.77,
      "entry_risk_pct": null,
      "intraday_vwap": 49.6075,
      "price_vs_vwap_pct": -1.4665,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.2725,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 50.0,
            "high": 50.0,
            "low": 49.68,
            "close": 49.68,
            "amount_yi": 0.9371
          },
          {
            "time": "09:31",
            "open": 49.2,
            "high": 49.2,
            "low": 48.68,
            "close": 48.68,
            "amount_yi": 0.9214
          },
          {
            "time": "09:32",
            "open": 48.88,
            "high": 48.88,
            "low": 48.88,
            "close": 48.88,
            "amount_yi": 0.414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 48.88,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.41,
        "low": 48.5,
        "bid1": 48.82,
        "ask1": 48.88,
        "bid_qty1": 26,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM",
      "symbol": "SZSE.300285",
      "name": "国瓷材料",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 105.99,
      "exec_low": 107.58,
      "exec_high": 107.58,
      "invalid_price": 102.81,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": 4.5049,
      "intraday_vwap": 108.5837,
      "price_vs_vwap_pct": -0.9612,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 11.5015,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 108.81,
            "high": 108.81,
            "low": 107.99,
            "close": 107.99,
            "amount_yi": 5.1529
          },
          {
            "time": "09:31",
            "open": 108.12,
            "high": 108.12,
            "low": 107.0,
            "close": 107.0,
            "amount_yi": 4.5087
          },
          {
            "time": "09:32",
            "open": 107.54,
            "high": 107.54,
            "low": 107.54,
            "close": 107.54,
            "amount_yi": 1.8399
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 107.54,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 111.0,
        "low": 106.1,
        "bid1": 107.54,
        "ask1": 107.66,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.72,
      "exec_low": 57.57,
      "exec_high": 57.57,
      "invalid_price": 55.02,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.87,
      "entry_zone_high": 57.57,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.6256,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 55.4,
            "high": 55.8,
            "low": 55.4,
            "close": 55.8,
            "amount_yi": 0.6331
          },
          {
            "time": "09:31",
            "open": 56.0,
            "high": 56.0,
            "low": 55.2,
            "close": 55.2,
            "amount_yi": 0.693
          },
          {
            "time": "09:32",
            "open": 54.11,
            "high": 54.11,
            "low": 54.11,
            "close": 54.11,
            "amount_yi": 0.2995
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 54.11,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 56.25,
        "low": 54.0,
        "bid1": 54.2,
        "ask1": 54.4,
        "bid_qty1": 5,
        "ask_qty1": 379
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 517.0,
      "exec_low": 524.75,
      "exec_high": 524.75,
      "invalid_price": 501.49,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 532.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 524.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 509.25,
      "entry_zone_high": 524.75,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 8.8361,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 491.25,
            "high": 492.02,
            "low": 491.25,
            "close": 492.02,
            "amount_yi": 4.2994
          },
          {
            "time": "09:31",
            "open": 493.98,
            "high": 495.5,
            "low": 493.98,
            "close": 495.5,
            "amount_yi": 2.8587
          },
          {
            "time": "09:32",
            "open": 490.99,
            "high": 490.99,
            "low": 490.99,
            "close": 490.99,
            "amount_yi": 1.678
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 490.99,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 495.82,
        "low": 490.0,
        "bid1": 490.9,
        "ask1": 490.92,
        "bid_qty1": 2,
        "ask_qty1": 18
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002409:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002409:VWAP_RECLAIM",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.2,
      "exec_low": 198.13,
      "exec_high": 198.13,
      "invalid_price": 189.34,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.27,
      "entry_zone_high": 198.13,
      "entry_risk_pct": null,
      "intraday_vwap": 202.1473,
      "price_vs_vwap_pct": 1.4112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 9.3975,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 199.05,
            "high": 204.55,
            "low": 199.05,
            "close": 204.55,
            "amount_yi": 3.8373
          },
          {
            "time": "09:31",
            "open": 205.09,
            "high": 205.31,
            "low": 205.09,
            "close": 205.31,
            "amount_yi": 4.2488
          },
          {
            "time": "09:32",
            "open": 205.0,
            "high": 205.0,
            "low": 205.0,
            "close": 205.0,
            "amount_yi": 1.3114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 205.0,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 206.78,
        "low": 195.58,
        "bid1": 204.99,
        "ask1": 205.0,
        "bid_qty1": 3,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603800:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603800:VWAP_RECLAIM",
      "symbol": "SHSE.603800",
      "name": "洪田股份",
      "side": "BUY",
      "priority": "W46",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 92.23,
      "exec_low": 93.61,
      "exec_high": 93.61,
      "invalid_price": 89.46,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 95.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 93.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 90.85,
      "entry_zone_high": 93.61,
      "entry_risk_pct": null,
      "intraday_vwap": 88.279,
      "price_vs_vwap_pct": -1.2449,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6653,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 88.74,
            "high": 88.74,
            "low": 88.59,
            "close": 88.59,
            "amount_yi": 0.264
          },
          {
            "time": "09:31",
            "open": 88.02,
            "high": 88.02,
            "low": 87.0,
            "close": 87.0,
            "amount_yi": 0.2976
          },
          {
            "time": "09:32",
            "open": 87.18,
            "high": 87.18,
            "low": 87.18,
            "close": 87.18,
            "amount_yi": 0.1037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 87.18,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 86.66,
        "bid1": 87.18,
        "ask1": 87.8,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.28,
      "exec_low": 78.44,
      "exec_high": 78.44,
      "invalid_price": 74.96,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.12,
      "entry_zone_high": 78.44,
      "entry_risk_pct": null,
      "intraday_vwap": 74.921,
      "price_vs_vwap_pct": 0.2389,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.8234,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 75.18,
            "high": 75.18,
            "low": 74.39,
            "close": 74.39,
            "amount_yi": 0.2731
          },
          {
            "time": "09:31",
            "open": 74.4,
            "high": 75.06,
            "low": 74.4,
            "close": 75.06,
            "amount_yi": 0.4431
          },
          {
            "time": "09:32",
            "open": 75.1,
            "high": 75.1,
            "low": 75.1,
            "close": 75.1,
            "amount_yi": 0.1072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 75.1,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 76.2,
        "low": 73.88,
        "bid1": 75.06,
        "ask1": 75.1,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.98,
      "exec_low": 36.52,
      "exec_high": 36.52,
      "invalid_price": 34.9,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.44,
      "entry_zone_high": 36.52,
      "entry_risk_pct": null,
      "intraday_vwap": 34.1302,
      "price_vs_vwap_pct": 0.0287,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.9066,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 34.19,
            "high": 34.2,
            "low": 34.19,
            "close": 34.2,
            "amount_yi": 0.4191
          },
          {
            "time": "09:31",
            "open": 34.2,
            "high": 34.2,
            "low": 33.86,
            "close": 33.86,
            "amount_yi": 0.3104
          },
          {
            "time": "09:32",
            "open": 34.14,
            "high": 34.14,
            "low": 34.14,
            "close": 34.14,
            "amount_yi": 0.1771
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 34.14,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.52,
        "low": 33.82,
        "bid1": 34.14,
        "ask1": 34.16,
        "bid_qty1": 14,
        "ask_qty1": 145
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM",
      "symbol": "SHSE.600596",
      "name": "新安股份",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.39,
      "exec_low": 18.67,
      "exec_high": 18.67,
      "invalid_price": 17.84,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.11,
      "entry_zone_high": 18.67,
      "entry_risk_pct": null,
      "intraday_vwap": 18.1398,
      "price_vs_vwap_pct": -0.2194,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5419,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 18.09,
            "high": 18.21,
            "low": 18.09,
            "close": 18.21,
            "amount_yi": 0.3782
          },
          {
            "time": "09:31",
            "open": 18.3,
            "high": 18.3,
            "low": 18.27,
            "close": 18.27,
            "amount_yi": 0.887
          },
          {
            "time": "09:32",
            "open": 18.1,
            "high": 18.1,
            "low": 18.1,
            "close": 18.1,
            "amount_yi": 0.2767
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 18.1,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.7,
        "bid1": 18.1,
        "ask1": 18.11,
        "bid_qty1": 1238,
        "ask_qty1": 113
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM",
      "symbol": "SZSE.300498",
      "name": "温氏股份",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.5,
      "exec_low": 12.69,
      "exec_high": 12.69,
      "invalid_price": 12.12,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.31,
      "entry_zone_high": 12.69,
      "entry_risk_pct": null,
      "intraday_vwap": 12.2039,
      "price_vs_vwap_pct": 0.05,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5581,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.08,
            "high": 12.23,
            "low": 12.08,
            "close": 12.23,
            "amount_yi": 0.2478
          },
          {
            "time": "09:31",
            "open": 12.22,
            "high": 12.28,
            "low": 12.22,
            "close": 12.28,
            "amount_yi": 0.2067
          },
          {
            "time": "09:32",
            "open": 12.21,
            "high": 12.21,
            "low": 12.21,
            "close": 12.21,
            "amount_yi": 0.1036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 12.21,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 12.06,
        "bid1": 12.19,
        "ask1": 12.21,
        "bid_qty1": 42,
        "ask_qty1": 93
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300759:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300759:VWAP_RECLAIM",
      "symbol": "SZSE.300759",
      "name": "康龙化成",
      "side": "BUY",
      "priority": "W51",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.29,
      "exec_low": 27.7,
      "exec_high": 27.7,
      "invalid_price": 26.47,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.88,
      "entry_zone_high": 27.7,
      "entry_risk_pct": null,
      "intraday_vwap": 26.6263,
      "price_vs_vwap_pct": -0.6997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.1009,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 27.09,
            "high": 27.09,
            "low": 26.49,
            "close": 26.49,
            "amount_yi": 0.5683
          },
          {
            "time": "09:31",
            "open": 26.27,
            "high": 26.74,
            "low": 26.27,
            "close": 26.74,
            "amount_yi": 0.3999
          },
          {
            "time": "09:32",
            "open": 26.44,
            "high": 26.44,
            "low": 26.44,
            "close": 26.44,
            "amount_yi": 0.1327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 26.44,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 27.14,
        "low": 26.0,
        "bid1": 26.44,
        "ask1": 26.45,
        "bid_qty1": 111,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM",
      "symbol": "SHSE.603688",
      "name": "石英股份",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 87.91,
      "exec_low": 89.23,
      "exec_high": 89.23,
      "invalid_price": 85.27,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 90.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 86.59,
      "entry_zone_high": 89.23,
      "entry_risk_pct": null,
      "intraday_vwap": 85.6025,
      "price_vs_vwap_pct": 0.441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5491,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 85.6,
            "high": 85.6,
            "low": 85.57,
            "close": 85.57,
            "amount_yi": 0.7946
          },
          {
            "time": "09:31",
            "open": 85.74,
            "high": 85.89,
            "low": 85.74,
            "close": 85.89,
            "amount_yi": 0.5649
          },
          {
            "time": "09:32",
            "open": 85.98,
            "high": 85.98,
            "low": 85.98,
            "close": 85.98,
            "amount_yi": 0.1896
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 85.98,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 85.98,
        "low": 84.85,
        "bid1": 85.96,
        "ask1": 85.98,
        "bid_qty1": 15,
        "ask_qty1": 236
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.24,
      "exec_low": 8.36,
      "exec_high": 8.36,
      "invalid_price": 7.99,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.12,
      "entry_zone_high": 8.36,
      "entry_risk_pct": null,
      "intraday_vwap": 8.0137,
      "price_vs_vwap_pct": -0.7949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 25.9897,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.03,
            "high": 8.06,
            "low": 8.03,
            "close": 8.06,
            "amount_yi": 10.0859
          },
          {
            "time": "09:31",
            "open": 8.09,
            "high": 8.09,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 9.8369
          },
          {
            "time": "09:32",
            "open": 7.95,
            "high": 7.95,
            "low": 7.95,
            "close": 7.95,
            "amount_yi": 6.0669
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 7.95,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.15,
        "low": 7.91,
        "bid1": 7.92,
        "ask1": 7.95,
        "bid_qty1": 32,
        "ask_qty1": 900
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603773:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603773:VWAP_RECLAIM",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W54",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 188.0,
      "exec_low": 190.82,
      "exec_high": 190.82,
      "invalid_price": 182.36,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 193.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 190.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 185.18,
      "entry_zone_high": 190.82,
      "entry_risk_pct": null,
      "intraday_vwap": 180.9082,
      "price_vs_vwap_pct": -1.0769,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.2968,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 180.0,
            "high": 182.0,
            "low": 180.0,
            "close": 182.0,
            "amount_yi": 0.6431
          },
          {
            "time": "09:31",
            "open": 183.66,
            "high": 183.66,
            "low": 182.88,
            "close": 182.88,
            "amount_yi": 1.1966
          },
          {
            "time": "09:32",
            "open": 178.96,
            "high": 178.96,
            "low": 178.96,
            "close": 178.96,
            "amount_yi": 0.4571
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 178.96,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 178.5,
        "bid1": 178.96,
        "ask1": 178.98,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.85,
      "exec_low": 17.1,
      "exec_high": 17.1,
      "invalid_price": 16.34,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.6,
      "entry_zone_high": 17.1,
      "entry_risk_pct": null,
      "intraday_vwap": 16.217,
      "price_vs_vwap_pct": -0.3515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0949,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.22,
            "high": 16.24,
            "low": 16.22,
            "close": 16.24,
            "amount_yi": 0.0522
          },
          {
            "time": "09:31",
            "open": 16.25,
            "high": 16.32,
            "low": 16.25,
            "close": 16.32,
            "amount_yi": 0.0324
          },
          {
            "time": "09:32",
            "open": 16.16,
            "high": 16.16,
            "low": 16.16,
            "close": 16.16,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 16.16,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.36,
        "low": 16.1,
        "bid1": 16.16,
        "ask1": 16.19,
        "bid_qty1": 14,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603386:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603386:VWAP_RECLAIM",
      "symbol": "SHSE.603386",
      "name": "骏亚科技",
      "side": "BUY",
      "priority": "W56",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.11,
      "exec_low": 22.44,
      "exec_high": 22.44,
      "invalid_price": 21.45,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.78,
      "entry_zone_high": 22.44,
      "entry_risk_pct": null,
      "intraday_vwap": 21.4031,
      "price_vs_vwap_pct": 0.2191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6127,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 21.07,
            "high": 21.42,
            "low": 21.07,
            "close": 21.42,
            "amount_yi": 0.1737
          },
          {
            "time": "09:31",
            "open": 21.77,
            "high": 21.77,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.3588
          },
          {
            "time": "09:32",
            "open": 21.45,
            "high": 21.45,
            "low": 21.45,
            "close": 21.45,
            "amount_yi": 0.0802
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 21.45,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.95,
        "bid1": 21.45,
        "ask1": 21.47,
        "bid_qty1": 66,
        "ask_qty1": 111
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM",
      "symbol": "SHSE.688200",
      "name": "华峰测控",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 475.0,
      "exec_low": 482.12,
      "exec_high": 482.12,
      "invalid_price": 460.75,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 489.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 482.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 467.88,
      "entry_zone_high": 482.12,
      "entry_risk_pct": 4.3948,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.3949,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 475.0,
            "high": 479.1,
            "low": 475.0,
            "close": 479.1,
            "amount_yi": 0.7642
          },
          {
            "time": "09:31",
            "open": 488.9,
            "high": 488.9,
            "low": 482.77,
            "close": 482.77,
            "amount_yi": 0.4614
          },
          {
            "time": "09:32",
            "open": 479.88,
            "high": 479.88,
            "low": 479.88,
            "close": 479.88,
            "amount_yi": 0.1693
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 479.88,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 488.99,
        "low": 470.5,
        "bid1": 479.88,
        "ask1": 481.93,
        "bid_qty1": 3,
        "ask_qty1": 80
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM",
      "symbol": "SHSE.600857",
      "name": "宁波中百",
      "side": "BUY",
      "priority": "W58",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.1,
      "exec_low": 19.39,
      "exec_high": 19.39,
      "invalid_price": 18.53,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.81,
      "entry_zone_high": 19.39,
      "entry_risk_pct": null,
      "intraday_vwap": 17.4533,
      "price_vs_vwap_pct": 1.5281,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.3195,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 17.58,
            "high": 17.58,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.1336
          },
          {
            "time": "09:31",
            "open": 17.62,
            "high": 17.68,
            "low": 17.62,
            "close": 17.68,
            "amount_yi": 0.14
          },
          {
            "time": "09:32",
            "open": 17.72,
            "high": 17.72,
            "low": 17.72,
            "close": 17.72,
            "amount_yi": 0.0459
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 17.72,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 17.9,
        "low": 17.13,
        "bid1": 17.68,
        "ask1": 17.74,
        "bid_qty1": 11,
        "ask_qty1": 55
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM",
      "symbol": "SHSE.600630",
      "name": "龙头股份",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8031,
      "price_vs_vwap_pct": -0.7457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2619,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.88,
            "high": 9.89,
            "low": 9.88,
            "close": 9.89,
            "amount_yi": 0.0843
          },
          {
            "time": "09:31",
            "open": 9.81,
            "high": 9.81,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.119
          },
          {
            "time": "09:32",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0586
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 9.73,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.71,
        "bid1": 9.73,
        "ask1": 9.76,
        "bid_qty1": 348,
        "ask_qty1": 78
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.67,
      "entry_zone_high": 52.21,
      "entry_risk_pct": null,
      "intraday_vwap": 49.6784,
      "price_vs_vwap_pct": 0.8889,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 4.5513,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 49.6,
            "high": 49.6,
            "low": 49.05,
            "close": 49.05,
            "amount_yi": 1.7846
          },
          {
            "time": "09:31",
            "open": 49.77,
            "high": 50.29,
            "low": 49.77,
            "close": 50.29,
            "amount_yi": 1.7618
          },
          {
            "time": "09:32",
            "open": 50.12,
            "high": 50.12,
            "low": 50.12,
            "close": 50.12,
            "amount_yi": 1.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.12,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.5,
        "low": 48.93,
        "bid1": 50.12,
        "ask1": 50.15,
        "bid_qty1": 29,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 45.98,
      "exec_low": 46.67,
      "exec_high": 46.67,
      "invalid_price": 44.6,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 47.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 46.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 45.29,
      "entry_zone_high": 46.67,
      "entry_risk_pct": null,
      "intraday_vwap": 44.8121,
      "price_vs_vwap_pct": 0.5755,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6034,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 44.6,
            "high": 44.6,
            "low": 44.2,
            "close": 44.2,
            "amount_yi": 0.2545
          },
          {
            "time": "09:31",
            "open": 45.0,
            "high": 45.14,
            "low": 45.0,
            "close": 45.14,
            "amount_yi": 0.2153
          },
          {
            "time": "09:32",
            "open": 45.07,
            "high": 45.07,
            "low": 45.07,
            "close": 45.07,
            "amount_yi": 0.1336
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 45.07,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 45.28,
        "low": 44.18,
        "bid1": 44.92,
        "ask1": 45.07,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM",
      "symbol": "SHSE.603823",
      "name": "百合花",
      "side": "BUY",
      "priority": "W62",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.04,
      "exec_low": 57.9,
      "exec_high": 57.9,
      "invalid_price": 55.33,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.18,
      "entry_zone_high": 57.9,
      "entry_risk_pct": null,
      "intraday_vwap": 53.3393,
      "price_vs_vwap_pct": 0.4325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5438,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 54.5,
            "high": 54.5,
            "low": 53.71,
            "close": 53.71,
            "amount_yi": 0.1127
          },
          {
            "time": "09:31",
            "open": 52.8,
            "high": 52.8,
            "low": 52.6,
            "close": 52.6,
            "amount_yi": 0.3148
          },
          {
            "time": "09:32",
            "open": 53.57,
            "high": 53.57,
            "low": 53.57,
            "close": 53.57,
            "amount_yi": 0.1163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 53.57,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 52.02,
        "bid1": 53.55,
        "ask1": 53.57,
        "bid_qty1": 14,
        "ask_qty1": 26
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM",
      "symbol": "SHSE.688147",
      "name": "微导纳米",
      "side": "BUY",
      "priority": "W63",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 132.87,
      "exec_low": 134.86,
      "exec_high": 134.86,
      "invalid_price": 128.88,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.3211,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 132.33,
            "high": 135.3,
            "low": 132.33,
            "close": 135.3,
            "amount_yi": 0.567
          },
          {
            "time": "09:31",
            "open": 135.2,
            "high": 135.78,
            "low": 135.2,
            "close": 135.78,
            "amount_yi": 0.5362
          },
          {
            "time": "09:32",
            "open": 135.68,
            "high": 135.68,
            "low": 135.68,
            "close": 135.68,
            "amount_yi": 0.2179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 135.68,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 137.11,
        "low": 130.5,
        "bid1": 135.55,
        "ask1": 135.68,
        "bid_qty1": 2,
        "ask_qty1": 63
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.93,
      "entry_zone_high": 31.87,
      "entry_risk_pct": null,
      "intraday_vwap": 30.3136,
      "price_vs_vwap_pct": -0.8036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.2327,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 30.3,
            "high": 30.55,
            "low": 30.3,
            "close": 30.55,
            "amount_yi": 0.8878
          },
          {
            "time": "09:31",
            "open": 30.47,
            "high": 30.63,
            "low": 30.47,
            "close": 30.63,
            "amount_yi": 0.9139
          },
          {
            "time": "09:32",
            "open": 30.07,
            "high": 30.07,
            "low": 30.07,
            "close": 30.07,
            "amount_yi": 0.431
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 30.07,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.66,
        "low": 30.0,
        "bid1": 30.05,
        "ask1": 30.07,
        "bid_qty1": 15,
        "ask_qty1": 293
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM",
      "symbol": "SHSE.688627",
      "name": "精智达",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 676.0,
      "exec_low": 686.14,
      "exec_high": 686.14,
      "invalid_price": 655.72,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": 3.852,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.994,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 663.0,
            "high": 670.0,
            "low": 663.0,
            "close": 670.0,
            "amount_yi": 0.7762
          },
          {
            "time": "09:31",
            "open": 678.97,
            "high": 684.53,
            "low": 678.97,
            "close": 684.53,
            "amount_yi": 0.721
          },
          {
            "time": "09:32",
            "open": 681.99,
            "high": 681.99,
            "low": 681.99,
            "close": 681.99,
            "amount_yi": 0.4968
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 681.99,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 690.0,
        "low": 660.0,
        "bid1": 680.0,
        "ask1": 681.99,
        "bid_qty1": 113,
        "ask_qty1": 43
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.49,
      "exec_low": 49.22,
      "exec_high": 49.22,
      "invalid_price": 47.04,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.76,
      "entry_zone_high": 49.22,
      "entry_risk_pct": null,
      "intraday_vwap": 46.5394,
      "price_vs_vwap_pct": -0.5144,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2845,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 46.7,
            "high": 46.7,
            "low": 46.65,
            "close": 46.65,
            "amount_yi": 0.0803
          },
          {
            "time": "09:31",
            "open": 46.65,
            "high": 46.65,
            "low": 46.31,
            "close": 46.31,
            "amount_yi": 0.1385
          },
          {
            "time": "09:32",
            "open": 46.3,
            "high": 46.3,
            "low": 46.3,
            "close": 46.3,
            "amount_yi": 0.0657
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 46.3,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 47.0,
        "low": 46.2,
        "bid1": 46.29,
        "ask1": 46.3,
        "bid_qty1": 6,
        "ask_qty1": 196
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W67",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.5,
      "exec_low": 24.87,
      "exec_high": 24.87,
      "invalid_price": 23.77,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 25.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.13,
      "entry_zone_high": 24.87,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7064,
      "price_vs_vwap_pct": 0.9407,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5852,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.71,
            "high": 22.71,
            "low": 22.7,
            "close": 22.7,
            "amount_yi": 0.5614
          },
          {
            "time": "09:31",
            "open": 22.48,
            "high": 22.48,
            "low": 22.34,
            "close": 22.34,
            "amount_yi": 0.8176
          },
          {
            "time": "09:32",
            "open": 22.92,
            "high": 22.92,
            "low": 22.92,
            "close": 22.92,
            "amount_yi": 0.2062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.92,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.25,
        "bid1": 22.87,
        "ask1": 22.92,
        "bid_qty1": 135,
        "ask_qty1": 275
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM",
      "symbol": "SHSE.600497",
      "name": "驰宏锌锗",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.22,
      "exec_low": 13.42,
      "exec_high": 13.42,
      "invalid_price": 12.82,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.02,
      "entry_zone_high": 13.42,
      "entry_risk_pct": null,
      "intraday_vwap": 12.7858,
      "price_vs_vwap_pct": 1.2842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.0268,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.65,
            "high": 12.72,
            "low": 12.65,
            "close": 12.72,
            "amount_yi": 0.9754
          },
          {
            "time": "09:31",
            "open": 12.85,
            "high": 12.9,
            "low": 12.85,
            "close": 12.9,
            "amount_yi": 1.299
          },
          {
            "time": "09:32",
            "open": 12.95,
            "high": 12.95,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.7524
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 12.95,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.02,
        "low": 12.6,
        "bid1": 12.9,
        "ask1": 12.95,
        "bid_qty1": 579,
        "ask_qty1": 4812
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 158.5,
      "exec_low": 160.88,
      "exec_high": 160.88,
      "invalid_price": 153.75,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 163.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 160.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 156.12,
      "entry_zone_high": 160.88,
      "entry_risk_pct": null,
      "intraday_vwap": 153.7361,
      "price_vs_vwap_pct": -1.5456,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.3382,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 153.02,
            "high": 153.76,
            "low": 153.02,
            "close": 153.76,
            "amount_yi": 0.8389
          },
          {
            "time": "09:31",
            "open": 153.76,
            "high": 153.76,
            "low": 153.0,
            "close": 153.0,
            "amount_yi": 0.4145
          },
          {
            "time": "09:32",
            "open": 151.36,
            "high": 151.36,
            "low": 151.36,
            "close": 151.36,
            "amount_yi": 0.0848
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 151.36,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 156.0,
        "low": 151.35,
        "bid1": 151.51,
        "ask1": 151.59,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM",
      "symbol": "SHSE.600246",
      "name": "万通发展",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.6,
      "exec_low": 20.91,
      "exec_high": 20.91,
      "invalid_price": 19.98,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.29,
      "entry_zone_high": 20.91,
      "entry_risk_pct": 4.0346,
      "intraday_vwap": 20.9041,
      "price_vs_vwap_pct": -0.498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.5069,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 20.99,
            "high": 21.09,
            "low": 20.99,
            "close": 21.09,
            "amount_yi": 0.9978
          },
          {
            "time": "09:31",
            "open": 20.88,
            "high": 20.88,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 1.057
          },
          {
            "time": "09:32",
            "open": 20.8,
            "high": 20.8,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.4521
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 20.8,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 20.5,
        "bid1": 20.8,
        "ask1": 20.82,
        "bid_qty1": 2239,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301093:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301093:VWAP_RECLAIM",
      "symbol": "SZSE.301093",
      "name": "华兰股份",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 133.33,
      "exec_low": 135.33,
      "exec_high": 135.33,
      "invalid_price": 129.33,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 137.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 135.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 131.33,
      "entry_zone_high": 135.33,
      "entry_risk_pct": null,
      "intraday_vwap": 129.8,
      "price_vs_vwap_pct": 1.2789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4251,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 129.63,
            "high": 129.63,
            "low": 128.07,
            "close": 128.07,
            "amount_yi": 0.1493
          },
          {
            "time": "09:31",
            "open": 129.99,
            "high": 130.86,
            "low": 129.99,
            "close": 130.86,
            "amount_yi": 0.1397
          },
          {
            "time": "09:32",
            "open": 131.46,
            "high": 131.46,
            "low": 131.46,
            "close": 131.46,
            "amount_yi": 0.1361
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 131.46,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 131.99,
        "low": 127.01,
        "bid1": 131.43,
        "ask1": 131.65,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM",
      "symbol": "SHSE.688090",
      "name": "瑞松科技",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 113.95,
      "exec_low": 115.66,
      "exec_high": 115.66,
      "invalid_price": 110.53,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 117.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 115.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 112.24,
      "entry_zone_high": 115.66,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5539,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 112.36,
            "high": 112.36,
            "low": 110.81,
            "close": 110.81,
            "amount_yi": 0.1654
          },
          {
            "time": "09:31",
            "open": 109.0,
            "high": 111.01,
            "low": 109.0,
            "close": 111.01,
            "amount_yi": 0.3001
          },
          {
            "time": "09:32",
            "open": 112.5,
            "high": 112.5,
            "low": 112.5,
            "close": 112.5,
            "amount_yi": 0.0884
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 112.5,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 112.6,
        "low": 108.92,
        "bid1": 112.48,
        "ask1": 112.5,
        "bid_qty1": 263,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.8,
      "exec_low": 54.61,
      "exec_high": 54.61,
      "invalid_price": 52.19,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.0396,
      "price_vs_vwap_pct": -1.0174,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 7.9612,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 53.1,
            "high": 53.3,
            "low": 53.1,
            "close": 53.3,
            "amount_yi": 3.168
          },
          {
            "time": "09:31",
            "open": 53.39,
            "high": 53.39,
            "low": 52.96,
            "close": 52.96,
            "amount_yi": 2.9428
          },
          {
            "time": "09:32",
            "open": 52.5,
            "high": 52.5,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 1.8504
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 52.5,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 53.53,
        "low": 52.4,
        "bid1": 52.5,
        "ask1": 52.51,
        "bid_qty1": 1063,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM",
      "symbol": "SHSE.600598",
      "name": "北大荒",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.96,
      "exec_low": 11.12,
      "exec_high": 11.12,
      "invalid_price": 10.63,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.8,
      "entry_zone_high": 11.12,
      "entry_risk_pct": null,
      "intraday_vwap": 10.7624,
      "price_vs_vwap_pct": -0.2081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2934,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.69,
            "high": 10.84,
            "low": 10.69,
            "close": 10.84,
            "amount_yi": 0.169
          },
          {
            "time": "09:31",
            "open": 10.83,
            "high": 10.83,
            "low": 10.81,
            "close": 10.81,
            "amount_yi": 0.086
          },
          {
            "time": "09:32",
            "open": 10.74,
            "high": 10.74,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0384
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 10.74,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.67,
        "bid1": 10.75,
        "ask1": 10.76,
        "bid_qty1": 9,
        "ask_qty1": 137
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.51,
      "exec_low": 7.62,
      "exec_high": 7.62,
      "invalid_price": 7.28,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.4,
      "entry_zone_high": 7.62,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3623,
      "price_vs_vwap_pct": -0.5745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1727,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.46,
            "high": 7.46,
            "low": 7.39,
            "close": 7.39,
            "amount_yi": 0.0488
          },
          {
            "time": "09:31",
            "open": 7.33,
            "high": 7.33,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0697
          },
          {
            "time": "09:32",
            "open": 7.32,
            "high": 7.32,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 7.32,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.48,
        "low": 7.3,
        "bid1": 7.31,
        "ask1": 7.32,
        "bid_qty1": 865,
        "ask_qty1": 582
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM",
      "symbol": "SHSE.603259",
      "name": "药明康德",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 121.07,
      "exec_low": 122.89,
      "exec_high": 122.89,
      "invalid_price": 117.44,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 124.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 122.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 119.25,
      "entry_zone_high": 122.89,
      "entry_risk_pct": null,
      "intraday_vwap": 117.7205,
      "price_vs_vwap_pct": 0.8915,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 3.6131,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 117.18,
            "high": 117.18,
            "low": 117.06,
            "close": 117.06,
            "amount_yi": 1.1538
          },
          {
            "time": "09:31",
            "open": 118.0,
            "high": 118.8,
            "low": 118.0,
            "close": 118.8,
            "amount_yi": 1.5028
          },
          {
            "time": "09:32",
            "open": 118.77,
            "high": 118.77,
            "low": 118.77,
            "close": 118.77,
            "amount_yi": 0.9565
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 118.77,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 119.0,
        "low": 116.8,
        "bid1": 118.74,
        "ask1": 118.77,
        "bid_qty1": 8,
        "ask_qty1": 496
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 151.99,
      "exec_low": 154.27,
      "exec_high": 154.27,
      "invalid_price": 147.43,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 156.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 149.71,
      "entry_zone_high": 154.27,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.667,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 146.0,
            "high": 146.0,
            "low": 144.95,
            "close": 144.95,
            "amount_yi": 0.2059
          },
          {
            "time": "09:31",
            "open": 142.99,
            "high": 144.38,
            "low": 142.99,
            "close": 144.38,
            "amount_yi": 0.2994
          },
          {
            "time": "09:32",
            "open": 146.66,
            "high": 146.66,
            "low": 146.66,
            "close": 146.66,
            "amount_yi": 0.1617
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 146.66,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 147.56,
        "low": 142.99,
        "bid1": 146.0,
        "ask1": 146.66,
        "bid_qty1": 33,
        "ask_qty1": 69
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM",
      "symbol": "SHSE.600909",
      "name": "华安证券",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.91,
      "exec_low": 13.1,
      "exec_high": 13.1,
      "invalid_price": 12.52,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.72,
      "entry_zone_high": 13.1,
      "entry_risk_pct": null,
      "intraday_vwap": 12.6834,
      "price_vs_vwap_pct": -1.2095,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 4.1778,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.6,
            "high": 12.73,
            "low": 12.6,
            "close": 12.73,
            "amount_yi": 1.7951
          },
          {
            "time": "09:31",
            "open": 12.74,
            "high": 12.84,
            "low": 12.74,
            "close": 12.84,
            "amount_yi": 1.5478
          },
          {
            "time": "09:32",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.8349
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 12.53,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.5,
        "bid1": 12.53,
        "ask1": 12.57,
        "bid_qty1": 79,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002185:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002185:VWAP_RECLAIM",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "W79",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.86,
      "exec_low": 24.22,
      "exec_high": 24.22,
      "invalid_price": 23.14,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.5,
      "entry_zone_high": 24.22,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7178,
      "price_vs_vwap_pct": -0.2104,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 8.7543,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.94,
            "high": 22.94,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 2.3806
          },
          {
            "time": "09:31",
            "open": 22.97,
            "high": 22.97,
            "low": 22.37,
            "close": 22.37,
            "amount_yi": 4.8979
          },
          {
            "time": "09:32",
            "open": 22.67,
            "high": 22.67,
            "low": 22.67,
            "close": 22.67,
            "amount_yi": 1.4758
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.67,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.0,
        "low": 22.3,
        "bid1": 22.67,
        "ask1": 22.68,
        "bid_qty1": 58,
        "ask_qty1": 3210
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM",
      "symbol": "SHSE.688056",
      "name": "莱伯泰科",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 70.0,
      "exec_low": 71.05,
      "exec_high": 71.05,
      "invalid_price": 67.9,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 72.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 71.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.95,
      "entry_zone_high": 71.05,
      "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": 3,
        "min_samples": 3,
        "amount_yi": 0.1271,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 70.5,
            "high": 70.51,
            "low": 70.5,
            "close": 70.51,
            "amount_yi": 0.0595
          },
          {
            "time": "09:31",
            "open": 70.79,
            "high": 70.79,
            "low": 70.2,
            "close": 70.2,
            "amount_yi": 0.0409
          },
          {
            "time": "09:32",
            "open": 69.11,
            "high": 69.11,
            "low": 69.11,
            "close": 69.11,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 69.11,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.28,
        "low": 69.03,
        "bid1": 69.11,
        "ask1": 69.4,
        "bid_qty1": 7,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM",
      "symbol": "SZSE.000021",
      "name": "深科技",
      "side": "BUY",
      "priority": "W81",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.63,
      "exec_low": 58.49,
      "exec_high": 58.49,
      "invalid_price": 55.9,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.77,
      "entry_zone_high": 58.49,
      "entry_risk_pct": null,
      "intraday_vwap": 56.9769,
      "price_vs_vwap_pct": 0.6022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 12.0187,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 57.02,
            "high": 57.2,
            "low": 57.02,
            "close": 57.2,
            "amount_yi": 5.5177
          },
          {
            "time": "09:31",
            "open": 57.69,
            "high": 57.69,
            "low": 57.25,
            "close": 57.25,
            "amount_yi": 5.03
          },
          {
            "time": "09:32",
            "open": 57.32,
            "high": 57.32,
            "low": 57.32,
            "close": 57.32,
            "amount_yi": 1.471
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 57.32,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 57.8,
        "low": 56.0,
        "bid1": 57.28,
        "ask1": 57.32,
        "bid_qty1": 637,
        "ask_qty1": 689
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W82",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 25.71,
      "price_vs_vwap_pct": 0.9724,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2603,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 25.53,
            "high": 25.53,
            "low": 25.37,
            "close": 25.37,
            "amount_yi": 0.048
          },
          {
            "time": "09:31",
            "open": 25.57,
            "high": 25.92,
            "low": 25.57,
            "close": 25.92,
            "amount_yi": 0.1163
          },
          {
            "time": "09:32",
            "open": 25.96,
            "high": 25.96,
            "low": 25.96,
            "close": 25.96,
            "amount_yi": 0.096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 25.96,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 25.99,
        "low": 25.27,
        "bid1": 25.96,
        "ask1": 25.97,
        "bid_qty1": 1,
        "ask_qty1": 46
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM",
      "symbol": "SHSE.603713",
      "name": "密尔克卫",
      "side": "BUY",
      "priority": "W83",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.87,
      "exec_low": 79.04,
      "exec_high": 79.04,
      "invalid_price": 75.53,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 80.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 79.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.7,
      "entry_zone_high": 79.04,
      "entry_risk_pct": null,
      "intraday_vwap": 75.0724,
      "price_vs_vwap_pct": -0.3628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2528,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 76.02,
            "high": 76.02,
            "low": 75.32,
            "close": 75.32,
            "amount_yi": 0.0401
          },
          {
            "time": "09:31",
            "open": 74.66,
            "high": 74.92,
            "low": 74.66,
            "close": 74.92,
            "amount_yi": 0.1269
          },
          {
            "time": "09:32",
            "open": 74.8,
            "high": 74.8,
            "low": 74.8,
            "close": 74.8,
            "amount_yi": 0.0858
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 74.8,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 76.6,
        "low": 74.17,
        "bid1": 74.59,
        "ask1": 74.8,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.3,
      "exec_low": 58.16,
      "exec_high": 58.16,
      "invalid_price": 55.58,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.44,
      "entry_zone_high": 58.16,
      "entry_risk_pct": null,
      "intraday_vwap": 55.486,
      "price_vs_vwap_pct": -0.5515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0991,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 56.19,
            "high": 56.19,
            "low": 55.8,
            "close": 55.8,
            "amount_yi": 0.0167
          },
          {
            "time": "09:31",
            "open": 55.29,
            "high": 55.36,
            "low": 55.29,
            "close": 55.36,
            "amount_yi": 0.0517
          },
          {
            "time": "09:32",
            "open": 55.18,
            "high": 55.18,
            "low": 55.18,
            "close": 55.18,
            "amount_yi": 0.0307
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.18,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 55.12,
        "bid1": 55.11,
        "ask1": 55.18,
        "bid_qty1": 2,
        "ask_qty1": 48
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM",
      "symbol": "SHSE.601658",
      "name": "邮储银行",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.94,
      "exec_low": 5.01,
      "exec_high": 5.01,
      "invalid_price": 4.79,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.87,
      "entry_zone_high": 5.01,
      "entry_risk_pct": null,
      "intraday_vwap": 4.8711,
      "price_vs_vwap_pct": -0.4332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4668,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.9,
            "high": 4.9,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0964
          },
          {
            "time": "09:31",
            "open": 4.87,
            "high": 4.87,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.2566
          },
          {
            "time": "09:32",
            "open": 4.85,
            "high": 4.85,
            "low": 4.85,
            "close": 4.85,
            "amount_yi": 0.1138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 4.85,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.84,
        "bid1": 4.84,
        "ask1": 4.85,
        "bid_qty1": 12157,
        "ask_qty1": 8860
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600877:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600877:VWAP_RECLAIM",
      "symbol": "SHSE.600877",
      "name": "电科芯片",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.98,
      "exec_low": 17.23,
      "exec_high": 17.23,
      "invalid_price": 16.47,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.73,
      "entry_zone_high": 17.23,
      "entry_risk_pct": null,
      "intraday_vwap": 16.5935,
      "price_vs_vwap_pct": -0.3224,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5217,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.5,
            "high": 16.68,
            "low": 16.5,
            "close": 16.68,
            "amount_yi": 0.2306
          },
          {
            "time": "09:31",
            "open": 16.76,
            "high": 16.76,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.1125
          },
          {
            "time": "09:32",
            "open": 16.54,
            "high": 16.54,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.1786
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 16.54,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 16.46,
        "bid1": 16.54,
        "ask1": 16.58,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601933:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601933:VWAP_RECLAIM",
      "symbol": "SHSE.601933",
      "name": "永辉超市",
      "side": "BUY",
      "priority": "W87",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.13,
      "exec_low": 3.18,
      "exec_high": 3.18,
      "invalid_price": 3.04,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.08,
      "entry_zone_high": 3.18,
      "entry_risk_pct": null,
      "intraday_vwap": 2.9598,
      "price_vs_vwap_pct": 0.0068,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2213,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 2.97,
            "high": 2.97,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0742
          },
          {
            "time": "09:31",
            "open": 2.94,
            "high": 2.96,
            "low": 2.94,
            "close": 2.96,
            "amount_yi": 0.1091
          },
          {
            "time": "09:32",
            "open": 2.96,
            "high": 2.96,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 2.96,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.94,
        "bid1": 2.95,
        "ask1": 2.96,
        "bid_qty1": 2565,
        "ask_qty1": 7524
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM",
      "symbol": "SZSE.301362",
      "name": "民爆光电",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 202.5,
      "exec_low": 205.54,
      "exec_high": 205.54,
      "invalid_price": 196.42,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 208.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 205.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 199.46,
      "entry_zone_high": 205.54,
      "entry_risk_pct": null,
      "intraday_vwap": 193.8749,
      "price_vs_vwap_pct": 2.0297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6497,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 192.15,
            "high": 194.0,
            "low": 192.15,
            "close": 194.0,
            "amount_yi": 0.2771
          },
          {
            "time": "09:31",
            "open": 192.93,
            "high": 193.88,
            "low": 192.93,
            "close": 193.88,
            "amount_yi": 0.2048
          },
          {
            "time": "09:32",
            "open": 197.81,
            "high": 197.81,
            "low": 197.81,
            "close": 197.81,
            "amount_yi": 0.1678
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 197.81,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 197.82,
        "low": 190.57,
        "bid1": 197.23,
        "ask1": 197.82,
        "bid_qty1": 7,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM",
      "symbol": "SHSE.600703",
      "name": "三安光电",
      "side": "BUY",
      "priority": "W89",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.18,
      "exec_low": 23.53,
      "exec_high": 23.53,
      "invalid_price": 22.48,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.83,
      "entry_zone_high": 23.53,
      "entry_risk_pct": null,
      "intraday_vwap": 22.1999,
      "price_vs_vwap_pct": -0.5401,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 7.3878,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.38,
            "high": 22.38,
            "low": 22.15,
            "close": 22.15,
            "amount_yi": 3.1545
          },
          {
            "time": "09:31",
            "open": 22.1,
            "high": 22.1,
            "low": 21.9,
            "close": 21.9,
            "amount_yi": 2.9197
          },
          {
            "time": "09:32",
            "open": 22.08,
            "high": 22.08,
            "low": 22.08,
            "close": 22.08,
            "amount_yi": 1.3136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.08,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.52,
        "low": 21.89,
        "bid1": 22.05,
        "ask1": 22.08,
        "bid_qty1": 771,
        "ask_qty1": 572
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM",
      "symbol": "SHSE.688082",
      "name": "盛美上海",
      "side": "BUY",
      "priority": "W90",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 427.99,
      "exec_low": 434.41,
      "exec_high": 434.41,
      "invalid_price": 415.15,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 440.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 434.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 421.57,
      "entry_zone_high": 434.41,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.8494,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 427.0,
            "high": 428.04,
            "low": 427.0,
            "close": 428.04,
            "amount_yi": 0.7392
          },
          {
            "time": "09:31",
            "open": 425.3,
            "high": 426.0,
            "low": 425.3,
            "close": 426.0,
            "amount_yi": 0.7604
          },
          {
            "time": "09:32",
            "open": 426.9,
            "high": 426.9,
            "low": 426.9,
            "close": 426.9,
            "amount_yi": 0.3498
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 426.9,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 429.9,
        "low": 420.0,
        "bid1": 426.9,
        "ask1": 426.97,
        "bid_qty1": 9,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM",
      "symbol": "SHSE.601838",
      "name": "成都银行",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.07,
      "exec_low": 18.34,
      "exec_high": 18.34,
      "invalid_price": 17.53,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.8,
      "entry_zone_high": 18.34,
      "entry_risk_pct": null,
      "intraday_vwap": 17.7712,
      "price_vs_vwap_pct": -1.0759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1807,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 17.91,
            "high": 17.91,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0668
          },
          {
            "time": "09:31",
            "open": 17.75,
            "high": 17.75,
            "low": 17.65,
            "close": 17.65,
            "amount_yi": 0.0936
          },
          {
            "time": "09:32",
            "open": 17.58,
            "high": 17.58,
            "low": 17.58,
            "close": 17.58,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 17.58,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.56,
        "bid1": 17.56,
        "ask1": 17.58,
        "bid_qty1": 13,
        "ask_qty1": 80
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM",
      "symbol": "SHSE.601128",
      "name": "常熟银行",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.94,
      "exec_low": 6.03,
      "exec_high": 6.03,
      "invalid_price": 5.76,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.85,
      "entry_zone_high": 6.03,
      "entry_risk_pct": null,
      "intraday_vwap": 5.853,
      "price_vs_vwap_pct": -0.5638,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1361,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.91,
            "high": 5.91,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0456
          },
          {
            "time": "09:31",
            "open": 5.83,
            "high": 5.83,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0682
          },
          {
            "time": "09:32",
            "open": 5.82,
            "high": 5.82,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 5.82,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.81,
        "bid1": 5.81,
        "ask1": 5.82,
        "bid_qty1": 3764,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601229:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601229:VWAP_RECLAIM",
      "symbol": "SHSE.601229",
      "name": "上海银行",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.94,
      "exec_low": 9.07,
      "exec_high": 9.07,
      "invalid_price": 8.67,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.81,
      "entry_zone_high": 9.07,
      "entry_risk_pct": null,
      "intraday_vwap": 8.7805,
      "price_vs_vwap_pct": -0.689,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1882,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.88,
            "high": 8.88,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0331
          },
          {
            "time": "09:31",
            "open": 8.78,
            "high": 8.78,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.1152
          },
          {
            "time": "09:32",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0399
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 8.72,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.72,
        "bid1": 8.72,
        "ask1": 8.73,
        "bid_qty1": 466,
        "ask_qty1": 1652
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601825:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601825:VWAP_RECLAIM",
      "symbol": "SHSE.601825",
      "name": "沪农商行",
      "side": "BUY",
      "priority": "W94",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.2,
      "exec_low": 8.32,
      "exec_high": 8.32,
      "invalid_price": 7.95,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.08,
      "entry_zone_high": 8.32,
      "entry_risk_pct": null,
      "intraday_vwap": 7.816,
      "price_vs_vwap_pct": -1.2282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0889,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.87,
            "high": 7.87,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0249
          },
          {
            "time": "09:31",
            "open": 7.82,
            "high": 7.82,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0506
          },
          {
            "time": "09:32",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 7.72,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.71,
        "bid1": 7.71,
        "ask1": 7.72,
        "bid_qty1": 100,
        "ask_qty1": 153
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688141:VWAP_RECLAIM",
      "symbol": "SHSE.688141",
      "name": "杰华特",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 153.99,
      "exec_low": 156.3,
      "exec_high": 156.3,
      "invalid_price": 149.37,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 158.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 156.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 151.68,
      "entry_zone_high": 156.3,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.9988,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 146.0,
            "high": 146.0,
            "low": 143.8,
            "close": 143.8,
            "amount_yi": 0.406
          },
          {
            "time": "09:31",
            "open": 143.35,
            "high": 143.35,
            "low": 141.8,
            "close": 141.8,
            "amount_yi": 0.3129
          },
          {
            "time": "09:32",
            "open": 141.05,
            "high": 141.05,
            "low": 141.05,
            "close": 141.05,
            "amount_yi": 0.2799
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 141.05,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 146.43,
        "low": 141.0,
        "bid1": 141.02,
        "ask1": 141.05,
        "bid_qty1": 2,
        "ask_qty1": 169
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W96",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.48,
      "exec_low": 58.34,
      "exec_high": 58.34,
      "invalid_price": 55.76,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.62,
      "entry_zone_high": 58.34,
      "entry_risk_pct": null,
      "intraday_vwap": 56.1451,
      "price_vs_vwap_pct": -0.5078,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 4.6075,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 55.78,
            "high": 56.29,
            "low": 55.78,
            "close": 56.29,
            "amount_yi": 2.4998
          },
          {
            "time": "09:31",
            "open": 55.88,
            "high": 55.88,
            "low": 55.8,
            "close": 55.8,
            "amount_yi": 1.5256
          },
          {
            "time": "09:32",
            "open": 55.86,
            "high": 55.86,
            "low": 55.86,
            "close": 55.86,
            "amount_yi": 0.5821
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.86,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 55.61,
        "bid1": 55.75,
        "ask1": 55.86,
        "bid_qty1": 53,
        "ask_qty1": 141
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601939:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601939:VWAP_RECLAIM",
      "symbol": "SHSE.601939",
      "name": "建设银行",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6701,
      "price_vs_vwap_pct": -0.3113,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.7392,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.75,
            "high": 9.75,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.1492
          },
          {
            "time": "09:31",
            "open": 9.66,
            "high": 9.66,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.4111
          },
          {
            "time": "09:32",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.1789
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 9.64,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.75,
        "low": 9.62,
        "bid1": 9.62,
        "ask1": 9.64,
        "bid_qty1": 4379,
        "ask_qty1": 2573
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002901:VWAP_RECLAIM",
      "symbol": "SZSE.002901",
      "name": "大博医疗",
      "side": "BUY",
      "priority": "W98",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.3,
      "entry_zone_high": 43.58,
      "entry_risk_pct": null,
      "intraday_vwap": 41.1983,
      "price_vs_vwap_pct": -0.6998,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0643,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 41.68,
            "high": 41.68,
            "low": 41.4,
            "close": 41.4,
            "amount_yi": 0.0199
          },
          {
            "time": "09:31",
            "open": 41.0,
            "high": 41.05,
            "low": 41.0,
            "close": 41.05,
            "amount_yi": 0.037
          },
          {
            "time": "09:32",
            "open": 40.91,
            "high": 40.91,
            "low": 40.91,
            "close": 40.91,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 40.91,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.8,
        "bid1": 40.97,
        "ask1": 40.99,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM",
      "symbol": "SHSE.600048",
      "name": "保利发展",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.82,
      "entry_zone_high": 4.96,
      "entry_risk_pct": null,
      "intraday_vwap": 4.7289,
      "price_vs_vwap_pct": -0.3997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2226,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.75,
            "high": 4.75,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0953
          },
          {
            "time": "09:31",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0861
          },
          {
            "time": "09:32",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 4.71,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.7,
        "bid1": 4.71,
        "ask1": 4.72,
        "bid_qty1": 910,
        "ask_qty1": 2022
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM",
      "symbol": "SHSE.600919",
      "name": "江苏银行",
      "side": "BUY",
      "priority": "W100",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.25,
      "exec_low": 11.42,
      "exec_high": 11.42,
      "invalid_price": 10.91,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.08,
      "entry_zone_high": 11.42,
      "entry_risk_pct": null,
      "intraday_vwap": 10.9565,
      "price_vs_vwap_pct": -0.8808,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.676,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.06,
            "high": 11.06,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.1425
          },
          {
            "time": "09:31",
            "open": 10.96,
            "high": 10.96,
            "low": 10.9,
            "close": 10.9,
            "amount_yi": 0.3924
          },
          {
            "time": "09:32",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.1411
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 10.86,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.84,
        "bid1": 10.85,
        "ask1": 10.86,
        "bid_qty1": 208,
        "ask_qty1": 782
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM",
      "symbol": "SZSE.300832",
      "name": "新产业",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.3,
      "entry_zone_high": 43.58,
      "entry_risk_pct": null,
      "intraday_vwap": 41.9314,
      "price_vs_vwap_pct": -0.1226,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0646,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 42.0,
            "high": 42.0,
            "low": 41.8,
            "close": 41.8,
            "amount_yi": 0.0315
          },
          {
            "time": "09:31",
            "open": 42.0,
            "high": 42.0,
            "low": 41.91,
            "close": 41.91,
            "amount_yi": 0.0211
          },
          {
            "time": "09:32",
            "open": 41.88,
            "high": 41.88,
            "low": 41.88,
            "close": 41.88,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 41.88,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.76,
        "bid1": 41.81,
        "ask1": 41.87,
        "bid_qty1": 9,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601077:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601077:VWAP_RECLAIM",
      "symbol": "SHSE.601077",
      "name": "渝农商行",
      "side": "BUY",
      "priority": "W102",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.39,
      "exec_low": 6.49,
      "exec_high": 6.49,
      "invalid_price": 6.2,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.29,
      "entry_zone_high": 6.49,
      "entry_risk_pct": null,
      "intraday_vwap": 6.2298,
      "price_vs_vwap_pct": -0.7994,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1519,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.27,
            "high": 6.27,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0522
          },
          {
            "time": "09:31",
            "open": 6.21,
            "high": 6.22,
            "low": 6.21,
            "close": 6.22,
            "amount_yi": 0.0649
          },
          {
            "time": "09:32",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0348
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 6.18,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.18,
        "bid1": 6.18,
        "ask1": 6.19,
        "bid_qty1": 93,
        "ask_qty1": 1205
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM",
      "symbol": "SHSE.600901",
      "name": "江苏金租",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.96,
      "exec_low": 6.05,
      "exec_high": 6.05,
      "invalid_price": 5.78,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.87,
      "entry_zone_high": 6.05,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8362,
      "price_vs_vwap_pct": -0.4489,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.085,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.89,
            "high": 5.89,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.01
          },
          {
            "time": "09:31",
            "open": 5.84,
            "high": 5.84,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0425
          },
          {
            "time": "09:32",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 5.81,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.9,
        "low": 5.8,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 148,
        "ask_qty1": 530
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM",
      "symbol": "SHSE.601988",
      "name": "中国银行",
      "side": "BUY",
      "priority": "W104",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.89,
      "exec_low": 5.98,
      "exec_high": 5.98,
      "invalid_price": 5.71,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.8,
      "entry_zone_high": 5.98,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7001,
      "price_vs_vwap_pct": -0.8789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.3327,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.74,
            "high": 5.74,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.3516
          },
          {
            "time": "09:31",
            "open": 5.69,
            "high": 5.69,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.7085
          },
          {
            "time": "09:32",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.2726
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 5.65,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.65,
        "bid1": 5.65,
        "ask1": 5.66,
        "bid_qty1": 9325,
        "ask_qty1": 4953
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688777:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688777:VWAP_RECLAIM",
      "symbol": "SHSE.688777",
      "name": "中控技术",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 121.88,
      "exec_low": 123.71,
      "exec_high": 123.71,
      "invalid_price": 118.22,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.547,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 121.04,
            "high": 122.3,
            "low": 121.04,
            "close": 122.3,
            "amount_yi": 0.3943
          },
          {
            "time": "09:31",
            "open": 121.87,
            "high": 121.87,
            "low": 120.29,
            "close": 120.29,
            "amount_yi": 0.8377
          },
          {
            "time": "09:32",
            "open": 119.5,
            "high": 119.5,
            "low": 119.5,
            "close": 119.5,
            "amount_yi": 0.315
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 119.5,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 122.76,
        "low": 119.16,
        "bid1": 119.51,
        "ask1": 119.57,
        "bid_qty1": 7,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM",
      "symbol": "SHSE.601398",
      "name": "工商银行",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.25,
      "exec_low": 7.36,
      "exec_high": 7.36,
      "invalid_price": 7.03,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.14,
      "entry_zone_high": 7.36,
      "entry_risk_pct": null,
      "intraday_vwap": 7.098,
      "price_vs_vwap_pct": -0.1127,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.7458,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.11,
            "high": 7.11,
            "low": 7.11,
            "close": 7.11,
            "amount_yi": 1.2666
          },
          {
            "time": "09:31",
            "open": 7.09,
            "high": 7.1,
            "low": 7.09,
            "close": 7.1,
            "amount_yi": 0.9426
          },
          {
            "time": "09:32",
            "open": 7.09,
            "high": 7.09,
            "low": 7.09,
            "close": 7.09,
            "amount_yi": 0.5366
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 7.09,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.13,
        "low": 7.08,
        "bid1": 7.08,
        "ask1": 7.09,
        "bid_qty1": 9371,
        "ask_qty1": 1102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM",
      "symbol": "SHSE.600036",
      "name": "招商银行",
      "side": "BUY",
      "priority": "W107",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.47,
      "exec_low": 37.02,
      "exec_high": 37.02,
      "invalid_price": 35.38,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.92,
      "entry_zone_high": 37.02,
      "entry_risk_pct": null,
      "intraday_vwap": 35.6994,
      "price_vs_vwap_pct": -0.5586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 2.2007,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 35.86,
            "high": 35.86,
            "low": 35.8,
            "close": 35.8,
            "amount_yi": 0.4719
          },
          {
            "time": "09:31",
            "open": 35.7,
            "high": 35.7,
            "low": 35.58,
            "close": 35.58,
            "amount_yi": 1.077
          },
          {
            "time": "09:32",
            "open": 35.5,
            "high": 35.5,
            "low": 35.5,
            "close": 35.5,
            "amount_yi": 0.6518
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 35.5,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 35.92,
        "low": 35.46,
        "bid1": 35.5,
        "ask1": 35.51,
        "bid_qty1": 958,
        "ask_qty1": 503
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 109.36,
      "exec_low": 111.0,
      "exec_high": 111.0,
      "invalid_price": 106.08,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 111.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.72,
      "entry_zone_high": 111.0,
      "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": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4289,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 107.0,
            "high": 107.0,
            "low": 106.37,
            "close": 106.37,
            "amount_yi": 0.0768
          },
          {
            "time": "09:31",
            "open": 105.76,
            "high": 106.07,
            "low": 105.76,
            "close": 106.07,
            "amount_yi": 0.2832
          },
          {
            "time": "09:32",
            "open": 106.86,
            "high": 106.86,
            "low": 106.86,
            "close": 106.86,
            "amount_yi": 0.0689
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 106.86,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 107.54,
        "low": 105.49,
        "bid1": 106.74,
        "ask1": 106.86,
        "bid_qty1": 12,
        "ask_qty1": 22
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM",
      "symbol": "SHSE.603335",
      "name": "迪生力",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.56,
      "exec_low": 9.7,
      "exec_high": 9.7,
      "invalid_price": 9.27,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.42,
      "entry_zone_high": 9.7,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9649,
      "price_vs_vwap_pct": 2.3994,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.3325,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.98,
            "high": 8.98,
            "low": 8.94,
            "close": 8.94,
            "amount_yi": 0.1459
          },
          {
            "time": "09:31",
            "open": 9.04,
            "high": 9.04,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.1308
          },
          {
            "time": "09:32",
            "open": 9.18,
            "high": 9.18,
            "low": 9.18,
            "close": 9.18,
            "amount_yi": 0.0558
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 9.18,
        "ts": "2026-06-29T09:32:24",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.18,
        "low": 8.88,
        "bid1": 9.17,
        "ask1": 9.18,
        "bid_qty1": 351,
        "ask_qty1": 167
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM",
      "symbol": "SHSE.603986",
      "name": "兆易创新",
      "side": "BUY",
      "priority": "W110",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 779.0,
      "exec_low": 790.68,
      "exec_high": 790.68,
      "invalid_price": 755.63,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 802.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 790.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 767.31,
      "entry_zone_high": 790.68,
      "entry_risk_pct": null,
      "intraday_vwap": 774.1168,
      "price_vs_vwap_pct": 0.2433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 16.8973,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 778.09,
            "high": 778.09,
            "low": 775.01,
            "close": 775.01,
            "amount_yi": 8.0085
          },
          {
            "time": "09:31",
            "open": 764.8,
            "high": 767.99,
            "low": 764.8,
            "close": 767.99,
            "amount_yi": 6.9095
          },
          {
            "time": "09:32",
            "open": 776.0,
            "high": 776.0,
            "low": 776.0,
            "close": 776.0,
            "amount_yi": 1.9793
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 776.0,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 779.99,
        "low": 761.3,
        "bid1": 776.0,
        "ask1": 776.48,
        "bid_qty1": 81,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM",
      "symbol": "SHSE.600690",
      "name": "海尔智家",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.9,
      "exec_low": 20.2,
      "exec_high": 20.2,
      "invalid_price": 19.3,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.6,
      "entry_zone_high": 20.2,
      "entry_risk_pct": 3.0151,
      "intraday_vwap": 19.9941,
      "price_vs_vwap_pct": -0.4706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4541,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 19.97,
            "high": 19.97,
            "low": 19.94,
            "close": 19.94,
            "amount_yi": 0.2102
          },
          {
            "time": "09:31",
            "open": 19.95,
            "high": 19.95,
            "low": 19.94,
            "close": 19.94,
            "amount_yi": 0.1364
          },
          {
            "time": "09:32",
            "open": 19.9,
            "high": 19.9,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.1075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.62,
      "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": 19.9,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.86,
        "bid1": 19.89,
        "ask1": 19.9,
        "bid_qty1": 32,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM",
      "symbol": "SHSE.603226",
      "name": "菲林格尔",
      "side": "BUY",
      "priority": "W112",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.85,
      "exec_low": 54.66,
      "exec_high": 54.66,
      "invalid_price": 52.23,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.04,
      "entry_zone_high": 54.66,
      "entry_risk_pct": null,
      "intraday_vwap": 51.1509,
      "price_vs_vwap_pct": -1.9763,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0879,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 51.21,
            "high": 51.22,
            "low": 51.21,
            "close": 51.22,
            "amount_yi": 0.0185
          },
          {
            "time": "09:31",
            "open": 51.48,
            "high": 51.48,
            "low": 50.98,
            "close": 50.98,
            "amount_yi": 0.0521
          },
          {
            "time": "09:32",
            "open": 50.14,
            "high": 50.14,
            "low": 50.14,
            "close": 50.14,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.14,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 50.1,
        "bid1": 50.14,
        "ask1": 50.69,
        "bid_qty1": 1,
        "ask_qty1": 66
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600750:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM",
      "symbol": "SHSE.600750",
      "name": "华润江中",
      "side": "BUY",
      "priority": "W113",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.95,
      "exec_low": 23.29,
      "exec_high": 23.29,
      "invalid_price": 22.26,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.61,
      "entry_zone_high": 23.29,
      "entry_risk_pct": null,
      "intraday_vwap": 22.4148,
      "price_vs_vwap_pct": -0.6906,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0303,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.56,
            "high": 22.56,
            "low": 22.39,
            "close": 22.39,
            "amount_yi": 0.0064
          },
          {
            "time": "09:31",
            "open": 22.26,
            "high": 22.35,
            "low": 22.26,
            "close": 22.35,
            "amount_yi": 0.0146
          },
          {
            "time": "09:32",
            "open": 22.26,
            "high": 22.26,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.26,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 22.26,
        "bid1": 22.25,
        "ask1": 22.26,
        "bid_qty1": 9,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM",
      "symbol": "SHSE.603014",
      "name": "威高血净",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 32.98,
      "exec_low": 33.47,
      "exec_high": 33.47,
      "invalid_price": 31.99,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 33.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.49,
      "entry_zone_high": 33.47,
      "entry_risk_pct": null,
      "intraday_vwap": 32.5882,
      "price_vs_vwap_pct": -0.5161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0228,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 32.7,
            "high": 32.7,
            "low": 32.7,
            "close": 32.7,
            "amount_yi": 0.013
          },
          {
            "time": "09:31",
            "open": 32.39,
            "high": 32.41,
            "low": 32.39,
            "close": 32.41,
            "amount_yi": 0.0081
          },
          {
            "time": "09:32",
            "open": 32.42,
            "high": 32.42,
            "low": 32.42,
            "close": 32.42,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 32.42,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 32.75,
        "low": 32.38,
        "bid1": 32.43,
        "ask1": 32.46,
        "bid_qty1": 18,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM",
      "symbol": "SHSE.601288",
      "name": "农业银行",
      "side": "BUY",
      "priority": "W115",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.31,
      "exec_low": 6.4,
      "exec_high": 6.4,
      "invalid_price": 6.12,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.22,
      "entry_zone_high": 6.4,
      "entry_risk_pct": null,
      "intraday_vwap": 6.1196,
      "price_vs_vwap_pct": -0.4837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5661,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.16,
            "high": 6.16,
            "low": 6.12,
            "close": 6.12,
            "amount_yi": 0.6783
          },
          {
            "time": "09:31",
            "open": 6.1,
            "high": 6.1,
            "low": 6.08,
            "close": 6.08,
            "amount_yi": 0.636
          },
          {
            "time": "09:32",
            "open": 6.09,
            "high": 6.09,
            "low": 6.09,
            "close": 6.09,
            "amount_yi": 0.2518
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 6.09,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.07,
        "bid1": 6.08,
        "ask1": 6.09,
        "bid_qty1": 8599,
        "ask_qty1": 9726
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM",
      "symbol": "SHSE.603899",
      "name": "晨光股份",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.9,
      "exec_low": 21.21,
      "exec_high": 21.21,
      "invalid_price": 20.27,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.59,
      "entry_zone_high": 21.21,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3731,
      "price_vs_vwap_pct": -0.457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.038,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 20.48,
            "high": 20.48,
            "low": 20.43,
            "close": 20.43,
            "amount_yi": 0.0074
          },
          {
            "time": "09:31",
            "open": 20.31,
            "high": 20.31,
            "low": 20.3,
            "close": 20.3,
            "amount_yi": 0.0231
          },
          {
            "time": "09:32",
            "open": 20.28,
            "high": 20.28,
            "low": 20.28,
            "close": 20.28,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 20.28,
        "ts": "2026-06-29T09:32:22",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 20.27,
        "bid1": 20.28,
        "ask1": 20.29,
        "bid_qty1": 2,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM",
      "symbol": "SHSE.601166",
      "name": "兴业银行",
      "side": "BUY",
      "priority": "W117",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.07,
      "exec_low": 17.33,
      "exec_high": 17.33,
      "invalid_price": 16.56,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.81,
      "entry_zone_high": 17.33,
      "entry_risk_pct": null,
      "intraday_vwap": 16.6305,
      "price_vs_vwap_pct": -0.7246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.0177,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.75,
            "high": 16.75,
            "low": 16.66,
            "close": 16.66,
            "amount_yi": 0.3154
          },
          {
            "time": "09:31",
            "open": 16.6,
            "high": 16.6,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.4436
          },
          {
            "time": "09:32",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.2587
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 16.51,
        "ts": "2026-06-29T09:32:21",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.5,
        "bid1": 16.5,
        "ask1": 16.51,
        "bid_qty1": 5397,
        "ask_qty1": 619
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601169:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601169:VWAP_RECLAIM",
      "symbol": "SHSE.601169",
      "name": "北京银行",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.01,
      "exec_low": 5.09,
      "exec_high": 5.09,
      "invalid_price": 4.86,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 4.9135,
      "price_vs_vwap_pct": -0.2748,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4571,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.1471
          },
          {
            "time": "09:31",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.1315
          },
          {
            "time": "09:32",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.1785
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 4.9,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.89,
        "bid1": 4.89,
        "ask1": 4.9,
        "bid_qty1": 8675,
        "ask_qty1": 6137
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603816:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603816:VWAP_RECLAIM",
      "symbol": "SHSE.603816",
      "name": "顾家家居",
      "side": "BUY",
      "priority": "W119",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.27,
      "exec_low": 23.62,
      "exec_high": 23.62,
      "invalid_price": 22.57,
      "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": "2026-06-29T09:32:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.92,
      "entry_zone_high": 23.62,
      "entry_risk_pct": null,
      "intraday_vwap": 22.3389,
      "price_vs_vwap_pct": 0.0497,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0888,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.48,
            "high": 22.48,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0316
          },
          {
            "time": "09:31",
            "open": 22.31,
            "high": 22.31,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0435
          },
          {
            "time": "09:32",
            "open": 22.35,
            "high": 22.35,
            "low": 22.35,
            "close": 22.35,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.24,
      "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": 22.35,
        "ts": "2026-06-29T09:32:23",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.56,
        "low": 22.15,
        "bid1": 22.35,
        "ask1": 22.42,
        "bid_qty1": 16,
        "ask_qty1": 40
      },
      "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": 537168.0,
    "total_value": 1081661.0,
    "unrealized_pnl": 90355.99999999996,
    "unrealized_pnl_pct_of_initial": 9.035599999999995,
    "realized_pnl": -8694.999999999956,
    "realized_pnl_pct_of_initial": -0.8694999999999956,
    "total_pnl": 81661.0,
    "total_pnl_pct": 8.166099999999998
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 104.1,
      "market_value": 249840.0,
      "unrealized_pnl": 57119.99999999999,
      "unrealized_pnl_pct": 29.63885429638855,
      "updated_at": "2026-06-29T09:32:24",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.097809757400885
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 119.52,
      "market_value": 215136.0,
      "unrealized_pnl": 19763.99999999998,
      "unrealized_pnl_pct": 10.116086235489208,
      "updated_at": "2026-06-29T09:32:24",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.88941082279938
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 45.12,
      "market_value": 72192.0,
      "unrealized_pnl": 13471.99999999999,
      "unrealized_pnl_pct": 22.94277929155313,
      "updated_at": "2026-06-29T09:32:24",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.674179803099123
    }
  ],
  "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": 0.7,
    "max_shadow_total_position_pct": 0.7,
    "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": "CLUSTERED_CORE",
    "dynamic_total_cap_reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "CLUSTERED_CORE",
      "reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.7,
      "effective_shadow_total_position_pct": 0.7,
      "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": 0.4737,
        "active_up_ratio": 0.6154,
        "active_above_vwap": 8,
        "active_positive_min": 1,
        "active_total": 13,
        "sample_total": 133,
        "market_gate_passed": true,
        "market_gate_reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "CLUSTERED_MAINLINE",
          "label": "抱团分化：指数降权，核心主线优先",
          "entry_policy": "core_mainline_only",
          "official_buy_allowed": true,
          "reason": "clustered_mainline_confirmed_core_only",
          "pool_up_ratio": 0.4737,
          "active_up_ratio": 0.6154,
          "active_positive": 8,
          "active_positive_min": 1,
          "active_above_vwap": 5,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8333,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.688432"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 45.0,
          "sample_rows": [
            {
              "symbol": "SHSE.603650",
              "name": "彤程新材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 12,
              "ret_pct": 9.99650471862985,
              "last": 94.41,
              "vwap": 92.31215713187657,
              "above_vwap": true,
              "amount": 672549452.0
            },
            {
              "symbol": "SHSE.601636",
              "name": "旗滨集团",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.966405375139974,
              "last": 9.82,
              "vwap": 9.743652501355612,
              "above_vwap": true,
              "amount": 485165689.0
            },
            {
              "symbol": "SZSE.002354",
              "name": "天娱数科",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 8.720271800679491,
              "last": 9.6,
              "vwap": 9.300045709051423,
              "above_vwap": true,
              "amount": 1226467708.0
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 8.695652173913038,
              "last": 205.0,
              "vwap": 202.1473167030608,
              "above_vwap": true,
              "amount": 1092363670.0
            },
            {
              "symbol": "SHSE.601133",
              "name": "柏诚股份",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 8.202716823406476,
              "last": 41.42,
              "vwap": 40.079600013798576,
              "above_vwap": true,
              "amount": 232369497.0
            },
            {
              "symbol": "SZSE.000021",
              "name": "深科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 7.120164455242017,
              "last": 57.32,
              "vwap": 56.976907393615214,
              "above_vwap": true,
              "amount": 1346432694.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.999426276534715,
              "last": 37.3,
              "vwap": 36.621349014832,
              "above_vwap": true,
              "amount": 769329801.0
            },
            {
              "symbol": "SZSE.300346",
              "name": "南大光电",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.950844854070648,
              "last": 83.55,
              "vwap": 82.70279143803292,
              "above_vwap": true,
              "amount": 1033933758.0
            },
            {
              "symbol": "SHSE.688147",
              "name": "微导纳米",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.157577654330648,
              "last": 135.68,
              "vwap": 134.23954835119665,
              "above_vwap": true,
              "amount": 144021450.0
            },
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 5.501618122977359,
              "last": 32.6,
              "vwap": 32.46298767132952,
              "above_vwap": true,
              "amount": 409530653.0
            },
            {
              "symbol": "SZSE.301093",
              "name": "华兰股份",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.4294650733820005,
              "last": 131.46,
              "vwap": 129.79996470588236,
              "above_vwap": true,
              "amount": 44131988.0
            },
            {
              "symbol": "SHSE.688669",
              "name": "聚石化学",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.063829787234053,
              "last": 98.76,
              "vwap": 98.25977855757655,
              "above_vwap": true,
              "amount": 57711014.0
            }
          ]
        }
      }
    },
    "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": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "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": true,
    "preopen_strong_themes": 1
  }
}