{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8212,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 13.948220064724936,
          "last": 35.21,
          "vwap": 33.347092736384184,
          "above_vwap": true,
          "amount": 922449847.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.159242191500265,
          "last": 88.4,
          "vwap": 84.23910066945004,
          "above_vwap": true,
          "amount": 2340499173.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.005224660397062,
          "last": 42.11,
          "vwap": 41.160261853885686,
          "above_vwap": true,
          "amount": 537425423.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.34301972107858,
          "above_vwap": true,
          "amount": 2905375843.0
        },
        {
          "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": 92.39217123242459,
          "above_vwap": true,
          "amount": 699824501.0
        },
        {
          "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": 9.748249095462876,
          "above_vwap": true,
          "amount": 516490507.0
        },
        {
          "symbol": "SHSE.603678",
          "name": "火炬电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.032582714806914,
          "last": 86.67,
          "vwap": 83.64342643550559,
          "above_vwap": true,
          "amount": 708242349.0
        },
        {
          "symbol": "SZSE.300285",
          "name": "国瓷材料",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.61783873164088,
          "last": 111.67,
          "vwap": 108.95601781977298,
          "above_vwap": true,
          "amount": 2405378423.0
        },
        {
          "symbol": "SZSE.300666",
          "name": "江丰电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.5292293815886,
          "last": 385.04,
          "vwap": 375.1986755036447,
          "above_vwap": true,
          "amount": 1786058255.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.995758218451754,
          "last": 203.68,
          "vwap": 202.36439290766538,
          "above_vwap": true,
          "amount": 1688002347.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.093649085037668,
          "last": 99.49,
          "vwap": 96.99072268834405,
          "above_vwap": true,
          "amount": 891276848.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.986899563318771,
          "last": 53.9,
          "vwap": 52.91861752302657,
          "above_vwap": true,
          "amount": 1737979696.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.4812,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.4615,
      "active_up_ratio_min": 0.5,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "strong_themes": [],
      "theme_scores": [
        {
          "theme": "业务主题待核对",
          "passed": false,
          "sample_count": 92,
          "active_count": 11,
          "up_count": 41,
          "active_up_count": 5,
          "up_ratio": 0.4457,
          "active_up_ratio": 0.4545,
          "avg_ret_pct": 0.8919,
          "amount_yi": 721.475,
          "samples": [
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "ret_pct": 13.9482,
              "last": 35.21,
              "open": 32.5,
              "prev_close": 30.9,
              "amount_yi": 9.2245,
              "bid1": 35.21,
              "bid_qty1": 341,
              "ask1": 35.3,
              "ask_qty1": 779,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SZSE.300346",
              "name": "南大光电",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "ret_pct": 13.1592,
              "last": 88.4,
              "open": 82.88,
              "prev_close": 78.12,
              "amount_yi": 23.405,
              "bid1": 88.4,
              "bid_qty1": 51,
              "ask1": 88.48,
              "ask_qty1": 14,
              "quote_ts": "2026-06-29T09:37:00"
            },
            {
              "symbol": "SHSE.601133",
              "name": "柏诚股份",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "ret_pct": 10.0052,
              "last": 42.11,
              "open": 40.66,
              "prev_close": 38.28,
              "amount_yi": 5.3743,
              "bid1": 42.11,
              "bid_qty1": 28602,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-06-29T09:37:03"
            },
            {
              "symbol": "SZSE.000021",
              "name": "深科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "ret_pct": 9.9981,
              "last": 58.86,
              "open": 56.0,
              "prev_close": 53.51,
              "amount_yi": 29.0538,
              "bid1": 58.86,
              "bid_qty1": 284515,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-06-29T09:37:03"
            },
            {
              "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": 6.9982,
              "bid1": 94.41,
              "bid_qty1": 43913,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-06-29T09:37:01"
            },
            {
              "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": 5.1649,
              "bid1": 9.82,
              "bid_qty1": 832233,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-06-29T09:37:02"
            }
          ]
        },
        {
          "theme": "趋势股",
          "passed": false,
          "sample_count": 36,
          "active_count": 1,
          "up_count": 22,
          "active_up_count": 0,
          "up_ratio": 0.6111,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.3001,
          "amount_yi": 148.6342,
          "samples": [
            {
              "symbol": "SHSE.605376",
              "name": "博迁新材",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 6.7879,
              "last": 281.92,
              "open": 273.84,
              "prev_close": 264.0,
              "amount_yi": 9.0912,
              "bid1": 281.92,
              "bid_qty1": 178,
              "ask1": 281.97,
              "ask_qty1": 1,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SHSE.688669",
              "name": "聚石化学",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 6.2766,
              "last": 99.9,
              "open": 98.7,
              "prev_close": 94.0,
              "amount_yi": 1.1515,
              "bid1": 99.9,
              "bid_qty1": 12,
              "ask1": 100.26,
              "ask_qty1": 52,
              "quote_ts": "2026-06-29T09:37:03"
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 5.9667,
              "last": 36.94,
              "open": 36.18,
              "prev_close": 34.86,
              "amount_yi": 15.5808,
              "bid1": 36.94,
              "bid_qty1": 87,
              "ask1": 36.95,
              "ask_qty1": 105,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SHSE.688082",
              "name": "盛美上海",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 5.5556,
              "last": 437.0,
              "open": 420.0,
              "prev_close": 414.0,
              "amount_yi": 5.0663,
              "bid1": 436.79,
              "bid_qty1": 28,
              "ask1": 437.0,
              "ask_qty1": 6,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SHSE.688627",
              "name": "精智达",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 5.2624,
              "last": 688.1,
              "open": 660.0,
              "prev_close": 653.7,
              "amount_yi": 5.1767,
              "bid1": 685.27,
              "bid_qty1": 44,
              "ask1": 688.01,
              "ask_qty1": 13,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SHSE.605020",
              "name": "永和股份",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "ret_pct": 5.1917,
              "last": 43.36,
              "open": 42.5,
              "prev_close": 41.22,
              "amount_yi": 3.9232,
              "bid1": 43.35,
              "bid_qty1": 10,
              "ask1": 43.36,
              "ask_qty1": 7,
              "quote_ts": "2026-06-29T09:37:02"
            }
          ]
        },
        {
          "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": -3.155,
          "amount_yi": 8.4915,
          "samples": [
            {
              "symbol": "SZSE.300749",
              "name": "顶固集创",
              "theme": "反转股",
              "paper_scope": "shadow_active",
              "ret_pct": 2.3281,
              "last": 28.13,
              "open": 28.55,
              "prev_close": 27.49,
              "amount_yi": 1.0577,
              "bid1": 28.11,
              "bid_qty1": 5,
              "ask1": 28.12,
              "ask_qty1": 27,
              "quote_ts": "2026-06-29T09:37:00"
            },
            {
              "symbol": "SHSE.600877",
              "name": "电科芯片",
              "theme": "反转股",
              "paper_scope": "shadow_watch",
              "ret_pct": -1.4371,
              "last": 16.46,
              "open": 16.54,
              "prev_close": 16.7,
              "amount_yi": 1.0212,
              "bid1": 16.46,
              "bid_qty1": 12,
              "ask1": 16.47,
              "ask_qty1": 156,
              "quote_ts": "2026-06-29T09:37:02"
            },
            {
              "symbol": "SZSE.301138",
              "name": "华研精机",
              "theme": "反转股",
              "paper_scope": "shadow_watch",
              "ret_pct": -2.8589,
              "last": 31.94,
              "open": 32.56,
              "prev_close": 32.88,
              "amount_yi": 0.1326,
              "bid1": 31.94,
              "bid_qty1": 12,
              "ask1": 32.07,
              "ask_qty1": 2,
              "quote_ts": "2026-06-29T09:37:00"
            },
            {
              "symbol": "SZSE.300717",
              "name": "华信新材",
              "theme": "反转股",
              "paper_scope": "shadow_watch",
              "ret_pct": -3.9091,
              "last": 21.14,
              "open": 21.78,
              "prev_close": 22.0,
              "amount_yi": 0.3903,
              "bid1": 21.12,
              "bid_qty1": 27,
              "ask1": 21.13,
              "ask_qty1": 16,
              "quote_ts": "2026-06-29T09:37:00"
            },
            {
              "symbol": "SZSE.000703",
              "name": "恒逸石化",
              "theme": "反转股",
              "paper_scope": "shadow_watch",
              "ret_pct": -9.898,
              "last": 15.02,
              "open": 16.0,
              "prev_close": 16.67,
              "amount_yi": 5.8897,
              "bid1": 15.02,
              "bid_qty1": 210,
              "ask1": 15.03,
              "ask_qty1": 225,
              "quote_ts": "2026-06-29T09:37:03"
            }
          ]
        }
      ],
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.4812,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8212,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 13.948220064724936,
            "last": 35.21,
            "vwap": 33.347092736384184,
            "above_vwap": true,
            "amount": 922449847.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 13.159242191500265,
            "last": 88.4,
            "vwap": 84.23910066945004,
            "above_vwap": true,
            "amount": 2340499173.0
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.005224660397062,
            "last": 42.11,
            "vwap": 41.160261853885686,
            "above_vwap": true,
            "amount": 537425423.0
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.998131190431693,
            "last": 58.86,
            "vwap": 57.34301972107858,
            "above_vwap": true,
            "amount": 2905375843.0
          },
          {
            "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": 92.39217123242459,
            "above_vwap": true,
            "amount": 699824501.0
          },
          {
            "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": 9.748249095462876,
            "above_vwap": true,
            "amount": 516490507.0
          },
          {
            "symbol": "SHSE.603678",
            "name": "火炬电子",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.032582714806914,
            "last": 86.67,
            "vwap": 83.64342643550559,
            "above_vwap": true,
            "amount": 708242349.0
          },
          {
            "symbol": "SZSE.300285",
            "name": "国瓷材料",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.61783873164088,
            "last": 111.67,
            "vwap": 108.95601781977298,
            "above_vwap": true,
            "amount": 2405378423.0
          },
          {
            "symbol": "SZSE.300666",
            "name": "江丰电子",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.5292293815886,
            "last": 385.04,
            "vwap": 375.1986755036447,
            "above_vwap": true,
            "amount": 1786058255.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.995758218451754,
            "last": 203.68,
            "vwap": 202.36439290766538,
            "above_vwap": true,
            "amount": 1688002347.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 7.093649085037668,
            "last": 99.49,
            "vwap": 96.99072268834405,
            "above_vwap": true,
            "amount": 891276848.0
          },
          {
            "symbol": "SHSE.600460",
            "name": "士兰微",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.986899563318771,
            "last": 53.9,
            "vwap": 52.91861752302657,
            "above_vwap": true,
            "amount": 1737979696.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8212,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 13.948220064724936,
          "last": 35.21,
          "vwap": 33.347092736384184,
          "above_vwap": true,
          "amount": 922449847.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.159242191500265,
          "last": 88.4,
          "vwap": 84.23910066945004,
          "above_vwap": true,
          "amount": 2340499173.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.005224660397062,
          "last": 42.11,
          "vwap": 41.160261853885686,
          "above_vwap": true,
          "amount": 537425423.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.34301972107858,
          "above_vwap": true,
          "amount": 2905375843.0
        },
        {
          "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": 92.39217123242459,
          "above_vwap": true,
          "amount": 699824501.0
        },
        {
          "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": 9.748249095462876,
          "above_vwap": true,
          "amount": 516490507.0
        },
        {
          "symbol": "SHSE.603678",
          "name": "火炬电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.032582714806914,
          "last": 86.67,
          "vwap": 83.64342643550559,
          "above_vwap": true,
          "amount": 708242349.0
        },
        {
          "symbol": "SZSE.300285",
          "name": "国瓷材料",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.61783873164088,
          "last": 111.67,
          "vwap": 108.95601781977298,
          "above_vwap": true,
          "amount": 2405378423.0
        },
        {
          "symbol": "SZSE.300666",
          "name": "江丰电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.5292293815886,
          "last": 385.04,
          "vwap": 375.1986755036447,
          "above_vwap": true,
          "amount": 1786058255.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.995758218451754,
          "last": 203.68,
          "vwap": 202.36439290766538,
          "above_vwap": true,
          "amount": 1688002347.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.093649085037668,
          "last": 99.49,
          "vwap": 96.99072268834405,
          "above_vwap": true,
          "amount": 891276848.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.986899563318771,
          "last": 53.9,
          "vwap": 52.91861752302657,
          "above_vwap": true,
          "amount": 1737979696.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4812,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.4615,
    "active_up_ratio_min": 0.5,
    "active_positive": 6,
    "active_positive_min": 1,
    "active_above_vwap": 6,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [],
    "theme_scores": [
      {
        "theme": "业务主题待核对",
        "passed": false,
        "sample_count": 92,
        "active_count": 11,
        "up_count": 41,
        "active_up_count": 5,
        "up_ratio": 0.4457,
        "active_up_ratio": 0.4545,
        "avg_ret_pct": 0.8919,
        "amount_yi": 721.475,
        "samples": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "ret_pct": 13.9482,
            "last": 35.21,
            "open": 32.5,
            "prev_close": 30.9,
            "amount_yi": 9.2245,
            "bid1": 35.21,
            "bid_qty1": 341,
            "ask1": 35.3,
            "ask_qty1": 779,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 13.1592,
            "last": 88.4,
            "open": 82.88,
            "prev_close": 78.12,
            "amount_yi": 23.405,
            "bid1": 88.4,
            "bid_qty1": 51,
            "ask1": 88.48,
            "ask_qty1": 14,
            "quote_ts": "2026-06-29T09:37:00"
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 10.0052,
            "last": 42.11,
            "open": 40.66,
            "prev_close": 38.28,
            "amount_yi": 5.3743,
            "bid1": 42.11,
            "bid_qty1": 28602,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:37:03"
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "ret_pct": 9.9981,
            "last": 58.86,
            "open": 56.0,
            "prev_close": 53.51,
            "amount_yi": 29.0538,
            "bid1": 58.86,
            "bid_qty1": 284515,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:37:03"
          },
          {
            "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": 6.9982,
            "bid1": 94.41,
            "bid_qty1": 43913,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:37:01"
          },
          {
            "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": 5.1649,
            "bid1": 9.82,
            "bid_qty1": 832233,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-06-29T09:37:02"
          }
        ]
      },
      {
        "theme": "趋势股",
        "passed": false,
        "sample_count": 36,
        "active_count": 1,
        "up_count": 22,
        "active_up_count": 0,
        "up_ratio": 0.6111,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.3001,
        "amount_yi": 148.6342,
        "samples": [
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.7879,
            "last": 281.92,
            "open": 273.84,
            "prev_close": 264.0,
            "amount_yi": 9.0912,
            "bid1": 281.92,
            "bid_qty1": 178,
            "ask1": 281.97,
            "ask_qty1": 1,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SHSE.688669",
            "name": "聚石化学",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.2766,
            "last": 99.9,
            "open": 98.7,
            "prev_close": 94.0,
            "amount_yi": 1.1515,
            "bid1": 99.9,
            "bid_qty1": 12,
            "ask1": 100.26,
            "ask_qty1": 52,
            "quote_ts": "2026-06-29T09:37:03"
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.9667,
            "last": 36.94,
            "open": 36.18,
            "prev_close": 34.86,
            "amount_yi": 15.5808,
            "bid1": 36.94,
            "bid_qty1": 87,
            "ask1": 36.95,
            "ask_qty1": 105,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SHSE.688082",
            "name": "盛美上海",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.5556,
            "last": 437.0,
            "open": 420.0,
            "prev_close": 414.0,
            "amount_yi": 5.0663,
            "bid1": 436.79,
            "bid_qty1": 28,
            "ask1": 437.0,
            "ask_qty1": 6,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SHSE.688627",
            "name": "精智达",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.2624,
            "last": 688.1,
            "open": 660.0,
            "prev_close": 653.7,
            "amount_yi": 5.1767,
            "bid1": 685.27,
            "bid_qty1": 44,
            "ask1": 688.01,
            "ask_qty1": 13,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SHSE.605020",
            "name": "永和股份",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "ret_pct": 5.1917,
            "last": 43.36,
            "open": 42.5,
            "prev_close": 41.22,
            "amount_yi": 3.9232,
            "bid1": 43.35,
            "bid_qty1": 10,
            "ask1": 43.36,
            "ask_qty1": 7,
            "quote_ts": "2026-06-29T09:37:02"
          }
        ]
      },
      {
        "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": -3.155,
        "amount_yi": 8.4915,
        "samples": [
          {
            "symbol": "SZSE.300749",
            "name": "顶固集创",
            "theme": "反转股",
            "paper_scope": "shadow_active",
            "ret_pct": 2.3281,
            "last": 28.13,
            "open": 28.55,
            "prev_close": 27.49,
            "amount_yi": 1.0577,
            "bid1": 28.11,
            "bid_qty1": 5,
            "ask1": 28.12,
            "ask_qty1": 27,
            "quote_ts": "2026-06-29T09:37:00"
          },
          {
            "symbol": "SHSE.600877",
            "name": "电科芯片",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -1.4371,
            "last": 16.46,
            "open": 16.54,
            "prev_close": 16.7,
            "amount_yi": 1.0212,
            "bid1": 16.46,
            "bid_qty1": 12,
            "ask1": 16.47,
            "ask_qty1": 156,
            "quote_ts": "2026-06-29T09:37:02"
          },
          {
            "symbol": "SZSE.301138",
            "name": "华研精机",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -2.8589,
            "last": 31.94,
            "open": 32.56,
            "prev_close": 32.88,
            "amount_yi": 0.1326,
            "bid1": 31.94,
            "bid_qty1": 12,
            "ask1": 32.07,
            "ask_qty1": 2,
            "quote_ts": "2026-06-29T09:37:00"
          },
          {
            "symbol": "SZSE.300717",
            "name": "华信新材",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -3.9091,
            "last": 21.14,
            "open": 21.78,
            "prev_close": 22.0,
            "amount_yi": 0.3903,
            "bid1": 21.12,
            "bid_qty1": 27,
            "ask1": 21.13,
            "ask_qty1": 16,
            "quote_ts": "2026-06-29T09:37:00"
          },
          {
            "symbol": "SZSE.000703",
            "name": "恒逸石化",
            "theme": "反转股",
            "paper_scope": "shadow_watch",
            "ret_pct": -9.898,
            "last": 15.02,
            "open": 16.0,
            "prev_close": 16.67,
            "amount_yi": 5.8897,
            "bid1": 15.02,
            "bid_qty1": 210,
            "ask1": 15.03,
            "ask_qty1": 225,
            "quote_ts": "2026-06-29T09:37:03"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8212,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 13.948220064724936,
          "last": 35.21,
          "vwap": 33.347092736384184,
          "above_vwap": true,
          "amount": 922449847.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.159242191500265,
          "last": 88.4,
          "vwap": 84.23910066945004,
          "above_vwap": true,
          "amount": 2340499173.0
        },
        {
          "symbol": "SHSE.601133",
          "name": "柏诚股份",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.005224660397062,
          "last": 42.11,
          "vwap": 41.160261853885686,
          "above_vwap": true,
          "amount": 537425423.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.34301972107858,
          "above_vwap": true,
          "amount": 2905375843.0
        },
        {
          "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": 92.39217123242459,
          "above_vwap": true,
          "amount": 699824501.0
        },
        {
          "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": 9.748249095462876,
          "above_vwap": true,
          "amount": 516490507.0
        },
        {
          "symbol": "SHSE.603678",
          "name": "火炬电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.032582714806914,
          "last": 86.67,
          "vwap": 83.64342643550559,
          "above_vwap": true,
          "amount": 708242349.0
        },
        {
          "symbol": "SZSE.300285",
          "name": "国瓷材料",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.61783873164088,
          "last": 111.67,
          "vwap": 108.95601781977298,
          "above_vwap": true,
          "amount": 2405378423.0
        },
        {
          "symbol": "SZSE.300666",
          "name": "江丰电子",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.5292293815886,
          "last": 385.04,
          "vwap": 375.1986755036447,
          "above_vwap": true,
          "amount": 1786058255.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.995758218451754,
          "last": 203.68,
          "vwap": 202.36439290766538,
          "above_vwap": true,
          "amount": 1688002347.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.093649085037668,
          "last": 99.49,
          "vwap": 96.99072268834405,
          "above_vwap": true,
          "amount": 891276848.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.986899563318771,
          "last": 53.9,
          "vwap": 52.91861752302657,
          "above_vwap": true,
          "amount": 1737979696.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T09:37:04",
  "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": "2026-06-29T09:37:04",
      "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": "shadow_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_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.5906,
        "prev_amount_yi": 2.9567,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8762,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 34.5,
            "high": 34.9,
            "low": 34.5,
            "close": 34.9,
            "amount_yi": 1.1467
          },
          {
            "time": "09:36",
            "open": 34.92,
            "high": 35.4,
            "low": 34.92,
            "close": 35.4,
            "amount_yi": 1.0247
          },
          {
            "time": "09:37",
            "open": 35.21,
            "high": 35.21,
            "low": 35.21,
            "close": 35.21,
            "amount_yi": 0.4192
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 35.21,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.5,
        "low": 31.53,
        "bid1": 35.21,
        "ask1": 35.3,
        "bid_qty1": 341,
        "ask_qty1": 779
      },
      "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": "2026-06-29T09:37:04",
      "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": "shadow_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": 5.0583,
      "intraday_vwap": 96.9907,
      "price_vs_vwap_pct": 2.5768,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.4787,
        "prev_amount_yi": 1.6942,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 97.82,
            "high": 98.58,
            "low": 97.82,
            "close": 98.58,
            "amount_yi": 1.0299
          },
          {
            "time": "09:36",
            "open": 98.63,
            "high": 99.3,
            "low": 98.63,
            "close": 99.3,
            "amount_yi": 1.0526
          },
          {
            "time": "09:37",
            "open": 99.49,
            "high": 99.49,
            "low": 99.49,
            "close": 99.49,
            "amount_yi": 0.3962
          }
        ]
      },
      "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": 99.49,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 99.58,
        "low": 94.7,
        "bid1": 99.42,
        "ask1": 99.44,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:37:04",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "shadow_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": null,
      "intraday_vwap": 28.3844,
      "price_vs_vwap_pct": -0.8963,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2174,
        "prev_amount_yi": 0.2952,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 28.3,
            "high": 28.3,
            "low": 28.02,
            "close": 28.02,
            "amount_yi": 0.1067
          },
          {
            "time": "09:36",
            "open": 28.21,
            "high": 28.21,
            "low": 28.04,
            "close": 28.04,
            "amount_yi": 0.0921
          },
          {
            "time": "09:37",
            "open": 28.13,
            "high": 28.13,
            "low": 28.13,
            "close": 28.13,
            "amount_yi": 0.0186
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 28.13,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.85,
        "bid1": 28.11,
        "ask1": 28.12,
        "bid_qty1": 5,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 11.658,
      "price_vs_vwap_pct": -1.098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.7341,
        "prev_amount_yi": 4.5,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6076,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 11.45,
            "high": 11.45,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 1.4462
          },
          {
            "time": "09:36",
            "open": 11.4,
            "high": 11.49,
            "low": 11.4,
            "close": 11.49,
            "amount_yi": 0.8652
          },
          {
            "time": "09:37",
            "open": 11.53,
            "high": 11.53,
            "low": 11.53,
            "close": 11.53,
            "amount_yi": 0.4227
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 11.53,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.31,
        "bid1": 11.52,
        "ask1": 11.54,
        "bid_qty1": 21,
        "ask_qty1": 16
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "shadow_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_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5418,
        "prev_amount_yi": 0.928,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5838,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 204.02,
            "high": 204.02,
            "low": 204.0,
            "close": 204.0,
            "amount_yi": 0.1762
          },
          {
            "time": "09:36",
            "open": 201.91,
            "high": 201.91,
            "low": 201.0,
            "close": 201.0,
            "amount_yi": 0.2328
          },
          {
            "time": "09:37",
            "open": 200.5,
            "high": 200.5,
            "low": 200.5,
            "close": 200.5,
            "amount_yi": 0.1328
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 200.5,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.41,
        "low": 195.0,
        "bid1": 200.48,
        "ask1": 200.5,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 14.026,
      "price_vs_vwap_pct": 1.0267,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7983,
        "prev_amount_yi": 1.0434,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 14.08,
            "high": 14.3,
            "low": 14.08,
            "close": 14.3,
            "amount_yi": 0.4277
          },
          {
            "time": "09:36",
            "open": 14.2,
            "high": 14.2,
            "low": 14.2,
            "close": 14.2,
            "amount_yi": 0.3062
          },
          {
            "time": "09:37",
            "open": 14.17,
            "high": 14.17,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0644
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 14.17,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.38,
        "low": 13.5,
        "bid1": 14.15,
        "ask1": 14.17,
        "bid_qty1": 248,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 36.6829,
      "price_vs_vwap_pct": -2.2433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.7985,
        "prev_amount_yi": 2.6797,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6712,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 35.6,
            "high": 35.61,
            "low": 35.6,
            "close": 35.61,
            "amount_yi": 0.7293
          },
          {
            "time": "09:36",
            "open": 35.36,
            "high": 35.74,
            "low": 35.36,
            "close": 35.74,
            "amount_yi": 0.6808
          },
          {
            "time": "09:37",
            "open": 35.86,
            "high": 35.86,
            "low": 35.86,
            "close": 35.86,
            "amount_yi": 0.3884
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 35.86,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 35.3,
        "bid1": 35.77,
        "ask1": 35.8,
        "bid_qty1": 55,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 28.4217,
      "price_vs_vwap_pct": -0.4986,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.6991,
        "prev_amount_yi": 2.2865,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 28.03,
            "high": 28.03,
            "low": 27.91,
            "close": 27.91,
            "amount_yi": 0.5092
          },
          {
            "time": "09:36",
            "open": 27.78,
            "high": 28.04,
            "low": 27.78,
            "close": 28.04,
            "amount_yi": 0.7452
          },
          {
            "time": "09:37",
            "open": 28.28,
            "high": 28.28,
            "low": 28.28,
            "close": 28.28,
            "amount_yi": 0.4447
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 28.28,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 27.54,
        "bid1": 28.24,
        "ask1": 28.27,
        "bid_qty1": 129,
        "ask_qty1": 1907
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": null,
      "intraday_vwap": 12.5071,
      "price_vs_vwap_pct": -2.5354,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7145,
        "prev_amount_yi": 0.8011,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8919,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 12.25,
            "high": 12.36,
            "low": 12.25,
            "close": 12.36,
            "amount_yi": 0.2088
          },
          {
            "time": "09:36",
            "open": 12.31,
            "high": 12.31,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.3303
          },
          {
            "time": "09:37",
            "open": 12.19,
            "high": 12.19,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.1754
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 12.19,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.0,
        "low": 12.14,
        "bid1": 12.18,
        "ask1": 12.19,
        "bid_qty1": 14,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": "shadow_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": null,
      "intraday_vwap": 31.1399,
      "price_vs_vwap_pct": 1.317,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.6204,
        "prev_amount_yi": 5.1578,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.508,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 31.49,
            "high": 31.49,
            "low": 31.26,
            "close": 31.26,
            "amount_yi": 1.1958
          },
          {
            "time": "09:36",
            "open": 31.3,
            "high": 31.43,
            "low": 31.3,
            "close": 31.43,
            "amount_yi": 0.9029
          },
          {
            "time": "09:37",
            "open": 31.55,
            "high": 31.55,
            "low": 31.55,
            "close": 31.55,
            "amount_yi": 0.5217
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 31.55,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 31.87,
        "low": 30.3,
        "bid1": 31.55,
        "ask1": 31.56,
        "bid_qty1": 14,
        "ask_qty1": 98
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 219.1262,
      "price_vs_vwap_pct": 0.344,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.1342,
        "prev_amount_yi": 1.9656,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 219.15,
            "high": 219.43,
            "low": 219.15,
            "close": 219.43,
            "amount_yi": 0.6783
          },
          {
            "time": "09:36",
            "open": 220.16,
            "high": 220.16,
            "low": 220.0,
            "close": 220.0,
            "amount_yi": 0.345
          },
          {
            "time": "09:37",
            "open": 219.88,
            "high": 219.88,
            "low": 219.88,
            "close": 219.88,
            "amount_yi": 0.1109
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": 219.88,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 225.0,
        "low": 214.0,
        "bid1": 219.78,
        "ask1": 219.88,
        "bid_qty1": 2,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": "shadow_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": 5.689,
      "intraday_vwap": 60.2565,
      "price_vs_vwap_pct": -0.5253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.6731,
        "prev_amount_yi": 3.5469,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 61.66,
            "high": 61.66,
            "low": 60.93,
            "close": 60.93,
            "amount_yi": 0.9175
          },
          {
            "time": "09:36",
            "open": 60.04,
            "high": 60.04,
            "low": 59.88,
            "close": 59.88,
            "amount_yi": 1.228
          },
          {
            "time": "09:37",
            "open": 59.94,
            "high": 59.94,
            "low": 59.94,
            "close": 59.94,
            "amount_yi": 0.5276
          }
        ]
      },
      "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": 59.94,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 58.28,
        "bid1": 59.86,
        "ask1": 59.94,
        "bid_qty1": 5,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": "shadow_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": 92.3922,
      "price_vs_vwap_pct": 2.184,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.129,
        "prev_amount_yi": 0.604,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0688
          },
          {
            "time": "09:36",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0375
          },
          {
            "time": "09:37",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131279.88,
      "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": "2026-06-29T09:37:01",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 43913,
        "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": "2026-06-29T09:37:04",
      "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": 41.1603,
      "price_vs_vwap_pct": 2.3073,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2637,
        "prev_amount_yi": 2.5876,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 41.5,
            "high": 42.1,
            "low": 41.5,
            "close": 42.1,
            "amount_yi": 1.115
          },
          {
            "time": "09:34",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.3993
          },
          {
            "time": "09:35",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.3259
          },
          {
            "time": "09:36",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.3756
          },
          {
            "time": "09:37",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0479
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.11,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 28602,
        "ask_qty1": 0
      },
      "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": "2026-06-29T09:37:04",
      "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": 42.509,
      "price_vs_vwap_pct": -1.6679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2157,
        "prev_amount_yi": 2.1455,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5666,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 41.61,
            "high": 41.61,
            "low": 41.39,
            "close": 41.39,
            "amount_yi": 0.3659
          },
          {
            "time": "09:34",
            "open": 41.2,
            "high": 41.2,
            "low": 41.2,
            "close": 41.2,
            "amount_yi": 0.2495
          },
          {
            "time": "09:35",
            "open": 41.99,
            "high": 42.0,
            "low": 41.99,
            "close": 42.0,
            "amount_yi": 0.3083
          },
          {
            "time": "09:36",
            "open": 41.8,
            "high": 41.99,
            "low": 41.8,
            "close": 41.99,
            "amount_yi": 0.211
          },
          {
            "time": "09:37",
            "open": 41.8,
            "high": 41.8,
            "low": 41.8,
            "close": 41.8,
            "amount_yi": 0.081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 41.8,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 41.0,
        "bid1": 41.8,
        "ask1": 41.81,
        "bid_qty1": 22,
        "ask_qty1": 69
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 29.0198,
      "price_vs_vwap_pct": -2.1702,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9626,
        "prev_amount_yi": 3.8294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2514,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 28.0,
            "high": 28.0,
            "low": 27.95,
            "close": 27.95,
            "amount_yi": 0.2783
          },
          {
            "time": "09:34",
            "open": 28.35,
            "high": 28.35,
            "low": 28.35,
            "close": 28.35,
            "amount_yi": 0.1485
          },
          {
            "time": "09:35",
            "open": 28.49,
            "high": 28.49,
            "low": 28.49,
            "close": 28.49,
            "amount_yi": 0.2723
          },
          {
            "time": "09:36",
            "open": 28.31,
            "high": 28.31,
            "low": 28.28,
            "close": 28.28,
            "amount_yi": 0.1552
          },
          {
            "time": "09:37",
            "open": 28.39,
            "high": 28.39,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.1083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 28.39,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.0,
        "low": 27.33,
        "bid1": 28.32,
        "ask1": 28.39,
        "bid_qty1": 49,
        "ask_qty1": 157
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 26.143,
      "price_vs_vwap_pct": 2.5131,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.828,
        "prev_amount_yi": 0.9058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9141,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 25.48,
            "high": 25.48,
            "low": 25.35,
            "close": 25.35,
            "amount_yi": 0.3312
          },
          {
            "time": "09:34",
            "open": 25.98,
            "high": 25.98,
            "low": 25.98,
            "close": 25.98,
            "amount_yi": 0.0809
          },
          {
            "time": "09:35",
            "open": 26.18,
            "high": 26.48,
            "low": 26.18,
            "close": 26.48,
            "amount_yi": 0.166
          },
          {
            "time": "09:36",
            "open": 26.3,
            "high": 26.42,
            "low": 26.3,
            "close": 26.42,
            "amount_yi": 0.1939
          },
          {
            "time": "09:37",
            "open": 26.8,
            "high": 26.8,
            "low": 26.8,
            "close": 26.8,
            "amount_yi": 0.056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 26.8,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 26.8,
        "low": 25.3,
        "bid1": 26.78,
        "ask1": 26.8,
        "bid_qty1": 199,
        "ask_qty1": 57
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 3.3865,
      "price_vs_vwap_pct": 0.1034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5809,
        "prev_amount_yi": 3.7168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 3.34,
            "high": 3.34,
            "low": 3.32,
            "close": 3.32,
            "amount_yi": 0.4214
          },
          {
            "time": "09:34",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.1842
          },
          {
            "time": "09:35",
            "open": 3.37,
            "high": 3.39,
            "low": 3.37,
            "close": 3.39,
            "amount_yi": 0.3173
          },
          {
            "time": "09:36",
            "open": 3.39,
            "high": 3.42,
            "low": 3.39,
            "close": 3.42,
            "amount_yi": 0.3431
          },
          {
            "time": "09:37",
            "open": 3.39,
            "high": 3.39,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.3149
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 3.39,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.31,
        "bid1": 3.38,
        "ask1": 3.39,
        "bid_qty1": 3241,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 9.3858,
      "price_vs_vwap_pct": -1.1272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.9794,
        "prev_amount_yi": 11.9848,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.56,
            "high": 9.6,
            "low": 9.56,
            "close": 9.6,
            "amount_yi": 1.5493
          },
          {
            "time": "09:34",
            "open": 9.61,
            "high": 9.61,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.9093
          },
          {
            "time": "09:35",
            "open": 9.65,
            "high": 9.65,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 2.0271
          },
          {
            "time": "09:36",
            "open": 9.34,
            "high": 9.34,
            "low": 9.34,
            "close": 9.34,
            "amount_yi": 1.6055
          },
          {
            "time": "09:37",
            "open": 9.28,
            "high": 9.28,
            "low": 9.28,
            "close": 9.28,
            "amount_yi": 0.8882
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 9.28,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 9.17,
        "bid1": 9.26,
        "ask1": 9.28,
        "bid_qty1": 426,
        "ask_qty1": 140
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 5.93,
      "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": 5.707,
      "price_vs_vwap_pct": -2.2253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9308,
        "prev_amount_yi": 1.7844,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5216,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.61,
            "high": 5.61,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.4612
          },
          {
            "time": "09:34",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.1683
          },
          {
            "time": "09:35",
            "open": 5.63,
            "high": 5.63,
            "low": 5.63,
            "close": 5.63,
            "amount_yi": 0.1327
          },
          {
            "time": "09:36",
            "open": 5.57,
            "high": 5.58,
            "low": 5.57,
            "close": 5.58,
            "amount_yi": 0.1201
          },
          {
            "time": "09:37",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0485
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 5.58,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.5,
        "bid1": 5.57,
        "ask1": 5.58,
        "bid_qty1": 11,
        "ask_qty1": 4897
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_trigger",
      "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": 5,
        "min_samples": 3,
        "amount_yi": 0.9987,
        "prev_amount_yi": 0.834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 191.15,
            "high": 194.99,
            "low": 191.15,
            "close": 194.99,
            "amount_yi": 0.2097
          },
          {
            "time": "09:34",
            "open": 194.01,
            "high": 194.01,
            "low": 194.01,
            "close": 194.01,
            "amount_yi": 0.2126
          },
          {
            "time": "09:35",
            "open": 195.28,
            "high": 195.28,
            "low": 195.01,
            "close": 195.01,
            "amount_yi": 0.2406
          },
          {
            "time": "09:36",
            "open": 195.46,
            "high": 195.7,
            "low": 195.46,
            "close": 195.7,
            "amount_yi": 0.2138
          },
          {
            "time": "09:37",
            "open": 195.85,
            "high": 195.85,
            "low": 195.85,
            "close": 195.85,
            "amount_yi": 0.122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 195.85,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 196.0,
        "low": 187.2,
        "bid1": 195.85,
        "ask1": 195.98,
        "bid_qty1": 2,
        "ask_qty1": 20
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 50.3698,
      "price_vs_vwap_pct": -1.5283,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.5756,
        "prev_amount_yi": 10.8893,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 50.23,
            "high": 50.23,
            "low": 50.18,
            "close": 50.18,
            "amount_yi": 2.4529
          },
          {
            "time": "09:34",
            "open": 50.5,
            "high": 50.5,
            "low": 50.5,
            "close": 50.5,
            "amount_yi": 0.8829
          },
          {
            "time": "09:35",
            "open": 50.05,
            "high": 50.05,
            "low": 49.77,
            "close": 49.77,
            "amount_yi": 2.2302
          },
          {
            "time": "09:36",
            "open": 49.5,
            "high": 49.79,
            "low": 49.5,
            "close": 49.79,
            "amount_yi": 3.3581
          },
          {
            "time": "09:37",
            "open": 49.6,
            "high": 49.6,
            "low": 49.6,
            "close": 49.6,
            "amount_yi": 0.6515
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 49.6,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 49.4,
        "bid1": 49.52,
        "ask1": 49.6,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "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": "2026-06-29T09:37:04",
      "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": 77.1846,
      "price_vs_vwap_pct": 2.352,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.3684,
        "prev_amount_yi": 3.7479,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 77.51,
            "high": 77.51,
            "low": 77.0,
            "close": 77.0,
            "amount_yi": 0.7961
          },
          {
            "time": "09:34",
            "open": 76.47,
            "high": 76.47,
            "low": 76.47,
            "close": 76.47,
            "amount_yi": 0.2647
          },
          {
            "time": "09:35",
            "open": 76.99,
            "high": 78.0,
            "low": 76.99,
            "close": 78.0,
            "amount_yi": 0.5071
          },
          {
            "time": "09:36",
            "open": 78.19,
            "high": 78.47,
            "low": 78.19,
            "close": 78.47,
            "amount_yi": 0.5661
          },
          {
            "time": "09:37",
            "open": 79.0,
            "high": 79.0,
            "low": 79.0,
            "close": 79.0,
            "amount_yi": 0.2344
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 79.0,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 79.05,
        "low": 74.74,
        "bid1": 79.0,
        "ask1": 79.02,
        "bid_qty1": 300,
        "ask_qty1": 12
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 20.8567,
      "price_vs_vwap_pct": 1.8857,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9115,
        "prev_amount_yi": 1.995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 21.07,
            "high": 21.4,
            "low": 21.07,
            "close": 21.4,
            "amount_yi": 0.213
          },
          {
            "time": "09:34",
            "open": 21.37,
            "high": 21.37,
            "low": 21.37,
            "close": 21.37,
            "amount_yi": 0.1888
          },
          {
            "time": "09:35",
            "open": 21.21,
            "high": 21.4,
            "low": 21.21,
            "close": 21.4,
            "amount_yi": 0.1687
          },
          {
            "time": "09:36",
            "open": 21.61,
            "high": 21.61,
            "low": 21.4,
            "close": 21.4,
            "amount_yi": 0.239
          },
          {
            "time": "09:37",
            "open": 21.25,
            "high": 21.25,
            "low": 21.25,
            "close": 21.25,
            "amount_yi": 0.102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 21.25,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 20.06,
        "bid1": 21.25,
        "ask1": 21.27,
        "bid_qty1": 5,
        "ask_qty1": 11
      },
      "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": "2026-06-29T09:37:04",
      "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": 60.1074,
      "price_vs_vwap_pct": 2.1338,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.9097,
        "prev_amount_yi": 7.7162,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 61.49,
            "high": 61.49,
            "low": 60.76,
            "close": 60.76,
            "amount_yi": 2.9914
          },
          {
            "time": "09:34",
            "open": 60.18,
            "high": 60.18,
            "low": 60.18,
            "close": 60.18,
            "amount_yi": 0.6022
          },
          {
            "time": "09:35",
            "open": 59.67,
            "high": 60.4,
            "low": 59.67,
            "close": 60.4,
            "amount_yi": 1.8715
          },
          {
            "time": "09:36",
            "open": 60.73,
            "high": 60.99,
            "low": 60.73,
            "close": 60.99,
            "amount_yi": 0.98
          },
          {
            "time": "09:37",
            "open": 61.39,
            "high": 61.39,
            "low": 61.39,
            "close": 61.39,
            "amount_yi": 0.4646
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 61.39,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 62.45,
        "low": 58.51,
        "bid1": 61.35,
        "ask1": 61.4,
        "bid_qty1": 63,
        "ask_qty1": 34
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 61.0336,
      "price_vs_vwap_pct": 1.7472,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.7222,
        "prev_amount_yi": 5.6927,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6539,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 60.55,
            "high": 60.55,
            "low": 60.5,
            "close": 60.5,
            "amount_yi": 0.8803
          },
          {
            "time": "09:34",
            "open": 61.16,
            "high": 61.16,
            "low": 61.16,
            "close": 61.16,
            "amount_yi": 0.2749
          },
          {
            "time": "09:35",
            "open": 61.05,
            "high": 61.05,
            "low": 60.8,
            "close": 60.8,
            "amount_yi": 0.933
          },
          {
            "time": "09:36",
            "open": 60.81,
            "high": 61.88,
            "low": 60.81,
            "close": 61.88,
            "amount_yi": 0.8865
          },
          {
            "time": "09:37",
            "open": 62.1,
            "high": 62.1,
            "low": 62.1,
            "close": 62.1,
            "amount_yi": 0.7475
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 62.1,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 62.85,
        "low": 59.5,
        "bid1": 62.07,
        "ask1": 62.1,
        "bid_qty1": 110,
        "ask_qty1": 29
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 21.0363,
      "price_vs_vwap_pct": 0.493,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1187,
        "prev_amount_yi": 0.2621,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 21.1,
            "high": 21.1,
            "low": 21.02,
            "close": 21.02,
            "amount_yi": 0.0376
          },
          {
            "time": "09:34",
            "open": 21.24,
            "high": 21.24,
            "low": 21.24,
            "close": 21.24,
            "amount_yi": 0.0171
          },
          {
            "time": "09:35",
            "open": 21.35,
            "high": 21.35,
            "low": 21.22,
            "close": 21.22,
            "amount_yi": 0.0265
          },
          {
            "time": "09:36",
            "open": 21.22,
            "high": 21.24,
            "low": 21.22,
            "close": 21.24,
            "amount_yi": 0.0344
          },
          {
            "time": "09:37",
            "open": 21.14,
            "high": 21.14,
            "low": 21.14,
            "close": 21.14,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 21.14,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.5,
        "bid1": 21.12,
        "ask1": 21.13,
        "bid_qty1": 27,
        "ask_qty1": 16
      },
      "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": "2026-06-29T09:37:04",
      "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": 5,
        "min_samples": 3,
        "amount_yi": 1.9352,
        "prev_amount_yi": 1.8218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 418.0,
            "high": 419.19,
            "low": 418.0,
            "close": 419.19,
            "amount_yi": 0.4789
          },
          {
            "time": "09:34",
            "open": 423.98,
            "high": 423.98,
            "low": 423.98,
            "close": 423.98,
            "amount_yi": 0.2838
          },
          {
            "time": "09:35",
            "open": 421.01,
            "high": 421.01,
            "low": 419.75,
            "close": 419.75,
            "amount_yi": 0.5433
          },
          {
            "time": "09:36",
            "open": 414.5,
            "high": 417.0,
            "low": 414.5,
            "close": 417.0,
            "amount_yi": 0.3697
          },
          {
            "time": "09:37",
            "open": 416.69,
            "high": 416.69,
            "low": 416.69,
            "close": 416.69,
            "amount_yi": 0.2595
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 416.69,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 397.43,
        "bid1": 416.4,
        "ask1": 416.69,
        "bid_qty1": 2,
        "ask_qty1": 16
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": 375.1987,
      "price_vs_vwap_pct": 2.623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.6326,
        "prev_amount_yi": 8.8335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8641,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 374.84,
            "high": 376.41,
            "low": 374.84,
            "close": 376.41,
            "amount_yi": 1.9447
          },
          {
            "time": "09:34",
            "open": 383.5,
            "high": 383.5,
            "low": 383.5,
            "close": 383.5,
            "amount_yi": 0.9057
          },
          {
            "time": "09:35",
            "open": 385.0,
            "high": 385.0,
            "low": 382.0,
            "close": 382.0,
            "amount_yi": 2.5613
          },
          {
            "time": "09:36",
            "open": 384.79,
            "high": 385.03,
            "low": 384.79,
            "close": 385.03,
            "amount_yi": 1.4922
          },
          {
            "time": "09:37",
            "open": 385.04,
            "high": 385.04,
            "low": 385.04,
            "close": 385.04,
            "amount_yi": 0.7287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 385.04,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 386.99,
        "low": 364.18,
        "bid1": 385.04,
        "ask1": 386.18,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 71.4174,
      "price_vs_vwap_pct": -2.7548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1869,
        "prev_amount_yi": 1.7985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6599,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 70.69,
            "high": 70.69,
            "low": 70.12,
            "close": 70.12,
            "amount_yi": 0.4163
          },
          {
            "time": "09:34",
            "open": 70.87,
            "high": 70.87,
            "low": 70.87,
            "close": 70.87,
            "amount_yi": 0.0997
          },
          {
            "time": "09:35",
            "open": 70.68,
            "high": 70.68,
            "low": 69.81,
            "close": 69.81,
            "amount_yi": 0.2418
          },
          {
            "time": "09:36",
            "open": 69.26,
            "high": 69.45,
            "low": 69.26,
            "close": 69.45,
            "amount_yi": 0.3371
          },
          {
            "time": "09:37",
            "open": 69.45,
            "high": 69.45,
            "low": 69.45,
            "close": 69.45,
            "amount_yi": 0.092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 69.45,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.59,
        "low": 69.11,
        "bid1": 69.42,
        "ask1": 69.46,
        "bid_qty1": 1,
        "ask_qty1": 20
      },
      "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": "2026-06-29T09:37:04",
      "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": 15.4862,
      "price_vs_vwap_pct": -3.0104,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4928,
        "prev_amount_yi": 2.8585,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8721,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 15.6,
            "high": 15.65,
            "low": 15.6,
            "close": 15.65,
            "amount_yi": 0.371
          },
          {
            "time": "09:34",
            "open": 15.56,
            "high": 15.56,
            "low": 15.56,
            "close": 15.56,
            "amount_yi": 0.1869
          },
          {
            "time": "09:35",
            "open": 15.46,
            "high": 15.46,
            "low": 15.38,
            "close": 15.38,
            "amount_yi": 0.5003
          },
          {
            "time": "09:36",
            "open": 15.28,
            "high": 15.28,
            "low": 15.19,
            "close": 15.19,
            "amount_yi": 0.4985
          },
          {
            "time": "09:37",
            "open": 15.02,
            "high": 15.02,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.9361
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 15.02,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 15.02,
        "ask1": 15.03,
        "bid_qty1": 210,
        "ask_qty1": 225
      },
      "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": "2026-06-29T09:37:04",
      "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": 273.185,
      "price_vs_vwap_pct": -2.1542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1321,
        "prev_amount_yi": 3.5758,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.3948
          },
          {
            "time": "09:34",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1294
          },
          {
            "time": "09:35",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.2465
          },
          {
            "time": "09:36",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1623
          },
          {
            "time": "09:37",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1991
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": "2026-06-29T09:37:01",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 9565
      },
      "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": "2026-06-29T09:37:04",
      "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": 3.9227,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5111,
        "prev_amount_yi": 0.7398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 103.19,
            "high": 103.19,
            "low": 102.6,
            "close": 102.6,
            "amount_yi": 0.1825
          },
          {
            "time": "09:34",
            "open": 101.97,
            "high": 101.97,
            "low": 101.97,
            "close": 101.97,
            "amount_yi": 0.0434
          },
          {
            "time": "09:35",
            "open": 101.31,
            "high": 101.39,
            "low": 101.31,
            "close": 101.39,
            "amount_yi": 0.1421
          },
          {
            "time": "09:36",
            "open": 101.87,
            "high": 101.97,
            "low": 101.87,
            "close": 101.97,
            "amount_yi": 0.1043
          },
          {
            "time": "09:37",
            "open": 101.89,
            "high": 101.89,
            "low": 101.89,
            "close": 101.89,
            "amount_yi": 0.0388
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 101.89,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 99.16,
        "bid1": 101.89,
        "ask1": 101.97,
        "bid_qty1": 122,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 15.3336,
      "price_vs_vwap_pct": -0.8713,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.525,
        "prev_amount_yi": 0.9611,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 15.32,
            "high": 15.32,
            "low": 15.27,
            "close": 15.27,
            "amount_yi": 0.1464
          },
          {
            "time": "09:34",
            "open": 15.25,
            "high": 15.25,
            "low": 15.25,
            "close": 15.25,
            "amount_yi": 0.1017
          },
          {
            "time": "09:35",
            "open": 15.24,
            "high": 15.29,
            "low": 15.24,
            "close": 15.29,
            "amount_yi": 0.0957
          },
          {
            "time": "09:36",
            "open": 15.31,
            "high": 15.31,
            "low": 15.27,
            "close": 15.27,
            "amount_yi": 0.0943
          },
          {
            "time": "09:37",
            "open": 15.2,
            "high": 15.2,
            "low": 15.2,
            "close": 15.2,
            "amount_yi": 0.0869
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 15.2,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 15.15,
        "bid1": 15.19,
        "ask1": 15.2,
        "bid_qty1": 67,
        "ask_qty1": 243
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": 278.4525,
      "price_vs_vwap_pct": 1.2453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.7926,
        "prev_amount_yi": 4.9102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 280.22,
            "high": 280.95,
            "low": 280.22,
            "close": 280.95,
            "amount_yi": 1.0191
          },
          {
            "time": "09:34",
            "open": 283.12,
            "high": 283.12,
            "low": 283.12,
            "close": 283.12,
            "amount_yi": 0.4015
          },
          {
            "time": "09:35",
            "open": 281.93,
            "high": 284.0,
            "low": 281.93,
            "close": 284.0,
            "amount_yi": 0.9241
          },
          {
            "time": "09:36",
            "open": 282.52,
            "high": 283.59,
            "low": 282.52,
            "close": 283.59,
            "amount_yi": 0.9662
          },
          {
            "time": "09:37",
            "open": 281.92,
            "high": 281.92,
            "low": 281.92,
            "close": 281.92,
            "amount_yi": 0.4817
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 281.92,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 285.33,
        "low": 273.84,
        "bid1": 281.92,
        "ask1": 281.97,
        "bid_qty1": 178,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 22.119,
      "price_vs_vwap_pct": -0.538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1695,
        "prev_amount_yi": 4.2108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 21.94,
            "high": 21.94,
            "low": 21.8,
            "close": 21.8,
            "amount_yi": 0.5726
          },
          {
            "time": "09:34",
            "open": 21.7,
            "high": 21.7,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.3761
          },
          {
            "time": "09:35",
            "open": 21.72,
            "high": 21.94,
            "low": 21.72,
            "close": 21.94,
            "amount_yi": 0.5871
          },
          {
            "time": "09:36",
            "open": 21.9,
            "high": 21.9,
            "low": 21.88,
            "close": 21.88,
            "amount_yi": 0.4323
          },
          {
            "time": "09:37",
            "open": 22.0,
            "high": 22.0,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.2014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.0,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 21.66,
        "bid1": 21.99,
        "ask1": 22.0,
        "bid_qty1": 80,
        "ask_qty1": 411
      },
      "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": "2026-06-29T09:37:04",
      "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": 9.7482,
      "price_vs_vwap_pct": 0.7365,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.281,
        "prev_amount_yi": 3.5026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0802,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.1066
          },
          {
            "time": "09:34",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0754
          },
          {
            "time": "09:35",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0543
          },
          {
            "time": "09:36",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0364
          },
          {
            "time": "09:37",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": "2026-06-29T09:37:02",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 832233,
        "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 76.5472,
      "price_vs_vwap_pct": 3.0737,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.5612,
        "prev_amount_yi": 7.4619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 75.05,
            "high": 76.19,
            "low": 75.05,
            "close": 76.19,
            "amount_yi": 1.6472
          },
          {
            "time": "09:34",
            "open": 76.9,
            "high": 76.9,
            "low": 76.9,
            "close": 76.9,
            "amount_yi": 0.683
          },
          {
            "time": "09:35",
            "open": 76.92,
            "high": 76.92,
            "low": 76.45,
            "close": 76.45,
            "amount_yi": 1.8742
          },
          {
            "time": "09:36",
            "open": 76.48,
            "high": 77.89,
            "low": 76.48,
            "close": 77.89,
            "amount_yi": 2.2949
          },
          {
            "time": "09:37",
            "open": 78.9,
            "high": 78.9,
            "low": 78.9,
            "close": 78.9,
            "amount_yi": 1.0619
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 78.9,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 78.93,
        "low": 74.08,
        "bid1": 78.9,
        "ask1": 78.93,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_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": 51.1389,
      "price_vs_vwap_pct": 1.8207,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.473,
        "prev_amount_yi": 0.5121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9236,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 50.69,
            "high": 50.69,
            "low": 50.12,
            "close": 50.12,
            "amount_yi": 0.1654
          },
          {
            "time": "09:34",
            "open": 50.9,
            "high": 50.9,
            "low": 50.9,
            "close": 50.9,
            "amount_yi": 0.0464
          },
          {
            "time": "09:35",
            "open": 50.9,
            "high": 51.29,
            "low": 50.9,
            "close": 51.29,
            "amount_yi": 0.0838
          },
          {
            "time": "09:36",
            "open": 51.31,
            "high": 51.7,
            "low": 51.31,
            "close": 51.7,
            "amount_yi": 0.1047
          },
          {
            "time": "09:37",
            "open": 52.07,
            "high": 52.07,
            "low": 52.07,
            "close": 52.07,
            "amount_yi": 0.0727
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 52.07,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 52.72,
        "low": 50.03,
        "bid1": 52.07,
        "ask1": 52.19,
        "bid_qty1": 17,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 32.1497,
      "price_vs_vwap_pct": -0.6523,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0623,
        "prev_amount_yi": 0.0662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 32.01,
            "high": 32.01,
            "low": 31.85,
            "close": 31.85,
            "amount_yi": 0.0295
          },
          {
            "time": "09:34",
            "open": 32.04,
            "high": 32.04,
            "low": 32.04,
            "close": 32.04,
            "amount_yi": 0.0167
          },
          {
            "time": "09:35",
            "open": 32.09,
            "high": 32.14,
            "low": 32.09,
            "close": 32.14,
            "amount_yi": 0.0073
          },
          {
            "time": "09:36",
            "open": 32.07,
            "high": 32.11,
            "low": 32.07,
            "close": 32.11,
            "amount_yi": 0.0075
          },
          {
            "time": "09:37",
            "open": 31.94,
            "high": 31.94,
            "low": 31.94,
            "close": 31.94,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 31.94,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 31.8,
        "bid1": 31.94,
        "ask1": 32.07,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:37:04",
      "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": 923.3664,
      "price_vs_vwap_pct": 1.6812,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 12.6535,
        "prev_amount_yi": 13.6008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 913.09,
            "high": 913.09,
            "low": 907.0,
            "close": 907.0,
            "amount_yi": 4.3558
          },
          {
            "time": "09:34",
            "open": 915.0,
            "high": 915.0,
            "low": 915.0,
            "close": 915.0,
            "amount_yi": 1.9491
          },
          {
            "time": "09:35",
            "open": 922.0,
            "high": 928.15,
            "low": 922.0,
            "close": 928.15,
            "amount_yi": 1.9451
          },
          {
            "time": "09:36",
            "open": 931.0,
            "high": 932.73,
            "low": 931.0,
            "close": 932.73,
            "amount_yi": 3.1639
          },
          {
            "time": "09:37",
            "open": 938.89,
            "high": 938.89,
            "low": 938.89,
            "close": 938.89,
            "amount_yi": 1.2396
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 938.89,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 939.95,
        "low": 900.95,
        "bid1": 938.46,
        "ask1": 938.89,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-06-29T09:37:04",
      "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": 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": 4.3909,
      "intraday_vwap": 27.6391,
      "price_vs_vwap_pct": 2.1017,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 10.2855,
        "prev_amount_yi": 14.1584,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 27.38,
            "high": 27.38,
            "low": 27.36,
            "close": 27.36,
            "amount_yi": 2.0977
          },
          {
            "time": "09:34",
            "open": 27.56,
            "high": 27.56,
            "low": 27.56,
            "close": 27.56,
            "amount_yi": 1.0486
          },
          {
            "time": "09:35",
            "open": 27.72,
            "high": 27.76,
            "low": 27.72,
            "close": 27.76,
            "amount_yi": 2.0774
          },
          {
            "time": "09:36",
            "open": 27.8,
            "high": 28.0,
            "low": 27.8,
            "close": 28.0,
            "amount_yi": 2.5841
          },
          {
            "time": "09:37",
            "open": 28.22,
            "high": 28.22,
            "low": 28.22,
            "close": 28.22,
            "amount_yi": 2.4777
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 28.22,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 28.3,
        "low": 27.0,
        "bid1": 28.22,
        "ask1": 28.24,
        "bid_qty1": 18,
        "ask_qty1": 2504
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": 42.8365,
      "price_vs_vwap_pct": 1.2221,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.628,
        "prev_amount_yi": 2.1168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 42.04,
            "high": 42.1,
            "low": 42.04,
            "close": 42.1,
            "amount_yi": 0.4013
          },
          {
            "time": "09:34",
            "open": 42.63,
            "high": 42.63,
            "low": 42.63,
            "close": 42.63,
            "amount_yi": 0.1024
          },
          {
            "time": "09:35",
            "open": 43.07,
            "high": 43.58,
            "low": 43.07,
            "close": 43.58,
            "amount_yi": 0.4623
          },
          {
            "time": "09:36",
            "open": 43.98,
            "high": 43.98,
            "low": 43.55,
            "close": 43.55,
            "amount_yi": 0.542
          },
          {
            "time": "09:37",
            "open": 43.36,
            "high": 43.36,
            "low": 43.36,
            "close": 43.36,
            "amount_yi": 0.12
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 43.36,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 41.88,
        "bid1": 43.35,
        "ask1": 43.36,
        "bid_qty1": 10,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5229,
        "prev_amount_yi": 0.5614,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9314,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 97.92,
            "high": 98.88,
            "low": 97.92,
            "close": 98.88,
            "amount_yi": 0.1458
          },
          {
            "time": "09:34",
            "open": 98.97,
            "high": 98.97,
            "low": 98.97,
            "close": 98.97,
            "amount_yi": 0.0582
          },
          {
            "time": "09:35",
            "open": 99.46,
            "high": 99.88,
            "low": 99.46,
            "close": 99.88,
            "amount_yi": 0.1075
          },
          {
            "time": "09:36",
            "open": 100.3,
            "high": 100.65,
            "low": 100.3,
            "close": 100.65,
            "amount_yi": 0.1331
          },
          {
            "time": "09:37",
            "open": 99.9,
            "high": 99.9,
            "low": 99.9,
            "close": 99.9,
            "amount_yi": 0.0783
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 99.9,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 96.0,
        "bid1": 99.9,
        "ask1": 100.26,
        "bid_qty1": 12,
        "ask_qty1": 52
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 83.6434,
      "price_vs_vwap_pct": 3.6185,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.9446,
        "prev_amount_yi": 3.6087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 83.97,
            "high": 84.58,
            "low": 83.97,
            "close": 84.58,
            "amount_yi": 0.8614
          },
          {
            "time": "09:34",
            "open": 83.83,
            "high": 83.83,
            "low": 83.83,
            "close": 83.83,
            "amount_yi": 0.4261
          },
          {
            "time": "09:35",
            "open": 84.25,
            "high": 84.89,
            "low": 84.25,
            "close": 84.89,
            "amount_yi": 0.4558
          },
          {
            "time": "09:36",
            "open": 85.28,
            "high": 85.95,
            "low": 85.28,
            "close": 85.95,
            "amount_yi": 0.7406
          },
          {
            "time": "09:37",
            "open": 86.67,
            "high": 86.67,
            "low": 86.67,
            "close": 86.67,
            "amount_yi": 0.4607
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 86.67,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 80.92,
        "bid1": 86.66,
        "ask1": 86.7,
        "bid_qty1": 271,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 23.2875,
      "price_vs_vwap_pct": -3.5963,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5101,
        "prev_amount_yi": 1.477,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.2314
          },
          {
            "time": "09:34",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0703
          },
          {
            "time": "09:35",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.1056
          },
          {
            "time": "09:36",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0764
          },
          {
            "time": "09:37",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0264
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.45,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 57408
      },
      "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": "2026-06-29T09:37:04",
      "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": 26.3501,
      "price_vs_vwap_pct": 0.4171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.8343,
        "prev_amount_yi": 2.46,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 26.18,
            "high": 26.27,
            "low": 26.18,
            "close": 26.27,
            "amount_yi": 0.9288
          },
          {
            "time": "09:34",
            "open": 26.31,
            "high": 26.31,
            "low": 26.31,
            "close": 26.31,
            "amount_yi": 0.4508
          },
          {
            "time": "09:35",
            "open": 26.62,
            "high": 26.62,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.6791
          },
          {
            "time": "09:36",
            "open": 26.36,
            "high": 26.49,
            "low": 26.36,
            "close": 26.49,
            "amount_yi": 0.6237
          },
          {
            "time": "09:37",
            "open": 26.46,
            "high": 26.46,
            "low": 26.46,
            "close": 26.46,
            "amount_yi": 0.1519
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 26.46,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 25.5,
        "bid1": 26.46,
        "ask1": 26.48,
        "bid_qty1": 42,
        "ask_qty1": 37
      },
      "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": "2026-06-29T09:37:04",
      "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": 43.8415,
      "price_vs_vwap_pct": -1.2351,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7405,
        "prev_amount_yi": 0.9988,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 43.56,
            "high": 43.56,
            "low": 43.3,
            "close": 43.3,
            "amount_yi": 0.2512
          },
          {
            "time": "09:34",
            "open": 43.41,
            "high": 43.41,
            "low": 43.41,
            "close": 43.41,
            "amount_yi": 0.1321
          },
          {
            "time": "09:35",
            "open": 43.39,
            "high": 43.67,
            "low": 43.39,
            "close": 43.67,
            "amount_yi": 0.1466
          },
          {
            "time": "09:36",
            "open": 43.57,
            "high": 43.57,
            "low": 43.44,
            "close": 43.44,
            "amount_yi": 0.1588
          },
          {
            "time": "09:37",
            "open": 43.3,
            "high": 43.3,
            "low": 43.3,
            "close": 43.3,
            "amount_yi": 0.0518
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 43.3,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 43.11,
        "bid1": 43.3,
        "ask1": 43.31,
        "bid_qty1": 48,
        "ask_qty1": 84
      },
      "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": "2026-06-29T09:37:04",
      "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": 96.1886,
      "price_vs_vwap_pct": -1.059,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.1144,
        "prev_amount_yi": 7.441,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9561,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 95.8,
            "high": 95.8,
            "low": 95.01,
            "close": 95.01,
            "amount_yi": 1.5954
          },
          {
            "time": "09:34",
            "open": 95.38,
            "high": 95.38,
            "low": 95.38,
            "close": 95.38,
            "amount_yi": 1.0562
          },
          {
            "time": "09:35",
            "open": 95.02,
            "high": 95.02,
            "low": 94.75,
            "close": 94.75,
            "amount_yi": 1.589
          },
          {
            "time": "09:36",
            "open": 94.21,
            "high": 94.41,
            "low": 94.21,
            "close": 94.41,
            "amount_yi": 1.9869
          },
          {
            "time": "09:37",
            "open": 95.17,
            "high": 95.17,
            "low": 95.17,
            "close": 95.17,
            "amount_yi": 0.8869
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 95.17,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 93.06,
        "bid1": 95.11,
        "ask1": 95.17,
        "bid_qty1": 3,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:37:04",
      "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": 18.8889,
      "price_vs_vwap_pct": 0.0058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0259,
        "prev_amount_yi": 0.0295,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.878,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:33",
            "open": 18.81,
            "high": 18.84,
            "low": 18.81,
            "close": 18.84,
            "amount_yi": 0.0128
          },
          {
            "time": "09:34",
            "open": 18.83,
            "high": 18.83,
            "low": 18.83,
            "close": 18.83,
            "amount_yi": 0.0021
          },
          {
            "time": "09:35",
            "open": 18.88,
            "high": 18.88,
            "low": 18.87,
            "close": 18.87,
            "amount_yi": 0.0056
          },
          {
            "time": "09:36",
            "open": 18.84,
            "high": 18.92,
            "low": 18.84,
            "close": 18.92,
            "amount_yi": 0.0023
          },
          {
            "time": "09:37",
            "open": 18.89,
            "high": 18.89,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 18.89,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.02,
        "low": 18.8,
        "bid1": 18.86,
        "ask1": 18.89,
        "bid_qty1": 5,
        "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": "2026-06-29T09:37:04",
      "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": 72.293,
      "price_vs_vwap_pct": -0.6128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 12.1133,
        "prev_amount_yi": 10.33,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 72.1,
            "high": 72.5,
            "low": 72.1,
            "close": 72.5,
            "amount_yi": 4.2518
          },
          {
            "time": "09:34",
            "open": 71.59,
            "high": 71.59,
            "low": 71.59,
            "close": 71.59,
            "amount_yi": 1.4225
          },
          {
            "time": "09:35",
            "open": 71.9,
            "high": 71.9,
            "low": 71.61,
            "close": 71.61,
            "amount_yi": 3.3934
          },
          {
            "time": "09:36",
            "open": 71.31,
            "high": 71.52,
            "low": 71.31,
            "close": 71.52,
            "amount_yi": 2.3017
          },
          {
            "time": "09:37",
            "open": 71.85,
            "high": 71.85,
            "low": 71.85,
            "close": 71.85,
            "amount_yi": 0.7439
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 71.85,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 69.95,
        "bid1": 71.84,
        "ask1": 71.85,
        "bid_qty1": 36,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:37:04",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.492,
        "prev_amount_yi": 7.7174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 36.82,
            "high": 36.82,
            "low": 36.77,
            "close": 36.77,
            "amount_yi": 2.272
          },
          {
            "time": "09:34",
            "open": 37.0,
            "high": 37.0,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.7999
          },
          {
            "time": "09:35",
            "open": 37.18,
            "high": 37.18,
            "low": 36.92,
            "close": 36.92,
            "amount_yi": 1.7278
          },
          {
            "time": "09:36",
            "open": 36.77,
            "high": 36.77,
            "low": 36.69,
            "close": 36.69,
            "amount_yi": 1.2756
          },
          {
            "time": "09:37",
            "open": 36.94,
            "high": 36.94,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.4167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 36.94,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 37.43,
        "low": 36.1,
        "bid1": 36.94,
        "ask1": 36.95,
        "bid_qty1": 87,
        "ask_qty1": 105
      },
      "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": "2026-06-29T09:37:04",
      "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": 3.3604,
      "intraday_vwap": 53.2052,
      "price_vs_vwap_pct": -0.4609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.6278,
        "prev_amount_yi": 5.5073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 52.83,
            "high": 52.83,
            "low": 52.41,
            "close": 52.41,
            "amount_yi": 1.4078
          },
          {
            "time": "09:34",
            "open": 52.07,
            "high": 52.07,
            "low": 52.07,
            "close": 52.07,
            "amount_yi": 0.5049
          },
          {
            "time": "09:35",
            "open": 52.67,
            "high": 53.02,
            "low": 52.67,
            "close": 53.02,
            "amount_yi": 1.1682
          },
          {
            "time": "09:36",
            "open": 53.02,
            "high": 53.02,
            "low": 52.8,
            "close": 52.8,
            "amount_yi": 1.22
          },
          {
            "time": "09:37",
            "open": 52.96,
            "high": 52.96,
            "low": 52.96,
            "close": 52.96,
            "amount_yi": 0.3269
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.96,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 54.39,
        "low": 52.01,
        "bid1": 52.96,
        "ask1": 52.97,
        "bid_qty1": 98,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 84.2391,
      "price_vs_vwap_pct": 4.9394,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 11.1185,
        "prev_amount_yi": 11.1999,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 83.55,
            "high": 84.17,
            "low": 83.55,
            "close": 84.17,
            "amount_yi": 2.2939
          },
          {
            "time": "09:34",
            "open": 85.23,
            "high": 85.23,
            "low": 85.23,
            "close": 85.23,
            "amount_yi": 2.0357
          },
          {
            "time": "09:35",
            "open": 86.8,
            "high": 87.4,
            "low": 86.8,
            "close": 87.4,
            "amount_yi": 3.1293
          },
          {
            "time": "09:36",
            "open": 87.27,
            "high": 87.97,
            "low": 87.27,
            "close": 87.97,
            "amount_yi": 2.7015
          },
          {
            "time": "09:37",
            "open": 88.4,
            "high": 88.4,
            "low": 88.4,
            "close": 88.4,
            "amount_yi": 0.9581
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 88.4,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 88.52,
        "low": 81.33,
        "bid1": 88.4,
        "ask1": 88.48,
        "bid_qty1": 51,
        "ask_qty1": 14
      },
      "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": "2026-06-29T09:37:04",
      "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": 49.6283,
      "price_vs_vwap_pct": 0.6482,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0552,
        "prev_amount_yi": 2.5356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8105,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 49.16,
            "high": 49.33,
            "low": 49.16,
            "close": 49.33,
            "amount_yi": 0.6213
          },
          {
            "time": "09:34",
            "open": 49.19,
            "high": 49.19,
            "low": 49.19,
            "close": 49.19,
            "amount_yi": 0.2689
          },
          {
            "time": "09:35",
            "open": 49.4,
            "high": 49.88,
            "low": 49.4,
            "close": 49.88,
            "amount_yi": 0.3714
          },
          {
            "time": "09:36",
            "open": 50.27,
            "high": 50.29,
            "low": 50.27,
            "close": 50.29,
            "amount_yi": 0.6241
          },
          {
            "time": "09:37",
            "open": 49.95,
            "high": 49.95,
            "low": 49.95,
            "close": 49.95,
            "amount_yi": 0.1695
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 49.95,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.41,
        "low": 48.5,
        "bid1": 49.93,
        "ask1": 49.95,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": 108.956,
      "price_vs_vwap_pct": 2.4909,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.8139,
        "prev_amount_yi": 12.995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 108.37,
            "high": 108.6,
            "low": 108.37,
            "close": 108.6,
            "amount_yi": 2.3583
          },
          {
            "time": "09:34",
            "open": 109.46,
            "high": 109.46,
            "low": 109.46,
            "close": 109.46,
            "amount_yi": 1.1905
          },
          {
            "time": "09:35",
            "open": 109.98,
            "high": 110.95,
            "low": 109.98,
            "close": 110.95,
            "amount_yi": 1.8492
          },
          {
            "time": "09:36",
            "open": 110.73,
            "high": 111.68,
            "low": 110.73,
            "close": 111.68,
            "amount_yi": 2.2165
          },
          {
            "time": "09:37",
            "open": 111.67,
            "high": 111.67,
            "low": 111.67,
            "close": 111.67,
            "amount_yi": 1.1994
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 111.67,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 111.91,
        "low": 106.1,
        "bid1": 111.4,
        "ask1": 111.67,
        "bid_qty1": 13,
        "ask_qty1": 41
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4326,
        "prev_amount_yi": 1.826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 55.44,
            "high": 55.79,
            "low": 55.44,
            "close": 55.79,
            "amount_yi": 0.3948
          },
          {
            "time": "09:34",
            "open": 56.18,
            "high": 56.18,
            "low": 56.18,
            "close": 56.18,
            "amount_yi": 0.2087
          },
          {
            "time": "09:35",
            "open": 56.18,
            "high": 56.18,
            "low": 56.04,
            "close": 56.04,
            "amount_yi": 0.3849
          },
          {
            "time": "09:36",
            "open": 55.53,
            "high": 55.8,
            "low": 55.53,
            "close": 55.8,
            "amount_yi": 0.315
          },
          {
            "time": "09:37",
            "open": 56.18,
            "high": 56.18,
            "low": 56.18,
            "close": 56.18,
            "amount_yi": 0.1292
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.18,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 56.25,
        "low": 53.5,
        "bid1": 56.17,
        "ask1": 56.18,
        "bid_qty1": 30,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.8741,
        "prev_amount_yi": 10.5334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 490.93,
            "high": 490.93,
            "low": 490.02,
            "close": 490.02,
            "amount_yi": 3.2874
          },
          {
            "time": "09:34",
            "open": 492.53,
            "high": 492.53,
            "low": 492.53,
            "close": 492.53,
            "amount_yi": 1.8079
          },
          {
            "time": "09:35",
            "open": 495.99,
            "high": 498.88,
            "low": 495.99,
            "close": 498.88,
            "amount_yi": 1.7274
          },
          {
            "time": "09:36",
            "open": 499.77,
            "high": 502.5,
            "low": 499.77,
            "close": 502.5,
            "amount_yi": 2.0961
          },
          {
            "time": "09:37",
            "open": 507.29,
            "high": 507.29,
            "low": 507.29,
            "close": 507.29,
            "amount_yi": 0.9553
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 507.29,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 508.0,
        "low": 489.0,
        "bid1": 507.9,
        "ask1": 508.0,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 202.3644,
      "price_vs_vwap_pct": 0.6501,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9964,
        "prev_amount_yi": 10.3575,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 203.04,
            "high": 203.04,
            "low": 201.21,
            "close": 201.21,
            "amount_yi": 1.6552
          },
          {
            "time": "09:34",
            "open": 204.0,
            "high": 204.0,
            "low": 204.0,
            "close": 204.0,
            "amount_yi": 0.6045
          },
          {
            "time": "09:35",
            "open": 203.12,
            "high": 203.12,
            "low": 202.33,
            "close": 202.33,
            "amount_yi": 1.0464
          },
          {
            "time": "09:36",
            "open": 200.7,
            "high": 202.51,
            "low": 200.7,
            "close": 202.51,
            "amount_yi": 1.2574
          },
          {
            "time": "09:37",
            "open": 203.68,
            "high": 203.68,
            "low": 203.68,
            "close": 203.68,
            "amount_yi": 0.4329
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 203.68,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 206.78,
        "low": 195.58,
        "bid1": 203.58,
        "ask1": 203.68,
        "bid_qty1": 45,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:37:04",
      "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": 87.9029,
      "price_vs_vwap_pct": -1.8804,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4775,
        "prev_amount_yi": 0.7242,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 87.41,
            "high": 87.41,
            "low": 87.4,
            "close": 87.4,
            "amount_yi": 0.1593
          },
          {
            "time": "09:34",
            "open": 87.44,
            "high": 87.44,
            "low": 87.44,
            "close": 87.44,
            "amount_yi": 0.0451
          },
          {
            "time": "09:35",
            "open": 87.67,
            "high": 88.08,
            "low": 87.67,
            "close": 88.08,
            "amount_yi": 0.0777
          },
          {
            "time": "09:36",
            "open": 87.05,
            "high": 87.05,
            "low": 87.05,
            "close": 87.05,
            "amount_yi": 0.1374
          },
          {
            "time": "09:37",
            "open": 86.25,
            "high": 86.25,
            "low": 86.25,
            "close": 86.25,
            "amount_yi": 0.058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 86.25,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 86.25,
        "bid1": 86.25,
        "ask1": 86.45,
        "bid_qty1": 18,
        "ask_qty1": 3
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_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": 75.8193,
      "price_vs_vwap_pct": 1.887,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9194,
        "prev_amount_yi": 0.9256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9933,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 75.75,
            "high": 76.71,
            "low": 75.75,
            "close": 76.71,
            "amount_yi": 0.1691
          },
          {
            "time": "09:34",
            "open": 77.43,
            "high": 77.43,
            "low": 77.43,
            "close": 77.43,
            "amount_yi": 0.1138
          },
          {
            "time": "09:35",
            "open": 77.58,
            "high": 77.58,
            "low": 77.05,
            "close": 77.05,
            "amount_yi": 0.3201
          },
          {
            "time": "09:36",
            "open": 76.2,
            "high": 76.99,
            "low": 76.2,
            "close": 76.99,
            "amount_yi": 0.221
          },
          {
            "time": "09:37",
            "open": 77.25,
            "high": 77.25,
            "low": 77.25,
            "close": 77.25,
            "amount_yi": 0.0954
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.25,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 77.63,
        "low": 73.88,
        "bid1": 77.19,
        "ask1": 77.25,
        "bid_qty1": 8,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 34.1602,
      "price_vs_vwap_pct": 1.3753,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0543,
        "prev_amount_yi": 1.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 33.91,
            "high": 33.91,
            "low": 33.8,
            "close": 33.8,
            "amount_yi": 0.2563
          },
          {
            "time": "09:34",
            "open": 33.98,
            "high": 33.98,
            "low": 33.98,
            "close": 33.98,
            "amount_yi": 0.1432
          },
          {
            "time": "09:35",
            "open": 34.1,
            "high": 34.52,
            "low": 34.1,
            "close": 34.52,
            "amount_yi": 0.2798
          },
          {
            "time": "09:36",
            "open": 34.37,
            "high": 34.49,
            "low": 34.37,
            "close": 34.49,
            "amount_yi": 0.3128
          },
          {
            "time": "09:37",
            "open": 34.63,
            "high": 34.63,
            "low": 34.63,
            "close": 34.63,
            "amount_yi": 0.0622
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 34.63,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.63,
        "low": 33.7,
        "bid1": 34.61,
        "ask1": 34.63,
        "bid_qty1": 12,
        "ask_qty1": 40
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "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": 18.0132,
      "price_vs_vwap_pct": -1.7387,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5063,
        "prev_amount_yi": 1.8606,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 18.11,
            "high": 18.11,
            "low": 17.86,
            "close": 17.86,
            "amount_yi": 0.4202
          },
          {
            "time": "09:34",
            "open": 17.96,
            "high": 17.96,
            "low": 17.96,
            "close": 17.96,
            "amount_yi": 0.2592
          },
          {
            "time": "09:35",
            "open": 17.9,
            "high": 17.9,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.3116
          },
          {
            "time": "09:36",
            "open": 17.48,
            "high": 17.65,
            "low": 17.48,
            "close": 17.65,
            "amount_yi": 0.4047
          },
          {
            "time": "09:37",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.1106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 17.7,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.45,
        "bid1": 17.71,
        "ask1": 17.72,
        "bid_qty1": 41,
        "ask_qty1": 43
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 12.2143,
      "price_vs_vwap_pct": -0.1171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4318,
        "prev_amount_yi": 0.6181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.24,
            "high": 12.25,
            "low": 12.24,
            "close": 12.25,
            "amount_yi": 0.1451
          },
          {
            "time": "09:34",
            "open": 12.17,
            "high": 12.17,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.0372
          },
          {
            "time": "09:35",
            "open": 12.2,
            "high": 12.22,
            "low": 12.2,
            "close": 12.22,
            "amount_yi": 0.1095
          },
          {
            "time": "09:36",
            "open": 12.23,
            "high": 12.25,
            "low": 12.23,
            "close": 12.25,
            "amount_yi": 0.0947
          },
          {
            "time": "09:37",
            "open": 12.2,
            "high": 12.2,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 12.2,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 12.06,
        "bid1": 12.19,
        "ask1": 12.2,
        "bid_qty1": 113,
        "ask_qty1": 216
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 26.8201,
      "price_vs_vwap_pct": 1.3046,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4398,
        "prev_amount_yi": 1.2352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 26.86,
            "high": 26.9,
            "low": 26.86,
            "close": 26.9,
            "amount_yi": 0.3058
          },
          {
            "time": "09:34",
            "open": 26.76,
            "high": 26.76,
            "low": 26.76,
            "close": 26.76,
            "amount_yi": 0.1389
          },
          {
            "time": "09:35",
            "open": 26.85,
            "high": 27.01,
            "low": 26.85,
            "close": 27.01,
            "amount_yi": 0.2839
          },
          {
            "time": "09:36",
            "open": 27.15,
            "high": 27.35,
            "low": 27.15,
            "close": 27.35,
            "amount_yi": 0.504
          },
          {
            "time": "09:37",
            "open": 27.17,
            "high": 27.17,
            "low": 27.17,
            "close": 27.17,
            "amount_yi": 0.2072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 27.17,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 27.35,
        "low": 26.0,
        "bid1": 27.16,
        "ask1": 27.19,
        "bid_qty1": 75,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_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": 87.0197,
      "price_vs_vwap_pct": 0.3796,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.7954,
        "prev_amount_yi": 1.7103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 87.3,
            "high": 87.9,
            "low": 87.3,
            "close": 87.9,
            "amount_yi": 0.6575
          },
          {
            "time": "09:34",
            "open": 88.6,
            "high": 88.6,
            "low": 88.6,
            "close": 88.6,
            "amount_yi": 0.3506
          },
          {
            "time": "09:35",
            "open": 89.02,
            "high": 89.02,
            "low": 88.88,
            "close": 88.88,
            "amount_yi": 0.7112
          },
          {
            "time": "09:36",
            "open": 87.8,
            "high": 87.8,
            "low": 87.48,
            "close": 87.48,
            "amount_yi": 0.6967
          },
          {
            "time": "09:37",
            "open": 87.35,
            "high": 87.35,
            "low": 87.35,
            "close": 87.35,
            "amount_yi": 0.3794
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 87.35,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 84.85,
        "bid1": 87.32,
        "ask1": 87.35,
        "bid_qty1": 91,
        "ask_qty1": 43
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 7.9458,
      "price_vs_vwap_pct": 0.1787,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 20.3396,
        "prev_amount_yi": 30.7617,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6612,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.87,
            "high": 7.87,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 8.229
          },
          {
            "time": "09:34",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 3.2755
          },
          {
            "time": "09:35",
            "open": 7.88,
            "high": 7.88,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 3.7788
          },
          {
            "time": "09:36",
            "open": 7.89,
            "high": 7.91,
            "low": 7.89,
            "close": 7.91,
            "amount_yi": 3.7214
          },
          {
            "time": "09:37",
            "open": 7.96,
            "high": 7.96,
            "low": 7.96,
            "close": 7.96,
            "amount_yi": 1.3349
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 7.96,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.15,
        "low": 7.71,
        "bid1": 7.96,
        "ask1": 7.97,
        "bid_qty1": 6518,
        "ask_qty1": 1881
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 177.5554,
      "price_vs_vwap_pct": -0.0256,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.2993,
        "prev_amount_yi": 3.0355,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 172.23,
            "high": 176.0,
            "low": 172.23,
            "close": 176.0,
            "amount_yi": 1.4063
          },
          {
            "time": "09:34",
            "open": 176.0,
            "high": 176.0,
            "low": 176.0,
            "close": 176.0,
            "amount_yi": 0.6693
          },
          {
            "time": "09:35",
            "open": 176.88,
            "high": 176.88,
            "low": 174.96,
            "close": 174.96,
            "amount_yi": 0.8067
          },
          {
            "time": "09:36",
            "open": 174.9,
            "high": 177.77,
            "low": 174.9,
            "close": 177.77,
            "amount_yi": 1.1627
          },
          {
            "time": "09:37",
            "open": 177.51,
            "high": 177.51,
            "low": 177.51,
            "close": 177.51,
            "amount_yi": 0.2543
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 177.51,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 172.0,
        "bid1": 177.6,
        "ask1": 177.89,
        "bid_qty1": 3,
        "ask_qty1": 34
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 16.1903,
      "price_vs_vwap_pct": -0.743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.074,
        "prev_amount_yi": 0.0989,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7482,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.24,
            "high": 16.24,
            "low": 16.2,
            "close": 16.2,
            "amount_yi": 0.0214
          },
          {
            "time": "09:34",
            "open": 16.07,
            "high": 16.07,
            "low": 16.07,
            "close": 16.07,
            "amount_yi": 0.0087
          },
          {
            "time": "09:35",
            "open": 16.1,
            "high": 16.14,
            "low": 16.1,
            "close": 16.14,
            "amount_yi": 0.0125
          },
          {
            "time": "09:36",
            "open": 16.11,
            "high": 16.18,
            "low": 16.11,
            "close": 16.18,
            "amount_yi": 0.0161
          },
          {
            "time": "09:37",
            "open": 16.07,
            "high": 16.07,
            "low": 16.07,
            "close": 16.07,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 16.07,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.36,
        "low": 16.0,
        "bid1": 16.07,
        "ask1": 16.09,
        "bid_qty1": 7,
        "ask_qty1": 55
      },
      "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": "2026-06-29T09:37:04",
      "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": 21.2092,
      "price_vs_vwap_pct": -3.3438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5306,
        "prev_amount_yi": 0.7104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7469,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 21.29,
            "high": 21.29,
            "low": 21.21,
            "close": 21.21,
            "amount_yi": 0.1429
          },
          {
            "time": "09:34",
            "open": 21.08,
            "high": 21.08,
            "low": 21.08,
            "close": 21.08,
            "amount_yi": 0.0455
          },
          {
            "time": "09:35",
            "open": 20.81,
            "high": 20.81,
            "low": 20.79,
            "close": 20.79,
            "amount_yi": 0.1578
          },
          {
            "time": "09:36",
            "open": 20.33,
            "high": 20.5,
            "low": 20.33,
            "close": 20.5,
            "amount_yi": 0.1303
          },
          {
            "time": "09:37",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0541
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 20.5,
        "ts": "2026-06-29T09:37:04",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.28,
        "bid1": 20.45,
        "ask1": 20.5,
        "bid_qty1": 2,
        "ask_qty1": 83
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3474,
        "prev_amount_yi": 1.5139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.89,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 478.0,
            "high": 478.0,
            "low": 475.55,
            "close": 475.55,
            "amount_yi": 0.2738
          },
          {
            "time": "09:34",
            "open": 478.89,
            "high": 478.89,
            "low": 478.89,
            "close": 478.89,
            "amount_yi": 0.1823
          },
          {
            "time": "09:35",
            "open": 481.63,
            "high": 481.77,
            "low": 481.63,
            "close": 481.77,
            "amount_yi": 0.5795
          },
          {
            "time": "09:36",
            "open": 484.03,
            "high": 484.03,
            "low": 484.03,
            "close": 484.03,
            "amount_yi": 0.1995
          },
          {
            "time": "09:37",
            "open": 483.55,
            "high": 483.55,
            "low": 483.55,
            "close": 483.55,
            "amount_yi": 0.1123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 483.55,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 488.99,
        "low": 470.5,
        "bid1": 483.54,
        "ask1": 483.55,
        "bid_qty1": 2,
        "ask_qty1": 55
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 17.4981,
      "price_vs_vwap_pct": 0.2395,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2116,
        "prev_amount_yi": 0.3479,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 17.67,
            "high": 17.68,
            "low": 17.67,
            "close": 17.68,
            "amount_yi": 0.0589
          },
          {
            "time": "09:34",
            "open": 17.65,
            "high": 17.65,
            "low": 17.65,
            "close": 17.65,
            "amount_yi": 0.0383
          },
          {
            "time": "09:35",
            "open": 17.5,
            "high": 17.54,
            "low": 17.5,
            "close": 17.54,
            "amount_yi": 0.0517
          },
          {
            "time": "09:36",
            "open": 17.37,
            "high": 17.56,
            "low": 17.37,
            "close": 17.56,
            "amount_yi": 0.0497
          },
          {
            "time": "09:37",
            "open": 17.54,
            "high": 17.54,
            "low": 17.54,
            "close": 17.54,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 17.54,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 17.9,
        "low": 17.13,
        "bid1": 17.54,
        "ask1": 17.55,
        "bid_qty1": 74,
        "ask_qty1": 5
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "near_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": 9.8135,
      "price_vs_vwap_pct": 0.5757,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2773,
        "prev_amount_yi": 0.2943,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.85,
            "high": 9.85,
            "low": 9.85,
            "close": 9.85,
            "amount_yi": 0.0616
          },
          {
            "time": "09:34",
            "open": 9.88,
            "high": 9.88,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0568
          },
          {
            "time": "09:35",
            "open": 9.85,
            "high": 9.85,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0728
          },
          {
            "time": "09:36",
            "open": 9.79,
            "high": 9.83,
            "low": 9.79,
            "close": 9.83,
            "amount_yi": 0.0634
          },
          {
            "time": "09:37",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 9.87,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.71,
        "bid1": 9.87,
        "ask1": 9.89,
        "bid_qty1": 63,
        "ask_qty1": 531
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 49.3583,
      "price_vs_vwap_pct": -2.6506,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.0827,
        "prev_amount_yi": 5.0734,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0018,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 50.15,
            "high": 50.15,
            "low": 49.3,
            "close": 49.3,
            "amount_yi": 1.1555
          },
          {
            "time": "09:34",
            "open": 48.99,
            "high": 48.99,
            "low": 48.99,
            "close": 48.99,
            "amount_yi": 0.5552
          },
          {
            "time": "09:35",
            "open": 48.16,
            "high": 48.95,
            "low": 48.16,
            "close": 48.95,
            "amount_yi": 1.4556
          },
          {
            "time": "09:36",
            "open": 48.45,
            "high": 48.45,
            "low": 48.31,
            "close": 48.31,
            "amount_yi": 1.2247
          },
          {
            "time": "09:37",
            "open": 48.05,
            "high": 48.05,
            "low": 48.05,
            "close": 48.05,
            "amount_yi": 0.6917
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 48.05,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 48.02,
        "bid1": 48.05,
        "ask1": 48.06,
        "bid_qty1": 18,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 44.8866,
      "price_vs_vwap_pct": 0.52,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5982,
        "prev_amount_yi": 0.6702,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 44.88,
            "high": 45.07,
            "low": 44.88,
            "close": 45.07,
            "amount_yi": 0.1122
          },
          {
            "time": "09:34",
            "open": 45.1,
            "high": 45.1,
            "low": 45.1,
            "close": 45.1,
            "amount_yi": 0.0693
          },
          {
            "time": "09:35",
            "open": 45.06,
            "high": 45.06,
            "low": 44.98,
            "close": 44.98,
            "amount_yi": 0.1304
          },
          {
            "time": "09:36",
            "open": 44.9,
            "high": 45.01,
            "low": 44.9,
            "close": 45.01,
            "amount_yi": 0.2024
          },
          {
            "time": "09:37",
            "open": 45.12,
            "high": 45.12,
            "low": 45.12,
            "close": 45.12,
            "amount_yi": 0.0839
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 45.12,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 45.28,
        "low": 44.18,
        "bid1": 45.04,
        "ask1": 45.17,
        "bid_qty1": 10,
        "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": "2026-06-29T09:37:04",
      "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": 51.9587,
      "price_vs_vwap_pct": -1.9221,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2921,
        "prev_amount_yi": 0.7089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8227,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 52.6,
            "high": 52.6,
            "low": 51.96,
            "close": 51.96,
            "amount_yi": 0.287
          },
          {
            "time": "09:34",
            "open": 51.52,
            "high": 51.52,
            "low": 51.52,
            "close": 51.52,
            "amount_yi": 0.2249
          },
          {
            "time": "09:35",
            "open": 51.91,
            "high": 51.91,
            "low": 51.75,
            "close": 51.75,
            "amount_yi": 0.1958
          },
          {
            "time": "09:36",
            "open": 50.0,
            "high": 50.0,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.4481
          },
          {
            "time": "09:37",
            "open": 50.96,
            "high": 50.96,
            "low": 50.96,
            "close": 50.96,
            "amount_yi": 0.1363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 50.96,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 50.96,
        "ask1": 50.99,
        "bid_qty1": 7,
        "ask_qty1": 31
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 3.7275,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1575,
        "prev_amount_yi": 1.5043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 135.48,
            "high": 135.48,
            "low": 135.32,
            "close": 135.32,
            "amount_yi": 0.4119
          },
          {
            "time": "09:34",
            "open": 135.47,
            "high": 135.47,
            "low": 135.47,
            "close": 135.47,
            "amount_yi": 0.2017
          },
          {
            "time": "09:35",
            "open": 137.5,
            "high": 137.5,
            "low": 136.64,
            "close": 136.64,
            "amount_yi": 0.2808
          },
          {
            "time": "09:36",
            "open": 135.95,
            "high": 135.95,
            "low": 133.93,
            "close": 133.93,
            "amount_yi": 0.165
          },
          {
            "time": "09:37",
            "open": 133.11,
            "high": 133.11,
            "low": 133.11,
            "close": 133.11,
            "amount_yi": 0.0981
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 133.11,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 137.99,
        "low": 130.5,
        "bid1": 133.11,
        "ask1": 133.87,
        "bid_qty1": 27,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 29.9084,
      "price_vs_vwap_pct": -0.7637,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.0649,
        "prev_amount_yi": 2.6602,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 29.95,
            "high": 29.95,
            "low": 29.58,
            "close": 29.58,
            "amount_yi": 0.8245
          },
          {
            "time": "09:34",
            "open": 29.26,
            "high": 29.26,
            "low": 29.26,
            "close": 29.26,
            "amount_yi": 0.4267
          },
          {
            "time": "09:35",
            "open": 29.22,
            "high": 29.6,
            "low": 29.22,
            "close": 29.6,
            "amount_yi": 1.0508
          },
          {
            "time": "09:36",
            "open": 29.69,
            "high": 29.69,
            "low": 29.6,
            "close": 29.6,
            "amount_yi": 0.4931
          },
          {
            "time": "09:37",
            "open": 29.68,
            "high": 29.68,
            "low": 29.68,
            "close": 29.68,
            "amount_yi": 0.2698
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 29.68,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.66,
        "low": 29.07,
        "bid1": 29.68,
        "ask1": 29.69,
        "bid_qty1": 18,
        "ask_qty1": 819
      },
      "previous_state": "CANCELLED",
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 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": 5,
        "min_samples": 3,
        "amount_yi": 2.6635,
        "prev_amount_yi": 2.2538,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 672.51,
            "high": 679.78,
            "low": 672.51,
            "close": 679.78,
            "amount_yi": 0.5169
          },
          {
            "time": "09:34",
            "open": 685.27,
            "high": 685.27,
            "low": 685.27,
            "close": 685.27,
            "amount_yi": 0.4757
          },
          {
            "time": "09:35",
            "open": 689.99,
            "high": 693.58,
            "low": 689.99,
            "close": 693.58,
            "amount_yi": 0.5252
          },
          {
            "time": "09:36",
            "open": 696.08,
            "high": 696.08,
            "low": 692.24,
            "close": 692.24,
            "amount_yi": 0.6391
          },
          {
            "time": "09:37",
            "open": 688.1,
            "high": 688.1,
            "low": 688.1,
            "close": 688.1,
            "amount_yi": 0.5066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 688.1,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 697.0,
        "low": 660.0,
        "bid1": 685.27,
        "ask1": 688.01,
        "bid_qty1": 44,
        "ask_qty1": 13
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 46.7003,
      "price_vs_vwap_pct": 2.4619,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3742,
        "prev_amount_yi": 0.324,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1549,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 46.35,
            "high": 46.35,
            "low": 46.31,
            "close": 46.31,
            "amount_yi": 0.0832
          },
          {
            "time": "09:34",
            "open": 46.7,
            "high": 46.7,
            "low": 46.7,
            "close": 46.7,
            "amount_yi": 0.0573
          },
          {
            "time": "09:35",
            "open": 46.88,
            "high": 46.91,
            "low": 46.88,
            "close": 46.91,
            "amount_yi": 0.0726
          },
          {
            "time": "09:36",
            "open": 47.1,
            "high": 47.39,
            "low": 47.1,
            "close": 47.39,
            "amount_yi": 0.0951
          },
          {
            "time": "09:37",
            "open": 47.85,
            "high": 47.85,
            "low": 47.85,
            "close": 47.85,
            "amount_yi": 0.066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 47.85,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 47.85,
        "low": 46.2,
        "bid1": 47.81,
        "ask1": 47.82,
        "bid_qty1": 16,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 22.7768,
      "price_vs_vwap_pct": 0.3214,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7492,
        "prev_amount_yi": 1.7715,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4229,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.88,
            "high": 23.07,
            "low": 22.88,
            "close": 23.07,
            "amount_yi": 0.2331
          },
          {
            "time": "09:34",
            "open": 22.93,
            "high": 22.93,
            "low": 22.93,
            "close": 22.93,
            "amount_yi": 0.0623
          },
          {
            "time": "09:35",
            "open": 22.92,
            "high": 22.92,
            "low": 22.8,
            "close": 22.8,
            "amount_yi": 0.1907
          },
          {
            "time": "09:36",
            "open": 22.84,
            "high": 22.84,
            "low": 22.84,
            "close": 22.84,
            "amount_yi": 0.1743
          },
          {
            "time": "09:37",
            "open": 22.85,
            "high": 22.85,
            "low": 22.85,
            "close": 22.85,
            "amount_yi": 0.0888
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.85,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.25,
        "bid1": 22.84,
        "ask1": 22.85,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 12.7873,
      "price_vs_vwap_pct": -0.7609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.5505,
        "prev_amount_yi": 3.6333,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.92,
            "high": 12.92,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 1.1063
          },
          {
            "time": "09:34",
            "open": 12.77,
            "high": 12.77,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.5475
          },
          {
            "time": "09:35",
            "open": 12.61,
            "high": 12.71,
            "low": 12.61,
            "close": 12.71,
            "amount_yi": 0.8068
          },
          {
            "time": "09:36",
            "open": 12.74,
            "high": 12.76,
            "low": 12.74,
            "close": 12.76,
            "amount_yi": 0.7017
          },
          {
            "time": "09:37",
            "open": 12.69,
            "high": 12.69,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.3882
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 12.69,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.02,
        "low": 12.6,
        "bid1": 12.69,
        "ask1": 12.7,
        "bid_qty1": 19,
        "ask_qty1": 995
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 153.6388,
      "price_vs_vwap_pct": 0.7949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7919,
        "prev_amount_yi": 1.5329,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 152.46,
            "high": 153.72,
            "low": 152.46,
            "close": 153.72,
            "amount_yi": 0.1768
          },
          {
            "time": "09:34",
            "open": 153.0,
            "high": 153.0,
            "low": 153.0,
            "close": 153.0,
            "amount_yi": 0.0973
          },
          {
            "time": "09:35",
            "open": 154.09,
            "high": 154.2,
            "low": 154.09,
            "close": 154.2,
            "amount_yi": 0.2489
          },
          {
            "time": "09:36",
            "open": 155.09,
            "high": 155.3,
            "low": 155.09,
            "close": 155.3,
            "amount_yi": 0.1638
          },
          {
            "time": "09:37",
            "open": 154.86,
            "high": 154.86,
            "low": 154.86,
            "close": 154.86,
            "amount_yi": 0.1051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 154.86,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 156.0,
        "low": 151.0,
        "bid1": 154.77,
        "ask1": 154.86,
        "bid_qty1": 7,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": null,
      "intraday_vwap": 20.731,
      "price_vs_vwap_pct": -0.7284,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0061,
        "prev_amount_yi": 2.9099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 20.51,
            "high": 20.51,
            "low": 20.3,
            "close": 20.3,
            "amount_yi": 0.7818
          },
          {
            "time": "09:34",
            "open": 20.37,
            "high": 20.37,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.2501
          },
          {
            "time": "09:35",
            "open": 20.45,
            "high": 20.64,
            "low": 20.45,
            "close": 20.64,
            "amount_yi": 0.4259
          },
          {
            "time": "09:36",
            "open": 20.58,
            "high": 20.67,
            "low": 20.58,
            "close": 20.67,
            "amount_yi": 0.3623
          },
          {
            "time": "09:37",
            "open": 20.58,
            "high": 20.58,
            "low": 20.58,
            "close": 20.58,
            "amount_yi": 0.186
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 20.58,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 20.28,
        "bid1": 20.57,
        "ask1": 20.58,
        "bid_qty1": 165,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 131.6086,
      "price_vs_vwap_pct": 0.2974,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.97,
        "prev_amount_yi": 0.5095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 131.36,
            "high": 132.65,
            "low": 131.36,
            "close": 132.65,
            "amount_yi": 0.2467
          },
          {
            "time": "09:34",
            "open": 132.41,
            "high": 132.41,
            "low": 132.41,
            "close": 132.41,
            "amount_yi": 0.0674
          },
          {
            "time": "09:35",
            "open": 132.58,
            "high": 132.58,
            "low": 132.41,
            "close": 132.41,
            "amount_yi": 0.1097
          },
          {
            "time": "09:36",
            "open": 131.7,
            "high": 133.19,
            "low": 131.7,
            "close": 133.19,
            "amount_yi": 0.463
          },
          {
            "time": "09:37",
            "open": 132.0,
            "high": 132.0,
            "low": 132.0,
            "close": 132.0,
            "amount_yi": 0.0832
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 132.0,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 133.58,
        "low": 127.01,
        "bid1": 132.0,
        "ask1": 132.1,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 3.4672,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1373,
        "prev_amount_yi": 0.6952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6359,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 112.35,
            "high": 112.35,
            "low": 111.0,
            "close": 111.0,
            "amount_yi": 0.2906
          },
          {
            "time": "09:34",
            "open": 113.56,
            "high": 113.56,
            "low": 113.56,
            "close": 113.56,
            "amount_yi": 0.1274
          },
          {
            "time": "09:35",
            "open": 114.5,
            "high": 115.8,
            "low": 114.5,
            "close": 115.8,
            "amount_yi": 0.3044
          },
          {
            "time": "09:36",
            "open": 114.8,
            "high": 114.82,
            "low": 114.8,
            "close": 114.82,
            "amount_yi": 0.307
          },
          {
            "time": "09:37",
            "open": 114.07,
            "high": 114.07,
            "low": 114.07,
            "close": 114.07,
            "amount_yi": 0.1079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 114.07,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 108.92,
        "bid1": 114.49,
        "ask1": 114.5,
        "bid_qty1": 5,
        "ask_qty1": 179
      },
      "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": "2026-06-29T09:37:04",
      "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": 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": 3.1905,
      "intraday_vwap": 52.9186,
      "price_vs_vwap_pct": 1.8545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.3687,
        "prev_amount_yi": 9.3767,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6792,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 52.28,
            "high": 52.28,
            "low": 52.2,
            "close": 52.2,
            "amount_yi": 1.9022
          },
          {
            "time": "09:34",
            "open": 52.79,
            "high": 52.79,
            "low": 52.79,
            "close": 52.79,
            "amount_yi": 1.2562
          },
          {
            "time": "09:35",
            "open": 53.08,
            "high": 53.2,
            "low": 53.08,
            "close": 53.2,
            "amount_yi": 1.1269
          },
          {
            "time": "09:36",
            "open": 53.4,
            "high": 53.5,
            "low": 53.4,
            "close": 53.5,
            "amount_yi": 1.3695
          },
          {
            "time": "09:37",
            "open": 53.9,
            "high": 53.9,
            "low": 53.9,
            "close": 53.9,
            "amount_yi": 0.7139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 53.9,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 53.9,
        "low": 52.01,
        "bid1": 53.9,
        "ask1": 53.91,
        "bid_qty1": 1885,
        "ask_qty1": 71
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 10.7385,
      "price_vs_vwap_pct": -0.8241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2613,
        "prev_amount_yi": 0.3098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.76,
            "high": 10.76,
            "low": 10.76,
            "close": 10.76,
            "amount_yi": 0.0434
          },
          {
            "time": "09:34",
            "open": 10.71,
            "high": 10.71,
            "low": 10.71,
            "close": 10.71,
            "amount_yi": 0.0522
          },
          {
            "time": "09:35",
            "open": 10.68,
            "high": 10.7,
            "low": 10.68,
            "close": 10.7,
            "amount_yi": 0.0866
          },
          {
            "time": "09:36",
            "open": 10.68,
            "high": 10.69,
            "low": 10.68,
            "close": 10.69,
            "amount_yi": 0.043
          },
          {
            "time": "09:37",
            "open": 10.65,
            "high": 10.65,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0361
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 10.65,
        "ts": "2026-06-29T09:37:04",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.65,
        "bid1": 10.65,
        "ask1": 10.66,
        "bid_qty1": 668,
        "ask_qty1": 18
      },
      "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": "2026-06-29T09:37:04",
      "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": 7.3428,
      "price_vs_vwap_pct": 0.3704,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1325,
        "prev_amount_yi": 0.2087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.3,
            "high": 7.32,
            "low": 7.3,
            "close": 7.32,
            "amount_yi": 0.045
          },
          {
            "time": "09:34",
            "open": 7.32,
            "high": 7.32,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0186
          },
          {
            "time": "09:35",
            "open": 7.33,
            "high": 7.34,
            "low": 7.33,
            "close": 7.34,
            "amount_yi": 0.0247
          },
          {
            "time": "09:36",
            "open": 7.37,
            "high": 7.37,
            "low": 7.35,
            "close": 7.35,
            "amount_yi": 0.0335
          },
          {
            "time": "09:37",
            "open": 7.37,
            "high": 7.37,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 7.37,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.48,
        "low": 7.29,
        "bid1": 7.36,
        "ask1": 7.37,
        "bid_qty1": 277,
        "ask_qty1": 749
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 118.8776,
      "price_vs_vwap_pct": 0.86,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.081,
        "prev_amount_yi": 4.0869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2432,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 119.01,
            "high": 119.68,
            "low": 119.01,
            "close": 119.68,
            "amount_yi": 1.2927
          },
          {
            "time": "09:34",
            "open": 119.81,
            "high": 119.81,
            "low": 119.81,
            "close": 119.81,
            "amount_yi": 0.6087
          },
          {
            "time": "09:35",
            "open": 120.25,
            "high": 120.25,
            "low": 119.8,
            "close": 119.8,
            "amount_yi": 1.3466
          },
          {
            "time": "09:36",
            "open": 119.81,
            "high": 120.18,
            "low": 119.81,
            "close": 120.18,
            "amount_yi": 1.3825
          },
          {
            "time": "09:37",
            "open": 119.9,
            "high": 119.9,
            "low": 119.9,
            "close": 119.9,
            "amount_yi": 0.4505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 119.9,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 120.48,
        "low": 116.8,
        "bid1": 119.9,
        "ask1": 120.0,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6386,
        "prev_amount_yi": 0.7723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 144.85,
            "high": 145.8,
            "low": 144.85,
            "close": 145.8,
            "amount_yi": 0.1907
          },
          {
            "time": "09:34",
            "open": 146.99,
            "high": 146.99,
            "low": 146.99,
            "close": 146.99,
            "amount_yi": 0.061
          },
          {
            "time": "09:35",
            "open": 147.06,
            "high": 148.38,
            "low": 147.06,
            "close": 148.38,
            "amount_yi": 0.1306
          },
          {
            "time": "09:36",
            "open": 148.59,
            "high": 148.59,
            "low": 147.91,
            "close": 147.91,
            "amount_yi": 0.1607
          },
          {
            "time": "09:37",
            "open": 147.33,
            "high": 147.33,
            "low": 147.33,
            "close": 147.33,
            "amount_yi": 0.0956
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 147.33,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 149.0,
        "low": 142.99,
        "bid1": 147.33,
        "ask1": 147.6,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "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": 12.4644,
      "price_vs_vwap_pct": -2.6026,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.2057,
        "prev_amount_yi": 4.8607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.35,
            "high": 12.35,
            "low": 12.22,
            "close": 12.22,
            "amount_yi": 1.3721
          },
          {
            "time": "09:34",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.503
          },
          {
            "time": "09:35",
            "open": 12.13,
            "high": 12.18,
            "low": 12.13,
            "close": 12.18,
            "amount_yi": 0.9566
          },
          {
            "time": "09:36",
            "open": 12.24,
            "high": 12.24,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.8923
          },
          {
            "time": "09:37",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.4817
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 12.14,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.09,
        "bid1": 12.12,
        "ask1": 12.14,
        "bid_qty1": 703,
        "ask_qty1": 26
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 22.5678,
      "price_vs_vwap_pct": 0.8073,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.6681,
        "prev_amount_yi": 9.9202,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.31,
            "high": 22.31,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 2.888
          },
          {
            "time": "09:34",
            "open": 22.34,
            "high": 22.34,
            "low": 22.34,
            "close": 22.34,
            "amount_yi": 1.114
          },
          {
            "time": "09:35",
            "open": 22.36,
            "high": 22.36,
            "low": 22.36,
            "close": 22.36,
            "amount_yi": 1.4803
          },
          {
            "time": "09:36",
            "open": 22.4,
            "high": 22.61,
            "low": 22.4,
            "close": 22.61,
            "amount_yi": 1.7456
          },
          {
            "time": "09:37",
            "open": 22.75,
            "high": 22.75,
            "low": 22.75,
            "close": 22.75,
            "amount_yi": 1.4402
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.75,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.0,
        "low": 22.18,
        "bid1": 22.75,
        "ask1": 22.79,
        "bid_qty1": 38,
        "ask_qty1": 924
      },
      "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": "2026-06-29T09:37:04",
      "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": 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": 4.3527,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1667,
        "prev_amount_yi": 0.1384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 70.79,
            "high": 70.79,
            "low": 70.0,
            "close": 70.0,
            "amount_yi": 0.0415
          },
          {
            "time": "09:34",
            "open": 70.3,
            "high": 70.3,
            "low": 70.3,
            "close": 70.3,
            "amount_yi": 0.0151
          },
          {
            "time": "09:35",
            "open": 70.8,
            "high": 71.01,
            "low": 70.8,
            "close": 71.01,
            "amount_yi": 0.0416
          },
          {
            "time": "09:36",
            "open": 71.04,
            "high": 71.04,
            "low": 70.78,
            "close": 70.78,
            "amount_yi": 0.0595
          },
          {
            "time": "09:37",
            "open": 70.99,
            "high": 70.99,
            "low": 70.99,
            "close": 70.99,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 70.99,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 69.03,
        "bid1": 70.8,
        "ask1": 70.99,
        "bid_qty1": 30,
        "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 57.343,
      "price_vs_vwap_pct": 2.6455,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 14.1055,
        "prev_amount_yi": 13.5025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 57.45,
            "high": 57.45,
            "low": 57.16,
            "close": 57.16,
            "amount_yi": 3.1666
          },
          {
            "time": "09:34",
            "open": 56.84,
            "high": 56.84,
            "low": 56.84,
            "close": 56.84,
            "amount_yi": 1.405
          },
          {
            "time": "09:35",
            "open": 56.84,
            "high": 57.23,
            "low": 56.84,
            "close": 57.23,
            "amount_yi": 1.6864
          },
          {
            "time": "09:36",
            "open": 57.23,
            "high": 58.74,
            "low": 57.23,
            "close": 58.74,
            "amount_yi": 6.2964
          },
          {
            "time": "09:37",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 1.5511
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 58.86,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 56.0,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 284515,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 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": 4.4369,
      "intraday_vwap": 26.0527,
      "price_vs_vwap_pct": 1.1795,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4048,
        "prev_amount_yi": 0.3111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3012,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 26.29,
            "high": 26.29,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.116
          },
          {
            "time": "09:34",
            "open": 26.28,
            "high": 26.28,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.0743
          },
          {
            "time": "09:35",
            "open": 26.33,
            "high": 26.33,
            "low": 26.29,
            "close": 26.29,
            "amount_yi": 0.1029
          },
          {
            "time": "09:36",
            "open": 26.15,
            "high": 26.28,
            "low": 26.15,
            "close": 26.28,
            "amount_yi": 0.0707
          },
          {
            "time": "09:37",
            "open": 26.36,
            "high": 26.36,
            "low": 26.36,
            "close": 26.36,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 26.36,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.39,
        "low": 25.27,
        "bid1": 26.36,
        "ask1": 26.37,
        "bid_qty1": 15,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 75.6111,
      "price_vs_vwap_pct": -0.2792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3627,
        "prev_amount_yi": 0.2805,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 76.04,
            "high": 76.25,
            "low": 76.04,
            "close": 76.25,
            "amount_yi": 0.1074
          },
          {
            "time": "09:34",
            "open": 76.57,
            "high": 76.57,
            "low": 76.57,
            "close": 76.57,
            "amount_yi": 0.0293
          },
          {
            "time": "09:35",
            "open": 76.85,
            "high": 76.85,
            "low": 76.6,
            "close": 76.6,
            "amount_yi": 0.063
          },
          {
            "time": "09:36",
            "open": 76.54,
            "high": 76.54,
            "low": 76.01,
            "close": 76.01,
            "amount_yi": 0.0727
          },
          {
            "time": "09:37",
            "open": 75.4,
            "high": 75.4,
            "low": 75.4,
            "close": 75.4,
            "amount_yi": 0.0903
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 75.4,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 74.17,
        "bid1": 75.28,
        "ask1": 75.4,
        "bid_qty1": 30,
        "ask_qty1": 488
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 55.4311,
      "price_vs_vwap_pct": -0.002,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0986,
        "prev_amount_yi": 0.1203,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 55.28,
            "high": 55.34,
            "low": 55.28,
            "close": 55.34,
            "amount_yi": 0.0413
          },
          {
            "time": "09:34",
            "open": 55.49,
            "high": 55.49,
            "low": 55.49,
            "close": 55.49,
            "amount_yi": 0.0163
          },
          {
            "time": "09:35",
            "open": 55.51,
            "high": 55.64,
            "low": 55.51,
            "close": 55.64,
            "amount_yi": 0.0174
          },
          {
            "time": "09:36",
            "open": 55.63,
            "high": 55.63,
            "low": 55.6,
            "close": 55.6,
            "amount_yi": 0.013
          },
          {
            "time": "09:37",
            "open": 55.43,
            "high": 55.43,
            "low": 55.43,
            "close": 55.43,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 55.43,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 55.05,
        "bid1": 55.41,
        "ask1": 55.43,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:37:04",
      "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": 4.8549,
      "price_vs_vwap_pct": -0.3069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4721,
        "prev_amount_yi": 0.5126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.85,
            "high": 4.85,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.2076
          },
          {
            "time": "09:34",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0975
          },
          {
            "time": "09:35",
            "open": 4.83,
            "high": 4.84,
            "low": 4.83,
            "close": 4.84,
            "amount_yi": 0.0874
          },
          {
            "time": "09:36",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0499
          },
          {
            "time": "09:37",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0297
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 4.84,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.83,
        "bid1": 4.83,
        "ask1": 4.84,
        "bid_qty1": 24134,
        "ask_qty1": 3057
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "invalid_price_broken",
      "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": 16.4888,
      "price_vs_vwap_pct": -0.1747,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3708,
        "prev_amount_yi": 0.5851,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6337,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.27,
            "high": 16.27,
            "low": 16.23,
            "close": 16.23,
            "amount_yi": 0.133
          },
          {
            "time": "09:34",
            "open": 16.35,
            "high": 16.35,
            "low": 16.35,
            "close": 16.35,
            "amount_yi": 0.0619
          },
          {
            "time": "09:35",
            "open": 16.35,
            "high": 16.38,
            "low": 16.35,
            "close": 16.38,
            "amount_yi": 0.0798
          },
          {
            "time": "09:36",
            "open": 16.41,
            "high": 16.46,
            "low": 16.41,
            "close": 16.46,
            "amount_yi": 0.0751
          },
          {
            "time": "09:37",
            "open": 16.46,
            "high": 16.46,
            "low": 16.46,
            "close": 16.46,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 16.46,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 16.21,
        "bid1": 16.46,
        "ask1": 16.47,
        "bid_qty1": 12,
        "ask_qty1": 156
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 2.9502,
      "price_vs_vwap_pct": -0.6847,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2657,
        "prev_amount_yi": 0.2375,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 2.96,
            "high": 2.96,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0924
          },
          {
            "time": "09:34",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0415
          },
          {
            "time": "09:35",
            "open": 2.93,
            "high": 2.94,
            "low": 2.93,
            "close": 2.94,
            "amount_yi": 0.052
          },
          {
            "time": "09:36",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0351
          },
          {
            "time": "09:37",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0447
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 2.93,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.93,
        "bid1": 2.93,
        "ask1": 2.94,
        "bid_qty1": 15997,
        "ask_qty1": 704
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 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": 198.3294,
      "price_vs_vwap_pct": 1.3566,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.208,
        "prev_amount_yi": 0.8081,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 198.4,
            "high": 198.5,
            "low": 198.4,
            "close": 198.5,
            "amount_yi": 0.2262
          },
          {
            "time": "09:34",
            "open": 201.9,
            "high": 201.9,
            "low": 201.9,
            "close": 201.9,
            "amount_yi": 0.1689
          },
          {
            "time": "09:35",
            "open": 203.17,
            "high": 203.17,
            "low": 202.72,
            "close": 202.72,
            "amount_yi": 0.4022
          },
          {
            "time": "09:36",
            "open": 203.0,
            "high": 203.0,
            "low": 201.13,
            "close": 201.13,
            "amount_yi": 0.3216
          },
          {
            "time": "09:37",
            "open": 201.02,
            "high": 201.02,
            "low": 201.02,
            "close": 201.02,
            "amount_yi": 0.0891
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 201.02,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 203.9,
        "low": 190.57,
        "bid1": 201.02,
        "ask1": 201.98,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:37:04",
      "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": 22.0485,
      "price_vs_vwap_pct": 1.5035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.9258,
        "prev_amount_yi": 8.3146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.08,
            "high": 22.08,
            "low": 21.87,
            "close": 21.87,
            "amount_yi": 1.8724
          },
          {
            "time": "09:34",
            "open": 21.7,
            "high": 21.7,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 1.2166
          },
          {
            "time": "09:35",
            "open": 21.52,
            "high": 21.87,
            "low": 21.52,
            "close": 21.87,
            "amount_yi": 1.9991
          },
          {
            "time": "09:36",
            "open": 21.97,
            "high": 22.15,
            "low": 21.97,
            "close": 22.15,
            "amount_yi": 1.2045
          },
          {
            "time": "09:37",
            "open": 22.38,
            "high": 22.38,
            "low": 22.38,
            "close": 22.38,
            "amount_yi": 0.6332
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.38,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.52,
        "low": 21.49,
        "bid1": 22.38,
        "ask1": 22.41,
        "bid_qty1": 2655,
        "ask_qty1": 286
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 5,
        "min_samples": 3,
        "amount_yi": 2.6458,
        "prev_amount_yi": 2.1839,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 428.98,
            "high": 430.98,
            "low": 428.98,
            "close": 430.98,
            "amount_yi": 0.6525
          },
          {
            "time": "09:34",
            "open": 435.0,
            "high": 435.0,
            "low": 435.0,
            "close": 435.0,
            "amount_yi": 0.2859
          },
          {
            "time": "09:35",
            "open": 434.3,
            "high": 434.3,
            "low": 434.0,
            "close": 434.0,
            "amount_yi": 0.6851
          },
          {
            "time": "09:36",
            "open": 434.01,
            "high": 436.11,
            "low": 434.01,
            "close": 436.11,
            "amount_yi": 0.7511
          },
          {
            "time": "09:37",
            "open": 437.0,
            "high": 437.0,
            "low": 437.0,
            "close": 437.0,
            "amount_yi": 0.2712
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 437.0,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 437.0,
        "low": 420.0,
        "bid1": 436.79,
        "ask1": 437.0,
        "bid_qty1": 28,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 17.6486,
      "price_vs_vwap_pct": -0.5587,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2265,
        "prev_amount_yi": 0.2019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 17.53,
            "high": 17.58,
            "low": 17.53,
            "close": 17.58,
            "amount_yi": 0.0635
          },
          {
            "time": "09:34",
            "open": 17.54,
            "high": 17.54,
            "low": 17.54,
            "close": 17.54,
            "amount_yi": 0.029
          },
          {
            "time": "09:35",
            "open": 17.56,
            "high": 17.56,
            "low": 17.56,
            "close": 17.56,
            "amount_yi": 0.0372
          },
          {
            "time": "09:36",
            "open": 17.59,
            "high": 17.59,
            "low": 17.53,
            "close": 17.53,
            "amount_yi": 0.0736
          },
          {
            "time": "09:37",
            "open": 17.55,
            "high": 17.55,
            "low": 17.55,
            "close": 17.55,
            "amount_yi": 0.0232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 17.55,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.54,
        "ask1": 17.55,
        "bid_qty1": 55,
        "ask_qty1": 280
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 5.8171,
      "price_vs_vwap_pct": -0.4659,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1775,
        "prev_amount_yi": 0.1558,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0832
          },
          {
            "time": "09:34",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0267
          },
          {
            "time": "09:35",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.044
          },
          {
            "time": "09:36",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0189
          },
          {
            "time": "09:37",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 5.79,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 2682,
        "ask_qty1": 1235
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 8.7171,
      "price_vs_vwap_pct": -0.8845,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3444,
        "prev_amount_yi": 0.2303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.72,
            "high": 8.72,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0787
          },
          {
            "time": "09:34",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0709
          },
          {
            "time": "09:35",
            "open": 8.68,
            "high": 8.68,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0753
          },
          {
            "time": "09:36",
            "open": 8.67,
            "high": 8.67,
            "low": 8.65,
            "close": 8.65,
            "amount_yi": 0.0741
          },
          {
            "time": "09:37",
            "open": 8.64,
            "high": 8.64,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0454
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 8.64,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.63,
        "bid1": 8.63,
        "ask1": 8.64,
        "bid_qty1": 835,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 7.7409,
      "price_vs_vwap_pct": -1.1743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1149,
        "prev_amount_yi": 0.1116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0275
          },
          {
            "time": "09:34",
            "open": 7.67,
            "high": 7.67,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0213
          },
          {
            "time": "09:35",
            "open": 7.7,
            "high": 7.7,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0289
          },
          {
            "time": "09:36",
            "open": 7.68,
            "high": 7.68,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0222
          },
          {
            "time": "09:37",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 7.65,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.65,
        "ask1": 7.66,
        "bid_qty1": 244,
        "ask_qty1": 328
      },
      "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": "2026-06-29T09:37:04",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.049,
        "prev_amount_yi": 1.1604,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.904,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 140.93,
            "high": 140.93,
            "low": 140.04,
            "close": 140.04,
            "amount_yi": 0.3253
          },
          {
            "time": "09:34",
            "open": 141.99,
            "high": 141.99,
            "low": 141.99,
            "close": 141.99,
            "amount_yi": 0.2123
          },
          {
            "time": "09:35",
            "open": 143.9,
            "high": 143.9,
            "low": 143.3,
            "close": 143.3,
            "amount_yi": 0.2477
          },
          {
            "time": "09:36",
            "open": 143.77,
            "high": 143.77,
            "low": 143.03,
            "close": 143.03,
            "amount_yi": 0.1644
          },
          {
            "time": "09:37",
            "open": 143.79,
            "high": 143.79,
            "low": 143.79,
            "close": 143.79,
            "amount_yi": 0.0993
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 143.79,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 146.43,
        "low": 139.65,
        "bid1": 143.79,
        "ask1": 143.88,
        "bid_qty1": 1,
        "ask_qty1": 25
      },
      "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": "2026-06-29T09:37:04",
      "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": 55.6737,
      "price_vs_vwap_pct": 0.4604,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.6043,
        "prev_amount_yi": 5.3058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 55.15,
            "high": 55.15,
            "low": 55.15,
            "close": 55.15,
            "amount_yi": 1.1174
          },
          {
            "time": "09:34",
            "open": 54.71,
            "high": 54.71,
            "low": 54.71,
            "close": 54.71,
            "amount_yi": 0.8903
          },
          {
            "time": "09:35",
            "open": 54.82,
            "high": 55.2,
            "low": 54.82,
            "close": 55.2,
            "amount_yi": 1.2232
          },
          {
            "time": "09:36",
            "open": 55.49,
            "high": 55.9,
            "low": 55.49,
            "close": 55.9,
            "amount_yi": 0.7624
          },
          {
            "time": "09:37",
            "open": 55.93,
            "high": 55.93,
            "low": 55.93,
            "close": 55.93,
            "amount_yi": 0.611
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 55.93,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 54.66,
        "bid1": 55.93,
        "ask1": 55.97,
        "bid_qty1": 1,
        "ask_qty1": 110
      },
      "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": "2026-06-29T09:37:04",
      "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": 9.6594,
      "price_vs_vwap_pct": -0.0973,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.37,
        "prev_amount_yi": 0.8585,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0747
          },
          {
            "time": "09:34",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0732
          },
          {
            "time": "09:35",
            "open": 9.65,
            "high": 9.65,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0747
          },
          {
            "time": "09:36",
            "open": 9.66,
            "high": 9.66,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.1058
          },
          {
            "time": "09:37",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 9.65,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.75,
        "low": 9.62,
        "bid1": 9.64,
        "ask1": 9.65,
        "bid_qty1": 1032,
        "ask_qty1": 931
      },
      "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": "2026-06-29T09:37:04",
      "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": 40.8801,
      "price_vs_vwap_pct": -1.1255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.07,
        "prev_amount_yi": 0.0834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 40.78,
            "high": 40.78,
            "low": 40.57,
            "close": 40.57,
            "amount_yi": 0.0354
          },
          {
            "time": "09:34",
            "open": 40.55,
            "high": 40.55,
            "low": 40.55,
            "close": 40.55,
            "amount_yi": 0.0065
          },
          {
            "time": "09:35",
            "open": 40.51,
            "high": 40.64,
            "low": 40.51,
            "close": 40.64,
            "amount_yi": 0.0077
          },
          {
            "time": "09:36",
            "open": 40.65,
            "high": 40.65,
            "low": 40.52,
            "close": 40.52,
            "amount_yi": 0.0114
          },
          {
            "time": "09:37",
            "open": 40.42,
            "high": 40.42,
            "low": 40.42,
            "close": 40.42,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 40.42,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 40.42,
        "ask1": 40.43,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "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": "2026-06-29T09:37:04",
      "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": 4.7094,
      "price_vs_vwap_pct": -0.6243,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2863,
        "prev_amount_yi": 0.2502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1443,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.71,
            "high": 4.71,
            "low": 4.7,
            "close": 4.7,
            "amount_yi": 0.0567
          },
          {
            "time": "09:34",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0367
          },
          {
            "time": "09:35",
            "open": 4.68,
            "high": 4.69,
            "low": 4.68,
            "close": 4.69,
            "amount_yi": 0.0901
          },
          {
            "time": "09:36",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0535
          },
          {
            "time": "09:37",
            "open": 4.68,
            "high": 4.68,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0493
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 4.68,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.67,
        "bid1": 4.68,
        "ask1": 4.69,
        "bid_qty1": 5550,
        "ask_qty1": 4108
      },
      "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": "2026-06-29T09:37:04",
      "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": 10.8828,
      "price_vs_vwap_pct": 0.158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9225,
        "prev_amount_yi": 0.8104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1383,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.81,
            "high": 10.81,
            "low": 10.8,
            "close": 10.8,
            "amount_yi": 0.2332
          },
          {
            "time": "09:34",
            "open": 10.8,
            "high": 10.8,
            "low": 10.8,
            "close": 10.8,
            "amount_yi": 0.1652
          },
          {
            "time": "09:35",
            "open": 10.82,
            "high": 10.85,
            "low": 10.82,
            "close": 10.85,
            "amount_yi": 0.1898
          },
          {
            "time": "09:36",
            "open": 10.87,
            "high": 10.89,
            "low": 10.87,
            "close": 10.89,
            "amount_yi": 0.2758
          },
          {
            "time": "09:37",
            "open": 10.9,
            "high": 10.9,
            "low": 10.9,
            "close": 10.9,
            "amount_yi": 0.0585
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 10.9,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 10.9,
        "ask1": 10.91,
        "bid_qty1": 764,
        "ask_qty1": 61
      },
      "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": "2026-06-29T09:37:04",
      "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": 41.8568,
      "price_vs_vwap_pct": -0.2313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0456,
        "prev_amount_yi": 0.0757,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 41.86,
            "high": 41.86,
            "low": 41.76,
            "close": 41.76,
            "amount_yi": 0.0103
          },
          {
            "time": "09:34",
            "open": 41.72,
            "high": 41.72,
            "low": 41.72,
            "close": 41.72,
            "amount_yi": 0.0124
          },
          {
            "time": "09:35",
            "open": 41.79,
            "high": 41.86,
            "low": 41.79,
            "close": 41.86,
            "amount_yi": 0.009
          },
          {
            "time": "09:36",
            "open": 41.85,
            "high": 41.85,
            "low": 41.83,
            "close": 41.83,
            "amount_yi": 0.0093
          },
          {
            "time": "09:37",
            "open": 41.76,
            "high": 41.76,
            "low": 41.76,
            "close": 41.76,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 41.76,
        "ts": "2026-06-29T09:37:00",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.61,
        "bid1": 41.71,
        "ask1": 41.76,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:37:04",
      "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": 6.1927,
      "price_vs_vwap_pct": -0.528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2071,
        "prev_amount_yi": 0.1723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.17,
            "high": 6.18,
            "low": 6.17,
            "close": 6.18,
            "amount_yi": 0.0465
          },
          {
            "time": "09:34",
            "open": 6.16,
            "high": 6.16,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.0306
          },
          {
            "time": "09:35",
            "open": 6.17,
            "high": 6.17,
            "low": 6.15,
            "close": 6.15,
            "amount_yi": 0.062
          },
          {
            "time": "09:36",
            "open": 6.17,
            "high": 6.17,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.0437
          },
          {
            "time": "09:37",
            "open": 6.16,
            "high": 6.16,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 6.16,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.14,
        "bid1": 6.16,
        "ask1": 6.17,
        "bid_qty1": 7,
        "ask_qty1": 1242
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 6.14,
      "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": 5.7924,
      "price_vs_vwap_pct": -0.732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1159,
        "prev_amount_yi": 0.0928,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.79,
            "high": 5.8,
            "low": 5.79,
            "close": 5.8,
            "amount_yi": 0.0258
          },
          {
            "time": "09:34",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0159
          },
          {
            "time": "09:35",
            "open": 5.75,
            "high": 5.76,
            "low": 5.75,
            "close": 5.76,
            "amount_yi": 0.0317
          },
          {
            "time": "09:36",
            "open": 5.74,
            "high": 5.74,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.033
          },
          {
            "time": "09:37",
            "open": 5.75,
            "high": 5.75,
            "low": 5.75,
            "close": 5.75,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 5.75,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.9,
        "low": 5.72,
        "bid1": 5.75,
        "ask1": 5.76,
        "bid_qty1": 59,
        "ask_qty1": 588
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 5.6809,
      "price_vs_vwap_pct": -0.5439,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8383,
        "prev_amount_yi": 1.4376,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.66,
            "high": 5.66,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.3171
          },
          {
            "time": "09:34",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.105
          },
          {
            "time": "09:35",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.1986
          },
          {
            "time": "09:36",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.1634
          },
          {
            "time": "09:37",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": "2026-06-29T09:37:01",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.64,
        "bid1": 5.64,
        "ask1": 5.65,
        "bid_qty1": 19398,
        "ask_qty1": 3852
      },
      "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": "2026-06-29T09:37:04",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3288,
        "prev_amount_yi": 1.7417,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 118.78,
            "high": 118.86,
            "low": 118.78,
            "close": 118.86,
            "amount_yi": 0.3006
          },
          {
            "time": "09:34",
            "open": 118.49,
            "high": 118.49,
            "low": 118.49,
            "close": 118.49,
            "amount_yi": 0.2517
          },
          {
            "time": "09:35",
            "open": 118.49,
            "high": 119.65,
            "low": 118.49,
            "close": 119.65,
            "amount_yi": 0.3752
          },
          {
            "time": "09:36",
            "open": 119.7,
            "high": 119.7,
            "low": 118.6,
            "close": 118.6,
            "amount_yi": 0.3249
          },
          {
            "time": "09:37",
            "open": 119.59,
            "high": 119.59,
            "low": 119.59,
            "close": 119.59,
            "amount_yi": 0.0764
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 119.59,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 122.76,
        "low": 118.0,
        "bid1": 119.28,
        "ask1": 119.37,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:37:04",
      "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": 0.0282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3574,
        "prev_amount_yi": 3.0755,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.4167
          },
          {
            "time": "09:34",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.2068
          },
          {
            "time": "09:35",
            "open": 7.11,
            "high": 7.11,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.362
          },
          {
            "time": "09:36",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.2717
          },
          {
            "time": "09:37",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.1002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 7.1,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.13,
        "low": 7.08,
        "bid1": 7.09,
        "ask1": 7.1,
        "bid_qty1": 7019,
        "ask_qty1": 6383
      },
      "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": "2026-06-29T09:37:04",
      "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": 35.5932,
      "price_vs_vwap_pct": -0.4866,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0735,
        "prev_amount_yi": 2.4334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 35.56,
            "high": 35.56,
            "low": 35.51,
            "close": 35.51,
            "amount_yi": 0.6157
          },
          {
            "time": "09:34",
            "open": 35.46,
            "high": 35.46,
            "low": 35.46,
            "close": 35.46,
            "amount_yi": 0.3684
          },
          {
            "time": "09:35",
            "open": 35.43,
            "high": 35.43,
            "low": 35.41,
            "close": 35.41,
            "amount_yi": 0.458
          },
          {
            "time": "09:36",
            "open": 35.42,
            "high": 35.44,
            "low": 35.42,
            "close": 35.44,
            "amount_yi": 0.4326
          },
          {
            "time": "09:37",
            "open": 35.42,
            "high": 35.42,
            "low": 35.42,
            "close": 35.42,
            "amount_yi": 0.1988
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 35.42,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 35.92,
        "low": 35.4,
        "bid1": 35.41,
        "ask1": 35.42,
        "bid_qty1": 737,
        "ask_qty1": 90
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3645,
        "prev_amount_yi": 0.4622,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7886,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 107.2,
            "high": 107.2,
            "low": 106.96,
            "close": 106.96,
            "amount_yi": 0.075
          },
          {
            "time": "09:34",
            "open": 106.0,
            "high": 106.0,
            "low": 106.0,
            "close": 106.0,
            "amount_yi": 0.0428
          },
          {
            "time": "09:35",
            "open": 105.0,
            "high": 105.22,
            "low": 105.0,
            "close": 105.22,
            "amount_yi": 0.1038
          },
          {
            "time": "09:36",
            "open": 105.2,
            "high": 106.0,
            "low": 105.2,
            "close": 106.0,
            "amount_yi": 0.1055
          },
          {
            "time": "09:37",
            "open": 105.79,
            "high": 105.79,
            "low": 105.79,
            "close": 105.79,
            "amount_yi": 0.0374
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 105.79,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 107.54,
        "low": 105.0,
        "bid1": 105.82,
        "ask1": 105.89,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 9.0397,
      "price_vs_vwap_pct": -0.9923,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4456,
        "prev_amount_yi": 0.4195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.16,
            "high": 9.16,
            "low": 9.09,
            "close": 9.09,
            "amount_yi": 0.1312
          },
          {
            "time": "09:34",
            "open": 9.16,
            "high": 9.16,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.0441
          },
          {
            "time": "09:35",
            "open": 9.13,
            "high": 9.13,
            "low": 9.1,
            "close": 9.1,
            "amount_yi": 0.1046
          },
          {
            "time": "09:36",
            "open": 9.0,
            "high": 9.0,
            "low": 8.96,
            "close": 8.96,
            "amount_yi": 0.1095
          },
          {
            "time": "09:37",
            "open": 8.95,
            "high": 8.95,
            "low": 8.95,
            "close": 8.95,
            "amount_yi": 0.0562
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 8.95,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.88,
        "bid1": 8.92,
        "ask1": 8.95,
        "bid_qty1": 80,
        "ask_qty1": 644
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 783.4833,
      "price_vs_vwap_pct": 2.2332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 27.8106,
        "prev_amount_yi": 20.1518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3801,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 782.0,
            "high": 786.36,
            "low": 782.0,
            "close": 786.36,
            "amount_yi": 7.1315
          },
          {
            "time": "09:34",
            "open": 788.7,
            "high": 788.7,
            "low": 788.7,
            "close": 788.7,
            "amount_yi": 3.7968
          },
          {
            "time": "09:35",
            "open": 791.63,
            "high": 796.36,
            "low": 791.63,
            "close": 796.36,
            "amount_yi": 4.9785
          },
          {
            "time": "09:36",
            "open": 799.0,
            "high": 799.95,
            "low": 799.0,
            "close": 799.95,
            "amount_yi": 8.6837
          },
          {
            "time": "09:37",
            "open": 800.98,
            "high": 800.98,
            "low": 800.98,
            "close": 800.98,
            "amount_yi": 3.2201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 800.98,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 801.9,
        "low": 761.3,
        "bid1": 800.98,
        "ask1": 801.9,
        "bid_qty1": 269,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:37:04",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.1124,
      "intraday_vwap": 19.9665,
      "price_vs_vwap_pct": -0.2329,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2957,
        "prev_amount_yi": 0.5131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5763,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 19.95,
            "high": 19.96,
            "low": 19.95,
            "close": 19.96,
            "amount_yi": 0.1376
          },
          {
            "time": "09:34",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0374
          },
          {
            "time": "09:35",
            "open": 19.89,
            "high": 19.9,
            "low": 19.89,
            "close": 19.9,
            "amount_yi": 0.0608
          },
          {
            "time": "09:36",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0433
          },
          {
            "time": "09:37",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0166
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 437.6,
      "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": 19.92,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.86,
        "bid1": 19.91,
        "ask1": 19.92,
        "bid_qty1": 161,
        "ask_qty1": 640
      },
      "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": "2026-06-29T09:37:04",
      "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": 50.3538,
      "price_vs_vwap_pct": -0.9012,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1535,
        "prev_amount_yi": 0.1093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 50.2,
            "high": 50.2,
            "low": 50.2,
            "close": 50.2,
            "amount_yi": 0.0373
          },
          {
            "time": "09:34",
            "open": 49.93,
            "high": 49.93,
            "low": 49.93,
            "close": 49.93,
            "amount_yi": 0.0265
          },
          {
            "time": "09:35",
            "open": 49.1,
            "high": 49.9,
            "low": 49.1,
            "close": 49.9,
            "amount_yi": 0.0468
          },
          {
            "time": "09:36",
            "open": 49.63,
            "high": 49.68,
            "low": 49.63,
            "close": 49.68,
            "amount_yi": 0.036
          },
          {
            "time": "09:37",
            "open": 49.9,
            "high": 49.9,
            "low": 49.9,
            "close": 49.9,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 49.9,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 49.0,
        "bid1": 49.88,
        "ask1": 49.94,
        "bid_qty1": 9,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:37:04",
      "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": 22.3147,
      "price_vs_vwap_pct": -0.4692,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.031,
        "prev_amount_yi": 0.0345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.24,
            "high": 22.24,
            "low": 22.23,
            "close": 22.23,
            "amount_yi": 0.0096
          },
          {
            "time": "09:34",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0043
          },
          {
            "time": "09:35",
            "open": 22.18,
            "high": 22.18,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.0053
          },
          {
            "time": "09:36",
            "open": 22.18,
            "high": 22.23,
            "low": 22.18,
            "close": 22.23,
            "amount_yi": 0.0092
          },
          {
            "time": "09:37",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.21,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 22.16,
        "bid1": 22.2,
        "ask1": 22.21,
        "bid_qty1": 20,
        "ask_qty1": 45
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 32.4417,
      "price_vs_vwap_pct": -0.5601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0245,
        "prev_amount_yi": 0.0257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9533,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 32.48,
            "high": 32.48,
            "low": 32.2,
            "close": 32.2,
            "amount_yi": 0.0081
          },
          {
            "time": "09:34",
            "open": 32.18,
            "high": 32.18,
            "low": 32.18,
            "close": 32.18,
            "amount_yi": 0.0015
          },
          {
            "time": "09:35",
            "open": 32.07,
            "high": 32.16,
            "low": 32.07,
            "close": 32.16,
            "amount_yi": 0.005
          },
          {
            "time": "09:36",
            "open": 32.2,
            "high": 32.31,
            "low": 32.2,
            "close": 32.31,
            "amount_yi": 0.0073
          },
          {
            "time": "09:37",
            "open": 32.26,
            "high": 32.26,
            "low": 32.26,
            "close": 32.26,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 32.26,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 32.75,
        "low": 32.07,
        "bid1": 32.21,
        "ask1": 32.25,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "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": "2026-06-29T09:37:04",
      "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": 6.09,
      "price_vs_vwap_pct": -0.821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6952,
        "prev_amount_yi": 1.7267,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.08,
            "high": 6.08,
            "low": 6.08,
            "close": 6.08,
            "amount_yi": 0.2508
          },
          {
            "time": "09:34",
            "open": 6.08,
            "high": 6.08,
            "low": 6.08,
            "close": 6.08,
            "amount_yi": 0.3245
          },
          {
            "time": "09:35",
            "open": 6.07,
            "high": 6.07,
            "low": 6.06,
            "close": 6.06,
            "amount_yi": 0.4227
          },
          {
            "time": "09:36",
            "open": 6.05,
            "high": 6.05,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.5053
          },
          {
            "time": "09:37",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.1919
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 6.04,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.02,
        "bid1": 6.03,
        "ask1": 6.04,
        "bid_qty1": 1547,
        "ask_qty1": 1605
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 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": 20.3371,
      "price_vs_vwap_pct": -0.5266,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0284,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 20.32,
            "high": 20.32,
            "low": 20.32,
            "close": 20.32,
            "amount_yi": 0.0032
          },
          {
            "time": "09:34",
            "open": 20.32,
            "high": 20.32,
            "low": 20.32,
            "close": 20.32,
            "amount_yi": 0.0027
          },
          {
            "time": "09:35",
            "open": 20.31,
            "high": 20.32,
            "low": 20.31,
            "close": 20.32,
            "amount_yi": 0.0072
          },
          {
            "time": "09:36",
            "open": 20.3,
            "high": 20.3,
            "low": 20.28,
            "close": 20.28,
            "amount_yi": 0.0086
          },
          {
            "time": "09:37",
            "open": 20.23,
            "high": 20.23,
            "low": 20.23,
            "close": 20.23,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 20.23,
        "ts": "2026-06-29T09:37:01",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 20.23,
        "bid1": 20.22,
        "ask1": 20.23,
        "bid_qty1": 417,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 16.5563,
      "price_vs_vwap_pct": -0.4609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3562,
        "prev_amount_yi": 1.1344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.3214
          },
          {
            "time": "09:34",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.1903
          },
          {
            "time": "09:35",
            "open": 16.51,
            "high": 16.51,
            "low": 16.49,
            "close": 16.49,
            "amount_yi": 0.4214
          },
          {
            "time": "09:36",
            "open": 16.47,
            "high": 16.47,
            "low": 16.46,
            "close": 16.46,
            "amount_yi": 0.3162
          },
          {
            "time": "09:37",
            "open": 16.48,
            "high": 16.48,
            "low": 16.48,
            "close": 16.48,
            "amount_yi": 0.1069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 16.48,
        "ts": "2026-06-29T09:37:03",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.45,
        "bid1": 16.48,
        "ask1": 16.49,
        "bid_qty1": 98,
        "ask_qty1": 1111
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:37:04",
      "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": 4.9,
      "price_vs_vwap_pct": -0.2041,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3826,
        "prev_amount_yi": 0.5442,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0866
          },
          {
            "time": "09:34",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0469
          },
          {
            "time": "09:35",
            "open": 4.89,
            "high": 4.89,
            "low": 4.87,
            "close": 4.87,
            "amount_yi": 0.138
          },
          {
            "time": "09:36",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.092
          },
          {
            "time": "09:37",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 4.89,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 1004,
        "ask_qty1": 8960
      },
      "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": "2026-06-29T09:37:04",
      "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": 22.3574,
      "price_vs_vwap_pct": -0.6593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0724,
        "prev_amount_yi": 0.1016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7126,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.5,
            "high": 22.52,
            "low": 22.5,
            "close": 22.52,
            "amount_yi": 0.0158
          },
          {
            "time": "09:34",
            "open": 22.35,
            "high": 22.35,
            "low": 22.35,
            "close": 22.35,
            "amount_yi": 0.0107
          },
          {
            "time": "09:35",
            "open": 22.28,
            "high": 22.31,
            "low": 22.28,
            "close": 22.31,
            "amount_yi": 0.0161
          },
          {
            "time": "09:36",
            "open": 22.29,
            "high": 22.31,
            "low": 22.29,
            "close": 22.31,
            "amount_yi": 0.0252
          },
          {
            "time": "09:37",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 875.2,
      "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": 22.21,
        "ts": "2026-06-29T09:37:02",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.65,
        "low": 22.15,
        "bid1": 22.21,
        "ask1": 22.22,
        "bid_qty1": 2,
        "ask_qty1": 50
      },
      "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": 551220.0,
    "total_value": 1095713.0,
    "unrealized_pnl": 104408.0,
    "unrealized_pnl_pct_of_initial": 10.4408,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 95713.0,
    "total_pnl_pct": 9.571299999999994
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 105.2,
      "market_value": 252480.0,
      "unrealized_pnl": 59760.000000000015,
      "unrealized_pnl_pct": 31.008717310087185,
      "updated_at": "2026-06-29T09:37:04",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.042530297623557
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 124.18,
      "market_value": 223524.0,
      "unrealized_pnl": 28152.0,
      "unrealized_pnl_pct": 14.409434309931823,
      "updated_at": "2026-06-29T09:37:04",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.399867483547244
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.01,
      "market_value": 75216.0,
      "unrealized_pnl": 16495.999999999993,
      "unrealized_pnl_pct": 28.092643051771105,
      "updated_at": "2026-06-29T09:37:04",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.8645712882844325
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "effective_shadow_total_position_pct": 0.45,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 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": false,
    "preopen_strong_themes": 0
  }
}