{
  "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": 0.5113,
      "active_up_ratio": 0.7692,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8072,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "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": 16.48745519713262,
          "last": 91.0,
          "vwap": 87.56458057912836,
          "above_vwap": true,
          "amount": 4611317186.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.595469255663417,
          "last": 35.41,
          "vwap": 33.91428661619303,
          "above_vwap": true,
          "amount": 1410644098.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.388410786001145,
          "last": 38.83,
          "vwap": 37.74593803150299,
          "above_vwap": true,
          "amount": 3443809238.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.86114101184068,
          "last": 102.99,
          "vwap": 99.54689671983114,
          "above_vwap": true,
          "amount": 1796911078.0
        },
        {
          "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": 41.20014204795586,
          "above_vwap": true,
          "amount": 561524976.0
        },
        {
          "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": 53.86891508795518,
          "above_vwap": true,
          "amount": 3621774155.0
        },
        {
          "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": 31.544145980299167,
          "above_vwap": true,
          "amount": 2554167353.0
        },
        {
          "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": 203.66508908441426,
          "above_vwap": true,
          "amount": 2782309515.0
        },
        {
          "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": 57.5199140077414,
          "above_vwap": true,
          "amount": 3298997148.0
        },
        {
          "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": 92.46925626023277,
          "above_vwap": true,
          "amount": 728574517.0
        },
        {
          "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": 9.752219741935253,
          "above_vwap": true,
          "amount": 546969823.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.007575757575736,
          "last": 287.78,
          "vwap": 281.4666918477677,
          "above_vwap": true,
          "amount": 1572329234.0
        }
      ]
    },
    "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": 0.5113,
        "active_up_ratio": 0.7692,
        "active_positive": 10,
        "active_positive_min": 1,
        "active_above_vwap": 9,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8072,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.002119",
          "SZSE.002559"
        ],
        "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": 16.48745519713262,
            "last": 91.0,
            "vwap": 87.56458057912836,
            "above_vwap": true,
            "amount": 4611317186.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 14.595469255663417,
            "last": 35.41,
            "vwap": 33.91428661619303,
            "above_vwap": true,
            "amount": 1410644098.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 11.388410786001145,
            "last": 38.83,
            "vwap": 37.74593803150299,
            "above_vwap": true,
            "amount": 3443809238.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 10.86114101184068,
            "last": 102.99,
            "vwap": 99.54689671983114,
            "above_vwap": true,
            "amount": 1796911078.0
          },
          {
            "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": 41.20014204795586,
            "above_vwap": true,
            "amount": 561524976.0
          },
          {
            "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": 53.86891508795518,
            "above_vwap": true,
            "amount": 3621774155.0
          },
          {
            "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": 31.544145980299167,
            "above_vwap": true,
            "amount": 2554167353.0
          },
          {
            "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": 203.66508908441426,
            "above_vwap": true,
            "amount": 2782309515.0
          },
          {
            "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": 57.5199140077414,
            "above_vwap": true,
            "amount": 3298997148.0
          },
          {
            "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": 92.46925626023277,
            "above_vwap": true,
            "amount": 728574517.0
          },
          {
            "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": 9.752219741935253,
            "above_vwap": true,
            "amount": 546969823.0
          },
          {
            "symbol": "SHSE.605376",
            "name": "博迁新材",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.007575757575736,
            "last": 287.78,
            "vwap": 281.4666918477677,
            "above_vwap": true,
            "amount": 1572329234.0
          }
        ]
      },
      "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": 0.5113,
      "active_up_ratio": 0.7692,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8072,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "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": 16.48745519713262,
          "last": 91.0,
          "vwap": 87.56458057912836,
          "above_vwap": true,
          "amount": 4611317186.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.595469255663417,
          "last": 35.41,
          "vwap": 33.91428661619303,
          "above_vwap": true,
          "amount": 1410644098.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.388410786001145,
          "last": 38.83,
          "vwap": 37.74593803150299,
          "above_vwap": true,
          "amount": 3443809238.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.86114101184068,
          "last": 102.99,
          "vwap": 99.54689671983114,
          "above_vwap": true,
          "amount": 1796911078.0
        },
        {
          "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": 41.20014204795586,
          "above_vwap": true,
          "amount": 561524976.0
        },
        {
          "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": 53.86891508795518,
          "above_vwap": true,
          "amount": 3621774155.0
        },
        {
          "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": 31.544145980299167,
          "above_vwap": true,
          "amount": 2554167353.0
        },
        {
          "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": 203.66508908441426,
          "above_vwap": true,
          "amount": 2782309515.0
        },
        {
          "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": 57.5199140077414,
          "above_vwap": true,
          "amount": 3298997148.0
        },
        {
          "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": 92.46925626023277,
          "above_vwap": true,
          "amount": 728574517.0
        },
        {
          "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": 9.752219741935253,
          "above_vwap": true,
          "amount": 546969823.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.007575757575736,
          "last": 287.78,
          "vwap": 281.4666918477677,
          "above_vwap": true,
          "amount": 1572329234.0
        }
      ]
    },
    "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": 0.5113,
      "active_up_ratio": 0.7692,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8072,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "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": 16.48745519713262,
          "last": 91.0,
          "vwap": 87.56458057912836,
          "above_vwap": true,
          "amount": 4611317186.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 14.595469255663417,
          "last": 35.41,
          "vwap": 33.91428661619303,
          "above_vwap": true,
          "amount": 1410644098.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.388410786001145,
          "last": 38.83,
          "vwap": 37.74593803150299,
          "above_vwap": true,
          "amount": 3443809238.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.86114101184068,
          "last": 102.99,
          "vwap": 99.54689671983114,
          "above_vwap": true,
          "amount": 1796911078.0
        },
        {
          "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": 41.20014204795586,
          "above_vwap": true,
          "amount": 561524976.0
        },
        {
          "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": 53.86891508795518,
          "above_vwap": true,
          "amount": 3621774155.0
        },
        {
          "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": 31.544145980299167,
          "above_vwap": true,
          "amount": 2554167353.0
        },
        {
          "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": 203.66508908441426,
          "above_vwap": true,
          "amount": 2782309515.0
        },
        {
          "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": 57.5199140077414,
          "above_vwap": true,
          "amount": 3298997148.0
        },
        {
          "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": 92.46925626023277,
          "above_vwap": true,
          "amount": 728574517.0
        },
        {
          "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": 9.752219741935253,
          "above_vwap": true,
          "amount": 546969823.0
        },
        {
          "symbol": "SHSE.605376",
          "name": "博迁新材",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.007575757575736,
          "last": 287.78,
          "vwap": 281.4666918477677,
          "above_vwap": true,
          "amount": 1572329234.0
        }
      ]
    },
    "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": "2026-06-29T09:50:38",
  "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": "2026-06-29T09:50:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.6883,
        "prev_amount_yi": 0.6443,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 34.93,
            "high": 34.93,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.1871
          },
          {
            "time": "09:49",
            "open": 34.86,
            "high": 35.14,
            "low": 34.86,
            "close": 35.14,
            "amount_yi": 0.2363
          },
          {
            "time": "09:50",
            "open": 35.33,
            "high": 35.41,
            "low": 35.33,
            "close": 35.41,
            "amount_yi": 0.2649
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.41,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.58,
        "low": 31.53,
        "bid1": 35.43,
        "ask1": 35.46,
        "bid_qty1": 8,
        "ask_qty1": 47
      },
      "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": "2026-06-29T09:50:38",
      "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": 99.5469,
      "price_vs_vwap_pct": 3.4588,
      "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": 1.0777,
        "prev_amount_yi": 2.304,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:48",
            "open": 103.84,
            "high": 103.84,
            "low": 103.0,
            "close": 103.0,
            "amount_yi": 0.4048
          },
          {
            "time": "09:49",
            "open": 103.12,
            "high": 103.12,
            "low": 102.36,
            "close": 102.36,
            "amount_yi": 0.3776
          },
          {
            "time": "09:50",
            "open": 102.83,
            "high": 102.99,
            "low": 102.83,
            "close": 102.99,
            "amount_yi": 0.2953
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 102.99,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 102.99,
        "ask1": 103.08,
        "bid_qty1": 4,
        "ask_qty1": 31
      },
      "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": "2026-06-29T09:50:38",
      "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": 28.2588,
      "price_vs_vwap_pct": -1.1989,
      "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": 0.0815,
        "prev_amount_yi": 0.101,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:48",
            "open": 27.91,
            "high": 27.91,
            "low": 27.86,
            "close": 27.86,
            "amount_yi": 0.0251
          },
          {
            "time": "09:49",
            "open": 27.83,
            "high": 27.92,
            "low": 27.83,
            "close": 27.92,
            "amount_yi": 0.034
          },
          {
            "time": "09:50",
            "open": 27.9,
            "high": 27.92,
            "low": 27.9,
            "close": 27.92,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.92,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.66,
        "bid1": 27.91,
        "ask1": 27.92,
        "bid_qty1": 23,
        "ask_qty1": 41
      },
      "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": "2026-06-29T09:50:38",
      "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": 11.6875,
      "price_vs_vwap_pct": -0.4064,
      "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": 1.4236,
        "prev_amount_yi": 1.3756,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:48",
            "open": 11.65,
            "high": 11.67,
            "low": 11.65,
            "close": 11.67,
            "amount_yi": 0.5653
          },
          {
            "time": "09:49",
            "open": 11.66,
            "high": 11.66,
            "low": 11.6,
            "close": 11.6,
            "amount_yi": 0.4115
          },
          {
            "time": "09:50",
            "open": 11.58,
            "high": 11.64,
            "low": 11.58,
            "close": 11.64,
            "amount_yi": 0.4468
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.64,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.31,
        "bid1": 11.63,
        "ask1": 11.64,
        "bid_qty1": 110,
        "ask_qty1": 237
      },
      "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": "2026-06-29T09:50:38",
      "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_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3396,
        "prev_amount_yi": 0.3459,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:48",
            "open": 202.14,
            "high": 204.36,
            "low": 202.14,
            "close": 204.36,
            "amount_yi": 0.1276
          },
          {
            "time": "09:49",
            "open": 204.89,
            "high": 204.89,
            "low": 203.58,
            "close": 203.58,
            "amount_yi": 0.1144
          },
          {
            "time": "09:50",
            "open": 204.71,
            "high": 204.72,
            "low": 204.71,
            "close": 204.72,
            "amount_yi": 0.0976
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 204.72,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 195.0,
        "bid1": 203.77,
        "ask1": 204.72,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T09:50:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": null,
      "intraday_vwap": 14.2327,
      "price_vs_vwap_pct": 0.3323,
      "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": 0.443,
        "prev_amount_yi": 0.4247,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 14.43,
            "high": 14.43,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.115
          },
          {
            "time": "09:49",
            "open": 14.37,
            "high": 14.37,
            "low": 14.15,
            "close": 14.15,
            "amount_yi": 0.1574
          },
          {
            "time": "09:50",
            "open": 14.25,
            "high": 14.28,
            "low": 14.25,
            "close": 14.28,
            "amount_yi": 0.1706
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.28,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 14.28,
        "ask1": 14.3,
        "bid_qty1": 101,
        "ask_qty1": 343
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:50:38",
      "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": 3.2075,
      "intraday_vwap": 36.8568,
      "price_vs_vwap_pct": 0.6599,
      "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": 0.9174,
        "prev_amount_yi": 1.1724,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 37.11,
            "high": 37.2,
            "low": 37.11,
            "close": 37.2,
            "amount_yi": 0.3078
          },
          {
            "time": "09:49",
            "open": 37.1,
            "high": 37.1,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.3508
          },
          {
            "time": "09:50",
            "open": 37.11,
            "high": 37.11,
            "low": 37.1,
            "close": 37.1,
            "amount_yi": 0.2588
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1096.56,
      "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": 37.1,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 35.3,
        "bid1": 37.08,
        "ask1": 37.1,
        "bid_qty1": 1,
        "ask_qty1": 699
      },
      "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": "2026-06-29T09:50:38",
      "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": 28.1216,
      "price_vs_vwap_pct": -3.3128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.7943,
        "prev_amount_yi": 0.965,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 27.24,
            "high": 27.24,
            "low": 27.18,
            "close": 27.18,
            "amount_yi": 0.5554
          },
          {
            "time": "09:49",
            "open": 27.29,
            "high": 27.3,
            "low": 27.29,
            "close": 27.3,
            "amount_yi": 0.9705
          },
          {
            "time": "09:50",
            "open": 27.21,
            "high": 27.21,
            "low": 27.19,
            "close": 27.19,
            "amount_yi": 0.2684
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.19,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 27.1,
        "bid1": 27.18,
        "ask1": 27.19,
        "bid_qty1": 230,
        "ask_qty1": 516
      },
      "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": "2026-06-29T09:50:38",
      "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": 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": 4.0964,
      "intraday_vwap": 12.3636,
      "price_vs_vwap_pct": 0.6179,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7959,
        "prev_amount_yi": 0.3383,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 12.11,
            "high": 12.11,
            "low": 12.08,
            "close": 12.08,
            "amount_yi": 0.0675
          },
          {
            "time": "09:49",
            "open": 12.02,
            "high": 12.02,
            "low": 11.91,
            "close": 11.91,
            "amount_yi": 0.2456
          },
          {
            "time": "09:50",
            "open": 12.34,
            "high": 12.44,
            "low": 12.34,
            "close": 12.44,
            "amount_yi": 0.4828
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1096.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.44,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.0,
        "low": 11.88,
        "bid1": 12.44,
        "ask1": 12.45,
        "bid_qty1": 235,
        "ask_qty1": 66
      },
      "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": "2026-06-29T09:50:38",
      "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": 31.5441,
      "price_vs_vwap_pct": 3.2206,
      "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": 0.0912,
        "prev_amount_yi": 0.7789,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0311
          },
          {
            "time": "09:49",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0156
          },
          {
            "time": "09:50",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:50:37",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 30.3,
        "bid1": 32.56,
        "ask1": 0.0,
        "bid_qty1": 142043,
        "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": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 220.88,
      "exec_low": 220.88,
      "exec_high": 227.51,
      "invalid_price": 214.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 5.1151,
      "intraday_vwap": 221.7217,
      "price_vs_vwap_pct": 1.8394,
      "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": 0.9501,
        "prev_amount_yi": 1.1023,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8619,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 227.01,
            "high": 228.32,
            "low": 227.01,
            "close": 228.32,
            "amount_yi": 0.2992
          },
          {
            "time": "09:49",
            "open": 228.0,
            "high": 228.0,
            "low": 226.73,
            "close": 226.73,
            "amount_yi": 0.3507
          },
          {
            "time": "09:50",
            "open": 226.48,
            "high": 226.48,
            "low": 225.8,
            "close": 225.8,
            "amount_yi": 0.3002
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 225.8,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 225.69,
        "ask1": 225.8,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 58.28,
      "exec_low": 58.28,
      "exec_high": 60.03,
      "invalid_price": 56.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": 5.7833,
      "intraday_vwap": 60.0587,
      "price_vs_vwap_pct": -0.0977,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9454,
        "prev_amount_yi": 0.8232,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 59.65,
            "high": 59.93,
            "low": 59.65,
            "close": 59.93,
            "amount_yi": 0.2848
          },
          {
            "time": "09:49",
            "open": 60.45,
            "high": 60.45,
            "low": 60.24,
            "close": 60.24,
            "amount_yi": 0.3384
          },
          {
            "time": "09:50",
            "open": 60.09,
            "high": 60.09,
            "low": 60.0,
            "close": 60.0,
            "amount_yi": 0.3222
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.0,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 58.28,
        "bid1": 59.99,
        "ask1": 60.0,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 92.4693,
      "price_vs_vwap_pct": 2.0988,
      "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": 0.0393,
        "prev_amount_yi": 0.0268,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4664,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.014
          },
          {
            "time": "09:49",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0077
          },
          {
            "time": "09:50",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2193.12,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:50:37",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 47196,
        "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": "2026-06-29T09:50:38",
      "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": 41.2001,
      "price_vs_vwap_pct": 2.2085,
      "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": 0.0543,
        "prev_amount_yi": 0.1378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0171
          },
          {
            "time": "09:47",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.01
          },
          {
            "time": "09:48",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0137
          },
          {
            "time": "09:49",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0084
          },
          {
            "time": "09:50",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 33397,
        "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": "2026-06-29T09:50:38",
      "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": 42.0705,
      "price_vs_vwap_pct": -3.424,
      "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": 0.8785,
        "prev_amount_yi": 1.0545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8331,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 41.77,
            "high": 41.77,
            "low": 41.7,
            "close": 41.7,
            "amount_yi": 0.0999
          },
          {
            "time": "09:47",
            "open": 41.38,
            "high": 41.38,
            "low": 41.38,
            "close": 41.38,
            "amount_yi": 0.1142
          },
          {
            "time": "09:48",
            "open": 41.37,
            "high": 41.37,
            "low": 41.08,
            "close": 41.08,
            "amount_yi": 0.2724
          },
          {
            "time": "09:49",
            "open": 40.93,
            "high": 40.93,
            "low": 40.6,
            "close": 40.6,
            "amount_yi": 0.1297
          },
          {
            "time": "09:50",
            "open": 40.58,
            "high": 40.63,
            "low": 40.58,
            "close": 40.63,
            "amount_yi": 0.2623
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:35",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 40.51,
        "bid1": 40.59,
        "ask1": 40.63,
        "bid_qty1": 6,
        "ask_qty1": 7
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:50:38",
      "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": 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": 28.9748,
      "price_vs_vwap_pct": 2.2613,
      "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": 0.6284,
        "prev_amount_yi": 0.7032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8936,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 28.56,
            "high": 28.84,
            "low": 28.56,
            "close": 28.84,
            "amount_yi": 0.098
          },
          {
            "time": "09:47",
            "open": 28.83,
            "high": 28.83,
            "low": 28.83,
            "close": 28.83,
            "amount_yi": 0.0585
          },
          {
            "time": "09:48",
            "open": 28.8,
            "high": 28.8,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.097
          },
          {
            "time": "09:49",
            "open": 28.87,
            "high": 29.02,
            "low": 28.87,
            "close": 29.02,
            "amount_yi": 0.1959
          },
          {
            "time": "09:50",
            "open": 29.18,
            "high": 29.63,
            "low": 29.18,
            "close": 29.63,
            "amount_yi": 0.179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 29.63,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.0,
        "low": 27.33,
        "bid1": 29.63,
        "ask1": 29.8,
        "bid_qty1": 109,
        "ask_qty1": 954
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-29T09:50:38",
      "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": 26.5549,
      "price_vs_vwap_pct": 2.2787,
      "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": 0.5418,
        "prev_amount_yi": 0.5801,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 27.46,
            "high": 27.46,
            "low": 27.42,
            "close": 27.42,
            "amount_yi": 0.1895
          },
          {
            "time": "09:47",
            "open": 27.32,
            "high": 27.32,
            "low": 27.32,
            "close": 27.32,
            "amount_yi": 0.0566
          },
          {
            "time": "09:48",
            "open": 27.25,
            "high": 27.25,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.1163
          },
          {
            "time": "09:49",
            "open": 27.45,
            "high": 27.45,
            "low": 27.1,
            "close": 27.1,
            "amount_yi": 0.1122
          },
          {
            "time": "09:50",
            "open": 27.1,
            "high": 27.16,
            "low": 27.1,
            "close": 27.16,
            "amount_yi": 0.0672
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 27.16,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.12,
        "ask1": 27.16,
        "bid_qty1": 37,
        "ask_qty1": 84
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 3.52,
      "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": 3.3743,
      "price_vs_vwap_pct": -1.6092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.078,
        "prev_amount_yi": 0.8594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 3.33,
            "high": 3.33,
            "low": 3.3,
            "close": 3.3,
            "amount_yi": 0.3464
          },
          {
            "time": "09:47",
            "open": 3.3,
            "high": 3.3,
            "low": 3.3,
            "close": 3.3,
            "amount_yi": 0.2473
          },
          {
            "time": "09:48",
            "open": 3.31,
            "high": 3.31,
            "low": 3.3,
            "close": 3.3,
            "amount_yi": 0.1822
          },
          {
            "time": "09:49",
            "open": 3.31,
            "high": 3.31,
            "low": 3.31,
            "close": 3.31,
            "amount_yi": 0.1511
          },
          {
            "time": "09:50",
            "open": 3.31,
            "high": 3.32,
            "low": 3.31,
            "close": 3.32,
            "amount_yi": 0.151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 3.32,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.3,
        "bid1": 3.31,
        "ask1": 3.32,
        "bid_qty1": 17155,
        "ask_qty1": 9992
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 9.2615,
      "price_vs_vwap_pct": 0.4157,
      "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": 3.2974,
        "prev_amount_yi": 3.9535,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 9.03,
            "high": 9.07,
            "low": 9.03,
            "close": 9.07,
            "amount_yi": 0.6718
          },
          {
            "time": "09:47",
            "open": 9.1,
            "high": 9.1,
            "low": 9.1,
            "close": 9.1,
            "amount_yi": 0.435
          },
          {
            "time": "09:48",
            "open": 9.17,
            "high": 9.2,
            "low": 9.17,
            "close": 9.2,
            "amount_yi": 0.7137
          },
          {
            "time": "09:49",
            "open": 9.24,
            "high": 9.24,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.6791
          },
          {
            "time": "09:50",
            "open": 9.24,
            "high": 9.3,
            "low": 9.24,
            "close": 9.3,
            "amount_yi": 0.7978
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 9.3,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.29,
        "ask1": 9.3,
        "bid_qty1": 776,
        "ask_qty1": 3852
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM",
      "symbol": "SZSE.002141",
      "name": "贤丰控股",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 5.93,
      "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": 5.6608,
      "price_vs_vwap_pct": -0.3674,
      "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": 0.4768,
        "prev_amount_yi": 0.4781,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:46",
            "open": 5.51,
            "high": 5.53,
            "low": 5.51,
            "close": 5.53,
            "amount_yi": 0.08
          },
          {
            "time": "09:47",
            "open": 5.53,
            "high": 5.53,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.0362
          },
          {
            "time": "09:48",
            "open": 5.54,
            "high": 5.55,
            "low": 5.54,
            "close": 5.55,
            "amount_yi": 0.0512
          },
          {
            "time": "09:49",
            "open": 5.56,
            "high": 5.61,
            "low": 5.56,
            "close": 5.61,
            "amount_yi": 0.0785
          },
          {
            "time": "09:50",
            "open": 5.65,
            "high": 5.65,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.2309
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 5.64,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.5,
        "bid1": 5.64,
        "ask1": 5.65,
        "bid_qty1": 49,
        "ask_qty1": 1833
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH",
      "symbol": "SHSE.688359",
      "name": "三孚新科",
      "side": "BUY",
      "priority": "W7",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.88,
      "exec_low": 195.88,
      "exec_high": 198.82,
      "invalid_price": 190.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.94,
      "entry_zone_high": 198.82,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0256,
        "prev_amount_yi": 0.7162,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.432,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 200.06,
            "high": 200.06,
            "low": 199.06,
            "close": 199.06,
            "amount_yi": 0.6708
          },
          {
            "time": "09:47",
            "open": 197.52,
            "high": 197.52,
            "low": 197.52,
            "close": 197.52,
            "amount_yi": 0.0925
          },
          {
            "time": "09:48",
            "open": 198.05,
            "high": 198.05,
            "low": 197.0,
            "close": 197.0,
            "amount_yi": 0.1377
          },
          {
            "time": "09:49",
            "open": 197.0,
            "high": 197.0,
            "low": 195.21,
            "close": 195.21,
            "amount_yi": 0.0772
          },
          {
            "time": "09:50",
            "open": 195.0,
            "high": 195.02,
            "low": 195.0,
            "close": 195.02,
            "amount_yi": 0.0474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 195.02,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 187.2,
        "bid1": 195.02,
        "ask1": 195.03,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH",
      "symbol": "SZSE.301526",
      "name": "国际复材",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.1,
      "exec_low": 54.1,
      "exec_high": 54.91,
      "invalid_price": 52.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 50.0592,
      "price_vs_vwap_pct": -0.5777,
      "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": 3.994,
        "prev_amount_yi": 5.1531,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7751,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 50.63,
            "high": 50.63,
            "low": 50.25,
            "close": 50.25,
            "amount_yi": 1.5852
          },
          {
            "time": "09:47",
            "open": 49.71,
            "high": 49.71,
            "low": 49.71,
            "close": 49.71,
            "amount_yi": 0.4345
          },
          {
            "time": "09:48",
            "open": 49.88,
            "high": 50.0,
            "low": 49.88,
            "close": 50.0,
            "amount_yi": 0.5453
          },
          {
            "time": "09:49",
            "open": 50.02,
            "high": 50.02,
            "low": 49.62,
            "close": 49.62,
            "amount_yi": 0.9699
          },
          {
            "time": "09:50",
            "open": 49.66,
            "high": 49.77,
            "low": 49.66,
            "close": 49.77,
            "amount_yi": 0.4591
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 49.77,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 48.51,
        "bid1": 49.77,
        "ask1": 49.82,
        "bid_qty1": 8,
        "ask_qty1": 22
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 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": 3.4917,
      "intraday_vwap": 78.152,
      "price_vs_vwap_pct": -1.4613,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6609,
        "prev_amount_yi": 1.8193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 79.31,
            "high": 79.31,
            "low": 79.08,
            "close": 79.08,
            "amount_yi": 0.472
          },
          {
            "time": "09:47",
            "open": 78.03,
            "high": 78.03,
            "low": 78.03,
            "close": 78.03,
            "amount_yi": 0.2119
          },
          {
            "time": "09:48",
            "open": 78.25,
            "high": 78.25,
            "low": 78.2,
            "close": 78.2,
            "amount_yi": 0.5351
          },
          {
            "time": "09:49",
            "open": 78.39,
            "high": 78.39,
            "low": 77.32,
            "close": 77.32,
            "amount_yi": 0.7523
          },
          {
            "time": "09:50",
            "open": 77.01,
            "high": 77.01,
            "low": 77.01,
            "close": 77.01,
            "amount_yi": 0.6896
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.01,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 74.74,
        "bid1": 77.01,
        "ask1": 77.04,
        "bid_qty1": 14,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 20.8249,
      "price_vs_vwap_pct": -1.8002,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.613,
        "prev_amount_yi": 0.5663,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 20.83,
            "high": 20.83,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.0764
          },
          {
            "time": "09:47",
            "open": 20.65,
            "high": 20.65,
            "low": 20.65,
            "close": 20.65,
            "amount_yi": 0.0373
          },
          {
            "time": "09:48",
            "open": 20.42,
            "high": 20.42,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.1904
          },
          {
            "time": "09:49",
            "open": 20.49,
            "high": 20.49,
            "low": 20.41,
            "close": 20.41,
            "amount_yi": 0.1543
          },
          {
            "time": "09:50",
            "open": 20.24,
            "high": 20.45,
            "low": 20.24,
            "close": 20.45,
            "amount_yi": 0.1546
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 20.45,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 20.06,
        "bid1": 20.45,
        "ask1": 20.5,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T09:50:38",
      "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": 3.1589,
      "intraday_vwap": 60.8667,
      "price_vs_vwap_pct": 1.3362,
      "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": 4.4864,
        "prev_amount_yi": 5.8898,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 62.19,
            "high": 62.27,
            "low": 62.19,
            "close": 62.27,
            "amount_yi": 1.2643
          },
          {
            "time": "09:47",
            "open": 61.57,
            "high": 61.57,
            "low": 61.57,
            "close": 61.57,
            "amount_yi": 0.5019
          },
          {
            "time": "09:48",
            "open": 61.3,
            "high": 61.51,
            "low": 61.3,
            "close": 61.51,
            "amount_yi": 0.7324
          },
          {
            "time": "09:49",
            "open": 61.63,
            "high": 61.63,
            "low": 61.51,
            "close": 61.51,
            "amount_yi": 1.3425
          },
          {
            "time": "09:50",
            "open": 61.5,
            "high": 61.68,
            "low": 61.5,
            "close": 61.68,
            "amount_yi": 0.6453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.68,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 62.8,
        "low": 58.51,
        "bid1": 61.63,
        "ask1": 61.73,
        "bid_qty1": 54,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.99,
      "entry_zone_high": 64.91,
      "entry_risk_pct": null,
      "intraday_vwap": 62.4865,
      "price_vs_vwap_pct": 0.9498,
      "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": 3.2634,
        "prev_amount_yi": 4.5375,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7192,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 64.45,
            "high": 64.45,
            "low": 63.91,
            "close": 63.91,
            "amount_yi": 0.6846
          },
          {
            "time": "09:47",
            "open": 63.74,
            "high": 63.74,
            "low": 63.74,
            "close": 63.74,
            "amount_yi": 0.4833
          },
          {
            "time": "09:48",
            "open": 63.7,
            "high": 63.7,
            "low": 63.49,
            "close": 63.49,
            "amount_yi": 0.6466
          },
          {
            "time": "09:49",
            "open": 63.47,
            "high": 63.47,
            "low": 63.22,
            "close": 63.22,
            "amount_yi": 0.8064
          },
          {
            "time": "09:50",
            "open": 63.29,
            "high": 63.29,
            "low": 63.08,
            "close": 63.08,
            "amount_yi": 0.6425
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 63.08,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 59.5,
        "bid1": 63.05,
        "ask1": 63.08,
        "bid_qty1": 7,
        "ask_qty1": 32
      },
      "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": "2026-06-29T09:50:38",
      "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": 21.0517,
      "price_vs_vwap_pct": -0.9581,
      "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": 0.1052,
        "prev_amount_yi": 0.1354,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.777,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 20.96,
            "high": 20.96,
            "low": 20.9,
            "close": 20.9,
            "amount_yi": 0.0316
          },
          {
            "time": "09:47",
            "open": 20.8,
            "high": 20.8,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.0172
          },
          {
            "time": "09:48",
            "open": 21.04,
            "high": 21.04,
            "low": 20.99,
            "close": 20.99,
            "amount_yi": 0.0282
          },
          {
            "time": "09:49",
            "open": 20.97,
            "high": 20.97,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.0077
          },
          {
            "time": "09:50",
            "open": 20.81,
            "high": 20.85,
            "low": 20.81,
            "close": 20.85,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 20.85,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.5,
        "bid1": 20.84,
        "ask1": 20.85,
        "bid_qty1": 6,
        "ask_qty1": 19
      },
      "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": "2026-06-29T09:50:38",
      "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": 1.0739,
        "prev_amount_yi": 1.8937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 406.9,
            "high": 406.9,
            "low": 404.88,
            "close": 404.88,
            "amount_yi": 0.2707
          },
          {
            "time": "09:47",
            "open": 402.0,
            "high": 402.0,
            "low": 402.0,
            "close": 402.0,
            "amount_yi": 0.1687
          },
          {
            "time": "09:48",
            "open": 401.51,
            "high": 402.75,
            "low": 401.51,
            "close": 402.75,
            "amount_yi": 0.2568
          },
          {
            "time": "09:49",
            "open": 406.23,
            "high": 406.23,
            "low": 403.0,
            "close": 403.0,
            "amount_yi": 0.2128
          },
          {
            "time": "09:50",
            "open": 404.03,
            "high": 406.22,
            "low": 404.03,
            "close": 406.22,
            "amount_yi": 0.1649
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 406.22,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 397.43,
        "bid1": 405.03,
        "ask1": 406.22,
        "bid_qty1": 10,
        "ask_qty1": 63
      },
      "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": "2026-06-29T09:50:38",
      "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": 378.07,
      "price_vs_vwap_pct": -0.9178,
      "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": 4.2258,
        "prev_amount_yi": 4.7777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 383.19,
            "high": 383.19,
            "low": 380.41,
            "close": 380.41,
            "amount_yi": 0.5348
          },
          {
            "time": "09:47",
            "open": 378.64,
            "high": 378.64,
            "low": 378.64,
            "close": 378.64,
            "amount_yi": 0.4412
          },
          {
            "time": "09:48",
            "open": 378.88,
            "high": 378.88,
            "low": 378.49,
            "close": 378.49,
            "amount_yi": 0.846
          },
          {
            "time": "09:49",
            "open": 375.0,
            "high": 375.0,
            "low": 372.67,
            "close": 372.67,
            "amount_yi": 1.396
          },
          {
            "time": "09:50",
            "open": 375.0,
            "high": 375.0,
            "low": 374.6,
            "close": 374.6,
            "amount_yi": 1.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 374.6,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 364.18,
        "bid1": 373.75,
        "ask1": 374.99,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:50:38",
      "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": 71.709,
      "price_vs_vwap_pct": 0.7265,
      "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": 0.7039,
        "prev_amount_yi": 0.7507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 73.59,
            "high": 73.59,
            "low": 72.9,
            "close": 72.9,
            "amount_yi": 0.2202
          },
          {
            "time": "09:47",
            "open": 72.78,
            "high": 72.78,
            "low": 72.78,
            "close": 72.78,
            "amount_yi": 0.1392
          },
          {
            "time": "09:48",
            "open": 73.03,
            "high": 73.03,
            "low": 72.18,
            "close": 72.18,
            "amount_yi": 0.1397
          },
          {
            "time": "09:49",
            "open": 72.18,
            "high": 72.2,
            "low": 72.18,
            "close": 72.2,
            "amount_yi": 0.1465
          },
          {
            "time": "09:50",
            "open": 72.21,
            "high": 72.23,
            "low": 72.21,
            "close": 72.23,
            "amount_yi": 0.0583
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 72.23,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 69.11,
        "bid1": 72.23,
        "ask1": 72.25,
        "bid_qty1": 6,
        "ask_qty1": 14
      },
      "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": "2026-06-29T09:50:38",
      "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": 15.3308,
      "price_vs_vwap_pct": -2.1577,
      "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": 0.6162,
        "prev_amount_yi": 1.57,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.3682
          },
          {
            "time": "09:47",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0561
          },
          {
            "time": "09:48",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0869
          },
          {
            "time": "09:49",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0646
          },
          {
            "time": "09:50",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0404
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 45382
      },
      "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": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 313.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 308.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 299.44,
      "entry_zone_high": 308.56,
      "entry_risk_pct": null,
      "intraday_vwap": 273.4557,
      "price_vs_vwap_pct": 1.6801,
      "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": 4.0148,
        "prev_amount_yi": 6.4289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 275.95,
            "high": 275.95,
            "low": 275.0,
            "close": 275.0,
            "amount_yi": 1.4323
          },
          {
            "time": "09:47",
            "open": 273.0,
            "high": 273.0,
            "low": 273.0,
            "close": 273.0,
            "amount_yi": 0.3695
          },
          {
            "time": "09:48",
            "open": 273.16,
            "high": 277.52,
            "low": 273.16,
            "close": 277.52,
            "amount_yi": 0.7887
          },
          {
            "time": "09:49",
            "open": 277.52,
            "high": 277.52,
            "low": 274.98,
            "close": 274.98,
            "amount_yi": 0.9413
          },
          {
            "time": "09:50",
            "open": 276.87,
            "high": 278.05,
            "low": 276.87,
            "close": 278.05,
            "amount_yi": 0.483
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 278.05,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 278.02,
        "ask1": 278.1,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH",
      "symbol": "SHSE.688605",
      "name": "先锋精科",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 101.0,
      "exec_low": 101.0,
      "exec_high": 102.51,
      "invalid_price": 97.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": 3.4778,
      "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": 0.3994,
        "prev_amount_yi": 0.5629,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 103.01,
            "high": 103.01,
            "low": 102.5,
            "close": 102.5,
            "amount_yi": 0.1206
          },
          {
            "time": "09:47",
            "open": 102.46,
            "high": 102.46,
            "low": 102.46,
            "close": 102.46,
            "amount_yi": 0.0365
          },
          {
            "time": "09:48",
            "open": 101.76,
            "high": 101.81,
            "low": 101.76,
            "close": 101.81,
            "amount_yi": 0.1008
          },
          {
            "time": "09:49",
            "open": 101.72,
            "high": 101.72,
            "low": 101.39,
            "close": 101.39,
            "amount_yi": 0.0932
          },
          {
            "time": "09:50",
            "open": 101.5,
            "high": 101.5,
            "low": 101.04,
            "close": 101.04,
            "amount_yi": 0.0483
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 101.04,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 99.16,
        "bid1": 101.04,
        "ask1": 101.5,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH",
      "symbol": "SHSE.600619",
      "name": "海立股份",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.52,
      "exec_low": 15.52,
      "exec_high": 15.75,
      "invalid_price": 15.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 15.2848,
      "price_vs_vwap_pct": -0.7511,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3272,
        "prev_amount_yi": 0.307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 15.18,
            "high": 15.18,
            "low": 15.15,
            "close": 15.15,
            "amount_yi": 0.1049
          },
          {
            "time": "09:47",
            "open": 15.15,
            "high": 15.15,
            "low": 15.15,
            "close": 15.15,
            "amount_yi": 0.0434
          },
          {
            "time": "09:48",
            "open": 15.12,
            "high": 15.14,
            "low": 15.12,
            "close": 15.14,
            "amount_yi": 0.0863
          },
          {
            "time": "09:49",
            "open": 15.13,
            "high": 15.14,
            "low": 15.13,
            "close": 15.14,
            "amount_yi": 0.037
          },
          {
            "time": "09:50",
            "open": 15.14,
            "high": 15.17,
            "low": 15.14,
            "close": 15.17,
            "amount_yi": 0.0556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 15.17,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 15.1,
        "bid1": 15.15,
        "ask1": 15.17,
        "bid_qty1": 6,
        "ask_qty1": 204
      },
      "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": "2026-06-29T09:50:38",
      "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": 281.4667,
      "price_vs_vwap_pct": 2.243,
      "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": 2.1995,
        "prev_amount_yi": 2.5733,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 289.29,
            "high": 289.29,
            "low": 288.96,
            "close": 288.96,
            "amount_yi": 0.6995
          },
          {
            "time": "09:47",
            "open": 286.77,
            "high": 286.77,
            "low": 286.77,
            "close": 286.77,
            "amount_yi": 0.3961
          },
          {
            "time": "09:48",
            "open": 288.62,
            "high": 289.31,
            "low": 288.62,
            "close": 289.31,
            "amount_yi": 0.3623
          },
          {
            "time": "09:49",
            "open": 288.57,
            "high": 288.57,
            "low": 287.51,
            "close": 287.51,
            "amount_yi": 0.4942
          },
          {
            "time": "09:50",
            "open": 287.03,
            "high": 287.78,
            "low": 287.03,
            "close": 287.78,
            "amount_yi": 0.2474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 287.78,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 273.84,
        "bid1": 287.64,
        "ask1": 287.68,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.4,
      "exec_low": 23.4,
      "exec_high": 23.75,
      "invalid_price": 22.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 21.9642,
      "price_vs_vwap_pct": -2.7964,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2654,
        "prev_amount_yi": 1.6946,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 22.0,
            "high": 22.0,
            "low": 21.73,
            "close": 21.73,
            "amount_yi": 0.4288
          },
          {
            "time": "09:47",
            "open": 21.49,
            "high": 21.49,
            "low": 21.49,
            "close": 21.49,
            "amount_yi": 0.339
          },
          {
            "time": "09:48",
            "open": 21.5,
            "high": 21.54,
            "low": 21.5,
            "close": 21.54,
            "amount_yi": 0.6282
          },
          {
            "time": "09:49",
            "open": 21.62,
            "high": 21.62,
            "low": 21.42,
            "close": 21.42,
            "amount_yi": 0.4056
          },
          {
            "time": "09:50",
            "open": 21.35,
            "high": 21.35,
            "low": 21.35,
            "close": 21.35,
            "amount_yi": 0.4638
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 21.35,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 21.3,
        "bid1": 21.35,
        "ask1": 21.4,
        "bid_qty1": 122,
        "ask_qty1": 199
      },
      "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": "2026-06-29T09:50:38",
      "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": 9.7522,
      "price_vs_vwap_pct": 0.6952,
      "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": 0.0692,
        "prev_amount_yi": 0.1056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.028
          },
          {
            "time": "09:47",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0028
          },
          {
            "time": "09:48",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.007
          },
          {
            "time": "09:49",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0194
          },
          {
            "time": "09:50",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:38",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 835822,
        "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": "2026-06-29T09:50:38",
      "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": 77.5368,
      "price_vs_vwap_pct": 1.268,
      "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": 3.9568,
        "prev_amount_yi": 4.909,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.806,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 79.5,
            "high": 79.5,
            "low": 79.0,
            "close": 79.0,
            "amount_yi": 1.4359
          },
          {
            "time": "09:47",
            "open": 78.68,
            "high": 78.68,
            "low": 78.68,
            "close": 78.68,
            "amount_yi": 0.4589
          },
          {
            "time": "09:48",
            "open": 78.35,
            "high": 78.36,
            "low": 78.35,
            "close": 78.36,
            "amount_yi": 0.6625
          },
          {
            "time": "09:49",
            "open": 78.33,
            "high": 78.37,
            "low": 78.33,
            "close": 78.37,
            "amount_yi": 0.6737
          },
          {
            "time": "09:50",
            "open": 78.59,
            "high": 78.59,
            "low": 78.52,
            "close": 78.52,
            "amount_yi": 0.7258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 78.52,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 74.08,
        "bid1": 78.52,
        "ask1": 78.57,
        "bid_qty1": 54,
        "ask_qty1": 8
      },
      "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": "2026-06-29T09:50:38",
      "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": 52.5306,
      "price_vs_vwap_pct": 2.1881,
      "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": 0.4488,
        "prev_amount_yi": 0.5944,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 54.38,
            "high": 54.38,
            "low": 54.15,
            "close": 54.15,
            "amount_yi": 0.1877
          },
          {
            "time": "09:47",
            "open": 54.39,
            "high": 54.39,
            "low": 54.39,
            "close": 54.39,
            "amount_yi": 0.0505
          },
          {
            "time": "09:48",
            "open": 54.41,
            "high": 54.41,
            "low": 54.16,
            "close": 54.16,
            "amount_yi": 0.0623
          },
          {
            "time": "09:49",
            "open": 53.87,
            "high": 53.87,
            "low": 53.49,
            "close": 53.49,
            "amount_yi": 0.0729
          },
          {
            "time": "09:50",
            "open": 53.77,
            "high": 53.77,
            "low": 53.68,
            "close": 53.68,
            "amount_yi": 0.0754
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 53.68,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 53.68,
        "ask1": 53.72,
        "bid_qty1": 7,
        "ask_qty1": 21
      },
      "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": "2026-06-29T09:50:38",
      "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": 31.5983,
      "price_vs_vwap_pct": -2.7796,
      "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": 0.0961,
        "prev_amount_yi": 0.0833,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1537,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 30.94,
            "high": 30.94,
            "low": 30.9,
            "close": 30.9,
            "amount_yi": 0.0431
          },
          {
            "time": "09:47",
            "open": 30.81,
            "high": 30.81,
            "low": 30.81,
            "close": 30.81,
            "amount_yi": 0.0057
          },
          {
            "time": "09:48",
            "open": 30.89,
            "high": 30.89,
            "low": 30.85,
            "close": 30.85,
            "amount_yi": 0.0146
          },
          {
            "time": "09:49",
            "open": 30.85,
            "high": 30.85,
            "low": 30.77,
            "close": 30.77,
            "amount_yi": 0.0251
          },
          {
            "time": "09:50",
            "open": 30.75,
            "high": 30.75,
            "low": 30.72,
            "close": 30.72,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 30.72,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 30.7,
        "bid1": 30.72,
        "ask1": 30.73,
        "bid_qty1": 3,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 980.0,
      "exec_low": 980.0,
      "exec_high": 994.7,
      "invalid_price": 950.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 933.9493,
      "price_vs_vwap_pct": 1.7186,
      "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": 5.5486,
        "prev_amount_yi": 8.6997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6378,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 957.2,
            "high": 957.8,
            "low": 957.2,
            "close": 957.8,
            "amount_yi": 1.2424
          },
          {
            "time": "09:47",
            "open": 950.0,
            "high": 950.0,
            "low": 950.0,
            "close": 950.0,
            "amount_yi": 0.7299
          },
          {
            "time": "09:48",
            "open": 950.6,
            "high": 956.5,
            "low": 950.6,
            "close": 956.5,
            "amount_yi": 1.4408
          },
          {
            "time": "09:49",
            "open": 953.97,
            "high": 953.97,
            "low": 948.48,
            "close": 948.48,
            "amount_yi": 0.9816
          },
          {
            "time": "09:50",
            "open": 945.2,
            "high": 950.0,
            "low": 945.2,
            "close": 950.0,
            "amount_yi": 1.1539
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 950.0,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 959.99,
        "low": 900.95,
        "bid1": 950.0,
        "ask1": 950.99,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.84,
      "exec_low": 27.84,
      "exec_high": 28.26,
      "invalid_price": 27.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.42,
      "entry_zone_high": 28.26,
      "entry_risk_pct": 4.0171,
      "intraday_vwap": 28.016,
      "price_vs_vwap_pct": 0.4069,
      "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": 5.6911,
        "prev_amount_yi": 6.9313,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 28.71,
            "high": 28.71,
            "low": 28.47,
            "close": 28.47,
            "amount_yi": 1.0786
          },
          {
            "time": "09:47",
            "open": 28.17,
            "high": 28.17,
            "low": 28.17,
            "close": 28.17,
            "amount_yi": 0.7594
          },
          {
            "time": "09:48",
            "open": 28.3,
            "high": 28.36,
            "low": 28.3,
            "close": 28.36,
            "amount_yi": 1.1872
          },
          {
            "time": "09:49",
            "open": 28.22,
            "high": 28.22,
            "low": 28.09,
            "close": 28.09,
            "amount_yi": 1.0917
          },
          {
            "time": "09:50",
            "open": 28.03,
            "high": 28.13,
            "low": 28.03,
            "close": 28.13,
            "amount_yi": 1.5742
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.13,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 27.0,
        "bid1": 28.1,
        "ask1": 28.13,
        "bid_qty1": 4,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W29",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 42.9947,
      "price_vs_vwap_pct": -0.1737,
      "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": 0.6195,
        "prev_amount_yi": 0.9536,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6496,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 43.22,
            "high": 43.22,
            "low": 43.05,
            "close": 43.05,
            "amount_yi": 0.1624
          },
          {
            "time": "09:47",
            "open": 42.87,
            "high": 42.87,
            "low": 42.87,
            "close": 42.87,
            "amount_yi": 0.0926
          },
          {
            "time": "09:48",
            "open": 42.79,
            "high": 42.86,
            "low": 42.79,
            "close": 42.86,
            "amount_yi": 0.1541
          },
          {
            "time": "09:49",
            "open": 43.15,
            "high": 43.15,
            "low": 42.95,
            "close": 42.95,
            "amount_yi": 0.1238
          },
          {
            "time": "09:50",
            "open": 42.95,
            "high": 42.95,
            "low": 42.92,
            "close": 42.92,
            "amount_yi": 0.0866
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 42.92,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 41.88,
        "bid1": 42.91,
        "ask1": 42.92,
        "bid_qty1": 18,
        "ask_qty1": 24
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 98.0,
      "exec_low": 98.0,
      "exec_high": 99.47,
      "invalid_price": 95.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "waiting_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": 0.3075,
        "prev_amount_yi": 0.4005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 97.5,
            "high": 97.5,
            "low": 96.8,
            "close": 96.8,
            "amount_yi": 0.0627
          },
          {
            "time": "09:47",
            "open": 96.75,
            "high": 96.75,
            "low": 96.75,
            "close": 96.75,
            "amount_yi": 0.0387
          },
          {
            "time": "09:48",
            "open": 97.31,
            "high": 97.71,
            "low": 97.31,
            "close": 97.71,
            "amount_yi": 0.0619
          },
          {
            "time": "09:49",
            "open": 97.86,
            "high": 97.88,
            "low": 97.86,
            "close": 97.88,
            "amount_yi": 0.0857
          },
          {
            "time": "09:50",
            "open": 97.15,
            "high": 97.15,
            "low": 96.62,
            "close": 96.62,
            "amount_yi": 0.0585
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 96.62,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 95.8,
        "bid1": 96.62,
        "ask1": 96.66,
        "bid_qty1": 19,
        "ask_qty1": 24
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W31",
      "status": "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": "2026-06-29T09:50:38",
      "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": 83.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 82.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.79,
      "entry_zone_high": 82.23,
      "entry_risk_pct": null,
      "intraday_vwap": 83.0487,
      "price_vs_vwap_pct": -3.5506,
      "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": 1.8696,
        "prev_amount_yi": 2.6584,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7033,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 81.6,
            "high": 81.6,
            "low": 80.68,
            "close": 80.68,
            "amount_yi": 0.3849
          },
          {
            "time": "09:47",
            "open": 80.78,
            "high": 80.78,
            "low": 80.78,
            "close": 80.78,
            "amount_yi": 0.276
          },
          {
            "time": "09:48",
            "open": 80.7,
            "high": 80.7,
            "low": 80.35,
            "close": 80.35,
            "amount_yi": 0.3758
          },
          {
            "time": "09:49",
            "open": 80.12,
            "high": 80.12,
            "low": 79.79,
            "close": 79.79,
            "amount_yi": 0.5411
          },
          {
            "time": "09:50",
            "open": 80.01,
            "high": 80.1,
            "low": 80.01,
            "close": 80.1,
            "amount_yi": 0.2918
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 80.1,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 79.5,
        "bid1": 80.05,
        "ask1": 80.1,
        "bid_qty1": 15,
        "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": "2026-06-29T09:50:38",
      "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": 23.0969,
      "price_vs_vwap_pct": -2.8008,
      "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": 0.221,
        "prev_amount_yi": 0.2093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0559,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0756
          },
          {
            "time": "09:47",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0297
          },
          {
            "time": "09:48",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0552
          },
          {
            "time": "09:49",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0407
          },
          {
            "time": "09:50",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 74824
      },
      "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": "2026-06-29T09:50:38",
      "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": 26.4113,
      "price_vs_vwap_pct": -1.2165,
      "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": 1.0987,
        "prev_amount_yi": 1.4782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 26.6,
            "high": 26.6,
            "low": 26.43,
            "close": 26.43,
            "amount_yi": 0.2014
          },
          {
            "time": "09:47",
            "open": 26.28,
            "high": 26.28,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.1505
          },
          {
            "time": "09:48",
            "open": 26.25,
            "high": 26.4,
            "low": 26.25,
            "close": 26.4,
            "amount_yi": 0.2563
          },
          {
            "time": "09:49",
            "open": 26.31,
            "high": 26.31,
            "low": 26.24,
            "close": 26.24,
            "amount_yi": 0.162
          },
          {
            "time": "09:50",
            "open": 26.16,
            "high": 26.16,
            "low": 26.09,
            "close": 26.09,
            "amount_yi": 0.3285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 26.09,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 25.5,
        "bid1": 26.09,
        "ask1": 26.1,
        "bid_qty1": 50,
        "ask_qty1": 50
      },
      "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": "2026-06-29T09:50:38",
      "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": 43.604,
      "price_vs_vwap_pct": -1.1559,
      "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": 0.528,
        "prev_amount_yi": 0.6369,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 43.56,
            "high": 43.69,
            "low": 43.56,
            "close": 43.69,
            "amount_yi": 0.1431
          },
          {
            "time": "09:47",
            "open": 43.73,
            "high": 43.73,
            "low": 43.73,
            "close": 43.73,
            "amount_yi": 0.0831
          },
          {
            "time": "09:48",
            "open": 43.66,
            "high": 43.66,
            "low": 43.51,
            "close": 43.51,
            "amount_yi": 0.1098
          },
          {
            "time": "09:49",
            "open": 43.4,
            "high": 43.4,
            "low": 43.2,
            "close": 43.2,
            "amount_yi": 0.0698
          },
          {
            "time": "09:50",
            "open": 43.12,
            "high": 43.12,
            "low": 43.1,
            "close": 43.1,
            "amount_yi": 0.1222
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 43.1,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.86,
        "bid1": 43.08,
        "ask1": 43.1,
        "bid_qty1": 14,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:50:38",
      "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": 95.7068,
      "price_vs_vwap_pct": -0.4459,
      "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": 2.6337,
        "prev_amount_yi": 5.8458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 95.71,
            "high": 95.71,
            "low": 95.6,
            "close": 95.6,
            "amount_yi": 0.9312
          },
          {
            "time": "09:47",
            "open": 95.19,
            "high": 95.19,
            "low": 95.19,
            "close": 95.19,
            "amount_yi": 0.2871
          },
          {
            "time": "09:48",
            "open": 95.71,
            "high": 96.0,
            "low": 95.71,
            "close": 96.0,
            "amount_yi": 0.5009
          },
          {
            "time": "09:49",
            "open": 96.0,
            "high": 96.0,
            "low": 95.3,
            "close": 95.3,
            "amount_yi": 0.5646
          },
          {
            "time": "09:50",
            "open": 95.38,
            "high": 95.38,
            "low": 95.28,
            "close": 95.28,
            "amount_yi": 0.3499
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 95.28,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 93.06,
        "bid1": 95.28,
        "ask1": 95.29,
        "bid_qty1": 26,
        "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": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 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": 18.8842,
      "price_vs_vwap_pct": -0.0752,
      "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": 0.023,
        "prev_amount_yi": 0.031,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:46",
            "open": 18.96,
            "high": 18.96,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0084
          },
          {
            "time": "09:47",
            "open": 18.92,
            "high": 18.92,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0021
          },
          {
            "time": "09:48",
            "open": 18.88,
            "high": 18.91,
            "low": 18.88,
            "close": 18.91,
            "amount_yi": 0.0043
          },
          {
            "time": "09:49",
            "open": 18.9,
            "high": 18.9,
            "low": 18.87,
            "close": 18.87,
            "amount_yi": 0.004
          },
          {
            "time": "09:50",
            "open": 18.88,
            "high": 18.88,
            "low": 18.87,
            "close": 18.87,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 18.87,
        "ts": "2026-06-29T09:50:34",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.04,
        "low": 18.54,
        "bid1": 18.81,
        "ask1": 18.87,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 72.7525,
      "price_vs_vwap_pct": 1.1649,
      "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": 4.9326,
        "prev_amount_yi": 7.9647,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 74.0,
            "high": 74.0,
            "low": 73.5,
            "close": 73.5,
            "amount_yi": 1.7088
          },
          {
            "time": "09:47",
            "open": 73.22,
            "high": 73.22,
            "low": 73.22,
            "close": 73.22,
            "amount_yi": 0.5026
          },
          {
            "time": "09:48",
            "open": 73.22,
            "high": 73.6,
            "low": 73.22,
            "close": 73.6,
            "amount_yi": 0.7711
          },
          {
            "time": "09:49",
            "open": 73.68,
            "high": 73.68,
            "low": 73.6,
            "close": 73.6,
            "amount_yi": 1.2401
          },
          {
            "time": "09:50",
            "open": 73.53,
            "high": 73.6,
            "low": 73.53,
            "close": 73.6,
            "amount_yi": 0.71
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 73.6,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 69.95,
        "bid1": 73.6,
        "ask1": 73.62,
        "bid_qty1": 42,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:50:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.52,
      "entry_zone_high": 36.6,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.5889,
        "prev_amount_yi": 8.1131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 39.9,
            "high": 39.9,
            "low": 39.61,
            "close": 39.61,
            "amount_yi": 1.566
          },
          {
            "time": "09:47",
            "open": 39.09,
            "high": 39.09,
            "low": 39.09,
            "close": 39.09,
            "amount_yi": 0.5278
          },
          {
            "time": "09:48",
            "open": 39.0,
            "high": 39.0,
            "low": 38.89,
            "close": 38.89,
            "amount_yi": 1.788
          },
          {
            "time": "09:49",
            "open": 38.72,
            "high": 38.74,
            "low": 38.72,
            "close": 38.74,
            "amount_yi": 1.107
          },
          {
            "time": "09:50",
            "open": 38.89,
            "high": 38.89,
            "low": 38.83,
            "close": 38.83,
            "amount_yi": 0.6001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 38.83,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 36.1,
        "bid1": 38.82,
        "ask1": 38.83,
        "bid_qty1": 140,
        "ask_qty1": 65
      },
      "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": "2026-06-29T09:50:38",
      "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": 53.7598,
      "price_vs_vwap_pct": 1.9349,
      "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": 2.7727,
        "prev_amount_yi": 4.6485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 54.78,
            "high": 54.78,
            "low": 54.62,
            "close": 54.62,
            "amount_yi": 0.602
          },
          {
            "time": "09:47",
            "open": 54.25,
            "high": 54.25,
            "low": 54.25,
            "close": 54.25,
            "amount_yi": 0.217
          },
          {
            "time": "09:48",
            "open": 54.42,
            "high": 54.78,
            "low": 54.42,
            "close": 54.78,
            "amount_yi": 0.7419
          },
          {
            "time": "09:49",
            "open": 54.99,
            "high": 54.99,
            "low": 54.58,
            "close": 54.58,
            "amount_yi": 0.7488
          },
          {
            "time": "09:50",
            "open": 54.72,
            "high": 54.8,
            "low": 54.72,
            "close": 54.8,
            "amount_yi": 0.463
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 54.8,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.0,
        "low": 52.01,
        "bid1": 54.8,
        "ask1": 54.81,
        "bid_qty1": 77,
        "ask_qty1": 56
      },
      "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": "2026-06-29T09:50:38",
      "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": 87.5646,
      "price_vs_vwap_pct": 3.9233,
      "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": 6.1454,
        "prev_amount_yi": 9.5815,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 93.68,
            "high": 93.68,
            "low": 93.56,
            "close": 93.56,
            "amount_yi": 1.2717
          },
          {
            "time": "09:47",
            "open": 92.26,
            "high": 92.26,
            "low": 92.26,
            "close": 92.26,
            "amount_yi": 0.4509
          },
          {
            "time": "09:48",
            "open": 91.5,
            "high": 91.5,
            "low": 91.31,
            "close": 91.31,
            "amount_yi": 1.813
          },
          {
            "time": "09:49",
            "open": 91.33,
            "high": 91.33,
            "low": 90.89,
            "close": 90.89,
            "amount_yi": 1.3101
          },
          {
            "time": "09:50",
            "open": 90.68,
            "high": 91.0,
            "low": 90.68,
            "close": 91.0,
            "amount_yi": 1.2997
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 91.0,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 90.81,
        "ask1": 91.0,
        "bid_qty1": 2,
        "ask_qty1": 43
      },
      "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": "2026-06-29T09:50:38",
      "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": 49.8832,
      "price_vs_vwap_pct": -0.8083,
      "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": 1.477,
        "prev_amount_yi": 1.6439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8985,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 49.93,
            "high": 50.09,
            "low": 49.93,
            "close": 50.09,
            "amount_yi": 0.4607
          },
          {
            "time": "09:47",
            "open": 49.73,
            "high": 49.73,
            "low": 49.73,
            "close": 49.73,
            "amount_yi": 0.2272
          },
          {
            "time": "09:48",
            "open": 50.1,
            "high": 50.1,
            "low": 49.89,
            "close": 49.89,
            "amount_yi": 0.2238
          },
          {
            "time": "09:49",
            "open": 50.18,
            "high": 50.18,
            "low": 49.77,
            "close": 49.77,
            "amount_yi": 0.2822
          },
          {
            "time": "09:50",
            "open": 49.75,
            "high": 49.75,
            "low": 49.48,
            "close": 49.48,
            "amount_yi": 0.2831
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 49.48,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 48.5,
        "bid1": 49.48,
        "ask1": 49.5,
        "bid_qty1": 1,
        "ask_qty1": 24
      },
      "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": "2026-06-29T09:50:38",
      "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": 109.5902,
      "price_vs_vwap_pct": 0.2006,
      "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": 4.4678,
        "prev_amount_yi": 8.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5556,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 111.86,
            "high": 111.86,
            "low": 111.25,
            "close": 111.25,
            "amount_yi": 0.9554
          },
          {
            "time": "09:47",
            "open": 110.47,
            "high": 110.47,
            "low": 110.47,
            "close": 110.47,
            "amount_yi": 0.6104
          },
          {
            "time": "09:48",
            "open": 110.33,
            "high": 110.33,
            "low": 109.78,
            "close": 109.78,
            "amount_yi": 0.9014
          },
          {
            "time": "09:49",
            "open": 110.4,
            "high": 110.4,
            "low": 109.5,
            "close": 109.5,
            "amount_yi": 1.1192
          },
          {
            "time": "09:50",
            "open": 109.43,
            "high": 109.81,
            "low": 109.43,
            "close": 109.81,
            "amount_yi": 0.8814
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 109.81,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 106.1,
        "bid1": 109.81,
        "ask1": 109.85,
        "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.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": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 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": 3.7102,
      "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": 1.1265,
        "prev_amount_yi": 2.0372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 58.68,
            "high": 58.68,
            "low": 58.68,
            "close": 58.68,
            "amount_yi": 0.3579
          },
          {
            "time": "09:47",
            "open": 56.91,
            "high": 56.91,
            "low": 56.91,
            "close": 56.91,
            "amount_yi": 0.1856
          },
          {
            "time": "09:48",
            "open": 57.95,
            "high": 57.95,
            "low": 57.77,
            "close": 57.77,
            "amount_yi": 0.2254
          },
          {
            "time": "09:49",
            "open": 57.15,
            "high": 57.15,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 0.1623
          },
          {
            "time": "09:50",
            "open": 57.04,
            "high": 57.14,
            "low": 57.04,
            "close": 57.14,
            "amount_yi": 0.1953
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.14,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.85,
        "low": 53.5,
        "bid1": 57.1,
        "ask1": 57.14,
        "bid_qty1": 97,
        "ask_qty1": 145
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 8.1684,
        "prev_amount_yi": 10.4031,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7852,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 510.02,
            "high": 510.02,
            "low": 507.88,
            "close": 507.88,
            "amount_yi": 1.4803
          },
          {
            "time": "09:47",
            "open": 504.0,
            "high": 504.0,
            "low": 504.0,
            "close": 504.0,
            "amount_yi": 0.8626
          },
          {
            "time": "09:48",
            "open": 503.4,
            "high": 504.82,
            "low": 503.4,
            "close": 504.82,
            "amount_yi": 1.9616
          },
          {
            "time": "09:49",
            "open": 506.82,
            "high": 506.82,
            "low": 503.9,
            "close": 503.9,
            "amount_yi": 1.3064
          },
          {
            "time": "09:50",
            "open": 502.66,
            "high": 502.66,
            "low": 501.92,
            "close": 501.92,
            "amount_yi": 2.5575
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 501.92,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 489.0,
        "bid1": 501.56,
        "ask1": 501.92,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "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": "2026-06-29T09:50:38",
      "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": 203.6651,
      "price_vs_vwap_pct": 1.8633,
      "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": 0.7509,
        "prev_amount_yi": 7.4571,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.2552
          },
          {
            "time": "09:47",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.1604
          },
          {
            "time": "09:48",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.1795
          },
          {
            "time": "09:49",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0965
          },
          {
            "time": "09:50",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0593
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 195.58,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 40471,
        "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": "2026-06-29T09:50:38",
      "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": 87.2785,
      "price_vs_vwap_pct": -1.4992,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4159,
        "prev_amount_yi": 0.2898,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 87.17,
            "high": 87.17,
            "low": 87.0,
            "close": 87.0,
            "amount_yi": 0.1263
          },
          {
            "time": "09:47",
            "open": 86.58,
            "high": 86.58,
            "low": 86.58,
            "close": 86.58,
            "amount_yi": 0.058
          },
          {
            "time": "09:48",
            "open": 86.7,
            "high": 86.74,
            "low": 86.7,
            "close": 86.74,
            "amount_yi": 0.0595
          },
          {
            "time": "09:49",
            "open": 86.74,
            "high": 86.74,
            "low": 86.4,
            "close": 86.4,
            "amount_yi": 0.0742
          },
          {
            "time": "09:50",
            "open": 86.21,
            "high": 86.21,
            "low": 85.97,
            "close": 85.97,
            "amount_yi": 0.0979
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 85.97,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 85.0,
        "bid1": 85.91,
        "ask1": 86.0,
        "bid_qty1": 1,
        "ask_qty1": 70
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.28,
      "exec_low": 78.44,
      "exec_high": 78.44,
      "invalid_price": 74.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 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": 3.9836,
      "intraday_vwap": 77.2661,
      "price_vs_vwap_pct": 1.0404,
      "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": 0.625,
        "prev_amount_yi": 1.0303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 79.11,
            "high": 79.11,
            "low": 78.53,
            "close": 78.53,
            "amount_yi": 0.1207
          },
          {
            "time": "09:47",
            "open": 78.0,
            "high": 78.0,
            "low": 78.0,
            "close": 78.0,
            "amount_yi": 0.0522
          },
          {
            "time": "09:48",
            "open": 78.11,
            "high": 78.11,
            "low": 78.0,
            "close": 78.0,
            "amount_yi": 0.2238
          },
          {
            "time": "09:49",
            "open": 77.92,
            "high": 77.92,
            "low": 77.82,
            "close": 77.82,
            "amount_yi": 0.0925
          },
          {
            "time": "09:50",
            "open": 77.96,
            "high": 78.07,
            "low": 77.96,
            "close": 78.07,
            "amount_yi": 0.1358
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.07,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 73.88,
        "bid1": 78.05,
        "ask1": 78.07,
        "bid_qty1": 1,
        "ask_qty1": 48
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.98,
      "exec_low": 36.52,
      "exec_high": 36.52,
      "invalid_price": 34.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 34.3818,
      "price_vs_vwap_pct": 0.1984,
      "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": 0.7193,
        "prev_amount_yi": 0.8415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 34.64,
            "high": 34.64,
            "low": 34.57,
            "close": 34.57,
            "amount_yi": 0.1172
          },
          {
            "time": "09:47",
            "open": 34.5,
            "high": 34.5,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.0848
          },
          {
            "time": "09:48",
            "open": 34.5,
            "high": 34.5,
            "low": 34.28,
            "close": 34.28,
            "amount_yi": 0.1941
          },
          {
            "time": "09:49",
            "open": 34.32,
            "high": 34.4,
            "low": 34.32,
            "close": 34.4,
            "amount_yi": 0.2575
          },
          {
            "time": "09:50",
            "open": 34.41,
            "high": 34.45,
            "low": 34.41,
            "close": 34.45,
            "amount_yi": 0.0657
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 34.45,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.86,
        "low": 33.7,
        "bid1": 34.44,
        "ask1": 34.45,
        "bid_qty1": 4,
        "ask_qty1": 31
      },
      "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": "2026-06-29T09:50:38",
      "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": -0.4285,
      "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": 0.6543,
        "prev_amount_yi": 0.8865,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7381,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 18.15,
            "high": 18.15,
            "low": 18.09,
            "close": 18.09,
            "amount_yi": 0.1538
          },
          {
            "time": "09:47",
            "open": 18.02,
            "high": 18.02,
            "low": 18.02,
            "close": 18.02,
            "amount_yi": 0.0929
          },
          {
            "time": "09:48",
            "open": 17.95,
            "high": 17.95,
            "low": 17.94,
            "close": 17.94,
            "amount_yi": 0.1678
          },
          {
            "time": "09:49",
            "open": 18.03,
            "high": 18.03,
            "low": 18.02,
            "close": 18.02,
            "amount_yi": 0.1022
          },
          {
            "time": "09:50",
            "open": 17.93,
            "high": 17.94,
            "low": 17.93,
            "close": 17.94,
            "amount_yi": 0.1376
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 17.94,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.45,
        "bid1": 17.93,
        "ask1": 17.94,
        "bid_qty1": 13,
        "ask_qty1": 57
      },
      "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": "2026-06-29T09:50:38",
      "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": 12.1295,
      "price_vs_vwap_pct": -0.7379,
      "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": 0.3898,
        "prev_amount_yi": 0.5686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6855,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 12.0,
            "high": 12.03,
            "low": 12.0,
            "close": 12.03,
            "amount_yi": 0.167
          },
          {
            "time": "09:47",
            "open": 12.03,
            "high": 12.03,
            "low": 12.03,
            "close": 12.03,
            "amount_yi": 0.0548
          },
          {
            "time": "09:48",
            "open": 12.02,
            "high": 12.05,
            "low": 12.02,
            "close": 12.05,
            "amount_yi": 0.0561
          },
          {
            "time": "09:49",
            "open": 12.05,
            "high": 12.06,
            "low": 12.05,
            "close": 12.06,
            "amount_yi": 0.0714
          },
          {
            "time": "09:50",
            "open": 12.03,
            "high": 12.04,
            "low": 12.03,
            "close": 12.04,
            "amount_yi": 0.0405
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 12.04,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 11.95,
        "bid1": 12.02,
        "ask1": 12.04,
        "bid_qty1": 254,
        "ask_qty1": 60
      },
      "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": "2026-06-29T09:50:38",
      "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": 26.8639,
      "price_vs_vwap_pct": -0.4612,
      "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": 0.666,
        "prev_amount_yi": 0.9924,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 26.52,
            "high": 26.52,
            "low": 26.52,
            "close": 26.52,
            "amount_yi": 0.2039
          },
          {
            "time": "09:47",
            "open": 26.57,
            "high": 26.57,
            "low": 26.57,
            "close": 26.57,
            "amount_yi": 0.0799
          },
          {
            "time": "09:48",
            "open": 26.61,
            "high": 26.69,
            "low": 26.61,
            "close": 26.69,
            "amount_yi": 0.1275
          },
          {
            "time": "09:49",
            "open": 26.64,
            "high": 26.78,
            "low": 26.64,
            "close": 26.78,
            "amount_yi": 0.1378
          },
          {
            "time": "09:50",
            "open": 26.81,
            "high": 26.81,
            "low": 26.74,
            "close": 26.74,
            "amount_yi": 0.1169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 27.35,
        "low": 26.0,
        "bid1": 26.73,
        "ask1": 26.74,
        "bid_qty1": 64,
        "ask_qty1": 15
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 87.91,
      "exec_low": 89.23,
      "exec_high": 89.23,
      "invalid_price": 85.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 90.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 86.59,
      "entry_zone_high": 89.23,
      "entry_risk_pct": null,
      "intraday_vwap": 87.2986,
      "price_vs_vwap_pct": 0.5285,
      "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": 1.0474,
        "prev_amount_yi": 2.0469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 88.68,
            "high": 88.68,
            "low": 88.51,
            "close": 88.51,
            "amount_yi": 0.2512
          },
          {
            "time": "09:47",
            "open": 87.9,
            "high": 87.9,
            "low": 87.9,
            "close": 87.9,
            "amount_yi": 0.1189
          },
          {
            "time": "09:48",
            "open": 87.77,
            "high": 87.77,
            "low": 87.66,
            "close": 87.66,
            "amount_yi": 0.2547
          },
          {
            "time": "09:49",
            "open": 87.55,
            "high": 87.61,
            "low": 87.55,
            "close": 87.61,
            "amount_yi": 0.2431
          },
          {
            "time": "09:50",
            "open": 87.66,
            "high": 87.76,
            "low": 87.66,
            "close": 87.76,
            "amount_yi": 0.1795
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 87.76,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 84.85,
        "bid1": 87.76,
        "ask1": 87.77,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "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": "2026-06-29T09:50:38",
      "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": 8.0193,
      "price_vs_vwap_pct": 0.0087,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 12.0778,
        "prev_amount_yi": 19.1302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 8.14,
            "high": 8.14,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 3.009
          },
          {
            "time": "09:47",
            "open": 8.07,
            "high": 8.07,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 1.947
          },
          {
            "time": "09:48",
            "open": 8.07,
            "high": 8.08,
            "low": 8.07,
            "close": 8.08,
            "amount_yi": 2.5476
          },
          {
            "time": "09:49",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 2.3347
          },
          {
            "time": "09:50",
            "open": 8.03,
            "high": 8.03,
            "low": 8.02,
            "close": 8.02,
            "amount_yi": 2.2395
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 8.02,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.71,
        "bid1": 8.02,
        "ask1": 8.03,
        "bid_qty1": 6,
        "ask_qty1": 307
      },
      "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": "2026-06-29T09:50:38",
      "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": 178.5617,
      "price_vs_vwap_pct": 0.0495,
      "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": 1.9059,
        "prev_amount_yi": 3.394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 181.91,
            "high": 181.91,
            "low": 180.02,
            "close": 180.02,
            "amount_yi": 0.4972
          },
          {
            "time": "09:47",
            "open": 179.19,
            "high": 179.19,
            "low": 179.19,
            "close": 179.19,
            "amount_yi": 0.2403
          },
          {
            "time": "09:48",
            "open": 179.98,
            "high": 180.23,
            "low": 179.98,
            "close": 180.23,
            "amount_yi": 0.3976
          },
          {
            "time": "09:49",
            "open": 180.44,
            "high": 180.44,
            "low": 179.29,
            "close": 179.29,
            "amount_yi": 0.3722
          },
          {
            "time": "09:50",
            "open": 178.98,
            "high": 178.98,
            "low": 178.65,
            "close": 178.65,
            "amount_yi": 0.3986
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 178.65,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 172.0,
        "bid1": 178.51,
        "ask1": 178.55,
        "bid_qty1": 7,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.85,
      "exec_low": 17.1,
      "exec_high": 17.1,
      "invalid_price": 16.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 16.1076,
      "price_vs_vwap_pct": 0.3253,
      "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": 0.0666,
        "prev_amount_yi": 0.0794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8388,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 16.03,
            "high": 16.06,
            "low": 16.03,
            "close": 16.06,
            "amount_yi": 0.0175
          },
          {
            "time": "09:47",
            "open": 16.13,
            "high": 16.13,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.0112
          },
          {
            "time": "09:48",
            "open": 16.12,
            "high": 16.16,
            "low": 16.12,
            "close": 16.16,
            "amount_yi": 0.0175
          },
          {
            "time": "09:49",
            "open": 16.19,
            "high": 16.24,
            "low": 16.19,
            "close": 16.24,
            "amount_yi": 0.0129
          },
          {
            "time": "09:50",
            "open": 16.14,
            "high": 16.16,
            "low": 16.14,
            "close": 16.16,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 16.16,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.36,
        "low": 15.98,
        "bid1": 16.15,
        "ask1": 16.17,
        "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.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": "2026-06-29T09:50:38",
      "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": 21.0315,
      "price_vs_vwap_pct": -2.6223,
      "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": 0.2473,
        "prev_amount_yi": 0.2992,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 20.6,
            "high": 20.6,
            "low": 20.56,
            "close": 20.56,
            "amount_yi": 0.065
          },
          {
            "time": "09:47",
            "open": 20.52,
            "high": 20.52,
            "low": 20.52,
            "close": 20.52,
            "amount_yi": 0.036
          },
          {
            "time": "09:48",
            "open": 20.45,
            "high": 20.45,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0678
          },
          {
            "time": "09:49",
            "open": 20.62,
            "high": 20.62,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0474
          },
          {
            "time": "09:50",
            "open": 20.46,
            "high": 20.48,
            "low": 20.46,
            "close": 20.48,
            "amount_yi": 0.0311
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 20.48,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.28,
        "bid1": 20.48,
        "ask1": 20.49,
        "bid_qty1": 43,
        "ask_qty1": 17
      },
      "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": "2026-06-29T09:50:38",
      "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": 1.304,
        "prev_amount_yi": 1.3113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9944,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 497.53,
            "high": 500.01,
            "low": 497.53,
            "close": 500.01,
            "amount_yi": 0.4355
          },
          {
            "time": "09:47",
            "open": 497.36,
            "high": 497.36,
            "low": 497.36,
            "close": 497.36,
            "amount_yi": 0.0887
          },
          {
            "time": "09:48",
            "open": 499.82,
            "high": 500.0,
            "low": 499.82,
            "close": 500.0,
            "amount_yi": 0.2393
          },
          {
            "time": "09:49",
            "open": 499.12,
            "high": 499.5,
            "low": 499.12,
            "close": 499.5,
            "amount_yi": 0.265
          },
          {
            "time": "09:50",
            "open": 500.98,
            "high": 501.71,
            "low": 500.98,
            "close": 501.71,
            "amount_yi": 0.2755
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 501.71,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 502.8,
        "low": 470.5,
        "bid1": 501.18,
        "ask1": 502.77,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "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": 17.8633,
      "price_vs_vwap_pct": 4.1801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.307,
        "prev_amount_yi": 0.2761,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1119,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 18.39,
            "high": 18.43,
            "low": 18.39,
            "close": 18.43,
            "amount_yi": 0.0409
          },
          {
            "time": "09:47",
            "open": 18.27,
            "high": 18.27,
            "low": 18.27,
            "close": 18.27,
            "amount_yi": 0.0524
          },
          {
            "time": "09:48",
            "open": 18.41,
            "high": 18.6,
            "low": 18.41,
            "close": 18.6,
            "amount_yi": 0.0897
          },
          {
            "time": "09:49",
            "open": 18.54,
            "high": 18.54,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0598
          },
          {
            "time": "09:50",
            "open": 18.6,
            "high": 18.61,
            "low": 18.6,
            "close": 18.61,
            "amount_yi": 0.0642
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 18.61,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 18.65,
        "low": 17.13,
        "bid1": 18.61,
        "ask1": 18.62,
        "bid_qty1": 18,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 9.812,
      "price_vs_vwap_pct": -1.2434,
      "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": 0.1661,
        "prev_amount_yi": 0.1925,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 9.77,
            "high": 9.79,
            "low": 9.77,
            "close": 9.79,
            "amount_yi": 0.0384
          },
          {
            "time": "09:47",
            "open": 9.74,
            "high": 9.74,
            "low": 9.74,
            "close": 9.74,
            "amount_yi": 0.0123
          },
          {
            "time": "09:48",
            "open": 9.75,
            "high": 9.75,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0507
          },
          {
            "time": "09:49",
            "open": 9.71,
            "high": 9.71,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0412
          },
          {
            "time": "09:50",
            "open": 9.71,
            "high": 9.71,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 9.69,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.69,
        "bid1": 9.69,
        "ask1": 9.7,
        "bid_qty1": 398,
        "ask_qty1": 120
      },
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.67,
      "entry_zone_high": 52.21,
      "entry_risk_pct": null,
      "intraday_vwap": 49.29,
      "price_vs_vwap_pct": -0.3449,
      "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": 1.8865,
        "prev_amount_yi": 3.3656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 49.93,
            "high": 49.93,
            "low": 49.79,
            "close": 49.79,
            "amount_yi": 0.4746
          },
          {
            "time": "09:47",
            "open": 49.49,
            "high": 49.49,
            "low": 49.49,
            "close": 49.49,
            "amount_yi": 0.1943
          },
          {
            "time": "09:48",
            "open": 49.33,
            "high": 49.4,
            "low": 49.33,
            "close": 49.4,
            "amount_yi": 0.556
          },
          {
            "time": "09:49",
            "open": 49.66,
            "high": 49.66,
            "low": 49.43,
            "close": 49.43,
            "amount_yi": 0.2741
          },
          {
            "time": "09:50",
            "open": 49.15,
            "high": 49.15,
            "low": 49.12,
            "close": 49.12,
            "amount_yi": 0.3875
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 49.12,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 47.47,
        "bid1": 49.12,
        "ask1": 49.13,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W61",
      "status": "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": "2026-06-29T09:50:38",
      "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": 44.5621,
      "price_vs_vwap_pct": -1.5531,
      "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": 0.6485,
        "prev_amount_yi": 1.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 43.7,
            "high": 43.7,
            "low": 43.62,
            "close": 43.62,
            "amount_yi": 0.1818
          },
          {
            "time": "09:47",
            "open": 43.8,
            "high": 43.8,
            "low": 43.8,
            "close": 43.8,
            "amount_yi": 0.1529
          },
          {
            "time": "09:48",
            "open": 43.95,
            "high": 43.95,
            "low": 43.9,
            "close": 43.9,
            "amount_yi": 0.1192
          },
          {
            "time": "09:49",
            "open": 43.81,
            "high": 43.81,
            "low": 43.75,
            "close": 43.75,
            "amount_yi": 0.0945
          },
          {
            "time": "09:50",
            "open": 43.89,
            "high": 43.89,
            "low": 43.87,
            "close": 43.87,
            "amount_yi": 0.1001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 43.87,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 45.59,
        "low": 43.58,
        "bid1": 43.86,
        "ask1": 43.87,
        "bid_qty1": 9,
        "ask_qty1": 71
      },
      "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": "2026-06-29T09:50:38",
      "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": 51.4412,
      "price_vs_vwap_pct": -2.2185,
      "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": 0.6138,
        "prev_amount_yi": 0.6688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 51.12,
            "high": 51.12,
            "low": 50.82,
            "close": 50.82,
            "amount_yi": 0.1215
          },
          {
            "time": "09:47",
            "open": 50.83,
            "high": 50.83,
            "low": 50.83,
            "close": 50.83,
            "amount_yi": 0.0465
          },
          {
            "time": "09:48",
            "open": 50.77,
            "high": 50.87,
            "low": 50.77,
            "close": 50.87,
            "amount_yi": 0.1032
          },
          {
            "time": "09:49",
            "open": 50.88,
            "high": 50.88,
            "low": 50.39,
            "close": 50.39,
            "amount_yi": 0.1802
          },
          {
            "time": "09:50",
            "open": 50.42,
            "high": 50.42,
            "low": 50.3,
            "close": 50.3,
            "amount_yi": 0.1624
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 50.3,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 50.28,
        "ask1": 50.3,
        "bid_qty1": 8,
        "ask_qty1": 70
      },
      "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": "2026-06-29T09:50:38",
      "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": 0.5663,
        "prev_amount_yi": 1.0469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5409,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 139.36,
            "high": 139.5,
            "low": 139.36,
            "close": 139.5,
            "amount_yi": 0.228
          },
          {
            "time": "09:47",
            "open": 138.09,
            "high": 138.09,
            "low": 138.09,
            "close": 138.09,
            "amount_yi": 0.0767
          },
          {
            "time": "09:48",
            "open": 138.39,
            "high": 138.9,
            "low": 138.39,
            "close": 138.9,
            "amount_yi": 0.1296
          },
          {
            "time": "09:49",
            "open": 138.08,
            "high": 138.08,
            "low": 137.55,
            "close": 137.55,
            "amount_yi": 0.0739
          },
          {
            "time": "09:50",
            "open": 137.47,
            "high": 137.53,
            "low": 137.47,
            "close": 137.53,
            "amount_yi": 0.0581
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 137.53,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 130.5,
        "bid1": 137.53,
        "ask1": 137.83,
        "bid_qty1": 3,
        "ask_qty1": 10
      },
      "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": "2026-06-29T09:50:38",
      "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": 29.9182,
      "price_vs_vwap_pct": 0.1731,
      "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": 1.0351,
        "prev_amount_yi": 1.3617,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 29.85,
            "high": 29.85,
            "low": 29.79,
            "close": 29.79,
            "amount_yi": 0.3047
          },
          {
            "time": "09:47",
            "open": 29.88,
            "high": 29.88,
            "low": 29.88,
            "close": 29.88,
            "amount_yi": 0.0578
          },
          {
            "time": "09:48",
            "open": 29.91,
            "high": 29.91,
            "low": 29.86,
            "close": 29.86,
            "amount_yi": 0.1713
          },
          {
            "time": "09:49",
            "open": 29.95,
            "high": 30.05,
            "low": 29.95,
            "close": 30.05,
            "amount_yi": 0.139
          },
          {
            "time": "09:50",
            "open": 30.2,
            "high": 30.2,
            "low": 29.97,
            "close": 29.97,
            "amount_yi": 0.3623
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 29.97,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.66,
        "low": 29.07,
        "bid1": 29.98,
        "ask1": 30.01,
        "bid_qty1": 1,
        "ask_qty1": 71
      },
      "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": "2026-06-29T09:50:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6314,
        "prev_amount_yi": 1.8252,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 688.34,
            "high": 688.34,
            "low": 688.0,
            "close": 688.0,
            "amount_yi": 0.3905
          },
          {
            "time": "09:47",
            "open": 685.58,
            "high": 685.58,
            "low": 685.58,
            "close": 685.58,
            "amount_yi": 0.2408
          },
          {
            "time": "09:48",
            "open": 687.99,
            "high": 696.3,
            "low": 687.99,
            "close": 696.3,
            "amount_yi": 0.3882
          },
          {
            "time": "09:49",
            "open": 699.9,
            "high": 699.9,
            "low": 696.89,
            "close": 696.89,
            "amount_yi": 1.0413
          },
          {
            "time": "09:50",
            "open": 698.0,
            "high": 702.98,
            "low": 698.0,
            "close": 702.98,
            "amount_yi": 0.5706
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 702.98,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 704.0,
        "low": 660.0,
        "bid1": 698.0,
        "ask1": 702.98,
        "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.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T09:50:38",
      "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": 49.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.76,
      "entry_zone_high": 49.22,
      "entry_risk_pct": null,
      "intraday_vwap": 47.5433,
      "price_vs_vwap_pct": 1.0868,
      "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": 0.2342,
        "prev_amount_yi": 0.4157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5634,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 48.51,
            "high": 48.62,
            "low": 48.51,
            "close": 48.62,
            "amount_yi": 0.0749
          },
          {
            "time": "09:47",
            "open": 48.3,
            "high": 48.3,
            "low": 48.3,
            "close": 48.3,
            "amount_yi": 0.0166
          },
          {
            "time": "09:48",
            "open": 48.25,
            "high": 48.34,
            "low": 48.25,
            "close": 48.34,
            "amount_yi": 0.0494
          },
          {
            "time": "09:49",
            "open": 48.36,
            "high": 48.36,
            "low": 48.15,
            "close": 48.15,
            "amount_yi": 0.0452
          },
          {
            "time": "09:50",
            "open": 48.11,
            "high": 48.11,
            "low": 48.06,
            "close": 48.06,
            "amount_yi": 0.0481
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 48.06,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 48.07,
        "ask1": 48.11,
        "bid_qty1": 9,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:50:38",
      "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": 22.7653,
      "price_vs_vwap_pct": -1.6046,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7067,
        "prev_amount_yi": 0.6233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 22.68,
            "high": 22.68,
            "low": 22.63,
            "close": 22.63,
            "amount_yi": 0.2247
          },
          {
            "time": "09:47",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0873
          },
          {
            "time": "09:48",
            "open": 22.55,
            "high": 22.55,
            "low": 22.53,
            "close": 22.53,
            "amount_yi": 0.1168
          },
          {
            "time": "09:49",
            "open": 22.56,
            "high": 22.56,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.1474
          },
          {
            "time": "09:50",
            "open": 22.38,
            "high": 22.4,
            "low": 22.38,
            "close": 22.4,
            "amount_yi": 0.1305
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 22.4,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.25,
        "bid1": 22.38,
        "ask1": 22.4,
        "bid_qty1": 399,
        "ask_qty1": 109
      },
      "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": "2026-06-29T09:50:38",
      "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": 12.9458,
      "price_vs_vwap_pct": 2.0408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.5051,
        "prev_amount_yi": 2.8997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.6038
          },
          {
            "time": "09:47",
            "open": 13.19,
            "high": 13.19,
            "low": 13.19,
            "close": 13.19,
            "amount_yi": 0.5238
          },
          {
            "time": "09:48",
            "open": 13.26,
            "high": 13.32,
            "low": 13.26,
            "close": 13.32,
            "amount_yi": 1.0606
          },
          {
            "time": "09:49",
            "open": 13.31,
            "high": 13.31,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.8132
          },
          {
            "time": "09:50",
            "open": 13.16,
            "high": 13.21,
            "low": 13.16,
            "close": 13.21,
            "amount_yi": 0.5037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 13.21,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.35,
        "low": 12.6,
        "bid1": 13.21,
        "ask1": 13.23,
        "bid_qty1": 50,
        "ask_qty1": 1764
      },
      "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": "2026-06-29T09:50:38",
      "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": 153.4479,
      "price_vs_vwap_pct": -0.2789,
      "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": 0.528,
        "prev_amount_yi": 0.8084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 151.8,
            "high": 151.8,
            "low": 151.41,
            "close": 151.41,
            "amount_yi": 0.1708
          },
          {
            "time": "09:47",
            "open": 151.64,
            "high": 151.64,
            "low": 151.64,
            "close": 151.64,
            "amount_yi": 0.0738
          },
          {
            "time": "09:48",
            "open": 151.35,
            "high": 151.68,
            "low": 151.35,
            "close": 151.68,
            "amount_yi": 0.1298
          },
          {
            "time": "09:49",
            "open": 152.0,
            "high": 152.31,
            "low": 152.0,
            "close": 152.31,
            "amount_yi": 0.0865
          },
          {
            "time": "09:50",
            "open": 152.96,
            "high": 153.02,
            "low": 152.96,
            "close": 153.02,
            "amount_yi": 0.0671
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 153.02,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 156.0,
        "low": 151.0,
        "bid1": 153.01,
        "ask1": 153.11,
        "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.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": "2026-06-29T09:50:38",
      "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": 20.3684,
      "price_vs_vwap_pct": -3.0852,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5935,
        "prev_amount_yi": 1.453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0967,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 19.98,
            "high": 19.98,
            "low": 19.81,
            "close": 19.81,
            "amount_yi": 0.4147
          },
          {
            "time": "09:47",
            "open": 19.61,
            "high": 19.61,
            "low": 19.61,
            "close": 19.61,
            "amount_yi": 0.2445
          },
          {
            "time": "09:48",
            "open": 19.75,
            "high": 19.79,
            "low": 19.75,
            "close": 19.79,
            "amount_yi": 0.4782
          },
          {
            "time": "09:49",
            "open": 19.8,
            "high": 19.8,
            "low": 19.62,
            "close": 19.62,
            "amount_yi": 0.2477
          },
          {
            "time": "09:50",
            "open": 19.69,
            "high": 19.74,
            "low": 19.69,
            "close": 19.74,
            "amount_yi": 0.2084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:35",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 19.57,
        "bid1": 19.74,
        "ask1": 19.75,
        "bid_qty1": 13,
        "ask_qty1": 156
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 3.2323,
      "intraday_vwap": 132.4024,
      "price_vs_vwap_pct": 0.897,
      "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": 0.7727,
        "prev_amount_yi": 0.7927,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 134.18,
            "high": 135.5,
            "low": 134.18,
            "close": 135.5,
            "amount_yi": 0.3099
          },
          {
            "time": "09:47",
            "open": 134.58,
            "high": 134.58,
            "low": 134.58,
            "close": 134.58,
            "amount_yi": 0.0886
          },
          {
            "time": "09:48",
            "open": 134.41,
            "high": 135.31,
            "low": 134.41,
            "close": 135.31,
            "amount_yi": 0.1257
          },
          {
            "time": "09:49",
            "open": 135.49,
            "high": 135.49,
            "low": 134.4,
            "close": 134.4,
            "amount_yi": 0.1681
          },
          {
            "time": "09:50",
            "open": 133.72,
            "high": 133.72,
            "low": 133.59,
            "close": 133.59,
            "amount_yi": 0.0804
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 438.62,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 133.59,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 127.01,
        "bid1": 133.58,
        "ask1": 133.65,
        "bid_qty1": 3,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM",
      "symbol": "SHSE.688090",
      "name": "瑞松科技",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 113.95,
      "exec_low": 115.66,
      "exec_high": 115.66,
      "invalid_price": 110.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 117.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 115.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 112.24,
      "entry_zone_high": 115.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3506,
        "prev_amount_yi": 0.6137,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5713,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 112.82,
            "high": 112.82,
            "low": 112.62,
            "close": 112.62,
            "amount_yi": 0.0703
          },
          {
            "time": "09:47",
            "open": 112.0,
            "high": 112.0,
            "low": 112.0,
            "close": 112.0,
            "amount_yi": 0.0492
          },
          {
            "time": "09:48",
            "open": 111.83,
            "high": 112.1,
            "low": 111.83,
            "close": 112.1,
            "amount_yi": 0.0407
          },
          {
            "time": "09:49",
            "open": 111.82,
            "high": 111.82,
            "low": 110.94,
            "close": 110.94,
            "amount_yi": 0.1045
          },
          {
            "time": "09:50",
            "open": 111.24,
            "high": 111.34,
            "low": 111.24,
            "close": 111.34,
            "amount_yi": 0.0859
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 111.34,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 108.92,
        "bid1": 111.08,
        "ask1": 111.36,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "W73",
      "status": "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": "2026-06-29T09:50:38",
      "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": 53.8689,
      "price_vs_vwap_pct": 2.8794,
      "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": 6.4626,
        "prev_amount_yi": 6.3393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 5.4265
          },
          {
            "time": "09:47",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.3399
          },
          {
            "time": "09:48",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.3444
          },
          {
            "time": "09:49",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1832
          },
          {
            "time": "09:50",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1686
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:37",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 52.01,
        "bid1": 55.42,
        "ask1": 0.0,
        "bid_qty1": 324321,
        "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": "2026-06-29T09:50:38",
      "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": 10.635,
      "price_vs_vwap_pct": -1.2694,
      "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": 0.1855,
        "prev_amount_yi": 0.2871,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6461,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 10.5,
            "high": 10.54,
            "low": 10.5,
            "close": 10.54,
            "amount_yi": 0.0521
          },
          {
            "time": "09:47",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0132
          },
          {
            "time": "09:48",
            "open": 10.53,
            "high": 10.53,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0332
          },
          {
            "time": "09:49",
            "open": 10.5,
            "high": 10.52,
            "low": 10.5,
            "close": 10.52,
            "amount_yi": 0.0575
          },
          {
            "time": "09:50",
            "open": 10.49,
            "high": 10.5,
            "low": 10.49,
            "close": 10.5,
            "amount_yi": 0.0295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:37",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.46,
        "bid1": 10.5,
        "ask1": 10.51,
        "bid_qty1": 73,
        "ask_qty1": 34
      },
      "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": "2026-06-29T09:50:38",
      "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": 7.3536,
      "price_vs_vwap_pct": 0.223,
      "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": 0.0503,
        "prev_amount_yi": 0.0762,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6601,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 7.39,
            "high": 7.39,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0142
          },
          {
            "time": "09:47",
            "open": 7.37,
            "high": 7.37,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0117
          },
          {
            "time": "09:48",
            "open": 7.37,
            "high": 7.37,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0075
          },
          {
            "time": "09:49",
            "open": 7.37,
            "high": 7.38,
            "low": 7.37,
            "close": 7.38,
            "amount_yi": 0.0091
          },
          {
            "time": "09:50",
            "open": 7.39,
            "high": 7.39,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 7.37,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.48,
        "low": 7.29,
        "bid1": 7.37,
        "ask1": 7.38,
        "bid_qty1": 1186,
        "ask_qty1": 371
      },
      "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": "2026-06-29T09:50:38",
      "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": 119.1688,
      "price_vs_vwap_pct": -0.4102,
      "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": 2.4953,
        "prev_amount_yi": 4.2833,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 117.9,
            "high": 117.9,
            "low": 117.44,
            "close": 117.44,
            "amount_yi": 0.8066
          },
          {
            "time": "09:47",
            "open": 117.97,
            "high": 117.97,
            "low": 117.97,
            "close": 117.97,
            "amount_yi": 0.3867
          },
          {
            "time": "09:48",
            "open": 117.97,
            "high": 118.21,
            "low": 117.97,
            "close": 118.21,
            "amount_yi": 0.5696
          },
          {
            "time": "09:49",
            "open": 118.34,
            "high": 118.52,
            "low": 118.34,
            "close": 118.52,
            "amount_yi": 0.3833
          },
          {
            "time": "09:50",
            "open": 118.86,
            "high": 118.86,
            "low": 118.68,
            "close": 118.68,
            "amount_yi": 0.3491
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 118.68,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 121.68,
        "low": 116.8,
        "bid1": 118.62,
        "ask1": 118.68,
        "bid_qty1": 2,
        "ask_qty1": 53
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "sim_reason": "waiting_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": 0.6123,
        "prev_amount_yi": 0.6966,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 151.32,
            "high": 151.89,
            "low": 151.32,
            "close": 151.89,
            "amount_yi": 0.2717
          },
          {
            "time": "09:47",
            "open": 150.5,
            "high": 150.5,
            "low": 150.5,
            "close": 150.5,
            "amount_yi": 0.1071
          },
          {
            "time": "09:48",
            "open": 150.73,
            "high": 150.73,
            "low": 150.6,
            "close": 150.6,
            "amount_yi": 0.076
          },
          {
            "time": "09:49",
            "open": 150.42,
            "high": 150.42,
            "low": 149.39,
            "close": 149.39,
            "amount_yi": 0.1081
          },
          {
            "time": "09:50",
            "open": 148.8,
            "high": 148.8,
            "low": 148.0,
            "close": 148.0,
            "amount_yi": 0.0494
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 148.0,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 142.99,
        "bid1": 147.88,
        "ask1": 148.0,
        "bid_qty1": 5,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 12.4144,
      "price_vs_vwap_pct": -0.6799,
      "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": 1.7464,
        "prev_amount_yi": 2.3034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7582,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 12.33,
            "high": 12.33,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.407
          },
          {
            "time": "09:47",
            "open": 12.25,
            "high": 12.25,
            "low": 12.25,
            "close": 12.25,
            "amount_yi": 0.3272
          },
          {
            "time": "09:48",
            "open": 12.24,
            "high": 12.24,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.3734
          },
          {
            "time": "09:49",
            "open": 12.26,
            "high": 12.26,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.2593
          },
          {
            "time": "09:50",
            "open": 12.31,
            "high": 12.33,
            "low": 12.31,
            "close": 12.33,
            "amount_yi": 0.3795
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:37",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.09,
        "bid1": 12.32,
        "ask1": 12.33,
        "bid_qty1": 99,
        "ask_qty1": 342
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002185:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002185:VWAP_RECLAIM",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "W79",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.86,
      "exec_low": 24.22,
      "exec_high": 24.22,
      "invalid_price": 23.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.5,
      "entry_zone_high": 24.22,
      "entry_risk_pct": null,
      "intraday_vwap": 22.8421,
      "price_vs_vwap_pct": 1.0853,
      "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": 5.6124,
        "prev_amount_yi": 8.7013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 23.28,
            "high": 23.28,
            "low": 23.19,
            "close": 23.19,
            "amount_yi": 1.6625
          },
          {
            "time": "09:47",
            "open": 23.03,
            "high": 23.03,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.6259
          },
          {
            "time": "09:48",
            "open": 23.1,
            "high": 23.2,
            "low": 23.1,
            "close": 23.2,
            "amount_yi": 1.1759
          },
          {
            "time": "09:49",
            "open": 23.18,
            "high": 23.18,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 1.0303
          },
          {
            "time": "09:50",
            "open": 22.97,
            "high": 23.09,
            "low": 22.97,
            "close": 23.09,
            "amount_yi": 1.1178
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 23.09,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 22.18,
        "bid1": 23.09,
        "ask1": 23.1,
        "bid_qty1": 93,
        "ask_qty1": 455
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM",
      "symbol": "SHSE.688056",
      "name": "莱伯泰科",
      "side": "BUY",
      "priority": "W80",
      "status": "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": "2026-06-29T09:50:38",
      "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": 0.0572,
        "prev_amount_yi": 0.0803,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 69.5,
            "high": 69.93,
            "low": 69.5,
            "close": 69.93,
            "amount_yi": 0.0106
          },
          {
            "time": "09:47",
            "open": 69.89,
            "high": 69.89,
            "low": 69.89,
            "close": 69.89,
            "amount_yi": 0.012
          },
          {
            "time": "09:48",
            "open": 69.4,
            "high": 69.4,
            "low": 69.3,
            "close": 69.3,
            "amount_yi": 0.0138
          },
          {
            "time": "09:49",
            "open": 69.09,
            "high": 69.13,
            "low": 69.09,
            "close": 69.13,
            "amount_yi": 0.0077
          },
          {
            "time": "09:50",
            "open": 69.69,
            "high": 69.69,
            "low": 69.64,
            "close": 69.64,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 69.64,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 68.22,
        "bid1": 69.64,
        "ask1": 69.66,
        "bid_qty1": 23,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:50:38",
      "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": 57.5199,
      "price_vs_vwap_pct": 2.3298,
      "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": 0.7898,
        "prev_amount_yi": 0.8074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9782,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0977
          },
          {
            "time": "09:47",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0344
          },
          {
            "time": "09:48",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1496
          },
          {
            "time": "09:49",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1067
          },
          {
            "time": "09:50",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.4014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 56.0,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 340236,
        "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": "2026-06-29T09:50:38",
      "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": 26.3525,
      "price_vs_vwap_pct": 1.1669,
      "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": 0.477,
        "prev_amount_yi": 0.5524,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8635,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 26.74,
            "high": 26.74,
            "low": 26.65,
            "close": 26.65,
            "amount_yi": 0.2046
          },
          {
            "time": "09:47",
            "open": 26.59,
            "high": 26.59,
            "low": 26.59,
            "close": 26.59,
            "amount_yi": 0.028
          },
          {
            "time": "09:48",
            "open": 26.56,
            "high": 26.62,
            "low": 26.56,
            "close": 26.62,
            "amount_yi": 0.0544
          },
          {
            "time": "09:49",
            "open": 26.6,
            "high": 26.65,
            "low": 26.6,
            "close": 26.65,
            "amount_yi": 0.145
          },
          {
            "time": "09:50",
            "open": 26.65,
            "high": 26.66,
            "low": 26.65,
            "close": 26.66,
            "amount_yi": 0.045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 26.66,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.75,
        "low": 25.27,
        "bid1": 26.63,
        "ask1": 26.66,
        "bid_qty1": 34,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:50:38",
      "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": 74.6959,
      "price_vs_vwap_pct": -2.4311,
      "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": 0.2534,
        "prev_amount_yi": 0.3338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 74.1,
            "high": 74.12,
            "low": 74.1,
            "close": 74.12,
            "amount_yi": 0.0516
          },
          {
            "time": "09:47",
            "open": 74.13,
            "high": 74.13,
            "low": 74.13,
            "close": 74.13,
            "amount_yi": 0.0115
          },
          {
            "time": "09:48",
            "open": 74.13,
            "high": 74.13,
            "low": 73.98,
            "close": 73.98,
            "amount_yi": 0.0476
          },
          {
            "time": "09:49",
            "open": 73.5,
            "high": 73.5,
            "low": 73.35,
            "close": 73.35,
            "amount_yi": 0.0409
          },
          {
            "time": "09:50",
            "open": 73.1,
            "high": 73.1,
            "low": 72.88,
            "close": 72.88,
            "amount_yi": 0.1018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 72.88,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 72.71,
        "bid1": 72.8,
        "ask1": 72.88,
        "bid_qty1": 13,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:50:38",
      "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": 54.9483,
      "price_vs_vwap_pct": -0.9433,
      "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": 0.1205,
        "prev_amount_yi": 0.3005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 54.45,
            "high": 54.45,
            "low": 54.43,
            "close": 54.43,
            "amount_yi": 0.0502
          },
          {
            "time": "09:47",
            "open": 54.54,
            "high": 54.54,
            "low": 54.54,
            "close": 54.54,
            "amount_yi": 0.0062
          },
          {
            "time": "09:48",
            "open": 54.5,
            "high": 54.52,
            "low": 54.5,
            "close": 54.52,
            "amount_yi": 0.0176
          },
          {
            "time": "09:49",
            "open": 54.57,
            "high": 54.57,
            "low": 54.57,
            "close": 54.57,
            "amount_yi": 0.0217
          },
          {
            "time": "09:50",
            "open": 54.45,
            "high": 54.45,
            "low": 54.43,
            "close": 54.43,
            "amount_yi": 0.0248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 54.43,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 54.3,
        "bid1": 54.41,
        "ask1": 54.43,
        "bid_qty1": 4,
        "ask_qty1": 56
      },
      "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": "2026-06-29T09:50:38",
      "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": 4.8426,
      "price_vs_vwap_pct": -0.2602,
      "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": 0.2218,
        "prev_amount_yi": 0.5427,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4087,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 4.82,
            "high": 4.82,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0346
          },
          {
            "time": "09:47",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.1012
          },
          {
            "time": "09:48",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0262
          },
          {
            "time": "09:49",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0248
          },
          {
            "time": "09:50",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 4.83,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.82,
        "ask1": 4.83,
        "bid_qty1": 20307,
        "ask_qty1": 14308
      },
      "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": "2026-06-29T09:50:38",
      "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": 16.4803,
      "price_vs_vwap_pct": -0.7906,
      "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": 0.2419,
        "prev_amount_yi": 0.2749,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.88,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 16.45,
            "high": 16.46,
            "low": 16.45,
            "close": 16.46,
            "amount_yi": 0.0725
          },
          {
            "time": "09:47",
            "open": 16.42,
            "high": 16.42,
            "low": 16.42,
            "close": 16.42,
            "amount_yi": 0.0326
          },
          {
            "time": "09:48",
            "open": 16.45,
            "high": 16.45,
            "low": 16.43,
            "close": 16.43,
            "amount_yi": 0.029
          },
          {
            "time": "09:49",
            "open": 16.4,
            "high": 16.4,
            "low": 16.37,
            "close": 16.37,
            "amount_yi": 0.0563
          },
          {
            "time": "09:50",
            "open": 16.37,
            "high": 16.37,
            "low": 16.35,
            "close": 16.35,
            "amount_yi": 0.0515
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 16.35,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 16.21,
        "bid1": 16.33,
        "ask1": 16.35,
        "bid_qty1": 94,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601933:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601933:VWAP_RECLAIM",
      "symbol": "SHSE.601933",
      "name": "永辉超市",
      "side": "BUY",
      "priority": "W87",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.13,
      "exec_low": 3.18,
      "exec_high": 3.18,
      "invalid_price": 3.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 2.9251,
      "price_vs_vwap_pct": -0.8581,
      "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": 0.1653,
        "prev_amount_yi": 0.3708,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0364
          },
          {
            "time": "09:47",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0152
          },
          {
            "time": "09:48",
            "open": 2.89,
            "high": 2.9,
            "low": 2.89,
            "close": 2.9,
            "amount_yi": 0.0472
          },
          {
            "time": "09:49",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0295
          },
          {
            "time": "09:50",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 2.9,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.89,
        "ask1": 2.9,
        "bid_qty1": 22068,
        "ask_qty1": 1250
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM",
      "symbol": "SZSE.301362",
      "name": "民爆光电",
      "side": "BUY",
      "priority": "W88",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 202.5,
      "exec_low": 205.54,
      "exec_high": 205.54,
      "invalid_price": 196.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 208.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 205.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 199.46,
      "entry_zone_high": 205.54,
      "entry_risk_pct": null,
      "intraday_vwap": 200.47,
      "price_vs_vwap_pct": 0.9378,
      "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": 0.6442,
        "prev_amount_yi": 0.8379,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7688,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 204.05,
            "high": 204.05,
            "low": 204.0,
            "close": 204.0,
            "amount_yi": 0.1335
          },
          {
            "time": "09:47",
            "open": 204.23,
            "high": 204.23,
            "low": 204.23,
            "close": 204.23,
            "amount_yi": 0.0752
          },
          {
            "time": "09:48",
            "open": 204.44,
            "high": 204.44,
            "low": 204.19,
            "close": 204.19,
            "amount_yi": 0.1643
          },
          {
            "time": "09:49",
            "open": 204.2,
            "high": 204.2,
            "low": 203.45,
            "close": 203.45,
            "amount_yi": 0.1167
          },
          {
            "time": "09:50",
            "open": 201.55,
            "high": 202.35,
            "low": 201.55,
            "close": 202.35,
            "amount_yi": 0.1545
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 202.35,
        "ts": "2026-06-29T09:50:33",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 190.57,
        "bid1": 202.35,
        "ask1": 202.67,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM",
      "symbol": "SHSE.600703",
      "name": "三安光电",
      "side": "BUY",
      "priority": "W89",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.18,
      "exec_low": 23.53,
      "exec_high": 23.53,
      "invalid_price": 22.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.83,
      "entry_zone_high": 23.53,
      "entry_risk_pct": null,
      "intraday_vwap": 22.3465,
      "price_vs_vwap_pct": -0.2528,
      "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": 4.1399,
        "prev_amount_yi": 6.9461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 22.71,
            "high": 22.71,
            "low": 22.65,
            "close": 22.65,
            "amount_yi": 0.8347
          },
          {
            "time": "09:47",
            "open": 22.6,
            "high": 22.6,
            "low": 22.6,
            "close": 22.6,
            "amount_yi": 0.5067
          },
          {
            "time": "09:48",
            "open": 22.68,
            "high": 22.68,
            "low": 22.51,
            "close": 22.51,
            "amount_yi": 0.6776
          },
          {
            "time": "09:49",
            "open": 22.46,
            "high": 22.46,
            "low": 22.34,
            "close": 22.34,
            "amount_yi": 1.2548
          },
          {
            "time": "09:50",
            "open": 22.34,
            "high": 22.34,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.8661
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 22.29,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 21.49,
        "bid1": 22.28,
        "ask1": 22.29,
        "bid_qty1": 18,
        "ask_qty1": 751
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM",
      "symbol": "SHSE.688082",
      "name": "盛美上海",
      "side": "BUY",
      "priority": "W90",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 427.99,
      "exec_low": 434.41,
      "exec_high": 434.41,
      "invalid_price": 415.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 440.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 434.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 421.57,
      "entry_zone_high": 434.41,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0084,
        "prev_amount_yi": 1.3181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 438.96,
            "high": 439.8,
            "low": 438.96,
            "close": 439.8,
            "amount_yi": 0.3691
          },
          {
            "time": "09:47",
            "open": 438.0,
            "high": 438.0,
            "low": 438.0,
            "close": 438.0,
            "amount_yi": 0.2945
          },
          {
            "time": "09:48",
            "open": 435.88,
            "high": 437.55,
            "low": 435.88,
            "close": 437.55,
            "amount_yi": 0.3021
          },
          {
            "time": "09:49",
            "open": 442.0,
            "high": 442.0,
            "low": 441.05,
            "close": 441.05,
            "amount_yi": 0.6216
          },
          {
            "time": "09:50",
            "open": 441.99,
            "high": 444.7,
            "low": 441.99,
            "close": 444.7,
            "amount_yi": 0.4211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 444.7,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 444.8,
        "low": 420.0,
        "bid1": 444.7,
        "ask1": 444.88,
        "bid_qty1": 7,
        "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": "2026-06-29T09:50:38",
      "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": 17.6688,
      "price_vs_vwap_pct": -0.1064,
      "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": 0.0876,
        "prev_amount_yi": 0.1763,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 17.69,
            "high": 17.69,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0237
          },
          {
            "time": "09:47",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.0222
          },
          {
            "time": "09:48",
            "open": 17.69,
            "high": 17.7,
            "low": 17.69,
            "close": 17.7,
            "amount_yi": 0.0094
          },
          {
            "time": "09:49",
            "open": 17.67,
            "high": 17.68,
            "low": 17.67,
            "close": 17.68,
            "amount_yi": 0.0127
          },
          {
            "time": "09:50",
            "open": 17.69,
            "high": 17.69,
            "low": 17.65,
            "close": 17.65,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 17.65,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.65,
        "ask1": 17.66,
        "bid_qty1": 443,
        "ask_qty1": 131
      },
      "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": "2026-06-29T09:50:38",
      "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": 5.8063,
      "price_vs_vwap_pct": -0.1085,
      "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": 0.0744,
        "prev_amount_yi": 0.0955,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0249
          },
          {
            "time": "09:47",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0133
          },
          {
            "time": "09:48",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0062
          },
          {
            "time": "09:49",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0236
          },
          {
            "time": "09:50",
            "open": 5.79,
            "high": 5.8,
            "low": 5.79,
            "close": 5.8,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 5.8,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.79,
        "ask1": 5.8,
        "bid_qty1": 792,
        "ask_qty1": 2783
      },
      "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": "2026-06-29T09:50:38",
      "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": 8.6748,
      "price_vs_vwap_pct": -0.5164,
      "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": 0.1805,
        "prev_amount_yi": 0.3312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.545,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 8.62,
            "high": 8.65,
            "low": 8.62,
            "close": 8.65,
            "amount_yi": 0.0553
          },
          {
            "time": "09:47",
            "open": 8.66,
            "high": 8.66,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0076
          },
          {
            "time": "09:48",
            "open": 8.66,
            "high": 8.67,
            "low": 8.66,
            "close": 8.67,
            "amount_yi": 0.0504
          },
          {
            "time": "09:49",
            "open": 8.65,
            "high": 8.66,
            "low": 8.65,
            "close": 8.66,
            "amount_yi": 0.0373
          },
          {
            "time": "09:50",
            "open": 8.64,
            "high": 8.64,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0299
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 8.63,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.61,
        "bid1": 8.63,
        "ask1": 8.64,
        "bid_qty1": 245,
        "ask_qty1": 1524
      },
      "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": "2026-06-29T09:50:38",
      "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": 7.7211,
      "price_vs_vwap_pct": -0.2733,
      "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": 0.0538,
        "prev_amount_yi": 0.0777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0311
          },
          {
            "time": "09:47",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0074
          },
          {
            "time": "09:48",
            "open": 7.69,
            "high": 7.7,
            "low": 7.69,
            "close": 7.7,
            "amount_yi": 0.005
          },
          {
            "time": "09:49",
            "open": 7.69,
            "high": 7.7,
            "low": 7.69,
            "close": 7.7,
            "amount_yi": 0.0064
          },
          {
            "time": "09:50",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": "2026-06-29T09:50:36",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.69,
        "ask1": 7.7,
        "bid_qty1": 246,
        "ask_qty1": 1539
      },
      "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": "2026-06-29T09:50:38",
      "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": 0.6073,
        "prev_amount_yi": 0.9125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 147.27,
            "high": 147.33,
            "low": 147.27,
            "close": 147.33,
            "amount_yi": 0.2157
          },
          {
            "time": "09:47",
            "open": 146.7,
            "high": 146.7,
            "low": 146.7,
            "close": 146.7,
            "amount_yi": 0.0651
          },
          {
            "time": "09:48",
            "open": 147.52,
            "high": 147.52,
            "low": 147.32,
            "close": 147.32,
            "amount_yi": 0.146
          },
          {
            "time": "09:49",
            "open": 147.2,
            "high": 147.2,
            "low": 146.25,
            "close": 146.25,
            "amount_yi": 0.0831
          },
          {
            "time": "09:50",
            "open": 146.41,
            "high": 146.41,
            "low": 146.24,
            "close": 146.24,
            "amount_yi": 0.0974
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 146.24,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 148.32,
        "low": 139.65,
        "bid1": 146.08,
        "ask1": 146.24,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:50:38",
      "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": 59.2,
      "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": 55.678,
      "price_vs_vwap_pct": -1.3434,
      "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": 3.3347,
        "prev_amount_yi": 3.2784,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 56.15,
            "high": 56.15,
            "low": 56.05,
            "close": 56.05,
            "amount_yi": 0.4438
          },
          {
            "time": "09:47",
            "open": 55.59,
            "high": 55.59,
            "low": 55.59,
            "close": 55.59,
            "amount_yi": 0.3119
          },
          {
            "time": "09:48",
            "open": 55.67,
            "high": 55.67,
            "low": 55.55,
            "close": 55.55,
            "amount_yi": 0.6026
          },
          {
            "time": "09:49",
            "open": 55.14,
            "high": 55.14,
            "low": 54.97,
            "close": 54.97,
            "amount_yi": 1.1067
          },
          {
            "time": "09:50",
            "open": 54.95,
            "high": 54.95,
            "low": 54.93,
            "close": 54.93,
            "amount_yi": 0.8697
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 54.93,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 54.66,
        "bid1": 54.92,
        "ask1": 54.95,
        "bid_qty1": 399,
        "ask_qty1": 163
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601939:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601939:VWAP_RECLAIM",
      "symbol": "SHSE.601939",
      "name": "建设银行",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6433,
      "price_vs_vwap_pct": -0.0342,
      "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": 0.4044,
        "prev_amount_yi": 0.5876,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 9.61,
            "high": 9.61,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.2026
          },
          {
            "time": "09:47",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0887
          },
          {
            "time": "09:48",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0398
          },
          {
            "time": "09:49",
            "open": 9.63,
            "high": 9.64,
            "low": 9.63,
            "close": 9.64,
            "amount_yi": 0.0304
          },
          {
            "time": "09:50",
            "open": 9.65,
            "high": 9.65,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0429
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 9.64,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.75,
        "low": 9.59,
        "bid1": 9.64,
        "ask1": 9.65,
        "bid_qty1": 279,
        "ask_qty1": 2821
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002901:VWAP_RECLAIM",
      "symbol": "SZSE.002901",
      "name": "大博医疗",
      "side": "BUY",
      "priority": "W98",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 40.7695,
      "price_vs_vwap_pct": -0.7101,
      "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": 0.0397,
        "prev_amount_yi": 0.0424,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 40.63,
            "high": 40.63,
            "low": 40.52,
            "close": 40.52,
            "amount_yi": 0.0118
          },
          {
            "time": "09:47",
            "open": 40.55,
            "high": 40.55,
            "low": 40.55,
            "close": 40.55,
            "amount_yi": 0.0015
          },
          {
            "time": "09:48",
            "open": 40.52,
            "high": 40.52,
            "low": 40.47,
            "close": 40.47,
            "amount_yi": 0.0073
          },
          {
            "time": "09:49",
            "open": 40.47,
            "high": 40.47,
            "low": 40.44,
            "close": 40.44,
            "amount_yi": 0.0089
          },
          {
            "time": "09:50",
            "open": 40.43,
            "high": 40.48,
            "low": 40.43,
            "close": 40.48,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 40.48,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 40.47,
        "ask1": 40.48,
        "bid_qty1": 11,
        "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": "2026-06-29T09:50:38",
      "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": 4.6508,
      "price_vs_vwap_pct": -1.0923,
      "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": 0.5228,
        "prev_amount_yi": 0.7094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.737,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 4.59,
            "high": 4.6,
            "low": 4.59,
            "close": 4.6,
            "amount_yi": 0.139
          },
          {
            "time": "09:47",
            "open": 4.61,
            "high": 4.61,
            "low": 4.61,
            "close": 4.61,
            "amount_yi": 0.0705
          },
          {
            "time": "09:48",
            "open": 4.61,
            "high": 4.61,
            "low": 4.6,
            "close": 4.6,
            "amount_yi": 0.1441
          },
          {
            "time": "09:49",
            "open": 4.6,
            "high": 4.61,
            "low": 4.6,
            "close": 4.61,
            "amount_yi": 0.11
          },
          {
            "time": "09:50",
            "open": 4.6,
            "high": 4.6,
            "low": 4.6,
            "close": 4.6,
            "amount_yi": 0.0592
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 4.6,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.58,
        "bid1": 4.59,
        "ask1": 4.6,
        "bid_qty1": 7190,
        "ask_qty1": 357
      },
      "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": "2026-06-29T09:50:38",
      "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": 10.8992,
      "price_vs_vwap_pct": -0.0844,
      "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": 0.4056,
        "prev_amount_yi": 0.5788,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7008,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 10.88,
            "high": 10.88,
            "low": 10.88,
            "close": 10.88,
            "amount_yi": 0.1169
          },
          {
            "time": "09:47",
            "open": 10.91,
            "high": 10.91,
            "low": 10.91,
            "close": 10.91,
            "amount_yi": 0.064
          },
          {
            "time": "09:48",
            "open": 10.91,
            "high": 10.91,
            "low": 10.9,
            "close": 10.9,
            "amount_yi": 0.0681
          },
          {
            "time": "09:49",
            "open": 10.89,
            "high": 10.9,
            "low": 10.89,
            "close": 10.9,
            "amount_yi": 0.0604
          },
          {
            "time": "09:50",
            "open": 10.89,
            "high": 10.89,
            "low": 10.89,
            "close": 10.89,
            "amount_yi": 0.0962
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 10.89,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 10.88,
        "ask1": 10.89,
        "bid_qty1": 405,
        "ask_qty1": 489
      },
      "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": "2026-06-29T09:50:38",
      "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": 41.5014,
      "price_vs_vwap_pct": -1.1359,
      "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": 0.1002,
        "prev_amount_yi": 0.1022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 41.21,
            "high": 41.21,
            "low": 41.17,
            "close": 41.17,
            "amount_yi": 0.0461
          },
          {
            "time": "09:47",
            "open": 41.23,
            "high": 41.23,
            "low": 41.23,
            "close": 41.23,
            "amount_yi": 0.0067
          },
          {
            "time": "09:48",
            "open": 41.2,
            "high": 41.2,
            "low": 41.09,
            "close": 41.09,
            "amount_yi": 0.0148
          },
          {
            "time": "09:49",
            "open": 41.12,
            "high": 41.17,
            "low": 41.12,
            "close": 41.17,
            "amount_yi": 0.0133
          },
          {
            "time": "09:50",
            "open": 41.13,
            "high": 41.13,
            "low": 41.03,
            "close": 41.03,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 41.03,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.03,
        "bid1": 41.02,
        "ask1": 41.04,
        "bid_qty1": 55,
        "ask_qty1": 3
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 6.58,
      "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": 6.1883,
      "price_vs_vwap_pct": 0.3507,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1595,
        "prev_amount_yi": 0.1178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.354,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0303
          },
          {
            "time": "09:47",
            "open": 6.19,
            "high": 6.19,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.0397
          },
          {
            "time": "09:48",
            "open": 6.19,
            "high": 6.21,
            "low": 6.19,
            "close": 6.21,
            "amount_yi": 0.034
          },
          {
            "time": "09:49",
            "open": 6.2,
            "high": 6.21,
            "low": 6.2,
            "close": 6.21,
            "amount_yi": 0.0225
          },
          {
            "time": "09:50",
            "open": 6.22,
            "high": 6.22,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 6.21,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.12,
        "bid1": 6.21,
        "ask1": 6.22,
        "bid_qty1": 79,
        "ask_qty1": 337
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:50:38",
      "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": 5.7857,
      "price_vs_vwap_pct": 0.2472,
      "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": 0.0647,
        "prev_amount_yi": 0.064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0199
          },
          {
            "time": "09:47",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0032
          },
          {
            "time": "09:48",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.008
          },
          {
            "time": "09:49",
            "open": 5.79,
            "high": 5.81,
            "low": 5.79,
            "close": 5.81,
            "amount_yi": 0.0149
          },
          {
            "time": "09:50",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 5.8,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.9,
        "low": 5.72,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 890,
        "ask_qty1": 243
      },
      "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": "2026-06-29T09:50:38",
      "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": 5.6659,
      "price_vs_vwap_pct": -0.1041,
      "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": 0.6754,
        "prev_amount_yi": 0.6767,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9981,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.2459
          },
          {
            "time": "09:47",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.1544
          },
          {
            "time": "09:48",
            "open": 5.64,
            "high": 5.65,
            "low": 5.64,
            "close": 5.65,
            "amount_yi": 0.0825
          },
          {
            "time": "09:49",
            "open": 5.65,
            "high": 5.66,
            "low": 5.65,
            "close": 5.66,
            "amount_yi": 0.0864
          },
          {
            "time": "09:50",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.1062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 5.66,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.62,
        "bid1": 5.65,
        "ask1": 5.66,
        "bid_qty1": 21730,
        "ask_qty1": 1696
      },
      "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": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4822,
        "prev_amount_yi": 1.709,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8673,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 119.0,
            "high": 119.13,
            "low": 119.0,
            "close": 119.13,
            "amount_yi": 0.3971
          },
          {
            "time": "09:47",
            "open": 119.0,
            "high": 119.0,
            "low": 119.0,
            "close": 119.0,
            "amount_yi": 0.1411
          },
          {
            "time": "09:48",
            "open": 119.37,
            "high": 120.0,
            "low": 119.37,
            "close": 120.0,
            "amount_yi": 0.3409
          },
          {
            "time": "09:49",
            "open": 120.28,
            "high": 120.28,
            "low": 119.96,
            "close": 119.96,
            "amount_yi": 0.3984
          },
          {
            "time": "09:50",
            "open": 119.5,
            "high": 119.83,
            "low": 119.5,
            "close": 119.83,
            "amount_yi": 0.2047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 119.83,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 122.76,
        "low": 116.0,
        "bid1": 119.75,
        "ask1": 119.83,
        "bid_qty1": 0,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:50:38",
      "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": 7.0896,
      "price_vs_vwap_pct": -0.1354,
      "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": 0.849,
        "prev_amount_yi": 1.3641,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 7.06,
            "high": 7.06,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.5072
          },
          {
            "time": "09:47",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0786
          },
          {
            "time": "09:48",
            "open": 7.07,
            "high": 7.08,
            "low": 7.07,
            "close": 7.08,
            "amount_yi": 0.1223
          },
          {
            "time": "09:49",
            "open": 7.08,
            "high": 7.08,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.0763
          },
          {
            "time": "09:50",
            "open": 7.09,
            "high": 7.09,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.0646
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 7.08,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.13,
        "low": 7.05,
        "bid1": 7.08,
        "ask1": 7.09,
        "bid_qty1": 9667,
        "ask_qty1": 6874
      },
      "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": "2026-06-29T09:50:38",
      "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": 35.5487,
      "price_vs_vwap_pct": 0.0599,
      "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": 0.773,
        "prev_amount_yi": 1.1972,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 35.48,
            "high": 35.49,
            "low": 35.48,
            "close": 35.49,
            "amount_yi": 0.1823
          },
          {
            "time": "09:47",
            "open": 35.52,
            "high": 35.52,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.0873
          },
          {
            "time": "09:48",
            "open": 35.53,
            "high": 35.53,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.192
          },
          {
            "time": "09:49",
            "open": 35.52,
            "high": 35.53,
            "low": 35.52,
            "close": 35.53,
            "amount_yi": 0.119
          },
          {
            "time": "09:50",
            "open": 35.54,
            "high": 35.57,
            "low": 35.54,
            "close": 35.57,
            "amount_yi": 0.1924
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 35.57,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 35.92,
        "low": 35.4,
        "bid1": 35.57,
        "ask1": 35.58,
        "bid_qty1": 179,
        "ask_qty1": 266
      },
      "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": "2026-06-29T09:50:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 111.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.72,
      "entry_zone_high": 111.0,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2429,
        "prev_amount_yi": 0.4791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.507,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 103.11,
            "high": 103.22,
            "low": 103.11,
            "close": 103.22,
            "amount_yi": 0.0812
          },
          {
            "time": "09:47",
            "open": 103.8,
            "high": 103.8,
            "low": 103.8,
            "close": 103.8,
            "amount_yi": 0.0211
          },
          {
            "time": "09:48",
            "open": 103.89,
            "high": 104.47,
            "low": 103.89,
            "close": 104.47,
            "amount_yi": 0.0321
          },
          {
            "time": "09:49",
            "open": 104.47,
            "high": 104.8,
            "low": 104.47,
            "close": 104.8,
            "amount_yi": 0.0613
          },
          {
            "time": "09:50",
            "open": 104.84,
            "high": 104.84,
            "low": 104.53,
            "close": 104.53,
            "amount_yi": 0.0472
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 104.53,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 107.54,
        "low": 102.81,
        "bid1": 104.53,
        "ask1": 104.6,
        "bid_qty1": 16,
        "ask_qty1": 4
      },
      "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": "2026-06-29T09:50:38",
      "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": 8.8028,
      "price_vs_vwap_pct": -2.7582,
      "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": 0.3579,
        "prev_amount_yi": 0.7403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.1206
          },
          {
            "time": "09:47",
            "open": 8.52,
            "high": 8.52,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.0243
          },
          {
            "time": "09:48",
            "open": 8.5,
            "high": 8.5,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0708
          },
          {
            "time": "09:49",
            "open": 8.52,
            "high": 8.52,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.0427
          },
          {
            "time": "09:50",
            "open": 8.48,
            "high": 8.56,
            "low": 8.48,
            "close": 8.56,
            "amount_yi": 0.0995
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 8.56,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.38,
        "bid1": 8.57,
        "ask1": 8.58,
        "bid_qty1": 69,
        "ask_qty1": 86
      },
      "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": "2026-06-29T09:50:38",
      "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": 795.7038,
      "price_vs_vwap_pct": 2.689,
      "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": 16.4031,
        "prev_amount_yi": 18.5847,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 813.44,
            "high": 813.44,
            "low": 808.66,
            "close": 808.66,
            "amount_yi": 5.4038
          },
          {
            "time": "09:47",
            "open": 805.0,
            "high": 805.0,
            "low": 805.0,
            "close": 805.0,
            "amount_yi": 1.734
          },
          {
            "time": "09:48",
            "open": 807.53,
            "high": 812.0,
            "low": 807.53,
            "close": 812.0,
            "amount_yi": 2.0198
          },
          {
            "time": "09:49",
            "open": 813.99,
            "high": 813.99,
            "low": 812.01,
            "close": 812.01,
            "amount_yi": 3.8759
          },
          {
            "time": "09:50",
            "open": 815.0,
            "high": 817.1,
            "low": 815.0,
            "close": 817.1,
            "amount_yi": 3.3696
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 817.1,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 817.3,
        "low": 761.3,
        "bid1": 817.1,
        "ask1": 817.35,
        "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.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": "2026-06-29T09:50:38",
      "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": 19.9251,
      "price_vs_vwap_pct": -0.8788,
      "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": 0.2162,
        "prev_amount_yi": 0.3908,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5532,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 19.74,
            "high": 19.74,
            "low": 19.74,
            "close": 19.74,
            "amount_yi": 0.0539
          },
          {
            "time": "09:47",
            "open": 19.78,
            "high": 19.78,
            "low": 19.78,
            "close": 19.78,
            "amount_yi": 0.0294
          },
          {
            "time": "09:48",
            "open": 19.76,
            "high": 19.76,
            "low": 19.73,
            "close": 19.73,
            "amount_yi": 0.0482
          },
          {
            "time": "09:49",
            "open": 19.74,
            "high": 19.78,
            "low": 19.74,
            "close": 19.78,
            "amount_yi": 0.0325
          },
          {
            "time": "09:50",
            "open": 19.79,
            "high": 19.79,
            "low": 19.75,
            "close": 19.75,
            "amount_yi": 0.0522
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 19.75,
        "ts": "2026-06-29T09:50:38",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.72,
        "bid1": 19.74,
        "ask1": 19.75,
        "bid_qty1": 144,
        "ask_qty1": 26
      },
      "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": "2026-06-29T09:50:38",
      "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": 49.3129,
      "price_vs_vwap_pct": -2.2365,
      "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": 0.1206,
        "prev_amount_yi": 0.2234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5398,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 49.6,
            "high": 49.6,
            "low": 48.88,
            "close": 48.88,
            "amount_yi": 0.042
          },
          {
            "time": "09:47",
            "open": 48.9,
            "high": 48.9,
            "low": 48.9,
            "close": 48.9,
            "amount_yi": 0.0171
          },
          {
            "time": "09:48",
            "open": 48.83,
            "high": 48.88,
            "low": 48.83,
            "close": 48.88,
            "amount_yi": 0.0151
          },
          {
            "time": "09:49",
            "open": 48.35,
            "high": 48.35,
            "low": 48.29,
            "close": 48.29,
            "amount_yi": 0.0308
          },
          {
            "time": "09:50",
            "open": 48.3,
            "high": 48.3,
            "low": 48.21,
            "close": 48.21,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 48.21,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.9,
        "bid1": 48.2,
        "ask1": 48.25,
        "bid_qty1": 13,
        "ask_qty1": 3
      },
      "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": "2026-06-29T09:50:38",
      "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": 22.152,
      "price_vs_vwap_pct": -0.9119,
      "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": 0.0317,
        "prev_amount_yi": 0.053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5981,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 21.97,
            "high": 21.97,
            "low": 21.96,
            "close": 21.96,
            "amount_yi": 0.014
          },
          {
            "time": "09:47",
            "open": 21.97,
            "high": 21.97,
            "low": 21.97,
            "close": 21.97,
            "amount_yi": 0.0018
          },
          {
            "time": "09:48",
            "open": 21.96,
            "high": 21.96,
            "low": 21.91,
            "close": 21.91,
            "amount_yi": 0.0076
          },
          {
            "time": "09:49",
            "open": 21.95,
            "high": 21.96,
            "low": 21.95,
            "close": 21.96,
            "amount_yi": 0.0031
          },
          {
            "time": "09:50",
            "open": 21.96,
            "high": 21.96,
            "low": 21.95,
            "close": 21.95,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 21.95,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 21.89,
        "bid1": 21.95,
        "ask1": 21.96,
        "bid_qty1": 43,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM",
      "symbol": "SHSE.603014",
      "name": "威高血净",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 32.98,
      "exec_low": 33.47,
      "exec_high": 33.47,
      "invalid_price": 31.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 33.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.49,
      "entry_zone_high": 33.47,
      "entry_risk_pct": null,
      "intraday_vwap": 32.6159,
      "price_vs_vwap_pct": -0.3553,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0284,
        "prev_amount_yi": 0.0766,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 32.85,
            "high": 32.85,
            "low": 32.84,
            "close": 32.84,
            "amount_yi": 0.0054
          },
          {
            "time": "09:47",
            "open": 32.66,
            "high": 32.66,
            "low": 32.66,
            "close": 32.66,
            "amount_yi": 0.0073
          },
          {
            "time": "09:48",
            "open": 32.66,
            "high": 32.66,
            "low": 32.62,
            "close": 32.62,
            "amount_yi": 0.0047
          },
          {
            "time": "09:49",
            "open": 32.63,
            "high": 32.68,
            "low": 32.63,
            "close": 32.68,
            "amount_yi": 0.0054
          },
          {
            "time": "09:50",
            "open": 32.6,
            "high": 32.6,
            "low": 32.5,
            "close": 32.5,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 32.5,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 33.08,
        "low": 32.07,
        "bid1": 32.48,
        "ask1": 32.5,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM",
      "symbol": "SHSE.601288",
      "name": "农业银行",
      "side": "BUY",
      "priority": "W115",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.31,
      "exec_low": 6.4,
      "exec_high": 6.4,
      "invalid_price": 6.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:50:38",
      "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": 6.0594,
      "price_vs_vwap_pct": 0.0099,
      "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": 1.2221,
        "prev_amount_yi": 1.7726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 6.01,
            "high": 6.01,
            "low": 6.0,
            "close": 6.0,
            "amount_yi": 0.454
          },
          {
            "time": "09:47",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.3107
          },
          {
            "time": "09:48",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.154
          },
          {
            "time": "09:49",
            "open": 6.05,
            "high": 6.06,
            "low": 6.05,
            "close": 6.06,
            "amount_yi": 0.2005
          },
          {
            "time": "09:50",
            "open": 6.06,
            "high": 6.06,
            "low": 6.06,
            "close": 6.06,
            "amount_yi": 0.1029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 6.06,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.0,
        "bid1": 6.05,
        "ask1": 6.06,
        "bid_qty1": 6687,
        "ask_qty1": 1744
      },
      "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": "2026-06-29T09:50:38",
      "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": 20.1055,
      "price_vs_vwap_pct": -1.0221,
      "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": 0.0885,
        "prev_amount_yi": 0.0732,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.209,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 19.96,
            "high": 19.96,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.027
          },
          {
            "time": "09:47",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0198
          },
          {
            "time": "09:48",
            "open": 19.95,
            "high": 19.95,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.014
          },
          {
            "time": "09:49",
            "open": 19.95,
            "high": 19.96,
            "low": 19.95,
            "close": 19.96,
            "amount_yi": 0.0097
          },
          {
            "time": "09:50",
            "open": 19.94,
            "high": 19.94,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 19.9,
        "ts": "2026-06-29T09:50:37",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 19.85,
        "bid1": 19.9,
        "ask1": 19.91,
        "bid_qty1": 156,
        "ask_qty1": 95
      },
      "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": "2026-06-29T09:50:38",
      "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": 16.5259,
      "price_vs_vwap_pct": -0.0962,
      "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": 0.6862,
        "prev_amount_yi": 0.6768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0139,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 16.45,
            "high": 16.47,
            "low": 16.45,
            "close": 16.47,
            "amount_yi": 0.3711
          },
          {
            "time": "09:47",
            "open": 16.48,
            "high": 16.48,
            "low": 16.48,
            "close": 16.48,
            "amount_yi": 0.0758
          },
          {
            "time": "09:48",
            "open": 16.5,
            "high": 16.51,
            "low": 16.5,
            "close": 16.51,
            "amount_yi": 0.0953
          },
          {
            "time": "09:49",
            "open": 16.51,
            "high": 16.53,
            "low": 16.51,
            "close": 16.53,
            "amount_yi": 0.0602
          },
          {
            "time": "09:50",
            "open": 16.53,
            "high": 16.53,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0838
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 16.51,
        "ts": "2026-06-29T09:50:36",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.44,
        "bid1": 16.5,
        "ask1": 16.51,
        "bid_qty1": 2700,
        "ask_qty1": 757
      },
      "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": "2026-06-29T09:50:38",
      "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": 4.8946,
      "price_vs_vwap_pct": -0.094,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2586,
        "prev_amount_yi": 0.2356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 4.88,
            "high": 4.89,
            "low": 4.88,
            "close": 4.89,
            "amount_yi": 0.1748
          },
          {
            "time": "09:47",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0212
          },
          {
            "time": "09:48",
            "open": 4.88,
            "high": 4.89,
            "low": 4.88,
            "close": 4.89,
            "amount_yi": 0.0189
          },
          {
            "time": "09:49",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0269
          },
          {
            "time": "09:50",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 4.89,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 8537,
        "ask_qty1": 20868
      },
      "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": "2026-06-29T09:50:38",
      "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": 22.247,
      "price_vs_vwap_pct": -0.5259,
      "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": 0.0801,
        "prev_amount_yi": 0.1138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7039,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:46",
            "open": 22.11,
            "high": 22.11,
            "low": 22.06,
            "close": 22.06,
            "amount_yi": 0.0365
          },
          {
            "time": "09:47",
            "open": 22.06,
            "high": 22.06,
            "low": 22.06,
            "close": 22.06,
            "amount_yi": 0.0077
          },
          {
            "time": "09:48",
            "open": 22.06,
            "high": 22.07,
            "low": 22.06,
            "close": 22.07,
            "amount_yi": 0.0122
          },
          {
            "time": "09:49",
            "open": 22.09,
            "high": 22.14,
            "low": 22.09,
            "close": 22.14,
            "amount_yi": 0.0089
          },
          {
            "time": "09:50",
            "open": 22.19,
            "high": 22.19,
            "low": 22.13,
            "close": 22.13,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 877.25,
      "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": 22.13,
        "ts": "2026-06-29T09:50:35",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.65,
        "low": 22.03,
        "bid1": 22.12,
        "ask1": 22.13,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "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": 552508.0,
    "total_value": 1097001.0,
    "unrealized_pnl": 105696.0,
    "unrealized_pnl_pct_of_initial": 10.5696,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 97001.0,
    "total_pnl_pct": 9.700099999999988
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 103.49,
      "market_value": 248376.0,
      "unrealized_pnl": 55655.99999999999,
      "unrealized_pnl_pct": 28.87920298879203,
      "updated_at": "2026-06-29T09:50:38",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.64136495773477
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 127.54,
      "market_value": 229572.0,
      "unrealized_pnl": 34200.0,
      "unrealized_pnl_pct": 17.505067256311047,
      "updated_at": "2026-06-29T09:50:38",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.927237076356356
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 46.6,
      "market_value": 74560.0,
      "unrealized_pnl": 15839.999999999998,
      "unrealized_pnl_pct": 26.975476839237047,
      "updated_at": "2026-06-29T09:50:38",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.7967121269716255
    }
  ],
  "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": 0.5113,
          "active_up_ratio": 0.7692,
          "active_positive": 10,
          "active_positive_min": 1,
          "active_above_vwap": 9,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8072,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.688432",
            "SZSE.300260",
            "SZSE.002119",
            "SZSE.002559"
          ],
          "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": 16.48745519713262,
              "last": 91.0,
              "vwap": 87.56458057912836,
              "above_vwap": true,
              "amount": 4611317186.0
            },
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 14.595469255663417,
              "last": 35.41,
              "vwap": 33.91428661619303,
              "above_vwap": true,
              "amount": 1410644098.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 11.388410786001145,
              "last": 38.83,
              "vwap": 37.74593803150299,
              "above_vwap": true,
              "amount": 3443809238.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 10.86114101184068,
              "last": 102.99,
              "vwap": 99.54689671983114,
              "above_vwap": true,
              "amount": 1796911078.0
            },
            {
              "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": 41.20014204795586,
              "above_vwap": true,
              "amount": 561524976.0
            },
            {
              "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": 53.86891508795518,
              "above_vwap": true,
              "amount": 3621774155.0
            },
            {
              "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": 31.544145980299167,
              "above_vwap": true,
              "amount": 2554167353.0
            },
            {
              "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": 203.66508908441426,
              "above_vwap": true,
              "amount": 2782309515.0
            },
            {
              "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": 57.5199140077414,
              "above_vwap": true,
              "amount": 3298997148.0
            },
            {
              "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": 92.46925626023277,
              "above_vwap": true,
              "amount": 728574517.0
            },
            {
              "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": 9.752219741935253,
              "above_vwap": true,
              "amount": 546969823.0
            },
            {
              "symbol": "SHSE.605376",
              "name": "博迁新材",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.007575757575736,
              "last": 287.78,
              "vwap": 281.4666918477677,
              "above_vwap": true,
              "amount": 1572329234.0
            }
          ]
        }
      }
    },
    "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
  }
}