{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": true,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.8462,
      "active_positive": 11,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.811,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.300088",
        "SHSE.605366",
        "SZSE.002119"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 19.918074756784442,
          "last": 93.68,
          "vwap": 87.02814596860748,
          "above_vwap": true,
          "amount": 4062465151.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.457831325301207,
          "last": 39.9,
          "vwap": 37.54049562359057,
          "above_vwap": true,
          "amount": 2967862125.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.142394822006498,
          "last": 35.27,
          "vwap": 33.83847429677467,
          "above_vwap": true,
          "amount": 1317932708.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 12.798708288482242,
          "last": 104.79,
          "vwap": 98.93025041715204,
          "above_vwap": true,
          "amount": 1571160772.0
        },
        {
          "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": 41.19201236258652,
          "above_vwap": true,
          "amount": 556442299.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003969829297343,
          "last": 55.42,
          "vwap": 53.79925754622852,
          "above_vwap": true,
          "amount": 3461627148.0
        },
        {
          "symbol": "SHSE.600552",
          "name": "凯盛科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 10.000000000000009,
          "last": 32.56,
          "vwap": 31.5393370740926,
          "above_vwap": true,
          "amount": 2541745713.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 203.58735960259952,
          "above_vwap": true,
          "amount": 2725423983.0
        },
        {
          "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": 57.490094619064244,
          "above_vwap": true,
          "amount": 3225723217.0
        },
        {
          "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": 92.45543881176982,
          "above_vwap": true,
          "amount": 723315880.0
        },
        {
          "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": 9.751441337134963,
          "above_vwap": true,
          "amount": 540716447.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.579545454545467,
          "last": 289.29,
          "vwap": 280.6689248972225,
          "above_vwap": true,
          "amount": 1399555594.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "CLUSTERED_MAINLINE",
        "label": "抱团分化：指数降权，核心主线优先",
        "entry_policy": "core_mainline_only",
        "official_buy_allowed": true,
        "reason": "clustered_mainline_confirmed_core_only",
        "pool_up_ratio": 0.5489,
        "active_up_ratio": 0.8462,
        "active_positive": 11,
        "active_positive_min": 1,
        "active_above_vwap": 10,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.811,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.300088",
          "SHSE.605366",
          "SZSE.002119"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 45.0,
        "sample_rows": [
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 19.918074756784442,
            "last": 93.68,
            "vwap": 87.02814596860748,
            "above_vwap": true,
            "amount": 4062465151.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 14.457831325301207,
            "last": 39.9,
            "vwap": 37.54049562359057,
            "above_vwap": true,
            "amount": 2967862125.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 14.142394822006498,
            "last": 35.27,
            "vwap": 33.83847429677467,
            "above_vwap": true,
            "amount": 1317932708.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 12.798708288482242,
            "last": 104.79,
            "vwap": 98.93025041715204,
            "above_vwap": true,
            "amount": 1571160772.0
          },
          {
            "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": 41.19201236258652,
            "above_vwap": true,
            "amount": 556442299.0
          },
          {
            "symbol": "SHSE.600460",
            "name": "士兰微",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.003969829297343,
            "last": 55.42,
            "vwap": 53.79925754622852,
            "above_vwap": true,
            "amount": 3461627148.0
          },
          {
            "symbol": "SHSE.600552",
            "name": "凯盛科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 9,
            "ret_pct": 10.000000000000009,
            "last": 32.56,
            "vwap": 31.5393370740926,
            "above_vwap": true,
            "amount": 2541745713.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.000000000000009,
            "last": 207.46,
            "vwap": 203.58735960259952,
            "above_vwap": true,
            "amount": 2725423983.0
          },
          {
            "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": 57.490094619064244,
            "above_vwap": true,
            "amount": 3225723217.0
          },
          {
            "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": 92.45543881176982,
            "above_vwap": true,
            "amount": 723315880.0
          },
          {
            "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": 9.751441337134963,
            "above_vwap": true,
            "amount": 540716447.0
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.579545454545467,
            "last": 289.29,
            "vwap": 280.6689248972225,
            "above_vwap": true,
            "amount": 1399555594.0
          }
        ]
      },
      "style_code": "CLUSTERED_MAINLINE",
      "style_label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.8462,
      "active_positive": 11,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.811,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.300088",
        "SHSE.605366",
        "SZSE.002119"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 19.918074756784442,
          "last": 93.68,
          "vwap": 87.02814596860748,
          "above_vwap": true,
          "amount": 4062465151.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.457831325301207,
          "last": 39.9,
          "vwap": 37.54049562359057,
          "above_vwap": true,
          "amount": 2967862125.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.142394822006498,
          "last": 35.27,
          "vwap": 33.83847429677467,
          "above_vwap": true,
          "amount": 1317932708.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 12.798708288482242,
          "last": 104.79,
          "vwap": 98.93025041715204,
          "above_vwap": true,
          "amount": 1571160772.0
        },
        {
          "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": 41.19201236258652,
          "above_vwap": true,
          "amount": 556442299.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003969829297343,
          "last": 55.42,
          "vwap": 53.79925754622852,
          "above_vwap": true,
          "amount": 3461627148.0
        },
        {
          "symbol": "SHSE.600552",
          "name": "凯盛科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 10.000000000000009,
          "last": 32.56,
          "vwap": 31.5393370740926,
          "above_vwap": true,
          "amount": 2541745713.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 203.58735960259952,
          "above_vwap": true,
          "amount": 2725423983.0
        },
        {
          "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": 57.490094619064244,
          "above_vwap": true,
          "amount": 3225723217.0
        },
        {
          "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": 92.45543881176982,
          "above_vwap": true,
          "amount": 723315880.0
        },
        {
          "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": 9.751441337134963,
          "above_vwap": true,
          "amount": 540716447.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.579545454545467,
          "last": 289.29,
          "vwap": 280.6689248972225,
          "above_vwap": true,
          "amount": 1399555594.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.8462,
      "active_positive": 11,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.811,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.300088",
        "SHSE.605366",
        "SZSE.002119"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 19.918074756784442,
          "last": 93.68,
          "vwap": 87.02814596860748,
          "above_vwap": true,
          "amount": 4062465151.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.457831325301207,
          "last": 39.9,
          "vwap": 37.54049562359057,
          "above_vwap": true,
          "amount": 2967862125.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.142394822006498,
          "last": 35.27,
          "vwap": 33.83847429677467,
          "above_vwap": true,
          "amount": 1317932708.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 12.798708288482242,
          "last": 104.79,
          "vwap": 98.93025041715204,
          "above_vwap": true,
          "amount": 1571160772.0
        },
        {
          "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": 41.19201236258652,
          "above_vwap": true,
          "amount": 556442299.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003969829297343,
          "last": 55.42,
          "vwap": 53.79925754622852,
          "above_vwap": true,
          "amount": 3461627148.0
        },
        {
          "symbol": "SHSE.600552",
          "name": "凯盛科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 10.000000000000009,
          "last": 32.56,
          "vwap": 31.5393370740926,
          "above_vwap": true,
          "amount": 2541745713.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 203.58735960259952,
          "above_vwap": true,
          "amount": 2725423983.0
        },
        {
          "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": 57.490094619064244,
          "above_vwap": true,
          "amount": 3225723217.0
        },
        {
          "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": 92.45543881176982,
          "above_vwap": true,
          "amount": 723315880.0
        },
        {
          "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": 9.751441337134963,
          "above_vwap": true,
          "amount": 540716447.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.579545454545467,
          "last": 289.29,
          "vwap": 280.6689248972225,
          "above_vwap": true,
          "amount": 1399555594.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T09:46:27",
  "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": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7818,
        "prev_amount_yi": 1.1888,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 35.54,
            "high": 35.54,
            "low": 35.33,
            "close": 35.33,
            "amount_yi": 0.3764
          },
          {
            "time": "09:45",
            "open": 35.23,
            "high": 35.28,
            "low": 35.23,
            "close": 35.28,
            "amount_yi": 0.2442
          },
          {
            "time": "09:46",
            "open": 35.27,
            "high": 35.27,
            "low": 35.27,
            "close": 35.27,
            "amount_yi": 0.1612
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.27,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.58,
        "low": 31.53,
        "bid1": 35.25,
        "ask1": 35.26,
        "bid_qty1": 101,
        "ask_qty1": 31
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 100.25,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.87,
      "entry_zone_high": 98.79,
      "entry_risk_pct": null,
      "intraday_vwap": 98.9303,
      "price_vs_vwap_pct": 5.9231,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.8932,
        "prev_amount_yi": 1.739,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0887,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 103.47,
            "high": 103.99,
            "low": 103.47,
            "close": 103.99,
            "amount_yi": 0.769
          },
          {
            "time": "09:45",
            "open": 104.68,
            "high": 104.68,
            "low": 104.58,
            "close": 104.58,
            "amount_yi": 0.7005
          },
          {
            "time": "09:46",
            "open": 104.79,
            "high": 104.79,
            "low": 104.79,
            "close": 104.79,
            "amount_yi": 0.4237
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.79,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.0,
        "low": 94.7,
        "bid1": 104.78,
        "ask1": 104.79,
        "bid_qty1": 241,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 29.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.99,
      "entry_zone_high": 28.85,
      "entry_risk_pct": null,
      "intraday_vwap": 28.2933,
      "price_vs_vwap_pct": -1.8496,
      "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": 0.0896,
        "prev_amount_yi": 0.1114,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 27.98,
            "high": 27.99,
            "low": 27.98,
            "close": 27.99,
            "amount_yi": 0.0361
          },
          {
            "time": "09:45",
            "open": 27.88,
            "high": 27.88,
            "low": 27.8,
            "close": 27.8,
            "amount_yi": 0.0333
          },
          {
            "time": "09:46",
            "open": 27.77,
            "high": 27.77,
            "low": 27.77,
            "close": 27.77,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.77,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.66,
        "bid1": 27.76,
        "ask1": 27.77,
        "bid_qty1": 7,
        "ask_qty1": 72
      },
      "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": "2026-06-29T09:46:27",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.72,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.16,
      "entry_zone_high": 12.54,
      "entry_risk_pct": null,
      "intraday_vwap": 11.6891,
      "price_vs_vwap_pct": 1.1198,
      "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": 1.4875,
        "prev_amount_yi": 2.2747,
        "amount_floor_yi": 0.15,
        "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": "09:44",
            "open": 11.84,
            "high": 11.84,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.64
          },
          {
            "time": "09:45",
            "open": 11.83,
            "high": 11.85,
            "low": 11.83,
            "close": 11.85,
            "amount_yi": 0.6269
          },
          {
            "time": "09:46",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.2206
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.31,
        "bid1": 11.82,
        "ask1": 11.84,
        "bid_qty1": 409,
        "ask_qty1": 932
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH",
      "symbol": "SHSE.688392",
      "name": "骄成超声",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 208.35,
      "exec_low": 208.35,
      "exec_high": 214.6,
      "invalid_price": 202.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3919,
        "prev_amount_yi": 0.2755,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4225,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 205.71,
            "high": 205.71,
            "low": 205.2,
            "close": 205.2,
            "amount_yi": 0.1439
          },
          {
            "time": "09:45",
            "open": 205.17,
            "high": 206.49,
            "low": 205.17,
            "close": 206.49,
            "amount_yi": 0.1668
          },
          {
            "time": "09:46",
            "open": 205.59,
            "high": 205.59,
            "low": 205.59,
            "close": 205.59,
            "amount_yi": 0.0812
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 205.59,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 195.0,
        "bid1": 205.57,
        "ask1": 205.59,
        "bid_qty1": 2,
        "ask_qty1": 42
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": 3.6602,
      "intraday_vwap": 14.2231,
      "price_vs_vwap_pct": 1.8062,
      "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": 0.4367,
        "prev_amount_yi": 0.693,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6302,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 14.53,
            "high": 14.59,
            "low": 14.53,
            "close": 14.59,
            "amount_yi": 0.1977
          },
          {
            "time": "09:45",
            "open": 14.47,
            "high": 14.59,
            "low": 14.47,
            "close": 14.59,
            "amount_yi": 0.157
          },
          {
            "time": "09:46",
            "open": 14.48,
            "high": 14.48,
            "low": 14.48,
            "close": 14.48,
            "amount_yi": 0.082
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1105.31,
      "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": 14.48,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 14.44,
        "ask1": 14.48,
        "bid_qty1": 11,
        "ask_qty1": 1
      },
      "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": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": 4.1377,
      "intraday_vwap": 36.8223,
      "price_vs_vwap_pct": 1.5689,
      "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": 1.1983,
        "prev_amount_yi": 2.0146,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5948,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 37.34,
            "high": 37.34,
            "low": 37.24,
            "close": 37.24,
            "amount_yi": 0.4018
          },
          {
            "time": "09:45",
            "open": 37.49,
            "high": 37.69,
            "low": 37.49,
            "close": 37.69,
            "amount_yi": 0.3588
          },
          {
            "time": "09:46",
            "open": 37.4,
            "high": 37.4,
            "low": 37.4,
            "close": 37.4,
            "amount_yi": 0.4377
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1105.31,
      "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": 37.4,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 35.3,
        "bid1": 37.4,
        "ask1": 37.46,
        "bid_qty1": 227,
        "ask_qty1": 462
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 28.2473,
      "price_vs_vwap_pct": -2.2561,
      "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": 0.7948,
        "prev_amount_yi": 1.1397,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 27.79,
            "high": 27.79,
            "low": 27.71,
            "close": 27.71,
            "amount_yi": 0.2282
          },
          {
            "time": "09:45",
            "open": 27.64,
            "high": 27.64,
            "low": 27.6,
            "close": 27.6,
            "amount_yi": 0.2112
          },
          {
            "time": "09:46",
            "open": 27.61,
            "high": 27.61,
            "low": 27.61,
            "close": 27.61,
            "amount_yi": 0.3554
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.61,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 27.26,
        "bid1": 27.6,
        "ask1": 27.61,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM",
      "symbol": "SZSE.002559",
      "name": "亚威股份",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 12.31,
      "exec_low": 12.31,
      "exec_high": 12.68,
      "invalid_price": 11.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 12.4011,
      "price_vs_vwap_pct": -2.428,
      "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": 0.3759,
        "prev_amount_yi": 0.4694,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8008,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 12.05,
            "high": 12.05,
            "low": 12.04,
            "close": 12.04,
            "amount_yi": 0.1517
          },
          {
            "time": "09:45",
            "open": 12.03,
            "high": 12.05,
            "low": 12.03,
            "close": 12.05,
            "amount_yi": 0.1415
          },
          {
            "time": "09:46",
            "open": 12.1,
            "high": 12.1,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.0827
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.1,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.0,
        "low": 12.0,
        "bid1": 12.08,
        "ask1": 12.1,
        "bid_qty1": 208,
        "ask_qty1": 282
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "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": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 31.5393,
      "price_vs_vwap_pct": 3.2363,
      "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": 1.5652,
        "prev_amount_yi": 4.0035,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 32.54,
            "high": 32.56,
            "low": 32.54,
            "close": 32.56,
            "amount_yi": 0.8192
          },
          {
            "time": "09:45",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.7216
          },
          {
            "time": "09:46",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0244
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.56,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 30.3,
        "bid1": 32.56,
        "ask1": 0.0,
        "bid_qty1": 160473,
        "ask_qty1": 0
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 220.9601,
      "price_vs_vwap_pct": 3.4123,
      "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": 0.9009,
        "prev_amount_yi": 1.3709,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6572,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 226.37,
            "high": 226.55,
            "low": 226.37,
            "close": 226.55,
            "amount_yi": 0.3359
          },
          {
            "time": "09:45",
            "open": 227.26,
            "high": 227.76,
            "low": 227.26,
            "close": 227.76,
            "amount_yi": 0.3658
          },
          {
            "time": "09:46",
            "open": 228.5,
            "high": 228.5,
            "low": 228.5,
            "close": 228.5,
            "amount_yi": 0.1992
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 228.5,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 228.65,
        "ask1": 228.88,
        "bid_qty1": 3,
        "ask_qty1": 8
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 58.28,
      "exec_low": 58.28,
      "exec_high": 60.03,
      "invalid_price": 56.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": null,
      "intraday_vwap": 60.0581,
      "price_vs_vwap_pct": 0.6359,
      "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": 0.9089,
        "prev_amount_yi": 1.4707,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 60.42,
            "high": 60.44,
            "low": 60.42,
            "close": 60.44,
            "amount_yi": 0.4134
          },
          {
            "time": "09:45",
            "open": 60.49,
            "high": 60.49,
            "low": 60.48,
            "close": 60.48,
            "amount_yi": 0.3949
          },
          {
            "time": "09:46",
            "open": 60.44,
            "high": 60.44,
            "low": 60.44,
            "close": 60.44,
            "amount_yi": 0.1006
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.44,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 58.28,
        "bid1": 60.44,
        "ask1": 60.45,
        "bid_qty1": 3,
        "ask_qty1": 22
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 88.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 88.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.54,
      "entry_zone_high": 87.12,
      "entry_risk_pct": null,
      "intraday_vwap": 92.4554,
      "price_vs_vwap_pct": 2.1141,
      "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": 0.0211,
        "prev_amount_yi": 0.103,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:44",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0076
          },
          {
            "time": "09:45",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0117
          },
          {
            "time": "09:46",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2210.61,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:25",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 43733,
        "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": "2026-06-29T09:46:27",
      "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": 41.192,
      "price_vs_vwap_pct": 2.2286,
      "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": 0.119,
        "prev_amount_yi": 0.119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0384
          },
          {
            "time": "09:43",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0425
          },
          {
            "time": "09:44",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.032
          },
          {
            "time": "09:45",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0026
          },
          {
            "time": "09:46",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:24",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 32657,
        "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": "2026-06-29T09:46:27",
      "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": 42.2183,
      "price_vs_vwap_pct": -1.0619,
      "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": 0.8952,
        "prev_amount_yi": 1.2838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 41.97,
            "high": 41.97,
            "low": 41.95,
            "close": 41.95,
            "amount_yi": 0.2761
          },
          {
            "time": "09:43",
            "open": 41.7,
            "high": 41.7,
            "low": 41.6,
            "close": 41.6,
            "amount_yi": 0.1024
          },
          {
            "time": "09:44",
            "open": 41.65,
            "high": 41.81,
            "low": 41.65,
            "close": 41.81,
            "amount_yi": 0.1514
          },
          {
            "time": "09:45",
            "open": 42.0,
            "high": 42.0,
            "low": 41.85,
            "close": 41.85,
            "amount_yi": 0.3187
          },
          {
            "time": "09:46",
            "open": 41.77,
            "high": 41.77,
            "low": 41.77,
            "close": 41.77,
            "amount_yi": 0.0466
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.77,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 41.0,
        "bid1": 41.77,
        "ask1": 41.82,
        "bid_qty1": 2,
        "ask_qty1": 37
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 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": 28.9745,
      "price_vs_vwap_pct": -1.4306,
      "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": 0.4893,
        "prev_amount_yi": 0.9591,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5102,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 29.01,
            "high": 29.01,
            "low": 28.93,
            "close": 28.93,
            "amount_yi": 0.1342
          },
          {
            "time": "09:43",
            "open": 28.78,
            "high": 28.78,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 0.0896
          },
          {
            "time": "09:44",
            "open": 28.4,
            "high": 28.4,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.1005
          },
          {
            "time": "09:45",
            "open": 28.31,
            "high": 28.63,
            "low": 28.31,
            "close": 28.63,
            "amount_yi": 0.1283
          },
          {
            "time": "09:46",
            "open": 28.56,
            "high": 28.56,
            "low": 28.56,
            "close": 28.56,
            "amount_yi": 0.0367
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.56,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.0,
        "low": 27.33,
        "bid1": 28.4,
        "ask1": 28.59,
        "bid_qty1": 123,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 26.4687,
      "price_vs_vwap_pct": 3.7452,
      "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": 0.5724,
        "prev_amount_yi": 0.9872,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5798,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 26.61,
            "high": 26.75,
            "low": 26.61,
            "close": 26.75,
            "amount_yi": 0.0816
          },
          {
            "time": "09:43",
            "open": 26.72,
            "high": 26.79,
            "low": 26.72,
            "close": 26.79,
            "amount_yi": 0.1169
          },
          {
            "time": "09:44",
            "open": 26.84,
            "high": 26.84,
            "low": 26.84,
            "close": 26.84,
            "amount_yi": 0.0937
          },
          {
            "time": "09:45",
            "open": 26.81,
            "high": 27.59,
            "low": 26.81,
            "close": 27.59,
            "amount_yi": 0.1532
          },
          {
            "time": "09:46",
            "open": 27.46,
            "high": 27.46,
            "low": 27.46,
            "close": 27.46,
            "amount_yi": 0.127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.46,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.41,
        "ask1": 27.49,
        "bid_qty1": 9,
        "ask_qty1": 82
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM",
      "symbol": "SZSE.000620",
      "name": "盈新发展",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 3.42,
      "exec_low": 3.42,
      "exec_high": 3.47,
      "invalid_price": 3.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.37,
      "entry_zone_high": 3.47,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3823,
      "price_vs_vwap_pct": -1.5463,
      "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": 0.8729,
        "prev_amount_yi": 1.183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7379,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 3.37,
            "high": 3.38,
            "low": 3.37,
            "close": 3.38,
            "amount_yi": 0.1475
          },
          {
            "time": "09:43",
            "open": 3.36,
            "high": 3.36,
            "low": 3.35,
            "close": 3.35,
            "amount_yi": 0.1485
          },
          {
            "time": "09:44",
            "open": 3.36,
            "high": 3.36,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.2399
          },
          {
            "time": "09:45",
            "open": 3.35,
            "high": 3.35,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.1814
          },
          {
            "time": "09:46",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.1556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.33,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.31,
        "bid1": 3.33,
        "ask1": 3.34,
        "bid_qty1": 1496,
        "ask_qty1": 4017
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002354:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002354:WATCH_CONFIRM",
      "symbol": "SZSE.002354",
      "name": "天娱数科",
      "side": "BUY",
      "priority": "W5",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 8.83,
      "exec_low": 8.83,
      "exec_high": 8.96,
      "invalid_price": 8.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 9.2704,
      "price_vs_vwap_pct": -2.5932,
      "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": 3.1751,
        "prev_amount_yi": 6.6687,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.87,
            "high": 8.93,
            "low": 8.87,
            "close": 8.93,
            "amount_yi": 0.9896
          },
          {
            "time": "09:43",
            "open": 8.91,
            "high": 8.91,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.6172
          },
          {
            "time": "09:44",
            "open": 8.9,
            "high": 8.9,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.7752
          },
          {
            "time": "09:45",
            "open": 8.89,
            "high": 8.91,
            "low": 8.89,
            "close": 8.91,
            "amount_yi": 0.5058
          },
          {
            "time": "09:46",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.2873
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.03,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.02,
        "ask1": 9.03,
        "bid_qty1": 4,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 5.6687,
      "price_vs_vwap_pct": -2.7996,
      "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": 0.4137,
        "prev_amount_yi": 0.5549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.56,
            "high": 5.56,
            "low": 5.55,
            "close": 5.55,
            "amount_yi": 0.0893
          },
          {
            "time": "09:43",
            "open": 5.54,
            "high": 5.54,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.116
          },
          {
            "time": "09:44",
            "open": 5.54,
            "high": 5.54,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.085
          },
          {
            "time": "09:45",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.088
          },
          {
            "time": "09:46",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0354
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.51,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.5,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 780,
        "ask_qty1": 1222
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 0.9938,
        "prev_amount_yi": 0.8896,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 197.99,
            "high": 198.48,
            "low": 197.99,
            "close": 198.48,
            "amount_yi": 0.1285
          },
          {
            "time": "09:43",
            "open": 198.52,
            "high": 198.52,
            "low": 197.54,
            "close": 197.54,
            "amount_yi": 0.1949
          },
          {
            "time": "09:44",
            "open": 197.0,
            "high": 197.0,
            "low": 196.01,
            "close": 196.01,
            "amount_yi": 0.0888
          },
          {
            "time": "09:45",
            "open": 197.38,
            "high": 197.53,
            "low": 197.38,
            "close": 197.53,
            "amount_yi": 0.1687
          },
          {
            "time": "09:46",
            "open": 200.06,
            "high": 200.06,
            "low": 200.06,
            "close": 200.06,
            "amount_yi": 0.4129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 200.06,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 187.2,
        "bid1": 200.06,
        "ask1": 201.0,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 50.0675,
      "price_vs_vwap_pct": 1.1235,
      "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": 5.1095,
        "prev_amount_yi": 8.9539,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 49.81,
            "high": 49.99,
            "low": 49.81,
            "close": 49.99,
            "amount_yi": 0.9852
          },
          {
            "time": "09:43",
            "open": 49.34,
            "high": 49.34,
            "low": 49.3,
            "close": 49.3,
            "amount_yi": 1.2309
          },
          {
            "time": "09:44",
            "open": 49.64,
            "high": 49.99,
            "low": 49.64,
            "close": 49.99,
            "amount_yi": 0.7641
          },
          {
            "time": "09:45",
            "open": 50.49,
            "high": 50.75,
            "low": 50.49,
            "close": 50.75,
            "amount_yi": 1.0557
          },
          {
            "time": "09:46",
            "open": 50.63,
            "high": 50.63,
            "low": 50.63,
            "close": 50.63,
            "amount_yi": 1.0736
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.63,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 48.51,
        "bid1": 50.55,
        "ask1": 50.63,
        "bid_qty1": 87,
        "ask_qty1": 33
      },
      "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": "2026-06-29T09:46:27",
      "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": 78.1827,
      "price_vs_vwap_pct": 1.4419,
      "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": 1.5475,
        "prev_amount_yi": 2.6618,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5814,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 80.5,
            "high": 80.67,
            "low": 80.5,
            "close": 80.67,
            "amount_yi": 0.4082
          },
          {
            "time": "09:43",
            "open": 80.81,
            "high": 80.81,
            "low": 80.3,
            "close": 80.3,
            "amount_yi": 0.4467
          },
          {
            "time": "09:44",
            "open": 80.65,
            "high": 80.65,
            "low": 79.63,
            "close": 79.63,
            "amount_yi": 0.2524
          },
          {
            "time": "09:45",
            "open": 80.2,
            "high": 80.2,
            "low": 80.2,
            "close": 80.2,
            "amount_yi": 0.2682
          },
          {
            "time": "09:46",
            "open": 79.31,
            "high": 79.31,
            "low": 79.31,
            "close": 79.31,
            "amount_yi": 0.172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.31,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 74.74,
        "bid1": 79.31,
        "ask1": 79.33,
        "bid_qty1": 1,
        "ask_qty1": 29
      },
      "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": "2026-06-29T09:46:27",
      "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": 20.8786,
      "price_vs_vwap_pct": -0.2328,
      "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": 0.4552,
        "prev_amount_yi": 0.7403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6149,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 20.84,
            "high": 21.02,
            "low": 20.84,
            "close": 21.02,
            "amount_yi": 0.1151
          },
          {
            "time": "09:43",
            "open": 20.99,
            "high": 20.99,
            "low": 20.97,
            "close": 20.97,
            "amount_yi": 0.0942
          },
          {
            "time": "09:44",
            "open": 20.95,
            "high": 20.95,
            "low": 20.9,
            "close": 20.9,
            "amount_yi": 0.0753
          },
          {
            "time": "09:45",
            "open": 20.8,
            "high": 20.84,
            "low": 20.8,
            "close": 20.84,
            "amount_yi": 0.1261
          },
          {
            "time": "09:46",
            "open": 20.83,
            "high": 20.83,
            "low": 20.83,
            "close": 20.83,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.83,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 20.06,
        "bid1": 20.83,
        "ask1": 20.84,
        "bid_qty1": 3,
        "ask_qty1": 352
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 3.8907,
      "intraday_vwap": 60.7609,
      "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": 5.2068,
        "prev_amount_yi": 7.2119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 61.61,
            "high": 61.98,
            "low": 61.61,
            "close": 61.98,
            "amount_yi": 0.8707
          },
          {
            "time": "09:43",
            "open": 62.06,
            "high": 62.06,
            "low": 61.85,
            "close": 61.85,
            "amount_yi": 1.278
          },
          {
            "time": "09:44",
            "open": 62.08,
            "high": 62.34,
            "low": 62.08,
            "close": 62.34,
            "amount_yi": 0.9059
          },
          {
            "time": "09:45",
            "open": 62.45,
            "high": 62.63,
            "low": 62.45,
            "close": 62.63,
            "amount_yi": 1.389
          },
          {
            "time": "09:46",
            "open": 62.19,
            "high": 62.19,
            "low": 62.19,
            "close": 62.19,
            "amount_yi": 0.7632
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 62.19,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 62.8,
        "low": 58.51,
        "bid1": 62.15,
        "ask1": 62.2,
        "bid_qty1": 28,
        "ask_qty1": 191
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 3.7548,
      "intraday_vwap": 62.3432,
      "price_vs_vwap_pct": 3.3794,
      "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": 4.2711,
        "prev_amount_yi": 6.199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 64.2,
            "high": 64.2,
            "low": 64.15,
            "close": 64.15,
            "amount_yi": 1.1184
          },
          {
            "time": "09:43",
            "open": 63.63,
            "high": 64.6,
            "low": 63.63,
            "close": 64.6,
            "amount_yi": 0.7423
          },
          {
            "time": "09:44",
            "open": 64.61,
            "high": 64.79,
            "low": 64.61,
            "close": 64.79,
            "amount_yi": 0.993
          },
          {
            "time": "09:45",
            "open": 64.99,
            "high": 64.99,
            "low": 64.83,
            "close": 64.83,
            "amount_yi": 0.956
          },
          {
            "time": "09:46",
            "open": 64.45,
            "high": 64.45,
            "low": 64.45,
            "close": 64.45,
            "amount_yi": 0.4614
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 64.45,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 59.5,
        "bid1": 64.41,
        "ask1": 64.45,
        "bid_qty1": 1,
        "ask_qty1": 86
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 21.0764,
      "price_vs_vwap_pct": -0.5523,
      "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": 0.1208,
        "prev_amount_yi": 0.1103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 21.19,
            "high": 21.19,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.0182
          },
          {
            "time": "09:43",
            "open": 21.11,
            "high": 21.11,
            "low": 21.0,
            "close": 21.0,
            "amount_yi": 0.0234
          },
          {
            "time": "09:44",
            "open": 20.95,
            "high": 20.95,
            "low": 20.88,
            "close": 20.88,
            "amount_yi": 0.0361
          },
          {
            "time": "09:45",
            "open": 21.06,
            "high": 21.08,
            "low": 21.06,
            "close": 21.08,
            "amount_yi": 0.0384
          },
          {
            "time": "09:46",
            "open": 20.96,
            "high": 20.96,
            "low": 20.96,
            "close": 20.96,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.96,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.5,
        "bid1": 20.93,
        "ask1": 20.96,
        "bid_qty1": 7,
        "ask_qty1": 60
      },
      "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": "2026-06-29T09:46:27",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7644,
        "prev_amount_yi": 1.7911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9851,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 408.34,
            "high": 408.34,
            "low": 408.0,
            "close": 408.0,
            "amount_yi": 0.2844
          },
          {
            "time": "09:43",
            "open": 406.79,
            "high": 406.79,
            "low": 403.0,
            "close": 403.0,
            "amount_yi": 0.3759
          },
          {
            "time": "09:44",
            "open": 404.7,
            "high": 404.7,
            "low": 403.0,
            "close": 403.0,
            "amount_yi": 0.5895
          },
          {
            "time": "09:45",
            "open": 402.0,
            "high": 404.85,
            "low": 402.0,
            "close": 404.85,
            "amount_yi": 0.368
          },
          {
            "time": "09:46",
            "open": 406.9,
            "high": 406.9,
            "low": 406.9,
            "close": 406.9,
            "amount_yi": 0.1466
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 406.9,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 397.43,
        "bid1": 405.98,
        "ask1": 406.9,
        "bid_qty1": 9,
        "ask_qty1": 20
      },
      "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": "2026-06-29T09:46:27",
      "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": 378.3355,
      "price_vs_vwap_pct": 1.2831,
      "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": 3.7928,
        "prev_amount_yi": 6.7461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 378.99,
            "high": 384.55,
            "low": 378.99,
            "close": 384.55,
            "amount_yi": 0.9906
          },
          {
            "time": "09:43",
            "open": 384.52,
            "high": 386.49,
            "low": 384.52,
            "close": 386.49,
            "amount_yi": 0.837
          },
          {
            "time": "09:44",
            "open": 386.13,
            "high": 386.13,
            "low": 382.67,
            "close": 382.67,
            "amount_yi": 0.9727
          },
          {
            "time": "09:45",
            "open": 386.38,
            "high": 386.38,
            "low": 385.17,
            "close": 385.17,
            "amount_yi": 0.6829
          },
          {
            "time": "09:46",
            "open": 383.19,
            "high": 383.19,
            "low": 383.19,
            "close": 383.19,
            "amount_yi": 0.3096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 383.19,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 364.18,
        "bid1": 383.0,
        "ask1": 383.19,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:46:27",
      "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": 71.5958,
      "price_vs_vwap_pct": 2.7854,
      "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": 0.6197,
        "prev_amount_yi": 1.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 72.75,
            "high": 72.93,
            "low": 72.75,
            "close": 72.93,
            "amount_yi": 0.1788
          },
          {
            "time": "09:43",
            "open": 72.6,
            "high": 72.6,
            "low": 72.3,
            "close": 72.3,
            "amount_yi": 0.1024
          },
          {
            "time": "09:44",
            "open": 72.38,
            "high": 72.56,
            "low": 72.38,
            "close": 72.56,
            "amount_yi": 0.1388
          },
          {
            "time": "09:45",
            "open": 72.8,
            "high": 73.45,
            "low": 72.8,
            "close": 73.45,
            "amount_yi": 0.075
          },
          {
            "time": "09:46",
            "open": 73.59,
            "high": 73.59,
            "low": 73.59,
            "close": 73.59,
            "amount_yi": 0.1247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.59,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 69.11,
        "bid1": 73.55,
        "ask1": 73.59,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "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": "2026-06-29T09:46:27",
      "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": 15.3432,
      "price_vs_vwap_pct": -2.2368,
      "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": 1.5727,
        "prev_amount_yi": 2.7612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 15.22,
            "high": 15.22,
            "low": 15.16,
            "close": 15.16,
            "amount_yi": 0.154
          },
          {
            "time": "09:43",
            "open": 15.06,
            "high": 15.06,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.3583
          },
          {
            "time": "09:44",
            "open": 15.04,
            "high": 15.04,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.3485
          },
          {
            "time": "09:45",
            "open": 15.01,
            "high": 15.01,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.4355
          },
          {
            "time": "09:46",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.2764
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.0,
        "ts": "2026-06-29T09:46:27",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 1182
      },
      "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": "2026-06-29T09:46:27",
      "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": 272.9268,
      "price_vs_vwap_pct": 1.1077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.9696,
        "prev_amount_yi": 0.9299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 7.495,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1131
          },
          {
            "time": "09:43",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1721
          },
          {
            "time": "09:44",
            "open": 271.74,
            "high": 278.8,
            "low": 271.74,
            "close": 278.8,
            "amount_yi": 3.9236
          },
          {
            "time": "09:45",
            "open": 282.0,
            "high": 282.0,
            "low": 281.99,
            "close": 281.99,
            "amount_yi": 2.0381
          },
          {
            "time": "09:46",
            "open": 275.95,
            "high": 275.95,
            "low": 275.95,
            "close": 275.95,
            "amount_yi": 0.7227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 275.95,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 275.95,
        "ask1": 276.57,
        "bid_qty1": 18,
        "ask_qty1": 39
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 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": 0.5306,
        "prev_amount_yi": 0.5827,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 101.09,
            "high": 101.73,
            "low": 101.09,
            "close": 101.73,
            "amount_yi": 0.1107
          },
          {
            "time": "09:43",
            "open": 102.09,
            "high": 102.67,
            "low": 102.09,
            "close": 102.67,
            "amount_yi": 0.0806
          },
          {
            "time": "09:44",
            "open": 103.48,
            "high": 103.48,
            "low": 103.21,
            "close": 103.21,
            "amount_yi": 0.0986
          },
          {
            "time": "09:45",
            "open": 103.01,
            "high": 103.54,
            "low": 103.01,
            "close": 103.54,
            "amount_yi": 0.1565
          },
          {
            "time": "09:46",
            "open": 103.01,
            "high": 103.01,
            "low": 103.01,
            "close": 103.01,
            "amount_yi": 0.0842
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 103.01,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 99.16,
        "bid1": 103.01,
        "ask1": 103.2,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 15.3032,
      "price_vs_vwap_pct": -0.8051,
      "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": 0.244,
        "prev_amount_yi": 0.4847,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 15.26,
            "high": 15.28,
            "low": 15.26,
            "close": 15.28,
            "amount_yi": 0.055
          },
          {
            "time": "09:43",
            "open": 15.27,
            "high": 15.27,
            "low": 15.26,
            "close": 15.26,
            "amount_yi": 0.047
          },
          {
            "time": "09:44",
            "open": 15.27,
            "high": 15.27,
            "low": 15.24,
            "close": 15.24,
            "amount_yi": 0.052
          },
          {
            "time": "09:45",
            "open": 15.26,
            "high": 15.26,
            "low": 15.21,
            "close": 15.21,
            "amount_yi": 0.0627
          },
          {
            "time": "09:46",
            "open": 15.18,
            "high": 15.18,
            "low": 15.18,
            "close": 15.18,
            "amount_yi": 0.0273
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.18,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 15.15,
        "bid1": 15.17,
        "ask1": 15.18,
        "bid_qty1": 361,
        "ask_qty1": 217
      },
      "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": "2026-06-29T09:46:27",
      "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": 280.6689,
      "price_vs_vwap_pct": 3.0716,
      "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": 2.4163,
        "prev_amount_yi": 2.9699,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 282.02,
            "high": 284.48,
            "low": 282.02,
            "close": 284.48,
            "amount_yi": 0.3835
          },
          {
            "time": "09:43",
            "open": 284.0,
            "high": 284.9,
            "low": 284.0,
            "close": 284.9,
            "amount_yi": 0.3044
          },
          {
            "time": "09:44",
            "open": 285.59,
            "high": 288.42,
            "low": 285.59,
            "close": 288.42,
            "amount_yi": 0.5395
          },
          {
            "time": "09:45",
            "open": 289.95,
            "high": 290.3,
            "low": 289.95,
            "close": 290.3,
            "amount_yi": 0.717
          },
          {
            "time": "09:46",
            "open": 289.29,
            "high": 289.29,
            "low": 289.29,
            "close": 289.29,
            "amount_yi": 0.4719
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 289.29,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 273.84,
        "bid1": 289.25,
        "ask1": 289.29,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:46:27",
      "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": 22.0567,
      "price_vs_vwap_pct": -0.2571,
      "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": 1.4342,
        "prev_amount_yi": 1.897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 22.04,
            "high": 22.17,
            "low": 22.04,
            "close": 22.17,
            "amount_yi": 0.3858
          },
          {
            "time": "09:43",
            "open": 22.2,
            "high": 22.2,
            "low": 21.99,
            "close": 21.99,
            "amount_yi": 0.3597
          },
          {
            "time": "09:44",
            "open": 21.99,
            "high": 21.99,
            "low": 21.91,
            "close": 21.91,
            "amount_yi": 0.3055
          },
          {
            "time": "09:45",
            "open": 21.88,
            "high": 21.88,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.2323
          },
          {
            "time": "09:46",
            "open": 22.0,
            "high": 22.0,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.1509
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:24",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 21.66,
        "bid1": 21.97,
        "ask1": 22.0,
        "bid_qty1": 69,
        "ask_qty1": 434
      },
      "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": "2026-06-29T09:46:27",
      "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": 9.7514,
      "price_vs_vwap_pct": 0.7035,
      "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": 0.1011,
        "prev_amount_yi": 0.1493,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0589
          },
          {
            "time": "09:43",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0097
          },
          {
            "time": "09:44",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0122
          },
          {
            "time": "09:45",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0136
          },
          {
            "time": "09:46",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:25",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 848141,
        "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": "2026-06-29T09:46:27",
      "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": 77.4155,
      "price_vs_vwap_pct": 2.6926,
      "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": 4.4183,
        "prev_amount_yi": 8.2765,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 78.22,
            "high": 78.63,
            "low": 78.22,
            "close": 78.63,
            "amount_yi": 0.6858
          },
          {
            "time": "09:43",
            "open": 78.89,
            "high": 78.98,
            "low": 78.89,
            "close": 78.98,
            "amount_yi": 0.9956
          },
          {
            "time": "09:44",
            "open": 79.48,
            "high": 79.48,
            "low": 79.35,
            "close": 79.35,
            "amount_yi": 1.1352
          },
          {
            "time": "09:45",
            "open": 79.4,
            "high": 79.4,
            "low": 78.93,
            "close": 78.93,
            "amount_yi": 0.7447
          },
          {
            "time": "09:46",
            "open": 79.5,
            "high": 79.5,
            "low": 79.5,
            "close": 79.5,
            "amount_yi": 0.857
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.5,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 74.08,
        "bid1": 79.46,
        "ask1": 79.5,
        "bid_qty1": 3,
        "ask_qty1": 69
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 52.2926,
      "price_vs_vwap_pct": 3.9918,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5935,
        "prev_amount_yi": 0.5373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1046,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 53.25,
            "high": 53.75,
            "low": 53.25,
            "close": 53.75,
            "amount_yi": 0.1052
          },
          {
            "time": "09:43",
            "open": 53.9,
            "high": 54.94,
            "low": 53.9,
            "close": 54.94,
            "amount_yi": 0.1256
          },
          {
            "time": "09:44",
            "open": 54.53,
            "high": 54.66,
            "low": 54.53,
            "close": 54.66,
            "amount_yi": 0.2045
          },
          {
            "time": "09:45",
            "open": 54.5,
            "high": 54.66,
            "low": 54.5,
            "close": 54.66,
            "amount_yi": 0.0587
          },
          {
            "time": "09:46",
            "open": 54.38,
            "high": 54.38,
            "low": 54.38,
            "close": 54.38,
            "amount_yi": 0.0995
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.38,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 54.31,
        "ask1": 54.37,
        "bid_qty1": 3,
        "ask_qty1": 41
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 31.7812,
      "price_vs_vwap_pct": -2.6468,
      "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": 0.0903,
        "prev_amount_yi": 0.0784,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1518,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 31.4,
            "high": 31.4,
            "low": 31.37,
            "close": 31.37,
            "amount_yi": 0.019
          },
          {
            "time": "09:43",
            "open": 31.37,
            "high": 31.37,
            "low": 31.33,
            "close": 31.33,
            "amount_yi": 0.0202
          },
          {
            "time": "09:44",
            "open": 31.44,
            "high": 31.44,
            "low": 31.25,
            "close": 31.25,
            "amount_yi": 0.0148
          },
          {
            "time": "09:45",
            "open": 31.16,
            "high": 31.24,
            "low": 31.16,
            "close": 31.24,
            "amount_yi": 0.0098
          },
          {
            "time": "09:46",
            "open": 30.94,
            "high": 30.94,
            "low": 30.94,
            "close": 30.94,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.94,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 30.9,
        "bid1": 30.89,
        "ask1": 30.94,
        "bid_qty1": 2,
        "ask_qty1": 51
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 931.9075,
      "price_vs_vwap_pct": 2.7141,
      "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": 7.8294,
        "prev_amount_yi": 9.4502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8285,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 949.87,
            "high": 956.66,
            "low": 949.87,
            "close": 956.66,
            "amount_yi": 2.0064
          },
          {
            "time": "09:43",
            "open": 953.0,
            "high": 953.1,
            "low": 953.0,
            "close": 953.1,
            "amount_yi": 2.3046
          },
          {
            "time": "09:44",
            "open": 953.0,
            "high": 953.0,
            "low": 952.0,
            "close": 952.0,
            "amount_yi": 1.8336
          },
          {
            "time": "09:45",
            "open": 947.11,
            "high": 955.0,
            "low": 947.11,
            "close": 955.0,
            "amount_yi": 1.2292
          },
          {
            "time": "09:46",
            "open": 957.2,
            "high": 957.2,
            "low": 957.2,
            "close": 957.2,
            "amount_yi": 0.4556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 957.2,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 959.99,
        "low": 900.95,
        "bid1": 957.11,
        "ask1": 957.2,
        "bid_qty1": 141,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 28.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.42,
      "entry_zone_high": 28.26,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9913,
      "price_vs_vwap_pct": 2.5676,
      "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": 5.5206,
        "prev_amount_yi": 14.7039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 28.44,
            "high": 28.44,
            "low": 28.38,
            "close": 28.38,
            "amount_yi": 1.5185
          },
          {
            "time": "09:43",
            "open": 28.39,
            "high": 28.48,
            "low": 28.39,
            "close": 28.48,
            "amount_yi": 1.291
          },
          {
            "time": "09:44",
            "open": 28.65,
            "high": 28.65,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 1.0178
          },
          {
            "time": "09:45",
            "open": 28.7,
            "high": 28.73,
            "low": 28.7,
            "close": 28.73,
            "amount_yi": 1.1157
          },
          {
            "time": "09:46",
            "open": 28.71,
            "high": 28.71,
            "low": 28.71,
            "close": 28.71,
            "amount_yi": 0.5776
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.71,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 27.0,
        "bid1": 28.7,
        "ask1": 28.71,
        "bid_qty1": 6,
        "ask_qty1": 233
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 42.9995,
      "price_vs_vwap_pct": 0.5128,
      "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": 0.7433,
        "prev_amount_yi": 1.2293,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6047,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 43.77,
            "high": 43.77,
            "low": 43.64,
            "close": 43.64,
            "amount_yi": 0.1903
          },
          {
            "time": "09:43",
            "open": 43.48,
            "high": 43.48,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.1791
          },
          {
            "time": "09:44",
            "open": 43.42,
            "high": 43.42,
            "low": 43.41,
            "close": 43.41,
            "amount_yi": 0.2127
          },
          {
            "time": "09:45",
            "open": 43.47,
            "high": 43.47,
            "low": 43.45,
            "close": 43.45,
            "amount_yi": 0.096
          },
          {
            "time": "09:46",
            "open": 43.22,
            "high": 43.22,
            "low": 43.22,
            "close": 43.22,
            "amount_yi": 0.0652
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.22,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 41.88,
        "bid1": 43.22,
        "ask1": 43.23,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "near_trigger",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3199,
        "prev_amount_yi": 0.5579,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5734,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 97.0,
            "high": 97.0,
            "low": 96.18,
            "close": 96.18,
            "amount_yi": 0.0952
          },
          {
            "time": "09:43",
            "open": 96.27,
            "high": 96.27,
            "low": 96.0,
            "close": 96.0,
            "amount_yi": 0.09
          },
          {
            "time": "09:44",
            "open": 95.92,
            "high": 95.96,
            "low": 95.92,
            "close": 95.96,
            "amount_yi": 0.074
          },
          {
            "time": "09:45",
            "open": 96.28,
            "high": 96.75,
            "low": 96.28,
            "close": 96.75,
            "amount_yi": 0.0357
          },
          {
            "time": "09:46",
            "open": 97.5,
            "high": 97.5,
            "low": 97.5,
            "close": 97.5,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 97.5,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 95.8,
        "bid1": 97.23,
        "ask1": 97.5,
        "bid_qty1": 2,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 3.7128,
      "intraday_vwap": 83.4466,
      "price_vs_vwap_pct": -2.2129,
      "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": 2.3381,
        "prev_amount_yi": 2.6158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 83.22,
            "high": 83.22,
            "low": 83.07,
            "close": 83.07,
            "amount_yi": 0.4476
          },
          {
            "time": "09:43",
            "open": 82.01,
            "high": 82.01,
            "low": 81.1,
            "close": 81.1,
            "amount_yi": 0.7744
          },
          {
            "time": "09:44",
            "open": 82.0,
            "high": 82.0,
            "low": 81.85,
            "close": 81.85,
            "amount_yi": 0.5508
          },
          {
            "time": "09:45",
            "open": 82.28,
            "high": 82.28,
            "low": 82.11,
            "close": 82.11,
            "amount_yi": 0.3595
          },
          {
            "time": "09:46",
            "open": 81.6,
            "high": 81.6,
            "low": 81.6,
            "close": 81.6,
            "amount_yi": 0.2058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 81.6,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 80.92,
        "bid1": 81.6,
        "ask1": 81.61,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 23.1448,
      "price_vs_vwap_pct": -3.002,
      "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": 0.2136,
        "prev_amount_yi": 0.2322,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9199,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0289
          },
          {
            "time": "09:43",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0258
          },
          {
            "time": "09:44",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0655
          },
          {
            "time": "09:45",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0549
          },
          {
            "time": "09:46",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0385
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:24",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 81604
      },
      "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": "2026-06-29T09:46:27",
      "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": 26.4258,
      "price_vs_vwap_pct": 0.6592,
      "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": 1.2113,
        "prev_amount_yi": 2.1918,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5527,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 26.59,
            "high": 26.67,
            "low": 26.59,
            "close": 26.67,
            "amount_yi": 0.2584
          },
          {
            "time": "09:43",
            "open": 26.48,
            "high": 26.48,
            "low": 26.33,
            "close": 26.33,
            "amount_yi": 0.3142
          },
          {
            "time": "09:44",
            "open": 26.37,
            "high": 26.52,
            "low": 26.37,
            "close": 26.52,
            "amount_yi": 0.3031
          },
          {
            "time": "09:45",
            "open": 26.64,
            "high": 26.64,
            "low": 26.61,
            "close": 26.61,
            "amount_yi": 0.2052
          },
          {
            "time": "09:46",
            "open": 26.6,
            "high": 26.6,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.1304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.6,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 25.5,
        "bid1": 26.58,
        "ask1": 26.59,
        "bid_qty1": 72,
        "ask_qty1": 8
      },
      "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": "2026-06-29T09:46:27",
      "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": 43.6227,
      "price_vs_vwap_pct": -0.1437,
      "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": 0.5472,
        "prev_amount_yi": 0.976,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5607,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 43.5,
            "high": 43.65,
            "low": 43.5,
            "close": 43.65,
            "amount_yi": 0.1323
          },
          {
            "time": "09:43",
            "open": 43.46,
            "high": 43.56,
            "low": 43.46,
            "close": 43.56,
            "amount_yi": 0.1478
          },
          {
            "time": "09:44",
            "open": 43.49,
            "high": 43.49,
            "low": 43.47,
            "close": 43.47,
            "amount_yi": 0.0917
          },
          {
            "time": "09:45",
            "open": 43.78,
            "high": 43.78,
            "low": 43.68,
            "close": 43.68,
            "amount_yi": 0.1283
          },
          {
            "time": "09:46",
            "open": 43.56,
            "high": 43.56,
            "low": 43.56,
            "close": 43.56,
            "amount_yi": 0.0471
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.56,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.86,
        "bid1": 43.55,
        "ask1": 43.56,
        "bid_qty1": 94,
        "ask_qty1": 4
      },
      "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": "2026-06-29T09:46:27",
      "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": 95.7149,
      "price_vs_vwap_pct": -0.0051,
      "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": 5.077,
        "prev_amount_yi": 6.3869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 94.93,
            "high": 94.93,
            "low": 94.58,
            "close": 94.58,
            "amount_yi": 1.6227
          },
          {
            "time": "09:43",
            "open": 94.36,
            "high": 94.91,
            "low": 94.36,
            "close": 94.91,
            "amount_yi": 0.6074
          },
          {
            "time": "09:44",
            "open": 95.85,
            "high": 96.0,
            "low": 95.85,
            "close": 96.0,
            "amount_yi": 1.6527
          },
          {
            "time": "09:45",
            "open": 96.0,
            "high": 96.07,
            "low": 96.0,
            "close": 96.07,
            "amount_yi": 0.8022
          },
          {
            "time": "09:46",
            "open": 95.71,
            "high": 95.71,
            "low": 95.71,
            "close": 95.71,
            "amount_yi": 0.392
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.71,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 93.06,
        "bid1": 95.7,
        "ask1": 95.71,
        "bid_qty1": 34,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.46,
      "exec_low": 19.46,
      "exec_high": 19.75,
      "invalid_price": 18.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 18.8833,
      "price_vs_vwap_pct": 0.4062,
      "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": 0.0233,
        "prev_amount_yi": 0.0348,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:42",
            "open": 18.83,
            "high": 18.9,
            "low": 18.83,
            "close": 18.9,
            "amount_yi": 0.0047
          },
          {
            "time": "09:43",
            "open": 18.89,
            "high": 18.93,
            "low": 18.89,
            "close": 18.93,
            "amount_yi": 0.0041
          },
          {
            "time": "09:44",
            "open": 18.98,
            "high": 19.01,
            "low": 18.98,
            "close": 19.01,
            "amount_yi": 0.0087
          },
          {
            "time": "09:45",
            "open": 18.95,
            "high": 18.95,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0029
          },
          {
            "time": "09:46",
            "open": 18.96,
            "high": 18.96,
            "low": 18.96,
            "close": 18.96,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.96,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.04,
        "low": 18.54,
        "bid1": 18.92,
        "ask1": 18.96,
        "bid_qty1": 51,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:46:27",
      "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": 72.6708,
      "price_vs_vwap_pct": 1.8291,
      "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": 7.1974,
        "prev_amount_yi": 9.6985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 73.58,
            "high": 73.71,
            "low": 73.58,
            "close": 73.71,
            "amount_yi": 1.2513
          },
          {
            "time": "09:43",
            "open": 73.29,
            "high": 73.5,
            "low": 73.29,
            "close": 73.5,
            "amount_yi": 1.4963
          },
          {
            "time": "09:44",
            "open": 74.16,
            "high": 74.57,
            "low": 74.16,
            "close": 74.57,
            "amount_yi": 1.2685
          },
          {
            "time": "09:45",
            "open": 74.31,
            "high": 74.31,
            "low": 74.25,
            "close": 74.25,
            "amount_yi": 2.3266
          },
          {
            "time": "09:46",
            "open": 74.0,
            "high": 74.0,
            "low": 74.0,
            "close": 74.0,
            "amount_yi": 0.8547
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.0,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 69.95,
        "bid1": 73.91,
        "ask1": 74.0,
        "bid_qty1": 3,
        "ask_qty1": 413
      },
      "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": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.52,
      "entry_zone_high": 36.6,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.7781,
        "prev_amount_yi": 6.7364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 38.08,
            "high": 38.66,
            "low": 38.08,
            "close": 38.66,
            "amount_yi": 1.5318
          },
          {
            "time": "09:43",
            "open": 39.0,
            "high": 39.55,
            "low": 39.0,
            "close": 39.55,
            "amount_yi": 1.6033
          },
          {
            "time": "09:44",
            "open": 39.55,
            "high": 39.55,
            "low": 39.3,
            "close": 39.3,
            "amount_yi": 2.245
          },
          {
            "time": "09:45",
            "open": 39.55,
            "high": 39.95,
            "low": 39.55,
            "close": 39.95,
            "amount_yi": 1.5686
          },
          {
            "time": "09:46",
            "open": 39.9,
            "high": 39.9,
            "low": 39.9,
            "close": 39.9,
            "amount_yi": 0.8294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.9,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 36.1,
        "bid1": 39.9,
        "ask1": 39.92,
        "bid_qty1": 28,
        "ask_qty1": 166
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": null,
      "intraday_vwap": 53.6454,
      "price_vs_vwap_pct": 2.115,
      "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": 3.9784,
        "prev_amount_yi": 4.3799,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 54.71,
            "high": 54.93,
            "low": 54.71,
            "close": 54.93,
            "amount_yi": 1.2905
          },
          {
            "time": "09:43",
            "open": 54.71,
            "high": 54.78,
            "low": 54.71,
            "close": 54.78,
            "amount_yi": 1.1647
          },
          {
            "time": "09:44",
            "open": 54.84,
            "high": 54.84,
            "low": 54.6,
            "close": 54.6,
            "amount_yi": 0.5194
          },
          {
            "time": "09:45",
            "open": 54.71,
            "high": 54.84,
            "low": 54.71,
            "close": 54.84,
            "amount_yi": 0.6056
          },
          {
            "time": "09:46",
            "open": 54.78,
            "high": 54.78,
            "low": 54.78,
            "close": 54.78,
            "amount_yi": 0.3982
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.78,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.0,
        "low": 52.01,
        "bid1": 54.73,
        "ask1": 54.75,
        "bid_qty1": 121,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 87.0281,
      "price_vs_vwap_pct": 7.6434,
      "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": 8.6369,
        "prev_amount_yi": 9.5408,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 92.88,
            "high": 92.88,
            "low": 92.81,
            "close": 92.81,
            "amount_yi": 2.9147
          },
          {
            "time": "09:43",
            "open": 92.89,
            "high": 93.09,
            "low": 92.89,
            "close": 93.09,
            "amount_yi": 1.5665
          },
          {
            "time": "09:44",
            "open": 93.27,
            "high": 93.27,
            "low": 93.07,
            "close": 93.07,
            "amount_yi": 1.3483
          },
          {
            "time": "09:45",
            "open": 93.48,
            "high": 93.6,
            "low": 93.48,
            "close": 93.6,
            "amount_yi": 2.1505
          },
          {
            "time": "09:46",
            "open": 93.68,
            "high": 93.68,
            "low": 93.68,
            "close": 93.68,
            "amount_yi": 0.6569
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.68,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.68,
        "low": 81.33,
        "bid1": 93.66,
        "ask1": 93.68,
        "bid_qty1": 37,
        "ask_qty1": 885
      },
      "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": "2026-06-29T09:46:27",
      "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": 49.8837,
      "price_vs_vwap_pct": 0.0928,
      "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": 1.65,
        "prev_amount_yi": 2.3608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6989,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 50.1,
            "high": 50.1,
            "low": 49.91,
            "close": 49.91,
            "amount_yi": 0.3179
          },
          {
            "time": "09:43",
            "open": 49.59,
            "high": 49.85,
            "low": 49.59,
            "close": 49.85,
            "amount_yi": 0.43
          },
          {
            "time": "09:44",
            "open": 50.3,
            "high": 50.3,
            "low": 50.12,
            "close": 50.12,
            "amount_yi": 0.3169
          },
          {
            "time": "09:45",
            "open": 50.3,
            "high": 50.3,
            "low": 50.27,
            "close": 50.27,
            "amount_yi": 0.2757
          },
          {
            "time": "09:46",
            "open": 49.93,
            "high": 49.93,
            "low": 49.93,
            "close": 49.93,
            "amount_yi": 0.3095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.93,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 48.5,
        "bid1": 49.93,
        "ask1": 49.94,
        "bid_qty1": 4,
        "ask_qty1": 18
      },
      "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": "2026-06-29T09:46:27",
      "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": 109.5196,
      "price_vs_vwap_pct": 2.137,
      "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": 6.8236,
        "prev_amount_yi": 9.1487,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 109.03,
            "high": 109.03,
            "low": 108.9,
            "close": 108.9,
            "amount_yi": 2.0551
          },
          {
            "time": "09:43",
            "open": 108.94,
            "high": 109.47,
            "low": 108.94,
            "close": 109.47,
            "amount_yi": 1.7062
          },
          {
            "time": "09:44",
            "open": 109.89,
            "high": 110.87,
            "low": 109.89,
            "close": 110.87,
            "amount_yi": 1.0813
          },
          {
            "time": "09:45",
            "open": 111.04,
            "high": 111.14,
            "low": 111.04,
            "close": 111.14,
            "amount_yi": 1.5048
          },
          {
            "time": "09:46",
            "open": 111.86,
            "high": 111.86,
            "low": 111.86,
            "close": 111.86,
            "amount_yi": 0.4762
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.86,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 106.1,
        "bid1": 111.81,
        "ask1": 111.86,
        "bid_qty1": 5,
        "ask_qty1": 7
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 1.7648,
        "prev_amount_yi": 1.9439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9079,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 56.85,
            "high": 57.5,
            "low": 56.85,
            "close": 57.5,
            "amount_yi": 0.3943
          },
          {
            "time": "09:43",
            "open": 58.0,
            "high": 58.33,
            "low": 58.0,
            "close": 58.33,
            "amount_yi": 0.4375
          },
          {
            "time": "09:44",
            "open": 58.01,
            "high": 58.01,
            "low": 57.55,
            "close": 57.55,
            "amount_yi": 0.4112
          },
          {
            "time": "09:45",
            "open": 58.09,
            "high": 58.49,
            "low": 58.09,
            "close": 58.49,
            "amount_yi": 0.3561
          },
          {
            "time": "09:46",
            "open": 58.68,
            "high": 58.68,
            "low": 58.68,
            "close": 58.68,
            "amount_yi": 0.1657
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.68,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.68,
        "low": 53.5,
        "bid1": 58.65,
        "ask1": 58.68,
        "bid_qty1": 4,
        "ask_qty1": 71
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 9.2368,
        "prev_amount_yi": 13.5395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6822,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 507.01,
            "high": 509.0,
            "low": 507.01,
            "close": 509.0,
            "amount_yi": 2.2234
          },
          {
            "time": "09:43",
            "open": 511.5,
            "high": 511.98,
            "low": 511.5,
            "close": 511.98,
            "amount_yi": 2.5606
          },
          {
            "time": "09:44",
            "open": 509.0,
            "high": 509.09,
            "low": 509.0,
            "close": 509.09,
            "amount_yi": 1.9785
          },
          {
            "time": "09:45",
            "open": 508.8,
            "high": 508.8,
            "low": 507.28,
            "close": 507.28,
            "amount_yi": 1.8319
          },
          {
            "time": "09:46",
            "open": 510.02,
            "high": 510.02,
            "low": 510.02,
            "close": 510.02,
            "amount_yi": 0.6424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 510.02,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 489.0,
        "bid1": 510.02,
        "ask1": 510.1,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:46:27",
      "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": 203.5874,
      "price_vs_vwap_pct": 1.9022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.879,
        "prev_amount_yi": 3.9281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7512,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 205.25,
            "high": 206.46,
            "low": 205.25,
            "close": 206.46,
            "amount_yi": 1.3713
          },
          {
            "time": "09:43",
            "open": 205.89,
            "high": 206.0,
            "low": 205.89,
            "close": 206.0,
            "amount_yi": 1.125
          },
          {
            "time": "09:44",
            "open": 206.56,
            "high": 207.46,
            "low": 206.56,
            "close": 207.46,
            "amount_yi": 3.5421
          },
          {
            "time": "09:45",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.6587
          },
          {
            "time": "09:46",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.1819
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 207.46,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 195.58,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 40229,
        "ask_qty1": 0
      },
      "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": "2026-06-29T09:46:27",
      "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": 87.3981,
      "price_vs_vwap_pct": -0.261,
      "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": 0.292,
        "prev_amount_yi": 0.5837,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 87.04,
            "high": 87.05,
            "low": 87.04,
            "close": 87.05,
            "amount_yi": 0.0497
          },
          {
            "time": "09:43",
            "open": 87.19,
            "high": 87.19,
            "low": 87.09,
            "close": 87.09,
            "amount_yi": 0.0595
          },
          {
            "time": "09:44",
            "open": 87.55,
            "high": 87.56,
            "low": 87.55,
            "close": 87.56,
            "amount_yi": 0.0603
          },
          {
            "time": "09:45",
            "open": 87.93,
            "high": 87.93,
            "low": 87.73,
            "close": 87.73,
            "amount_yi": 0.0442
          },
          {
            "time": "09:46",
            "open": 87.17,
            "high": 87.17,
            "low": 87.17,
            "close": 87.17,
            "amount_yi": 0.0783
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 87.17,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 85.0,
        "bid1": 87.13,
        "ask1": 87.16,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 77.147,
      "price_vs_vwap_pct": 2.5445,
      "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": 0.8551,
        "prev_amount_yi": 1.3379,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 79.0,
            "high": 79.22,
            "low": 79.0,
            "close": 79.22,
            "amount_yi": 0.3146
          },
          {
            "time": "09:43",
            "open": 79.22,
            "high": 79.35,
            "low": 79.22,
            "close": 79.35,
            "amount_yi": 0.1718
          },
          {
            "time": "09:44",
            "open": 79.43,
            "high": 79.43,
            "low": 79.07,
            "close": 79.07,
            "amount_yi": 0.1293
          },
          {
            "time": "09:45",
            "open": 78.89,
            "high": 79.2,
            "low": 78.89,
            "close": 79.2,
            "amount_yi": 0.1779
          },
          {
            "time": "09:46",
            "open": 79.11,
            "high": 79.11,
            "low": 79.11,
            "close": 79.11,
            "amount_yi": 0.0615
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.11,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 73.88,
        "bid1": 79.06,
        "ask1": 79.09,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 34.3814,
      "price_vs_vwap_pct": 0.7522,
      "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": 0.7539,
        "prev_amount_yi": 1.0413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 34.77,
            "high": 34.78,
            "low": 34.77,
            "close": 34.78,
            "amount_yi": 0.199
          },
          {
            "time": "09:43",
            "open": 34.8,
            "high": 34.8,
            "low": 34.77,
            "close": 34.77,
            "amount_yi": 0.2254
          },
          {
            "time": "09:44",
            "open": 34.81,
            "high": 34.81,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.1199
          },
          {
            "time": "09:45",
            "open": 34.76,
            "high": 34.76,
            "low": 34.75,
            "close": 34.75,
            "amount_yi": 0.1649
          },
          {
            "time": "09:46",
            "open": 34.64,
            "high": 34.64,
            "low": 34.64,
            "close": 34.64,
            "amount_yi": 0.0447
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.64,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.86,
        "low": 33.7,
        "bid1": 34.63,
        "ask1": 34.64,
        "bid_qty1": 11,
        "ask_qty1": 232
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM",
      "symbol": "SHSE.600596",
      "name": "新安股份",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.39,
      "exec_low": 18.67,
      "exec_high": 18.67,
      "invalid_price": 17.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.11,
      "entry_zone_high": 18.67,
      "entry_risk_pct": null,
      "intraday_vwap": 18.0172,
      "price_vs_vwap_pct": 0.7371,
      "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": 0.7176,
        "prev_amount_yi": 1.3324,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 18.06,
            "high": 18.1,
            "low": 18.06,
            "close": 18.1,
            "amount_yi": 0.1926
          },
          {
            "time": "09:43",
            "open": 18.13,
            "high": 18.21,
            "low": 18.13,
            "close": 18.21,
            "amount_yi": 0.1636
          },
          {
            "time": "09:44",
            "open": 18.21,
            "high": 18.21,
            "low": 18.14,
            "close": 18.14,
            "amount_yi": 0.1879
          },
          {
            "time": "09:45",
            "open": 18.07,
            "high": 18.07,
            "low": 18.07,
            "close": 18.07,
            "amount_yi": 0.1079
          },
          {
            "time": "09:46",
            "open": 18.15,
            "high": 18.15,
            "low": 18.15,
            "close": 18.15,
            "amount_yi": 0.0656
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.15,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.45,
        "bid1": 18.15,
        "ask1": 18.16,
        "bid_qty1": 7,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM",
      "symbol": "SZSE.300498",
      "name": "温氏股份",
      "side": "BUY",
      "priority": "W50",
      "status": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 12.1418,
      "price_vs_vwap_pct": -1.1679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5959,
        "prev_amount_yi": 0.4662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2782,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 12.05,
            "high": 12.05,
            "low": 12.05,
            "close": 12.05,
            "amount_yi": 0.1467
          },
          {
            "time": "09:43",
            "open": 12.06,
            "high": 12.06,
            "low": 12.04,
            "close": 12.04,
            "amount_yi": 0.0623
          },
          {
            "time": "09:44",
            "open": 11.98,
            "high": 11.99,
            "low": 11.98,
            "close": 11.99,
            "amount_yi": 0.1882
          },
          {
            "time": "09:45",
            "open": 11.99,
            "high": 12.0,
            "low": 11.99,
            "close": 12.0,
            "amount_yi": 0.0779
          },
          {
            "time": "09:46",
            "open": 12.0,
            "high": 12.0,
            "low": 12.0,
            "close": 12.0,
            "amount_yi": 0.1208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.0,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 11.95,
        "bid1": 11.99,
        "ask1": 12.0,
        "bid_qty1": 1417,
        "ask_qty1": 179
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.11,
      "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": 26.8916,
      "price_vs_vwap_pct": -1.3818,
      "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": 0.8947,
        "prev_amount_yi": 1.3627,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 26.82,
            "high": 26.82,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.1476
          },
          {
            "time": "09:43",
            "open": 26.71,
            "high": 26.89,
            "low": 26.71,
            "close": 26.89,
            "amount_yi": 0.2942
          },
          {
            "time": "09:44",
            "open": 26.74,
            "high": 26.74,
            "low": 26.73,
            "close": 26.73,
            "amount_yi": 0.1653
          },
          {
            "time": "09:45",
            "open": 26.64,
            "high": 26.64,
            "low": 26.55,
            "close": 26.55,
            "amount_yi": 0.1951
          },
          {
            "time": "09:46",
            "open": 26.52,
            "high": 26.52,
            "low": 26.52,
            "close": 26.52,
            "amount_yi": 0.0925
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.52,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 27.35,
        "low": 26.0,
        "bid1": 26.52,
        "ask1": 26.53,
        "bid_qty1": 52,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM",
      "symbol": "SHSE.603688",
      "name": "石英股份",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 87.91,
      "exec_low": 89.23,
      "exec_high": 89.23,
      "invalid_price": 85.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 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": 3.8019,
      "intraday_vwap": 87.2428,
      "price_vs_vwap_pct": 1.6474,
      "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": 1.8632,
        "prev_amount_yi": 2.6814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 87.93,
            "high": 88.21,
            "low": 87.93,
            "close": 88.21,
            "amount_yi": 0.3038
          },
          {
            "time": "09:43",
            "open": 88.21,
            "high": 88.4,
            "low": 88.21,
            "close": 88.4,
            "amount_yi": 0.5104
          },
          {
            "time": "09:44",
            "open": 88.28,
            "high": 88.7,
            "low": 88.28,
            "close": 88.7,
            "amount_yi": 0.4986
          },
          {
            "time": "09:45",
            "open": 88.59,
            "high": 88.84,
            "low": 88.59,
            "close": 88.84,
            "amount_yi": 0.4071
          },
          {
            "time": "09:46",
            "open": 88.68,
            "high": 88.68,
            "low": 88.68,
            "close": 88.68,
            "amount_yi": 0.1433
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 88.68,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 84.85,
        "bid1": 88.62,
        "ask1": 88.64,
        "bid_qty1": 10,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 8.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.12,
      "entry_zone_high": 8.36,
      "entry_risk_pct": null,
      "intraday_vwap": 8.0136,
      "price_vs_vwap_pct": 1.5773,
      "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": 16.8332,
        "prev_amount_yi": 21.4799,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7837,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.16,
            "high": 8.19,
            "low": 8.16,
            "close": 8.19,
            "amount_yi": 5.1676
          },
          {
            "time": "09:43",
            "open": 8.17,
            "high": 8.17,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 4.6746
          },
          {
            "time": "09:44",
            "open": 8.15,
            "high": 8.18,
            "low": 8.15,
            "close": 8.18,
            "amount_yi": 2.2086
          },
          {
            "time": "09:45",
            "open": 8.16,
            "high": 8.16,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 3.0711
          },
          {
            "time": "09:46",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 1.7113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.14,
        "ts": "2026-06-29T09:46:27",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.71,
        "bid1": 8.13,
        "ask1": 8.14,
        "bid_qty1": 90,
        "ask_qty1": 2143
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 178.4241,
      "price_vs_vwap_pct": 1.9537,
      "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": 2.972,
        "prev_amount_yi": 3.8775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7665,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 179.8,
            "high": 179.8,
            "low": 179.78,
            "close": 179.78,
            "amount_yi": 0.562
          },
          {
            "time": "09:43",
            "open": 179.98,
            "high": 181.1,
            "low": 179.98,
            "close": 181.1,
            "amount_yi": 0.5918
          },
          {
            "time": "09:44",
            "open": 182.05,
            "high": 182.37,
            "low": 182.05,
            "close": 182.37,
            "amount_yi": 0.883
          },
          {
            "time": "09:45",
            "open": 182.7,
            "high": 182.7,
            "low": 182.51,
            "close": 182.51,
            "amount_yi": 0.6459
          },
          {
            "time": "09:46",
            "open": 181.91,
            "high": 181.91,
            "low": 181.91,
            "close": 181.91,
            "amount_yi": 0.2893
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 181.91,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 172.0,
        "bid1": 181.37,
        "ask1": 181.9,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.85,
      "exec_low": 17.1,
      "exec_high": 17.1,
      "invalid_price": 16.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 16.1034,
      "price_vs_vwap_pct": -0.4558,
      "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": 0.0509,
        "prev_amount_yi": 0.1921,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.07,
            "high": 16.08,
            "low": 16.07,
            "close": 16.08,
            "amount_yi": 0.0176
          },
          {
            "time": "09:43",
            "open": 16.1,
            "high": 16.1,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0055
          },
          {
            "time": "09:44",
            "open": 16.03,
            "high": 16.04,
            "low": 16.03,
            "close": 16.04,
            "amount_yi": 0.0062
          },
          {
            "time": "09:45",
            "open": 16.09,
            "high": 16.09,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.0158
          },
          {
            "time": "09:46",
            "open": 16.03,
            "high": 16.03,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.03,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.36,
        "low": 15.98,
        "bid1": 16.03,
        "ask1": 16.05,
        "bid_qty1": 25,
        "ask_qty1": 36
      },
      "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": "2026-06-29T09:46:27",
      "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": 21.0926,
      "price_vs_vwap_pct": -2.3354,
      "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": 0.243,
        "prev_amount_yi": 0.4469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 21.1,
            "high": 21.1,
            "low": 20.96,
            "close": 20.96,
            "amount_yi": 0.0802
          },
          {
            "time": "09:43",
            "open": 20.88,
            "high": 20.88,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 0.0494
          },
          {
            "time": "09:44",
            "open": 20.69,
            "high": 20.83,
            "low": 20.69,
            "close": 20.83,
            "amount_yi": 0.0465
          },
          {
            "time": "09:45",
            "open": 20.75,
            "high": 20.8,
            "low": 20.75,
            "close": 20.8,
            "amount_yi": 0.0369
          },
          {
            "time": "09:46",
            "open": 20.6,
            "high": 20.6,
            "low": 20.6,
            "close": 20.6,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.6,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.28,
        "bid1": 20.6,
        "ask1": 20.62,
        "bid_qty1": 255,
        "ask_qty1": 74
      },
      "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": "2026-06-29T09:46:27",
      "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": 1.2129,
        "prev_amount_yi": 2.0581,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5893,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 492.1,
            "high": 496.96,
            "low": 492.1,
            "close": 496.96,
            "amount_yi": 0.4223
          },
          {
            "time": "09:43",
            "open": 498.0,
            "high": 498.52,
            "low": 498.0,
            "close": 498.52,
            "amount_yi": 0.3005
          },
          {
            "time": "09:44",
            "open": 498.77,
            "high": 498.77,
            "low": 497.0,
            "close": 497.0,
            "amount_yi": 0.2413
          },
          {
            "time": "09:45",
            "open": 496.39,
            "high": 496.39,
            "low": 496.11,
            "close": 496.11,
            "amount_yi": 0.1411
          },
          {
            "time": "09:46",
            "open": 497.53,
            "high": 497.53,
            "low": 497.53,
            "close": 497.53,
            "amount_yi": 0.1077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 497.53,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 499.94,
        "low": 470.5,
        "bid1": 496.29,
        "ask1": 498.0,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:46:27",
      "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": 17.7302,
      "price_vs_vwap_pct": 3.7213,
      "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": 0.254,
        "prev_amount_yi": 0.2903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 18.2,
            "high": 18.2,
            "low": 18.12,
            "close": 18.12,
            "amount_yi": 0.065
          },
          {
            "time": "09:43",
            "open": 18.28,
            "high": 18.28,
            "low": 18.23,
            "close": 18.23,
            "amount_yi": 0.0375
          },
          {
            "time": "09:44",
            "open": 18.15,
            "high": 18.15,
            "low": 18.15,
            "close": 18.15,
            "amount_yi": 0.0471
          },
          {
            "time": "09:45",
            "open": 18.2,
            "high": 18.29,
            "low": 18.2,
            "close": 18.29,
            "amount_yi": 0.0828
          },
          {
            "time": "09:46",
            "open": 18.39,
            "high": 18.39,
            "low": 18.39,
            "close": 18.39,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.39,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 18.4,
        "low": 17.13,
        "bid1": 18.39,
        "ask1": 18.42,
        "bid_qty1": 255,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM",
      "symbol": "SHSE.600630",
      "name": "龙头股份",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8232,
      "price_vs_vwap_pct": -0.5416,
      "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": 0.1659,
        "prev_amount_yi": 0.2504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.83,
            "high": 9.84,
            "low": 9.83,
            "close": 9.84,
            "amount_yi": 0.0343
          },
          {
            "time": "09:43",
            "open": 9.82,
            "high": 9.88,
            "low": 9.82,
            "close": 9.88,
            "amount_yi": 0.0498
          },
          {
            "time": "09:44",
            "open": 9.83,
            "high": 9.83,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0274
          },
          {
            "time": "09:45",
            "open": 9.77,
            "high": 9.77,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0365
          },
          {
            "time": "09:46",
            "open": 9.77,
            "high": 9.77,
            "low": 9.77,
            "close": 9.77,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.77,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.71,
        "bid1": 9.77,
        "ask1": 9.78,
        "bid_qty1": 151,
        "ask_qty1": 77
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.67,
      "entry_zone_high": 52.21,
      "entry_risk_pct": null,
      "intraday_vwap": 49.2711,
      "price_vs_vwap_pct": 1.3373,
      "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": 2.7392,
        "prev_amount_yi": 4.7355,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5784,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 49.8,
            "high": 49.92,
            "low": 49.8,
            "close": 49.92,
            "amount_yi": 0.7491
          },
          {
            "time": "09:43",
            "open": 49.87,
            "high": 49.87,
            "low": 49.84,
            "close": 49.84,
            "amount_yi": 0.5666
          },
          {
            "time": "09:44",
            "open": 49.66,
            "high": 49.7,
            "low": 49.66,
            "close": 49.7,
            "amount_yi": 0.6087
          },
          {
            "time": "09:45",
            "open": 49.68,
            "high": 49.75,
            "low": 49.68,
            "close": 49.75,
            "amount_yi": 0.6533
          },
          {
            "time": "09:46",
            "open": 49.93,
            "high": 49.93,
            "low": 49.93,
            "close": 49.93,
            "amount_yi": 0.1615
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.93,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 47.47,
        "bid1": 49.93,
        "ask1": 49.95,
        "bid_qty1": 2,
        "ask_qty1": 52
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W61",
      "status": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 44.7056,
      "price_vs_vwap_pct": -2.2494,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9698,
        "prev_amount_yi": 0.8505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 44.43,
            "high": 44.43,
            "low": 44.3,
            "close": 44.3,
            "amount_yi": 0.2257
          },
          {
            "time": "09:43",
            "open": 44.2,
            "high": 44.2,
            "low": 44.07,
            "close": 44.07,
            "amount_yi": 0.2823
          },
          {
            "time": "09:44",
            "open": 44.14,
            "high": 44.21,
            "low": 44.14,
            "close": 44.21,
            "amount_yi": 0.1715
          },
          {
            "time": "09:45",
            "open": 44.03,
            "high": 44.03,
            "low": 43.82,
            "close": 43.82,
            "amount_yi": 0.191
          },
          {
            "time": "09:46",
            "open": 43.7,
            "high": 43.7,
            "low": 43.7,
            "close": 43.7,
            "amount_yi": 0.0993
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.7,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 45.59,
        "low": 43.7,
        "bid1": 43.7,
        "ask1": 43.71,
        "bid_qty1": 46,
        "ask_qty1": 105
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 51.561,
      "price_vs_vwap_pct": -0.8553,
      "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": 0.5337,
        "prev_amount_yi": 1.1894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4487,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 50.75,
            "high": 51.09,
            "low": 50.75,
            "close": 51.09,
            "amount_yi": 0.14
          },
          {
            "time": "09:43",
            "open": 51.21,
            "high": 51.5,
            "low": 51.21,
            "close": 51.5,
            "amount_yi": 0.0898
          },
          {
            "time": "09:44",
            "open": 51.79,
            "high": 51.99,
            "low": 51.79,
            "close": 51.99,
            "amount_yi": 0.1289
          },
          {
            "time": "09:45",
            "open": 51.5,
            "high": 51.5,
            "low": 51.3,
            "close": 51.3,
            "amount_yi": 0.1282
          },
          {
            "time": "09:46",
            "open": 51.12,
            "high": 51.12,
            "low": 51.12,
            "close": 51.12,
            "amount_yi": 0.0468
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.12,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 51.09,
        "ask1": 51.12,
        "bid_qty1": 1,
        "ask_qty1": 15
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM",
      "symbol": "SHSE.688147",
      "name": "微导纳米",
      "side": "BUY",
      "priority": "W63",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 132.87,
      "exec_low": 134.86,
      "exec_high": 134.86,
      "invalid_price": 128.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0004,
        "prev_amount_yi": 1.023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9779,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 136.06,
            "high": 136.52,
            "low": 136.06,
            "close": 136.52,
            "amount_yi": 0.3099
          },
          {
            "time": "09:43",
            "open": 137.0,
            "high": 138.72,
            "low": 137.0,
            "close": 138.72,
            "amount_yi": 0.2829
          },
          {
            "time": "09:44",
            "open": 138.49,
            "high": 138.73,
            "low": 138.49,
            "close": 138.73,
            "amount_yi": 0.1173
          },
          {
            "time": "09:45",
            "open": 139.49,
            "high": 139.6,
            "low": 139.49,
            "close": 139.6,
            "amount_yi": 0.1849
          },
          {
            "time": "09:46",
            "open": 139.36,
            "high": 139.36,
            "low": 139.36,
            "close": 139.36,
            "amount_yi": 0.1054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 139.36,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 130.5,
        "bid1": 139.05,
        "ask1": 139.36,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 29.9117,
      "price_vs_vwap_pct": -0.2063,
      "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": 1.1884,
        "prev_amount_yi": 1.9969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 29.95,
            "high": 29.95,
            "low": 29.94,
            "close": 29.94,
            "amount_yi": 0.2267
          },
          {
            "time": "09:43",
            "open": 29.96,
            "high": 30.03,
            "low": 29.96,
            "close": 30.03,
            "amount_yi": 0.1949
          },
          {
            "time": "09:44",
            "open": 29.98,
            "high": 29.98,
            "low": 29.82,
            "close": 29.82,
            "amount_yi": 0.4473
          },
          {
            "time": "09:45",
            "open": 29.85,
            "high": 29.85,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.172
          },
          {
            "time": "09:46",
            "open": 29.85,
            "high": 29.85,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.1475
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.85,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.66,
        "low": 29.07,
        "bid1": 29.81,
        "ask1": 29.85,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "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": "2026-06-29T09:46:27",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5319,
        "prev_amount_yi": 2.4167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 693.62,
            "high": 693.62,
            "low": 692.01,
            "close": 692.01,
            "amount_yi": 0.2273
          },
          {
            "time": "09:43",
            "open": 693.9,
            "high": 693.9,
            "low": 690.0,
            "close": 690.0,
            "amount_yi": 0.2462
          },
          {
            "time": "09:44",
            "open": 690.89,
            "high": 690.89,
            "low": 688.9,
            "close": 688.9,
            "amount_yi": 0.3828
          },
          {
            "time": "09:45",
            "open": 695.98,
            "high": 696.81,
            "low": 695.98,
            "close": 696.81,
            "amount_yi": 0.5147
          },
          {
            "time": "09:46",
            "open": 688.34,
            "high": 688.34,
            "low": 688.34,
            "close": 688.34,
            "amount_yi": 0.1609
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 688.34,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 697.7,
        "low": 660.0,
        "bid1": 688.34,
        "ask1": 689.96,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "2026-06-29T09:46:27",
      "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": 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": 3.0703,
      "intraday_vwap": 47.4352,
      "price_vs_vwap_pct": 2.2658,
      "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": 0.368,
        "prev_amount_yi": 0.4554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 48.29,
            "high": 48.36,
            "low": 48.29,
            "close": 48.36,
            "amount_yi": 0.0863
          },
          {
            "time": "09:43",
            "open": 48.36,
            "high": 48.49,
            "low": 48.36,
            "close": 48.49,
            "amount_yi": 0.0925
          },
          {
            "time": "09:44",
            "open": 48.73,
            "high": 48.73,
            "low": 48.7,
            "close": 48.7,
            "amount_yi": 0.1137
          },
          {
            "time": "09:45",
            "open": 48.67,
            "high": 48.67,
            "low": 48.6,
            "close": 48.6,
            "amount_yi": 0.0541
          },
          {
            "time": "09:46",
            "open": 48.51,
            "high": 48.51,
            "low": 48.51,
            "close": 48.51,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 48.51,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 48.51,
        "ask1": 48.53,
        "bid_qty1": 49,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:46:27",
      "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": 22.7993,
      "price_vs_vwap_pct": -0.5233,
      "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": 0.7016,
        "prev_amount_yi": 0.7659,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.75,
            "high": 22.75,
            "low": 22.63,
            "close": 22.63,
            "amount_yi": 0.2023
          },
          {
            "time": "09:43",
            "open": 22.66,
            "high": 22.66,
            "low": 22.61,
            "close": 22.61,
            "amount_yi": 0.103
          },
          {
            "time": "09:44",
            "open": 22.63,
            "high": 22.68,
            "low": 22.63,
            "close": 22.68,
            "amount_yi": 0.0832
          },
          {
            "time": "09:45",
            "open": 22.63,
            "high": 22.65,
            "low": 22.63,
            "close": 22.65,
            "amount_yi": 0.1169
          },
          {
            "time": "09:46",
            "open": 22.68,
            "high": 22.68,
            "low": 22.68,
            "close": 22.68,
            "amount_yi": 0.1962
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.68,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.25,
        "bid1": 22.67,
        "ask1": 22.68,
        "bid_qty1": 8,
        "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 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": 12.881,
      "price_vs_vwap_pct": 1.7002,
      "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": 2.3967,
        "prev_amount_yi": 4.0444,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.1,
            "high": 13.12,
            "low": 13.1,
            "close": 13.12,
            "amount_yi": 0.712
          },
          {
            "time": "09:43",
            "open": 13.09,
            "high": 13.09,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.3864
          },
          {
            "time": "09:44",
            "open": 13.02,
            "high": 13.03,
            "low": 13.02,
            "close": 13.03,
            "amount_yi": 0.4313
          },
          {
            "time": "09:45",
            "open": 13.02,
            "high": 13.09,
            "low": 13.02,
            "close": 13.09,
            "amount_yi": 0.5412
          },
          {
            "time": "09:46",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.3258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.1,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.14,
        "low": 12.6,
        "bid1": 13.09,
        "ask1": 13.1,
        "bid_qty1": 5,
        "ask_qty1": 931
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 158.5,
      "exec_low": 160.88,
      "exec_high": 160.88,
      "invalid_price": 153.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 163.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 160.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 156.12,
      "entry_zone_high": 160.88,
      "entry_risk_pct": null,
      "intraday_vwap": 153.6384,
      "price_vs_vwap_pct": -1.1966,
      "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": 0.7297,
        "prev_amount_yi": 0.9975,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7315,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 152.49,
            "high": 152.49,
            "low": 152.4,
            "close": 152.4,
            "amount_yi": 0.1471
          },
          {
            "time": "09:43",
            "open": 152.17,
            "high": 152.96,
            "low": 152.17,
            "close": 152.96,
            "amount_yi": 0.272
          },
          {
            "time": "09:44",
            "open": 152.38,
            "high": 152.79,
            "low": 152.38,
            "close": 152.79,
            "amount_yi": 0.1009
          },
          {
            "time": "09:45",
            "open": 152.46,
            "high": 152.46,
            "low": 151.95,
            "close": 151.95,
            "amount_yi": 0.1359
          },
          {
            "time": "09:46",
            "open": 151.8,
            "high": 151.8,
            "low": 151.8,
            "close": 151.8,
            "amount_yi": 0.0738
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 151.8,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 156.0,
        "low": 151.0,
        "bid1": 151.7,
        "ask1": 151.8,
        "bid_qty1": 10,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM",
      "symbol": "SHSE.600246",
      "name": "万通发展",
      "side": "BUY",
      "priority": "W70",
      "status": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 21.22,
      "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": 20.4901,
      "price_vs_vwap_pct": -2.4895,
      "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": 1.2912,
        "prev_amount_yi": 1.9679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6561,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 20.1,
            "high": 20.1,
            "low": 20.01,
            "close": 20.01,
            "amount_yi": 0.3549
          },
          {
            "time": "09:43",
            "open": 19.97,
            "high": 19.97,
            "low": 19.96,
            "close": 19.96,
            "amount_yi": 0.2896
          },
          {
            "time": "09:44",
            "open": 19.97,
            "high": 19.97,
            "low": 19.96,
            "close": 19.96,
            "amount_yi": 0.2377
          },
          {
            "time": "09:45",
            "open": 19.95,
            "high": 20.02,
            "low": 19.95,
            "close": 20.02,
            "amount_yi": 0.2895
          },
          {
            "time": "09:46",
            "open": 19.98,
            "high": 19.98,
            "low": 19.98,
            "close": 19.98,
            "amount_yi": 0.1195
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.98,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 19.88,
        "bid1": 19.98,
        "ask1": 19.99,
        "bid_qty1": 107,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301093:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301093:VWAP_RECLAIM",
      "symbol": "SZSE.301093",
      "name": "华兰股份",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 133.33,
      "exec_low": 135.33,
      "exec_high": 135.33,
      "invalid_price": 129.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 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": 3.6792,
      "intraday_vwap": 131.8213,
      "price_vs_vwap_pct": 1.7893,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8075,
        "prev_amount_yi": 0.4811,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6784,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 131.8,
            "high": 131.8,
            "low": 131.68,
            "close": 131.68,
            "amount_yi": 0.1191
          },
          {
            "time": "09:43",
            "open": 131.53,
            "high": 132.36,
            "low": 131.53,
            "close": 132.36,
            "amount_yi": 0.2013
          },
          {
            "time": "09:44",
            "open": 132.16,
            "high": 133.3,
            "low": 132.16,
            "close": 133.3,
            "amount_yi": 0.1557
          },
          {
            "time": "09:45",
            "open": 133.86,
            "high": 133.86,
            "low": 133.85,
            "close": 133.85,
            "amount_yi": 0.2198
          },
          {
            "time": "09:46",
            "open": 134.18,
            "high": 134.18,
            "low": 134.18,
            "close": 134.18,
            "amount_yi": 0.1116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 134.18,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 134.49,
        "low": 127.01,
        "bid1": 134.18,
        "ask1": 134.27,
        "bid_qty1": 16,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM",
      "symbol": "SHSE.688090",
      "name": "瑞松科技",
      "side": "BUY",
      "priority": "W72",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 117.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 115.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 112.24,
      "entry_zone_high": 115.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4689,
        "prev_amount_yi": 0.9632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 113.89,
            "high": 114.01,
            "low": 113.89,
            "close": 114.01,
            "amount_yi": 0.1805
          },
          {
            "time": "09:43",
            "open": 113.69,
            "high": 113.69,
            "low": 113.02,
            "close": 113.02,
            "amount_yi": 0.0914
          },
          {
            "time": "09:44",
            "open": 113.68,
            "high": 113.68,
            "low": 112.72,
            "close": 112.72,
            "amount_yi": 0.067
          },
          {
            "time": "09:45",
            "open": 112.63,
            "high": 113.26,
            "low": 112.63,
            "close": 113.26,
            "amount_yi": 0.0861
          },
          {
            "time": "09:46",
            "open": 112.82,
            "high": 112.82,
            "low": 112.82,
            "close": 112.82,
            "amount_yi": 0.0439
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.82,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 108.92,
        "bid1": 112.72,
        "ask1": 112.82,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.7993,
      "price_vs_vwap_pct": 3.0125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 10.3471,
        "prev_amount_yi": 7.6033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 54.61,
            "high": 54.72,
            "low": 54.61,
            "close": 54.72,
            "amount_yi": 1.5728
          },
          {
            "time": "09:43",
            "open": 55.15,
            "high": 55.15,
            "low": 55.12,
            "close": 55.12,
            "amount_yi": 1.823
          },
          {
            "time": "09:44",
            "open": 54.88,
            "high": 54.88,
            "low": 54.74,
            "close": 54.74,
            "amount_yi": 1.1608
          },
          {
            "time": "09:45",
            "open": 54.95,
            "high": 55.0,
            "low": 54.95,
            "close": 55.0,
            "amount_yi": 0.9294
          },
          {
            "time": "09:46",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 4.8611
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.42,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 52.01,
        "bid1": 55.42,
        "ask1": 0.0,
        "bid_qty1": 270215,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 11.29,
      "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": 10.6492,
      "price_vs_vwap_pct": -1.401,
      "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": 0.2733,
        "prev_amount_yi": 0.3768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.56,
            "high": 10.56,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.0547
          },
          {
            "time": "09:43",
            "open": 10.55,
            "high": 10.55,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.0572
          },
          {
            "time": "09:44",
            "open": 10.5,
            "high": 10.5,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.0802
          },
          {
            "time": "09:45",
            "open": 10.51,
            "high": 10.51,
            "low": 10.48,
            "close": 10.48,
            "amount_yi": 0.0482
          },
          {
            "time": "09:46",
            "open": 10.5,
            "high": 10.5,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.5,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.46,
        "bid1": 10.5,
        "ask1": 10.52,
        "bid_qty1": 84,
        "ask_qty1": 52
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 7.3518,
      "price_vs_vwap_pct": 0.5196,
      "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": 0.0726,
        "prev_amount_yi": 0.1047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.38,
            "high": 7.38,
            "low": 7.38,
            "close": 7.38,
            "amount_yi": 0.0097
          },
          {
            "time": "09:43",
            "open": 7.37,
            "high": 7.37,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0148
          },
          {
            "time": "09:44",
            "open": 7.38,
            "high": 7.39,
            "low": 7.38,
            "close": 7.39,
            "amount_yi": 0.0169
          },
          {
            "time": "09:45",
            "open": 7.36,
            "high": 7.38,
            "low": 7.36,
            "close": 7.38,
            "amount_yi": 0.0206
          },
          {
            "time": "09:46",
            "open": 7.39,
            "high": 7.39,
            "low": 7.39,
            "close": 7.39,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.39,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.48,
        "low": 7.29,
        "bid1": 7.38,
        "ask1": 7.39,
        "bid_qty1": 104,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM",
      "symbol": "SHSE.603259",
      "name": "药明康德",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 121.07,
      "exec_low": 122.89,
      "exec_high": 122.89,
      "invalid_price": 117.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 124.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 122.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 119.25,
      "entry_zone_high": 122.89,
      "entry_risk_pct": null,
      "intraday_vwap": 119.2985,
      "price_vs_vwap_pct": -1.1723,
      "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": 3.6184,
        "prev_amount_yi": 5.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 119.23,
            "high": 119.31,
            "low": 119.23,
            "close": 119.31,
            "amount_yi": 0.9055
          },
          {
            "time": "09:43",
            "open": 119.26,
            "high": 119.26,
            "low": 119.25,
            "close": 119.25,
            "amount_yi": 0.8453
          },
          {
            "time": "09:44",
            "open": 119.0,
            "high": 119.0,
            "low": 118.98,
            "close": 118.98,
            "amount_yi": 0.7815
          },
          {
            "time": "09:45",
            "open": 118.43,
            "high": 118.43,
            "low": 118.23,
            "close": 118.23,
            "amount_yi": 0.6613
          },
          {
            "time": "09:46",
            "open": 117.9,
            "high": 117.9,
            "low": 117.9,
            "close": 117.9,
            "amount_yi": 0.4248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.9,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 121.68,
        "low": 116.8,
        "bid1": 117.89,
        "ask1": 117.91,
        "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.688456:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W77",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "near_trigger",
      "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": 0.6865,
        "prev_amount_yi": 0.8097,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 148.58,
            "high": 149.81,
            "low": 148.58,
            "close": 149.81,
            "amount_yi": 0.1057
          },
          {
            "time": "09:43",
            "open": 149.0,
            "high": 149.0,
            "low": 148.82,
            "close": 148.82,
            "amount_yi": 0.0739
          },
          {
            "time": "09:44",
            "open": 149.5,
            "high": 149.62,
            "low": 149.5,
            "close": 149.62,
            "amount_yi": 0.146
          },
          {
            "time": "09:45",
            "open": 151.39,
            "high": 151.49,
            "low": 151.39,
            "close": 151.49,
            "amount_yi": 0.2483
          },
          {
            "time": "09:46",
            "open": 151.32,
            "high": 151.32,
            "low": 151.32,
            "close": 151.32,
            "amount_yi": 0.1126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 151.32,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 142.99,
        "bid1": 150.99,
        "ask1": 151.32,
        "bid_qty1": 4,
        "ask_qty1": 22
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 12.4289,
      "price_vs_vwap_pct": -0.7957,
      "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": 1.9197,
        "prev_amount_yi": 3.2838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 12.28,
            "high": 12.3,
            "low": 12.28,
            "close": 12.3,
            "amount_yi": 0.5102
          },
          {
            "time": "09:43",
            "open": 12.35,
            "high": 12.39,
            "low": 12.35,
            "close": 12.39,
            "amount_yi": 0.351
          },
          {
            "time": "09:44",
            "open": 12.35,
            "high": 12.35,
            "low": 12.35,
            "close": 12.35,
            "amount_yi": 0.4426
          },
          {
            "time": "09:45",
            "open": 12.34,
            "high": 12.34,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.3551
          },
          {
            "time": "09:46",
            "open": 12.33,
            "high": 12.33,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.2608
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.33,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.09,
        "bid1": 12.32,
        "ask1": 12.33,
        "bid_qty1": 615,
        "ask_qty1": 4
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 22.8082,
      "price_vs_vwap_pct": 2.0686,
      "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": 7.0026,
        "prev_amount_yi": 10.9659,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 23.17,
            "high": 23.18,
            "low": 23.17,
            "close": 23.18,
            "amount_yi": 1.3871
          },
          {
            "time": "09:43",
            "open": 23.17,
            "high": 23.18,
            "low": 23.17,
            "close": 23.18,
            "amount_yi": 1.1553
          },
          {
            "time": "09:44",
            "open": 23.19,
            "high": 23.19,
            "low": 23.15,
            "close": 23.15,
            "amount_yi": 0.9461
          },
          {
            "time": "09:45",
            "open": 23.38,
            "high": 23.47,
            "low": 23.38,
            "close": 23.47,
            "amount_yi": 2.4412
          },
          {
            "time": "09:46",
            "open": 23.28,
            "high": 23.28,
            "low": 23.28,
            "close": 23.28,
            "amount_yi": 1.0729
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.28,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 22.18,
        "bid1": 23.28,
        "ask1": 23.29,
        "bid_qty1": 7,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM",
      "symbol": "SHSE.688056",
      "name": "莱伯泰科",
      "side": "BUY",
      "priority": "W80",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 72.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 71.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.95,
      "entry_zone_high": 71.05,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0698,
        "prev_amount_yi": 0.1214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.575,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 69.1,
            "high": 69.53,
            "low": 69.1,
            "close": 69.53,
            "amount_yi": 0.0133
          },
          {
            "time": "09:43",
            "open": 69.8,
            "high": 69.8,
            "low": 69.8,
            "close": 69.8,
            "amount_yi": 0.0155
          },
          {
            "time": "09:44",
            "open": 69.73,
            "high": 69.73,
            "low": 69.4,
            "close": 69.4,
            "amount_yi": 0.0182
          },
          {
            "time": "09:45",
            "open": 69.39,
            "high": 69.5,
            "low": 69.39,
            "close": 69.5,
            "amount_yi": 0.0174
          },
          {
            "time": "09:46",
            "open": 69.5,
            "high": 69.5,
            "low": 69.5,
            "close": 69.5,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.5,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 68.22,
        "bid1": 69.4,
        "ask1": 69.5,
        "bid_qty1": 2,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 57.4901,
      "price_vs_vwap_pct": 2.3828,
      "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": 0.7048,
        "prev_amount_yi": 4.0499,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.174,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1424
          },
          {
            "time": "09:43",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.11
          },
          {
            "time": "09:44",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.2528
          },
          {
            "time": "09:45",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1424
          },
          {
            "time": "09:46",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0572
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:27",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 56.0,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 385401,
        "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": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 26.2901,
      "price_vs_vwap_pct": 1.7113,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.628,
        "prev_amount_yi": 0.3843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 26.19,
            "high": 26.22,
            "low": 26.19,
            "close": 26.22,
            "amount_yi": 0.0598
          },
          {
            "time": "09:43",
            "open": 26.26,
            "high": 26.29,
            "low": 26.26,
            "close": 26.29,
            "amount_yi": 0.025
          },
          {
            "time": "09:44",
            "open": 26.4,
            "high": 26.46,
            "low": 26.4,
            "close": 26.46,
            "amount_yi": 0.1799
          },
          {
            "time": "09:45",
            "open": 26.6,
            "high": 26.62,
            "low": 26.6,
            "close": 26.62,
            "amount_yi": 0.2396
          },
          {
            "time": "09:46",
            "open": 26.74,
            "high": 26.74,
            "low": 26.74,
            "close": 26.74,
            "amount_yi": 0.1237
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.74,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.75,
        "low": 25.27,
        "bid1": 26.69,
        "ask1": 26.7,
        "bid_qty1": 300,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:46:27",
      "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": 74.888,
      "price_vs_vwap_pct": -1.0522,
      "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": 0.3329,
        "prev_amount_yi": 0.4478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 73.7,
            "high": 73.7,
            "low": 73.7,
            "close": 73.7,
            "amount_yi": 0.0843
          },
          {
            "time": "09:43",
            "open": 73.77,
            "high": 73.77,
            "low": 73.49,
            "close": 73.49,
            "amount_yi": 0.0469
          },
          {
            "time": "09:44",
            "open": 73.2,
            "high": 73.2,
            "low": 73.2,
            "close": 73.2,
            "amount_yi": 0.0769
          },
          {
            "time": "09:45",
            "open": 74.17,
            "high": 74.51,
            "low": 74.17,
            "close": 74.51,
            "amount_yi": 0.0907
          },
          {
            "time": "09:46",
            "open": 74.1,
            "high": 74.1,
            "low": 74.1,
            "close": 74.1,
            "amount_yi": 0.0341
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.1,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 73.02,
        "bid1": 74.05,
        "ask1": 74.1,
        "bid_qty1": 48,
        "ask_qty1": 45
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.3,
      "exec_low": 58.16,
      "exec_high": 58.16,
      "invalid_price": 55.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 55.0223,
      "price_vs_vwap_pct": -1.0401,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2325,
        "prev_amount_yi": 0.1937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 54.72,
            "high": 54.77,
            "low": 54.72,
            "close": 54.77,
            "amount_yi": 0.0828
          },
          {
            "time": "09:43",
            "open": 54.66,
            "high": 54.66,
            "low": 54.64,
            "close": 54.64,
            "amount_yi": 0.0479
          },
          {
            "time": "09:44",
            "open": 54.62,
            "high": 54.62,
            "low": 54.48,
            "close": 54.48,
            "amount_yi": 0.0436
          },
          {
            "time": "09:45",
            "open": 54.4,
            "high": 54.4,
            "low": 54.32,
            "close": 54.32,
            "amount_yi": 0.0373
          },
          {
            "time": "09:46",
            "open": 54.45,
            "high": 54.45,
            "low": 54.45,
            "close": 54.45,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.45,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 54.3,
        "bid1": 54.41,
        "ask1": 54.45,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM",
      "symbol": "SHSE.601658",
      "name": "邮储银行",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.94,
      "exec_low": 5.01,
      "exec_high": 5.01,
      "invalid_price": 4.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 4.8448,
      "price_vs_vwap_pct": -0.5119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5019,
        "prev_amount_yi": 0.3888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0492
          },
          {
            "time": "09:43",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0567
          },
          {
            "time": "09:44",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.2591
          },
          {
            "time": "09:45",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.1154
          },
          {
            "time": "09:46",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.82,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.81,
        "ask1": 4.82,
        "bid_qty1": 24288,
        "ask_qty1": 15456
      },
      "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": "2026-06-29T09:46:27",
      "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": 16.4895,
      "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": 0.2457,
        "prev_amount_yi": 0.3298,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.64,
            "high": 16.64,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0657
          },
          {
            "time": "09:43",
            "open": 16.64,
            "high": 16.64,
            "low": 16.61,
            "close": 16.61,
            "amount_yi": 0.0516
          },
          {
            "time": "09:44",
            "open": 16.55,
            "high": 16.55,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0354
          },
          {
            "time": "09:45",
            "open": 16.54,
            "high": 16.54,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0455
          },
          {
            "time": "09:46",
            "open": 16.45,
            "high": 16.45,
            "low": 16.45,
            "close": 16.45,
            "amount_yi": 0.0475
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.45,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 16.21,
        "bid1": 16.44,
        "ask1": 16.45,
        "bid_qty1": 28,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 2.9284,
      "price_vs_vwap_pct": -1.3113,
      "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": 0.3502,
        "prev_amount_yi": 0.4088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0503
          },
          {
            "time": "09:43",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0598
          },
          {
            "time": "09:44",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.1348
          },
          {
            "time": "09:45",
            "open": 2.89,
            "high": 2.9,
            "low": 2.89,
            "close": 2.9,
            "amount_yi": 0.0857
          },
          {
            "time": "09:46",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.89,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.89,
        "ask1": 2.9,
        "bid_qty1": 4533,
        "ask_qty1": 6970
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM",
      "symbol": "SZSE.301362",
      "name": "民爆光电",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 202.5,
      "exec_low": 205.54,
      "exec_high": 205.54,
      "invalid_price": 196.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 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": 3.7393,
      "intraday_vwap": 200.018,
      "price_vs_vwap_pct": 2.0158,
      "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": 0.7639,
        "prev_amount_yi": 0.8537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8948,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 201.97,
            "high": 203.31,
            "low": 201.97,
            "close": 203.31,
            "amount_yi": 0.2392
          },
          {
            "time": "09:43",
            "open": 203.2,
            "high": 203.67,
            "low": 203.2,
            "close": 203.67,
            "amount_yi": 0.1244
          },
          {
            "time": "09:44",
            "open": 203.5,
            "high": 203.5,
            "low": 202.77,
            "close": 202.77,
            "amount_yi": 0.0677
          },
          {
            "time": "09:45",
            "open": 203.41,
            "high": 204.34,
            "low": 203.41,
            "close": 204.34,
            "amount_yi": 0.2384
          },
          {
            "time": "09:46",
            "open": 204.05,
            "high": 204.05,
            "low": 204.05,
            "close": 204.05,
            "amount_yi": 0.0942
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 442.12,
      "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": 204.05,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.55,
        "low": 190.57,
        "bid1": 203.9,
        "ask1": 204.05,
        "bid_qty1": 1,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM",
      "symbol": "SHSE.600703",
      "name": "三安光电",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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": 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": 22.329,
      "price_vs_vwap_pct": 1.7063,
      "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": 6.2448,
        "prev_amount_yi": 9.7726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.639,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.71,
            "high": 22.73,
            "low": 22.71,
            "close": 22.73,
            "amount_yi": 1.8597
          },
          {
            "time": "09:43",
            "open": 22.68,
            "high": 22.7,
            "low": 22.68,
            "close": 22.7,
            "amount_yi": 0.9857
          },
          {
            "time": "09:44",
            "open": 22.66,
            "high": 22.81,
            "low": 22.66,
            "close": 22.81,
            "amount_yi": 1.6344
          },
          {
            "time": "09:45",
            "open": 22.85,
            "high": 22.87,
            "low": 22.85,
            "close": 22.87,
            "amount_yi": 1.335
          },
          {
            "time": "09:46",
            "open": 22.71,
            "high": 22.71,
            "low": 22.71,
            "close": 22.71,
            "amount_yi": 0.43
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.71,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 21.49,
        "bid1": 22.7,
        "ask1": 22.72,
        "bid_qty1": 521,
        "ask_qty1": 102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:46:27",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2561,
        "prev_amount_yi": 2.6574,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4727,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 435.5,
            "high": 436.8,
            "low": 435.5,
            "close": 436.8,
            "amount_yi": 0.1956
          },
          {
            "time": "09:43",
            "open": 436.84,
            "high": 436.84,
            "low": 436.83,
            "close": 436.83,
            "amount_yi": 0.2879
          },
          {
            "time": "09:44",
            "open": 434.01,
            "high": 434.01,
            "low": 433.98,
            "close": 433.98,
            "amount_yi": 0.2384
          },
          {
            "time": "09:45",
            "open": 437.0,
            "high": 438.57,
            "low": 437.0,
            "close": 438.57,
            "amount_yi": 0.3309
          },
          {
            "time": "09:46",
            "open": 438.96,
            "high": 438.96,
            "low": 438.96,
            "close": 438.96,
            "amount_yi": 0.2033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 438.96,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 443.0,
        "low": 420.0,
        "bid1": 438.1,
        "ask1": 438.97,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "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": "2026-06-29T09:46:27",
      "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": 17.668,
      "price_vs_vwap_pct": 0.1245,
      "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": 0.1415,
        "prev_amount_yi": 0.2176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 17.81,
            "high": 17.81,
            "low": 17.76,
            "close": 17.76,
            "amount_yi": 0.0749
          },
          {
            "time": "09:43",
            "open": 17.78,
            "high": 17.78,
            "low": 17.76,
            "close": 17.76,
            "amount_yi": 0.0253
          },
          {
            "time": "09:44",
            "open": 17.74,
            "high": 17.74,
            "low": 17.71,
            "close": 17.71,
            "amount_yi": 0.0142
          },
          {
            "time": "09:45",
            "open": 17.71,
            "high": 17.71,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0135
          },
          {
            "time": "09:46",
            "open": 17.69,
            "high": 17.69,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.69,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.68,
        "ask1": 17.69,
        "bid_qty1": 128,
        "ask_qty1": 113
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM",
      "symbol": "SHSE.601128",
      "name": "常熟银行",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.94,
      "exec_low": 6.03,
      "exec_high": 6.03,
      "invalid_price": 5.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 5.8078,
      "price_vs_vwap_pct": -0.4787,
      "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": 0.0934,
        "prev_amount_yi": 0.0985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9482,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.8,
            "high": 5.81,
            "low": 5.8,
            "close": 5.81,
            "amount_yi": 0.0114
          },
          {
            "time": "09:43",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0121
          },
          {
            "time": "09:44",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0223
          },
          {
            "time": "09:45",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0249
          },
          {
            "time": "09:46",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 975,
        "ask_qty1": 2219
      },
      "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": "2026-06-29T09:46:27",
      "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": 8.6767,
      "price_vs_vwap_pct": -0.6535,
      "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": 0.3368,
        "prev_amount_yi": 0.3891,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.65,
            "high": 8.65,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0515
          },
          {
            "time": "09:43",
            "open": 8.65,
            "high": 8.67,
            "low": 8.65,
            "close": 8.67,
            "amount_yi": 0.0587
          },
          {
            "time": "09:44",
            "open": 8.67,
            "high": 8.67,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0627
          },
          {
            "time": "09:45",
            "open": 8.64,
            "high": 8.64,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.1346
          },
          {
            "time": "09:46",
            "open": 8.62,
            "high": 8.62,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.62,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.61,
        "bid1": 8.62,
        "ask1": 8.63,
        "bid_qty1": 432,
        "ask_qty1": 126
      },
      "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": "2026-06-29T09:46:27",
      "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": 7.7232,
      "price_vs_vwap_pct": -0.3004,
      "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": 0.0862,
        "prev_amount_yi": 0.1114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.72,
            "high": 7.72,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.0118
          },
          {
            "time": "09:43",
            "open": 7.75,
            "high": 7.75,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.027
          },
          {
            "time": "09:44",
            "open": 7.74,
            "high": 7.74,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0083
          },
          {
            "time": "09:45",
            "open": 7.72,
            "high": 7.72,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.0168
          },
          {
            "time": "09:46",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.7,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.7,
        "ask1": 7.71,
        "bid_qty1": 42,
        "ask_qty1": 404
      },
      "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": "2026-06-29T09:46:27",
      "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": 0.8692,
        "prev_amount_yi": 1.0937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 147.27,
            "high": 147.28,
            "low": 147.27,
            "close": 147.28,
            "amount_yi": 0.2588
          },
          {
            "time": "09:43",
            "open": 147.0,
            "high": 147.0,
            "low": 146.56,
            "close": 146.56,
            "amount_yi": 0.227
          },
          {
            "time": "09:44",
            "open": 147.47,
            "high": 147.8,
            "low": 147.47,
            "close": 147.8,
            "amount_yi": 0.1735
          },
          {
            "time": "09:45",
            "open": 147.98,
            "high": 147.98,
            "low": 147.59,
            "close": 147.59,
            "amount_yi": 0.1227
          },
          {
            "time": "09:46",
            "open": 147.27,
            "high": 147.27,
            "low": 147.27,
            "close": 147.27,
            "amount_yi": 0.0872
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.27,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 148.32,
        "low": 139.65,
        "bid1": 147.15,
        "ask1": 147.27,
        "bid_qty1": 8,
        "ask_qty1": 0
      },
      "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": "2026-06-29T09:46:27",
      "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": 55.7434,
      "price_vs_vwap_pct": 0.7294,
      "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": 2.8909,
        "prev_amount_yi": 4.6863,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 56.1,
            "high": 56.24,
            "low": 56.1,
            "close": 56.24,
            "amount_yi": 0.5516
          },
          {
            "time": "09:43",
            "open": 56.12,
            "high": 56.12,
            "low": 56.05,
            "close": 56.05,
            "amount_yi": 0.8345
          },
          {
            "time": "09:44",
            "open": 55.95,
            "high": 56.14,
            "low": 55.95,
            "close": 56.14,
            "amount_yi": 0.7953
          },
          {
            "time": "09:45",
            "open": 56.27,
            "high": 56.27,
            "low": 56.18,
            "close": 56.18,
            "amount_yi": 0.5086
          },
          {
            "time": "09:46",
            "open": 56.15,
            "high": 56.15,
            "low": 56.15,
            "close": 56.15,
            "amount_yi": 0.2009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.15,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 54.66,
        "bid1": 56.15,
        "ask1": 56.16,
        "bid_qty1": 27,
        "ask_qty1": 201
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 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": 9.6481,
      "price_vs_vwap_pct": -0.3949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5539,
        "prev_amount_yi": 0.4662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1881,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.66,
            "high": 9.66,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0534
          },
          {
            "time": "09:43",
            "open": 9.65,
            "high": 9.65,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0438
          },
          {
            "time": "09:44",
            "open": 9.64,
            "high": 9.64,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0996
          },
          {
            "time": "09:45",
            "open": 9.62,
            "high": 9.62,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.3029
          },
          {
            "time": "09:46",
            "open": 9.61,
            "high": 9.61,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.61,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.75,
        "low": 9.6,
        "bid1": 9.6,
        "ask1": 9.61,
        "bid_qty1": 9303,
        "ask_qty1": 1732
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 40.8136,
      "price_vs_vwap_pct": -0.4499,
      "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": 0.0373,
        "prev_amount_yi": 0.0439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 40.6,
            "high": 40.69,
            "low": 40.6,
            "close": 40.69,
            "amount_yi": 0.0039
          },
          {
            "time": "09:43",
            "open": 40.7,
            "high": 40.81,
            "low": 40.7,
            "close": 40.81,
            "amount_yi": 0.0044
          },
          {
            "time": "09:44",
            "open": 40.86,
            "high": 40.86,
            "low": 40.86,
            "close": 40.86,
            "amount_yi": 0.0194
          },
          {
            "time": "09:45",
            "open": 40.78,
            "high": 40.78,
            "low": 40.75,
            "close": 40.75,
            "amount_yi": 0.0044
          },
          {
            "time": "09:46",
            "open": 40.63,
            "high": 40.63,
            "low": 40.63,
            "close": 40.63,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.63,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 40.62,
        "ask1": 40.66,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM",
      "symbol": "SHSE.600048",
      "name": "保利发展",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 4.6637,
      "price_vs_vwap_pct": -1.5803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6178,
        "prev_amount_yi": 0.5129,
        "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": "09:42",
            "open": 4.64,
            "high": 4.65,
            "low": 4.64,
            "close": 4.65,
            "amount_yi": 0.1334
          },
          {
            "time": "09:43",
            "open": 4.65,
            "high": 4.65,
            "low": 4.63,
            "close": 4.63,
            "amount_yi": 0.0979
          },
          {
            "time": "09:44",
            "open": 4.62,
            "high": 4.62,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.1402
          },
          {
            "time": "09:45",
            "open": 4.6,
            "high": 4.6,
            "low": 4.6,
            "close": 4.6,
            "amount_yi": 0.174
          },
          {
            "time": "09:46",
            "open": 4.59,
            "high": 4.59,
            "low": 4.59,
            "close": 4.59,
            "amount_yi": 0.0723
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.59,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.58,
        "bid1": 4.58,
        "ask1": 4.59,
        "bid_qty1": 4246,
        "ask_qty1": 3199
      },
      "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": "2026-06-29T09:46:27",
      "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": 10.9007,
      "price_vs_vwap_pct": -0.1899,
      "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": 0.4497,
        "prev_amount_yi": 0.7941,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.98,
            "high": 10.98,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.1143
          },
          {
            "time": "09:43",
            "open": 10.97,
            "high": 10.97,
            "low": 10.95,
            "close": 10.95,
            "amount_yi": 0.1204
          },
          {
            "time": "09:44",
            "open": 10.95,
            "high": 10.95,
            "low": 10.93,
            "close": 10.93,
            "amount_yi": 0.1041
          },
          {
            "time": "09:45",
            "open": 10.91,
            "high": 10.91,
            "low": 10.89,
            "close": 10.89,
            "amount_yi": 0.0787
          },
          {
            "time": "09:46",
            "open": 10.88,
            "high": 10.88,
            "low": 10.88,
            "close": 10.88,
            "amount_yi": 0.0322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.88,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 10.88,
        "ask1": 10.89,
        "bid_qty1": 433,
        "ask_qty1": 2522
      },
      "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": "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": "2026-06-29T09:46:27",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.3,
      "entry_zone_high": 43.58,
      "entry_risk_pct": null,
      "intraday_vwap": 41.6028,
      "price_vs_vwap_pct": -0.9442,
      "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": 0.093,
        "prev_amount_yi": 0.0887,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0485,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 41.31,
            "high": 41.39,
            "low": 41.31,
            "close": 41.39,
            "amount_yi": 0.0229
          },
          {
            "time": "09:43",
            "open": 41.41,
            "high": 41.5,
            "low": 41.41,
            "close": 41.5,
            "amount_yi": 0.0175
          },
          {
            "time": "09:44",
            "open": 41.39,
            "high": 41.39,
            "low": 41.37,
            "close": 41.37,
            "amount_yi": 0.0126
          },
          {
            "time": "09:45",
            "open": 41.32,
            "high": 41.32,
            "low": 41.2,
            "close": 41.2,
            "amount_yi": 0.0253
          },
          {
            "time": "09:46",
            "open": 41.21,
            "high": 41.21,
            "low": 41.21,
            "close": 41.21,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.21,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.18,
        "bid1": 41.2,
        "ask1": 41.21,
        "bid_qty1": 21,
        "ask_qty1": 60
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 6.1855,
      "price_vs_vwap_pct": -0.0889,
      "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": 0.1274,
        "prev_amount_yi": 0.1925,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.19,
            "high": 6.21,
            "low": 6.19,
            "close": 6.21,
            "amount_yi": 0.0325
          },
          {
            "time": "09:43",
            "open": 6.22,
            "high": 6.22,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0213
          },
          {
            "time": "09:44",
            "open": 6.2,
            "high": 6.2,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.0268
          },
          {
            "time": "09:45",
            "open": 6.19,
            "high": 6.19,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.0188
          },
          {
            "time": "09:46",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.18,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.12,
        "bid1": 6.18,
        "ask1": 6.19,
        "bid_qty1": 779,
        "ask_qty1": 1589
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.96,
      "exec_low": 6.05,
      "exec_high": 6.05,
      "invalid_price": 5.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.87,
      "entry_zone_high": 6.05,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7838,
      "price_vs_vwap_pct": 0.1072,
      "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": 0.0569,
        "prev_amount_yi": 0.0999,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0065
          },
          {
            "time": "09:43",
            "open": 5.77,
            "high": 5.8,
            "low": 5.77,
            "close": 5.8,
            "amount_yi": 0.0171
          },
          {
            "time": "09:44",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.011
          },
          {
            "time": "09:45",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0087
          },
          {
            "time": "09:46",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:24",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.9,
        "low": 5.72,
        "bid1": 5.79,
        "ask1": 5.8,
        "bid_qty1": 373,
        "ask_qty1": 81
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM",
      "symbol": "SHSE.601988",
      "name": "中国银行",
      "side": "BUY",
      "priority": "W104",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.89,
      "exec_low": 5.98,
      "exec_high": 5.98,
      "invalid_price": 5.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:46:27",
      "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": 5.6686,
      "price_vs_vwap_pct": -0.8574,
      "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": 0.7201,
        "prev_amount_yi": 0.927,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0994
          },
          {
            "time": "09:43",
            "open": 5.67,
            "high": 5.67,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.1386
          },
          {
            "time": "09:44",
            "open": 5.65,
            "high": 5.66,
            "low": 5.65,
            "close": 5.66,
            "amount_yi": 0.086
          },
          {
            "time": "09:45",
            "open": 5.65,
            "high": 5.65,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.2224
          },
          {
            "time": "09:46",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.1737
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.62,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.62,
        "bid1": 5.62,
        "ask1": 5.63,
        "bid_qty1": 17367,
        "ask_qty1": 11283
      },
      "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": "2026-06-29T09:46:27",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5567,
        "prev_amount_yi": 1.3024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1953,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 117.46,
            "high": 117.46,
            "low": 116.97,
            "close": 116.97,
            "amount_yi": 0.6198
          },
          {
            "time": "09:43",
            "open": 117.3,
            "high": 117.74,
            "low": 117.3,
            "close": 117.74,
            "amount_yi": 0.4102
          },
          {
            "time": "09:44",
            "open": 118.27,
            "high": 118.47,
            "low": 118.27,
            "close": 118.47,
            "amount_yi": 0.1855
          },
          {
            "time": "09:45",
            "open": 119.06,
            "high": 119.06,
            "low": 118.81,
            "close": 118.81,
            "amount_yi": 0.201
          },
          {
            "time": "09:46",
            "open": 119.0,
            "high": 119.0,
            "low": 119.0,
            "close": 119.0,
            "amount_yi": 0.1402
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 119.0,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 122.76,
        "low": 116.0,
        "bid1": 118.87,
        "ask1": 119.0,
        "bid_qty1": 46,
        "ask_qty1": 376
      },
      "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": "2026-06-29T09:46:27",
      "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": 7.0909,
      "price_vs_vwap_pct": -0.4358,
      "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": 1.4125,
        "prev_amount_yi": 1.5837,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8919,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.1,
            "high": 7.1,
            "low": 7.09,
            "close": 7.09,
            "amount_yi": 0.1346
          },
          {
            "time": "09:43",
            "open": 7.09,
            "high": 7.09,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.2693
          },
          {
            "time": "09:44",
            "open": 7.08,
            "high": 7.08,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.1978
          },
          {
            "time": "09:45",
            "open": 7.07,
            "high": 7.07,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.4139
          },
          {
            "time": "09:46",
            "open": 7.06,
            "high": 7.06,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.3969
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.06,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.13,
        "low": 7.05,
        "bid1": 7.05,
        "ask1": 7.06,
        "bid_qty1": 82416,
        "ask_qty1": 4727
      },
      "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": "2026-06-29T09:46:27",
      "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": 35.5506,
      "price_vs_vwap_pct": -0.1986,
      "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": 0.9842,
        "prev_amount_yi": 1.8107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5435,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 35.52,
            "high": 35.53,
            "low": 35.52,
            "close": 35.53,
            "amount_yi": 0.1957
          },
          {
            "time": "09:43",
            "open": 35.54,
            "high": 35.56,
            "low": 35.54,
            "close": 35.56,
            "amount_yi": 0.2342
          },
          {
            "time": "09:44",
            "open": 35.56,
            "high": 35.56,
            "low": 35.55,
            "close": 35.55,
            "amount_yi": 0.1449
          },
          {
            "time": "09:45",
            "open": 35.52,
            "high": 35.52,
            "low": 35.48,
            "close": 35.48,
            "amount_yi": 0.288
          },
          {
            "time": "09:46",
            "open": 35.48,
            "high": 35.48,
            "low": 35.48,
            "close": 35.48,
            "amount_yi": 0.1214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.48,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 35.92,
        "low": 35.4,
        "bid1": 35.47,
        "ask1": 35.5,
        "bid_qty1": 6,
        "ask_qty1": 40
      },
      "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": "2026-06-29T09:46:27",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4582,
        "prev_amount_yi": 0.4129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 104.61,
            "high": 104.61,
            "low": 104.03,
            "close": 104.03,
            "amount_yi": 0.0926
          },
          {
            "time": "09:43",
            "open": 103.72,
            "high": 103.72,
            "low": 103.67,
            "close": 103.67,
            "amount_yi": 0.0843
          },
          {
            "time": "09:44",
            "open": 103.42,
            "high": 103.48,
            "low": 103.42,
            "close": 103.48,
            "amount_yi": 0.1094
          },
          {
            "time": "09:45",
            "open": 103.13,
            "high": 103.13,
            "low": 102.81,
            "close": 102.81,
            "amount_yi": 0.1148
          },
          {
            "time": "09:46",
            "open": 103.11,
            "high": 103.11,
            "low": 103.11,
            "close": 103.11,
            "amount_yi": 0.0571
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 103.11,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 107.54,
        "low": 102.81,
        "bid1": 103.06,
        "ask1": 103.1,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:46:27",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.42,
      "entry_zone_high": 9.7,
      "entry_risk_pct": null,
      "intraday_vwap": 8.8417,
      "price_vs_vwap_pct": -3.9777,
      "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": 0.6428,
        "prev_amount_yi": 0.7164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.7,
            "high": 8.7,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.1407
          },
          {
            "time": "09:43",
            "open": 8.68,
            "high": 8.68,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 0.127
          },
          {
            "time": "09:44",
            "open": 8.62,
            "high": 8.62,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.1349
          },
          {
            "time": "09:45",
            "open": 8.58,
            "high": 8.58,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 0.1555
          },
          {
            "time": "09:46",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0847
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.49,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.38,
        "bid1": 8.49,
        "ask1": 8.5,
        "bid_qty1": 1,
        "ask_qty1": 93
      },
      "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": "2026-06-29T09:46:27",
      "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": 793.6384,
      "price_vs_vwap_pct": 2.495,
      "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": 18.1616,
        "prev_amount_yi": 27.5946,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6582,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 807.0,
            "high": 810.89,
            "low": 807.0,
            "close": 810.89,
            "amount_yi": 4.2323
          },
          {
            "time": "09:43",
            "open": 810.06,
            "high": 810.06,
            "low": 809.88,
            "close": 809.88,
            "amount_yi": 3.7855
          },
          {
            "time": "09:44",
            "open": 806.83,
            "high": 806.83,
            "low": 803.08,
            "close": 803.08,
            "amount_yi": 3.5242
          },
          {
            "time": "09:45",
            "open": 804.7,
            "high": 807.97,
            "low": 804.7,
            "close": 807.97,
            "amount_yi": 2.9857
          },
          {
            "time": "09:46",
            "open": 813.44,
            "high": 813.44,
            "low": 813.44,
            "close": 813.44,
            "amount_yi": 3.6339
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 813.44,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 814.94,
        "low": 761.3,
        "bid1": 813.44,
        "ask1": 813.45,
        "bid_qty1": 3,
        "ask_qty1": 15
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 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": null,
      "intraday_vwap": 19.9452,
      "price_vs_vwap_pct": -1.0288,
      "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": 0.3261,
        "prev_amount_yi": 0.4003,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 20.0,
            "high": 20.0,
            "low": 20.0,
            "close": 20.0,
            "amount_yi": 0.0945
          },
          {
            "time": "09:43",
            "open": 19.98,
            "high": 19.98,
            "low": 19.93,
            "close": 19.93,
            "amount_yi": 0.0492
          },
          {
            "time": "09:44",
            "open": 19.9,
            "high": 19.9,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0629
          },
          {
            "time": "09:45",
            "open": 19.81,
            "high": 19.81,
            "low": 19.76,
            "close": 19.76,
            "amount_yi": 0.0916
          },
          {
            "time": "09:46",
            "open": 19.74,
            "high": 19.74,
            "low": 19.74,
            "close": 19.74,
            "amount_yi": 0.0279
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.74,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.74,
        "bid1": 19.73,
        "ask1": 19.74,
        "bid_qty1": 240,
        "ask_qty1": 111
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 49.4067,
      "price_vs_vwap_pct": 0.3912,
      "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": 0.1781,
        "prev_amount_yi": 0.2158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 48.5,
            "high": 48.5,
            "low": 48.11,
            "close": 48.11,
            "amount_yi": 0.0538
          },
          {
            "time": "09:43",
            "open": 48.28,
            "high": 48.5,
            "low": 48.28,
            "close": 48.5,
            "amount_yi": 0.04
          },
          {
            "time": "09:44",
            "open": 48.44,
            "high": 48.56,
            "low": 48.44,
            "close": 48.56,
            "amount_yi": 0.0151
          },
          {
            "time": "09:45",
            "open": 49.28,
            "high": 49.5,
            "low": 49.28,
            "close": 49.5,
            "amount_yi": 0.0507
          },
          {
            "time": "09:46",
            "open": 49.6,
            "high": 49.6,
            "low": 49.6,
            "close": 49.6,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:46:25",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.9,
        "bid1": 49.4,
        "ask1": 49.6,
        "bid_qty1": 8,
        "ask_qty1": 47
      },
      "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": "2026-06-29T09:46:27",
      "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": 22.1777,
      "price_vs_vwap_pct": -0.9365,
      "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": 0.0562,
        "prev_amount_yi": 0.0397,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4156,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.07,
            "high": 22.08,
            "low": 22.07,
            "close": 22.08,
            "amount_yi": 0.0067
          },
          {
            "time": "09:43",
            "open": 22.06,
            "high": 22.06,
            "low": 22.06,
            "close": 22.06,
            "amount_yi": 0.0076
          },
          {
            "time": "09:44",
            "open": 22.04,
            "high": 22.04,
            "low": 22.03,
            "close": 22.03,
            "amount_yi": 0.0089
          },
          {
            "time": "09:45",
            "open": 22.04,
            "high": 22.04,
            "low": 21.99,
            "close": 21.99,
            "amount_yi": 0.0224
          },
          {
            "time": "09:46",
            "open": 21.97,
            "high": 21.97,
            "low": 21.97,
            "close": 21.97,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.97,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 21.95,
        "bid1": 21.97,
        "ask1": 22.01,
        "bid_qty1": 5,
        "ask_qty1": 21
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 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": 32.6056,
      "price_vs_vwap_pct": 0.7496,
      "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": 0.0592,
        "prev_amount_yi": 0.0494,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 32.84,
            "high": 32.84,
            "low": 32.83,
            "close": 32.83,
            "amount_yi": 0.0207
          },
          {
            "time": "09:43",
            "open": 32.86,
            "high": 33.06,
            "low": 32.86,
            "close": 33.06,
            "amount_yi": 0.0128
          },
          {
            "time": "09:44",
            "open": 32.74,
            "high": 32.74,
            "low": 32.63,
            "close": 32.63,
            "amount_yi": 0.0167
          },
          {
            "time": "09:45",
            "open": 32.86,
            "high": 32.86,
            "low": 32.75,
            "close": 32.75,
            "amount_yi": 0.0052
          },
          {
            "time": "09:46",
            "open": 32.85,
            "high": 32.85,
            "low": 32.85,
            "close": 32.85,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.85,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 33.08,
        "low": 32.07,
        "bid1": 32.83,
        "ask1": 32.89,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:46:27",
      "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": 6.0636,
      "price_vs_vwap_pct": -0.884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8195,
        "prev_amount_yi": 1.4117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.06,
            "high": 6.06,
            "low": 6.05,
            "close": 6.05,
            "amount_yi": 0.2092
          },
          {
            "time": "09:43",
            "open": 6.05,
            "high": 6.05,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.2674
          },
          {
            "time": "09:44",
            "open": 6.02,
            "high": 6.03,
            "low": 6.02,
            "close": 6.03,
            "amount_yi": 0.4412
          },
          {
            "time": "09:45",
            "open": 6.02,
            "high": 6.02,
            "low": 6.01,
            "close": 6.01,
            "amount_yi": 0.5902
          },
          {
            "time": "09:46",
            "open": 6.01,
            "high": 6.01,
            "low": 6.01,
            "close": 6.01,
            "amount_yi": 0.3115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.01,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.0,
        "bid1": 6.0,
        "ask1": 6.01,
        "bid_qty1": 48526,
        "ask_qty1": 25561
      },
      "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": "2026-06-29T09:46:27",
      "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": 20.1627,
      "price_vs_vwap_pct": -1.0053,
      "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": 0.0868,
        "prev_amount_yi": 0.0603,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4395,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 20.14,
            "high": 20.14,
            "low": 20.13,
            "close": 20.13,
            "amount_yi": 0.0062
          },
          {
            "time": "09:43",
            "open": 20.12,
            "high": 20.13,
            "low": 20.12,
            "close": 20.13,
            "amount_yi": 0.0062
          },
          {
            "time": "09:44",
            "open": 20.07,
            "high": 20.07,
            "low": 20.0,
            "close": 20.0,
            "amount_yi": 0.0238
          },
          {
            "time": "09:45",
            "open": 19.97,
            "high": 19.97,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.028
          },
          {
            "time": "09:46",
            "open": 19.96,
            "high": 19.96,
            "low": 19.96,
            "close": 19.96,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.96,
        "ts": "2026-06-29T09:46:25",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 19.85,
        "bid1": 19.96,
        "ask1": 19.98,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:46:27",
      "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": 16.5312,
      "price_vs_vwap_pct": -0.4912,
      "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": 0.6938,
        "prev_amount_yi": 0.9567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7252,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.1506
          },
          {
            "time": "09:43",
            "open": 16.51,
            "high": 16.52,
            "low": 16.51,
            "close": 16.52,
            "amount_yi": 0.0854
          },
          {
            "time": "09:44",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.079
          },
          {
            "time": "09:45",
            "open": 16.49,
            "high": 16.49,
            "low": 16.47,
            "close": 16.47,
            "amount_yi": 0.1892
          },
          {
            "time": "09:46",
            "open": 16.45,
            "high": 16.45,
            "low": 16.45,
            "close": 16.45,
            "amount_yi": 0.1896
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.45,
        "ts": "2026-06-29T09:46:24",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.45,
        "bid1": 16.45,
        "ask1": 16.46,
        "bid_qty1": 6161,
        "ask_qty1": 1737
      },
      "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": "2026-06-29T09:46:27",
      "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": 4.8956,
      "price_vs_vwap_pct": -0.3187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3373,
        "prev_amount_yi": 0.185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8232,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0412
          },
          {
            "time": "09:43",
            "open": 4.89,
            "high": 4.9,
            "low": 4.89,
            "close": 4.9,
            "amount_yi": 0.0599
          },
          {
            "time": "09:44",
            "open": 4.89,
            "high": 4.9,
            "low": 4.89,
            "close": 4.9,
            "amount_yi": 0.0399
          },
          {
            "time": "09:45",
            "open": 4.89,
            "high": 4.89,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0536
          },
          {
            "time": "09:46",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.1427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.88,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.87,
        "ask1": 4.88,
        "bid_qty1": 25779,
        "ask_qty1": 4503
      },
      "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": "2026-06-29T09:46:27",
      "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": 22.2694,
      "price_vs_vwap_pct": -0.7158,
      "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": 0.1305,
        "prev_amount_yi": 0.0705,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.27,
            "high": 22.27,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0133
          },
          {
            "time": "09:43",
            "open": 22.19,
            "high": 22.24,
            "low": 22.19,
            "close": 22.24,
            "amount_yi": 0.0224
          },
          {
            "time": "09:44",
            "open": 22.17,
            "high": 22.21,
            "low": 22.17,
            "close": 22.21,
            "amount_yi": 0.0351
          },
          {
            "time": "09:45",
            "open": 22.11,
            "high": 22.11,
            "low": 22.08,
            "close": 22.08,
            "amount_yi": 0.0332
          },
          {
            "time": "09:46",
            "open": 22.11,
            "high": 22.11,
            "low": 22.11,
            "close": 22.11,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 884.25,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.11,
        "ts": "2026-06-29T09:46:26",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.65,
        "low": 22.06,
        "bid1": 22.11,
        "ask1": 22.12,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "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": 560712.0,
    "total_value": 1105205.0,
    "unrealized_pnl": 113900.0,
    "unrealized_pnl_pct_of_initial": 11.39,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 105205.0,
    "total_pnl_pct": 10.520499999999998
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 104.23,
      "market_value": 250152.0,
      "unrealized_pnl": 57432.000000000015,
      "unrealized_pnl_pct": 29.80074719800747,
      "updated_at": "2026-06-29T09:46:27",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.633990979049134
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 130.88,
      "market_value": 235584.0,
      "unrealized_pnl": 40211.99999999998,
      "unrealized_pnl_pct": 20.582273816104646,
      "updated_at": "2026-06-29T09:46:27",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.315864477630846
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 46.86,
      "market_value": 74976.0,
      "unrealized_pnl": 16255.999999999995,
      "unrealized_pnl_pct": 27.68392370572206,
      "updated_at": "2026-06-29T09:46:27",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.783899819490502
    }
  ],
  "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": "CLUSTERED_CORE",
    "dynamic_total_cap_reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "CLUSTERED_CORE",
      "reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "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": true,
        "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,clustered_mainline_core_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "CLUSTERED_MAINLINE",
          "label": "抱团分化：指数降权，核心主线优先",
          "entry_policy": "core_mainline_only",
          "official_buy_allowed": true,
          "reason": "clustered_mainline_confirmed_core_only",
          "pool_up_ratio": 0.5489,
          "active_up_ratio": 0.8462,
          "active_positive": 11,
          "active_positive_min": 1,
          "active_above_vwap": 10,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.811,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.688432",
            "SZSE.300260",
            "SZSE.300088",
            "SHSE.605366",
            "SZSE.002119"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 45.0,
          "sample_rows": [
            {
              "symbol": "SZSE.300346",
              "name": "南大光电",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 19.918074756784442,
              "last": 93.68,
              "vwap": 87.02814596860748,
              "above_vwap": true,
              "amount": 4062465151.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 14.457831325301207,
              "last": 39.9,
              "vwap": 37.54049562359057,
              "above_vwap": true,
              "amount": 2967862125.0
            },
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 14.142394822006498,
              "last": 35.27,
              "vwap": 33.83847429677467,
              "above_vwap": true,
              "amount": 1317932708.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 12.798708288482242,
              "last": 104.79,
              "vwap": 98.93025041715204,
              "above_vwap": true,
              "amount": 1571160772.0
            },
            {
              "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": 41.19201236258652,
              "above_vwap": true,
              "amount": 556442299.0
            },
            {
              "symbol": "SHSE.600460",
              "name": "士兰微",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 10.003969829297343,
              "last": 55.42,
              "vwap": 53.79925754622852,
              "above_vwap": true,
              "amount": 3461627148.0
            },
            {
              "symbol": "SHSE.600552",
              "name": "凯盛科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 9,
              "ret_pct": 10.000000000000009,
              "last": 32.56,
              "vwap": 31.5393370740926,
              "above_vwap": true,
              "amount": 2541745713.0
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 10.000000000000009,
              "last": 207.46,
              "vwap": 203.58735960259952,
              "above_vwap": true,
              "amount": 2725423983.0
            },
            {
              "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": 57.490094619064244,
              "above_vwap": true,
              "amount": 3225723217.0
            },
            {
              "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": 92.45543881176982,
              "above_vwap": true,
              "amount": 723315880.0
            },
            {
              "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": 9.751441337134963,
              "above_vwap": true,
              "amount": 540716447.0
            },
            {
              "symbol": "SHSE.605376",
              "name": "博迁新材",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.579545454545467,
              "last": 289.29,
              "vwap": 280.6689248972225,
              "above_vwap": true,
              "amount": 1399555594.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}