{
  "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": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8053,
      "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": 14.644137224782373,
          "last": 89.56,
          "vwap": 87.83939977651434,
          "above_vwap": true,
          "amount": 5180302250.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 12.750809061488688,
          "last": 34.84,
          "vwap": 33.998854633744486,
          "above_vwap": true,
          "amount": 1520079135.0
        },
        {
          "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": 41.21627335101476,
          "above_vwap": true,
          "amount": 571884036.0
        },
        {
          "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": 54.12165033303688,
          "above_vwap": true,
          "amount": 4351191261.0
        },
        {
          "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": 57.54998489938319,
          "above_vwap": true,
          "amount": 3376636019.0
        },
        {
          "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": 92.49004193661796,
          "above_vwap": true,
          "amount": 736627690.0
        },
        {
          "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": 9.753438934866894,
          "above_vwap": true,
          "amount": 556966229.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.978772231784294,
          "last": 37.99,
          "vwap": 37.82470503105716,
          "above_vwap": true,
          "amount": 3971220358.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.282078472958654,
          "last": 204.22,
          "vwap": 204.1584266033551,
          "above_vwap": true,
          "amount": 3267657697.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.927519818799533,
          "last": 9.53,
          "vwap": 9.280682921942692,
          "above_vwap": true,
          "amount": 3603885001.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.707212055974155,
          "last": 100.06,
          "vwap": 99.71664253188318,
          "above_vwap": true,
          "amount": 1933615387.0
        },
        {
          "symbol": "SHSE.600497",
          "name": "驰宏锌锗",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.575757575757591,
          "last": 13.49,
          "vwap": 13.001455466693471,
          "above_vwap": true,
          "amount": 2069480671.0
        }
      ]
    },
    "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": 0.6923,
        "active_positive": 9,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8053,
        "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": 14.644137224782373,
            "last": 89.56,
            "vwap": 87.83939977651434,
            "above_vwap": true,
            "amount": 5180302250.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 12.750809061488688,
            "last": 34.84,
            "vwap": 33.998854633744486,
            "above_vwap": true,
            "amount": 1520079135.0
          },
          {
            "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": 41.21627335101476,
            "above_vwap": true,
            "amount": 571884036.0
          },
          {
            "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": 54.12165033303688,
            "above_vwap": true,
            "amount": 4351191261.0
          },
          {
            "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": 57.54998489938319,
            "above_vwap": true,
            "amount": 3376636019.0
          },
          {
            "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": 92.49004193661796,
            "above_vwap": true,
            "amount": 736627690.0
          },
          {
            "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": 9.753438934866894,
            "above_vwap": true,
            "amount": 556966229.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.978772231784294,
            "last": 37.99,
            "vwap": 37.82470503105716,
            "above_vwap": true,
            "amount": 3971220358.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.282078472958654,
            "last": 204.22,
            "vwap": 204.1584266033551,
            "above_vwap": true,
            "amount": 3267657697.0
          },
          {
            "symbol": "SZSE.002354",
            "name": "天娱数科",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.927519818799533,
            "last": 9.53,
            "vwap": 9.280682921942692,
            "above_vwap": true,
            "amount": 3603885001.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 7.707212055974155,
            "last": 100.06,
            "vwap": 99.71664253188318,
            "above_vwap": true,
            "amount": 1933615387.0
          },
          {
            "symbol": "SHSE.600497",
            "name": "驰宏锌锗",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.575757575757591,
            "last": 13.49,
            "vwap": 13.001455466693471,
            "above_vwap": true,
            "amount": 2069480671.0
          }
        ]
      },
      "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": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8053,
      "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": 14.644137224782373,
          "last": 89.56,
          "vwap": 87.83939977651434,
          "above_vwap": true,
          "amount": 5180302250.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 12.750809061488688,
          "last": 34.84,
          "vwap": 33.998854633744486,
          "above_vwap": true,
          "amount": 1520079135.0
        },
        {
          "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": 41.21627335101476,
          "above_vwap": true,
          "amount": 571884036.0
        },
        {
          "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": 54.12165033303688,
          "above_vwap": true,
          "amount": 4351191261.0
        },
        {
          "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": 57.54998489938319,
          "above_vwap": true,
          "amount": 3376636019.0
        },
        {
          "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": 92.49004193661796,
          "above_vwap": true,
          "amount": 736627690.0
        },
        {
          "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": 9.753438934866894,
          "above_vwap": true,
          "amount": 556966229.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.978772231784294,
          "last": 37.99,
          "vwap": 37.82470503105716,
          "above_vwap": true,
          "amount": 3971220358.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.282078472958654,
          "last": 204.22,
          "vwap": 204.1584266033551,
          "above_vwap": true,
          "amount": 3267657697.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.927519818799533,
          "last": 9.53,
          "vwap": 9.280682921942692,
          "above_vwap": true,
          "amount": 3603885001.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.707212055974155,
          "last": 100.06,
          "vwap": 99.71664253188318,
          "above_vwap": true,
          "amount": 1933615387.0
        },
        {
          "symbol": "SHSE.600497",
          "name": "驰宏锌锗",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.575757575757591,
          "last": 13.49,
          "vwap": 13.001455466693471,
          "above_vwap": true,
          "amount": 2069480671.0
        }
      ]
    },
    "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": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8053,
      "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": 14.644137224782373,
          "last": 89.56,
          "vwap": 87.83939977651434,
          "above_vwap": true,
          "amount": 5180302250.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 12.750809061488688,
          "last": 34.84,
          "vwap": 33.998854633744486,
          "above_vwap": true,
          "amount": 1520079135.0
        },
        {
          "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": 41.21627335101476,
          "above_vwap": true,
          "amount": 571884036.0
        },
        {
          "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": 54.12165033303688,
          "above_vwap": true,
          "amount": 4351191261.0
        },
        {
          "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": 57.54998489938319,
          "above_vwap": true,
          "amount": 3376636019.0
        },
        {
          "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": 92.49004193661796,
          "above_vwap": true,
          "amount": 736627690.0
        },
        {
          "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": 9.753438934866894,
          "above_vwap": true,
          "amount": 556966229.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.978772231784294,
          "last": 37.99,
          "vwap": 37.82470503105716,
          "above_vwap": true,
          "amount": 3971220358.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.282078472958654,
          "last": 204.22,
          "vwap": 204.1584266033551,
          "above_vwap": true,
          "amount": 3267657697.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.927519818799533,
          "last": 9.53,
          "vwap": 9.280682921942692,
          "above_vwap": true,
          "amount": 3603885001.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.707212055974155,
          "last": 100.06,
          "vwap": 99.71664253188318,
          "above_vwap": true,
          "amount": 1933615387.0
        },
        {
          "symbol": "SHSE.600497",
          "name": "驰宏锌锗",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.575757575757591,
          "last": 13.49,
          "vwap": 13.001455466693471,
          "above_vwap": true,
          "amount": 2069480671.0
        }
      ]
    },
    "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": "2026-06-29T09:56:22",
  "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": "2026-06-29T09:56:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4894,
        "prev_amount_yi": 0.6049,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8091,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 35.36,
            "high": 35.36,
            "low": 35.14,
            "close": 35.14,
            "amount_yi": 0.1773
          },
          {
            "time": "09:55",
            "open": 35.21,
            "high": 35.21,
            "low": 34.94,
            "close": 34.94,
            "amount_yi": 0.2421
          },
          {
            "time": "09:56",
            "open": 34.84,
            "high": 34.84,
            "low": 34.84,
            "close": 34.84,
            "amount_yi": 0.07
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.84,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.58,
        "low": 31.53,
        "bid1": 34.81,
        "ask1": 34.84,
        "bid_qty1": 42,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 99.7166,
      "price_vs_vwap_pct": 0.3444,
      "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": 0.4402,
        "prev_amount_yi": 0.9268,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 101.09,
            "high": 101.65,
            "low": 101.09,
            "close": 101.65,
            "amount_yi": 0.205
          },
          {
            "time": "09:55",
            "open": 101.33,
            "high": 101.33,
            "low": 100.97,
            "close": 100.97,
            "amount_yi": 0.1676
          },
          {
            "time": "09:56",
            "open": 100.06,
            "high": 100.06,
            "low": 100.06,
            "close": 100.06,
            "amount_yi": 0.0676
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.06,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 100.07,
        "ask1": 100.29,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 28.42,
      "exec_low": 28.42,
      "exec_high": 29.27,
      "invalid_price": 27.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 28.2055,
      "price_vs_vwap_pct": -1.934,
      "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": 0.0839,
        "prev_amount_yi": 0.111,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7559,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 27.62,
            "high": 27.67,
            "low": 27.62,
            "close": 27.67,
            "amount_yi": 0.0577
          },
          {
            "time": "09:55",
            "open": 27.74,
            "high": 27.74,
            "low": 27.62,
            "close": 27.62,
            "amount_yi": 0.0202
          },
          {
            "time": "09:56",
            "open": 27.66,
            "high": 27.66,
            "low": 27.66,
            "close": 27.66,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.66,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.5,
        "bid1": 27.65,
        "ask1": 27.66,
        "bid_qty1": 21,
        "ask_qty1": 8
      },
      "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": "2026-06-29T09:56:22",
      "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": 11.6608,
      "price_vs_vwap_pct": -2.9226,
      "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": 1.0714,
        "prev_amount_yi": 1.5519,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6904,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 11.39,
            "high": 11.4,
            "low": 11.39,
            "close": 11.4,
            "amount_yi": 0.384
          },
          {
            "time": "09:55",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.3128
          },
          {
            "time": "09:56",
            "open": 11.32,
            "high": 11.32,
            "low": 11.32,
            "close": 11.32,
            "amount_yi": 0.3746
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.32,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.31,
        "bid1": 11.31,
        "ask1": 11.32,
        "bid_qty1": 3429,
        "ask_qty1": 427
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH",
      "symbol": "SHSE.688392",
      "name": "骄成超声",
      "side": "BUY",
      "priority": "P4",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 208.35,
      "exec_low": 208.35,
      "exec_high": 214.6,
      "invalid_price": 202.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "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": 0.301,
        "prev_amount_yi": 0.385,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 200.03,
            "high": 200.03,
            "low": 199.39,
            "close": 199.39,
            "amount_yi": 0.1135
          },
          {
            "time": "09:55",
            "open": 199.06,
            "high": 199.06,
            "low": 197.0,
            "close": 197.0,
            "amount_yi": 0.134
          },
          {
            "time": "09:56",
            "open": 196.55,
            "high": 196.55,
            "low": 196.55,
            "close": 196.55,
            "amount_yi": 0.0535
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 196.55,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 195.0,
        "bid1": 196.55,
        "ask1": 197.13,
        "bid_qty1": 0,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": null,
      "intraday_vwap": 14.2181,
      "price_vs_vwap_pct": -1.534,
      "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": 0.3499,
        "prev_amount_yi": 0.4244,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 13.99,
            "high": 14.0,
            "low": 13.99,
            "close": 14.0,
            "amount_yi": 0.1188
          },
          {
            "time": "09:55",
            "open": 13.86,
            "high": 13.9,
            "low": 13.86,
            "close": 13.9,
            "amount_yi": 0.1865
          },
          {
            "time": "09:56",
            "open": 14.0,
            "high": 14.0,
            "low": 14.0,
            "close": 14.0,
            "amount_yi": 0.0446
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.0,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.97,
        "ask1": 14.0,
        "bid_qty1": 32,
        "ask_qty1": 170
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 3.4418,
      "intraday_vwap": 36.8985,
      "price_vs_vwap_pct": 0.79,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.705,
        "prev_amount_yi": 0.6278,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 37.35,
            "high": 37.59,
            "low": 37.35,
            "close": 37.59,
            "amount_yi": 0.2447
          },
          {
            "time": "09:55",
            "open": 37.32,
            "high": 37.42,
            "low": 37.32,
            "close": 37.42,
            "amount_yi": 0.3402
          },
          {
            "time": "09:56",
            "open": 37.19,
            "high": 37.19,
            "low": 37.19,
            "close": 37.19,
            "amount_yi": 0.1201
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1085.76,
      "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": 37.19,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 35.3,
        "bid1": 37.18,
        "ask1": 37.19,
        "bid_qty1": 30,
        "ask_qty1": 35
      },
      "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": "2026-06-29T09:56:22",
      "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": 27.9389,
      "price_vs_vwap_pct": -4.7207,
      "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": 0.9124,
        "prev_amount_yi": 1.6665,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 26.65,
            "high": 26.65,
            "low": 26.65,
            "close": 26.65,
            "amount_yi": 0.5858
          },
          {
            "time": "09:55",
            "open": 26.95,
            "high": 26.95,
            "low": 26.84,
            "close": 26.84,
            "amount_yi": 0.2147
          },
          {
            "time": "09:56",
            "open": 26.62,
            "high": 26.62,
            "low": 26.62,
            "close": 26.62,
            "amount_yi": 0.1119
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.62,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 26.3,
        "bid1": 26.61,
        "ask1": 26.62,
        "bid_qty1": 51,
        "ask_qty1": 525
      },
      "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": "2026-06-29T09:56:22",
      "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": 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": 5.2381,
      "intraday_vwap": 12.4931,
      "price_vs_vwap_pct": 0.8557,
      "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": 0.6747,
        "prev_amount_yi": 2.1768,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.31,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 12.83,
            "high": 12.94,
            "low": 12.83,
            "close": 12.94,
            "amount_yi": 0.303
          },
          {
            "time": "09:55",
            "open": 12.8,
            "high": 12.8,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.2669
          },
          {
            "time": "09:56",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.1048
          }
        ]
      },
      "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": 12.6,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.58,
        "ask1": 12.6,
        "bid_qty1": 7,
        "ask_qty1": 132
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T09:56:22",
      "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": 31.6522,
      "price_vs_vwap_pct": -0.1649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.3174,
        "prev_amount_yi": 0.1202,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 27.599,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.2615
          },
          {
            "time": "09:55",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0644
          },
          {
            "time": "09:56",
            "open": 31.6,
            "high": 31.6,
            "low": 31.6,
            "close": 31.6,
            "amount_yi": 2.9915
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.6,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 30.3,
        "bid1": 31.61,
        "ask1": 31.66,
        "bid_qty1": 31,
        "ask_qty1": 20
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "official_entry_blocked_clustered_mainline_non_core",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 4.7651,
      "intraday_vwap": 222.0464,
      "price_vs_vwap_pct": 1.141,
      "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": 0.8164,
        "prev_amount_yi": 0.9626,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8481,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 223.14,
            "high": 223.51,
            "low": 223.14,
            "close": 223.51,
            "amount_yi": 0.2382
          },
          {
            "time": "09:55",
            "open": 223.59,
            "high": 223.59,
            "low": 223.22,
            "close": 223.22,
            "amount_yi": 0.444
          },
          {
            "time": "09:56",
            "open": 224.58,
            "high": 224.58,
            "low": 224.58,
            "close": 224.58,
            "amount_yi": 0.1342
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1085.76,
      "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": 224.58,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 224.58,
        "ask1": 224.97,
        "bid_qty1": 49,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "official_entry_blocked_clustered_mainline_non_core",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 4.9597,
      "intraday_vwap": 59.9872,
      "price_vs_vwap_pct": -0.8455,
      "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": 0.7501,
        "prev_amount_yi": 1.1759,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6379,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 58.98,
            "high": 59.26,
            "low": 58.98,
            "close": 59.26,
            "amount_yi": 0.3043
          },
          {
            "time": "09:55",
            "open": 59.98,
            "high": 59.98,
            "low": 59.58,
            "close": 59.58,
            "amount_yi": 0.3358
          },
          {
            "time": "09:56",
            "open": 59.48,
            "high": 59.48,
            "low": 59.48,
            "close": 59.48,
            "amount_yi": 0.11
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1085.76,
      "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": 59.48,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 58.28,
        "bid1": 59.44,
        "ask1": 59.48,
        "bid_qty1": 37,
        "ask_qty1": 59
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 92.49,
      "price_vs_vwap_pct": 2.0759,
      "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": 0.03,
        "prev_amount_yi": 0.0505,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:54",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.017
          },
          {
            "time": "09:55",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0085
          },
          {
            "time": "09:56",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2171.51,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 47369,
        "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": "2026-06-29T09:56:22",
      "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": 41.2163,
      "price_vs_vwap_pct": 2.1683,
      "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": 0.0992,
        "prev_amount_yi": 0.0416,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0051
          },
          {
            "time": "09:53",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0049
          },
          {
            "time": "09:54",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0344
          },
          {
            "time": "09:55",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0529
          },
          {
            "time": "09:56",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 32161,
        "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": "2026-06-29T09:56:22",
      "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": 41.8597,
      "price_vs_vwap_pct": -3.1049,
      "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": 0.7268,
        "prev_amount_yi": 0.9692,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7499,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 40.31,
            "high": 40.31,
            "low": 40.26,
            "close": 40.26,
            "amount_yi": 0.2213
          },
          {
            "time": "09:53",
            "open": 40.31,
            "high": 40.31,
            "low": 40.18,
            "close": 40.18,
            "amount_yi": 0.1579
          },
          {
            "time": "09:54",
            "open": 40.25,
            "high": 40.35,
            "low": 40.25,
            "close": 40.35,
            "amount_yi": 0.1133
          },
          {
            "time": "09:55",
            "open": 40.41,
            "high": 40.9,
            "low": 40.41,
            "close": 40.9,
            "amount_yi": 0.1296
          },
          {
            "time": "09:56",
            "open": 40.56,
            "high": 40.56,
            "low": 40.56,
            "close": 40.56,
            "amount_yi": 0.1047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.56,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 40.08,
        "bid1": 40.5,
        "ask1": 40.59,
        "bid_qty1": 41,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:56:22",
      "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": 29.0247,
      "price_vs_vwap_pct": 2.0855,
      "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": 0.6967,
        "prev_amount_yi": 0.8516,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8181,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 29.45,
            "high": 29.5,
            "low": 29.45,
            "close": 29.5,
            "amount_yi": 0.1474
          },
          {
            "time": "09:53",
            "open": 29.35,
            "high": 29.35,
            "low": 29.18,
            "close": 29.18,
            "amount_yi": 0.1833
          },
          {
            "time": "09:54",
            "open": 29.33,
            "high": 29.49,
            "low": 29.33,
            "close": 29.49,
            "amount_yi": 0.0765
          },
          {
            "time": "09:55",
            "open": 29.54,
            "high": 29.67,
            "low": 29.54,
            "close": 29.67,
            "amount_yi": 0.1657
          },
          {
            "time": "09:56",
            "open": 29.63,
            "high": 29.63,
            "low": 29.63,
            "close": 29.63,
            "amount_yi": 0.1238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.0,
        "low": 27.33,
        "bid1": 29.6,
        "ask1": 29.64,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T09:56:22",
      "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": 26.5896,
      "price_vs_vwap_pct": 0.6785,
      "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": 0.2644,
        "prev_amount_yi": 0.4163,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 27.11,
            "high": 27.11,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.0606
          },
          {
            "time": "09:53",
            "open": 26.88,
            "high": 26.88,
            "low": 26.72,
            "close": 26.72,
            "amount_yi": 0.0706
          },
          {
            "time": "09:54",
            "open": 26.8,
            "high": 26.98,
            "low": 26.8,
            "close": 26.98,
            "amount_yi": 0.0391
          },
          {
            "time": "09:55",
            "open": 27.05,
            "high": 27.05,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0607
          },
          {
            "time": "09:56",
            "open": 26.77,
            "high": 26.77,
            "low": 26.77,
            "close": 26.77,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.77,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 26.73,
        "ask1": 26.77,
        "bid_qty1": 7,
        "ask_qty1": 149
      },
      "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": "2026-06-29T09:56:22",
      "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": 3.3636,
      "price_vs_vwap_pct": -3.3773,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0365,
        "prev_amount_yi": 0.8667,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 3.3,
            "high": 3.31,
            "low": 3.3,
            "close": 3.31,
            "amount_yi": 0.1919
          },
          {
            "time": "09:53",
            "open": 3.31,
            "high": 3.31,
            "low": 3.29,
            "close": 3.29,
            "amount_yi": 0.2171
          },
          {
            "time": "09:54",
            "open": 3.27,
            "high": 3.28,
            "low": 3.27,
            "close": 3.28,
            "amount_yi": 0.3445
          },
          {
            "time": "09:55",
            "open": 3.29,
            "high": 3.29,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.1302
          },
          {
            "time": "09:56",
            "open": 3.25,
            "high": 3.25,
            "low": 3.25,
            "close": 3.25,
            "amount_yi": 0.1528
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.25,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.25,
        "bid1": 3.25,
        "ask1": 3.26,
        "bid_qty1": 5730,
        "ask_qty1": 15878
      },
      "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": "2026-06-29T09:56:22",
      "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": 9.2807,
      "price_vs_vwap_pct": 2.6862,
      "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": 3.058,
        "prev_amount_yi": 3.2285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 9.35,
            "high": 9.43,
            "low": 9.35,
            "close": 9.43,
            "amount_yi": 0.532
          },
          {
            "time": "09:53",
            "open": 9.4,
            "high": 9.4,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.6478
          },
          {
            "time": "09:54",
            "open": 9.36,
            "high": 9.56,
            "low": 9.36,
            "close": 9.56,
            "amount_yi": 0.5974
          },
          {
            "time": "09:55",
            "open": 9.52,
            "high": 9.62,
            "low": 9.52,
            "close": 9.62,
            "amount_yi": 0.9249
          },
          {
            "time": "09:56",
            "open": 9.53,
            "high": 9.53,
            "low": 9.53,
            "close": 9.53,
            "amount_yi": 0.3559
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.53,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.53,
        "ask1": 9.54,
        "bid_qty1": 291,
        "ask_qty1": 104
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM",
      "symbol": "SZSE.002141",
      "name": "贤丰控股",
      "side": "BUY",
      "priority": "W6",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 5.76,
      "exec_low": 5.76,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.67,
      "entry_zone_high": 5.85,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6536,
      "price_vs_vwap_pct": -2.54,
      "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": 0.4915,
        "prev_amount_yi": 0.5154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:52",
            "open": 5.67,
            "high": 5.67,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.1701
          },
          {
            "time": "09:53",
            "open": 5.62,
            "high": 5.62,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.081
          },
          {
            "time": "09:54",
            "open": 5.53,
            "high": 5.54,
            "low": 5.53,
            "close": 5.54,
            "amount_yi": 0.0678
          },
          {
            "time": "09:55",
            "open": 5.53,
            "high": 5.53,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.1146
          },
          {
            "time": "09:56",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.51,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.5,
        "bid1": 5.5,
        "ask1": 5.51,
        "bid_qty1": 17030,
        "ask_qty1": 1561
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH",
      "symbol": "SHSE.688359",
      "name": "三孚新科",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3391,
        "prev_amount_yi": 0.43,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7886,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 194.51,
            "high": 194.51,
            "low": 194.51,
            "close": 194.51,
            "amount_yi": 0.0708
          },
          {
            "time": "09:53",
            "open": 193.41,
            "high": 193.41,
            "low": 192.05,
            "close": 192.05,
            "amount_yi": 0.1038
          },
          {
            "time": "09:54",
            "open": 192.99,
            "high": 193.47,
            "low": 192.99,
            "close": 193.47,
            "amount_yi": 0.046
          },
          {
            "time": "09:55",
            "open": 194.09,
            "high": 194.09,
            "low": 192.18,
            "close": 192.18,
            "amount_yi": 0.0827
          },
          {
            "time": "09:56",
            "open": 192.94,
            "high": 192.94,
            "low": 192.94,
            "close": 192.94,
            "amount_yi": 0.0358
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.94,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 187.2,
        "bid1": 192.29,
        "ask1": 192.95,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 49.8288,
      "price_vs_vwap_pct": -3.8106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.9349,
        "prev_amount_yi": 3.0172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.967,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 49.38,
            "high": 49.38,
            "low": 49.26,
            "close": 49.26,
            "amount_yi": 0.7229
          },
          {
            "time": "09:53",
            "open": 48.78,
            "high": 48.78,
            "low": 48.52,
            "close": 48.52,
            "amount_yi": 1.3059
          },
          {
            "time": "09:54",
            "open": 48.1,
            "high": 48.44,
            "low": 48.1,
            "close": 48.44,
            "amount_yi": 1.4132
          },
          {
            "time": "09:55",
            "open": 48.03,
            "high": 48.03,
            "low": 47.73,
            "close": 47.73,
            "amount_yi": 1.6565
          },
          {
            "time": "09:56",
            "open": 47.93,
            "high": 47.93,
            "low": 47.93,
            "close": 47.93,
            "amount_yi": 0.8364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.93,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 47.65,
        "bid1": 47.93,
        "ask1": 47.94,
        "bid_qty1": 38,
        "ask_qty1": 7
      },
      "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": "2026-06-29T09:56:22",
      "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": 3.2531,
      "intraday_vwap": 78.0491,
      "price_vs_vwap_pct": -1.5363,
      "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": 1.2919,
        "prev_amount_yi": 2.7153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4758,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 77.15,
            "high": 77.15,
            "low": 76.88,
            "close": 76.88,
            "amount_yi": 0.346
          },
          {
            "time": "09:53",
            "open": 77.21,
            "high": 77.21,
            "low": 77.0,
            "close": 77.0,
            "amount_yi": 0.3236
          },
          {
            "time": "09:54",
            "open": 77.19,
            "high": 77.3,
            "low": 77.19,
            "close": 77.3,
            "amount_yi": 0.1667
          },
          {
            "time": "09:55",
            "open": 77.53,
            "high": 77.53,
            "low": 77.11,
            "close": 77.11,
            "amount_yi": 0.3216
          },
          {
            "time": "09:56",
            "open": 76.85,
            "high": 76.85,
            "low": 76.85,
            "close": 76.85,
            "amount_yi": 0.134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "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": 76.85,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 74.74,
        "bid1": 76.83,
        "ask1": 76.85,
        "bid_qty1": 37,
        "ask_qty1": 41
      },
      "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": "2026-06-29T09:56:22",
      "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": 20.7552,
      "price_vs_vwap_pct": -2.0486,
      "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": 0.6173,
        "prev_amount_yi": 0.6317,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 20.38,
            "high": 20.38,
            "low": 20.3,
            "close": 20.3,
            "amount_yi": 0.1318
          },
          {
            "time": "09:53",
            "open": 20.17,
            "high": 20.17,
            "low": 20.01,
            "close": 20.01,
            "amount_yi": 0.1438
          },
          {
            "time": "09:54",
            "open": 20.07,
            "high": 20.22,
            "low": 20.07,
            "close": 20.22,
            "amount_yi": 0.1535
          },
          {
            "time": "09:55",
            "open": 20.42,
            "high": 20.44,
            "low": 20.42,
            "close": 20.44,
            "amount_yi": 0.1335
          },
          {
            "time": "09:56",
            "open": 20.33,
            "high": 20.33,
            "low": 20.33,
            "close": 20.33,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.33,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 20.01,
        "bid1": 20.33,
        "ask1": 20.37,
        "bid_qty1": 49,
        "ask_qty1": 6
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:56:22",
      "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": 63.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 62.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 60.71,
      "entry_zone_high": 62.55,
      "entry_risk_pct": null,
      "intraday_vwap": 61.055,
      "price_vs_vwap_pct": 2.9727,
      "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": 3.815,
        "prev_amount_yi": 3.6697,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0396,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 62.28,
            "high": 62.63,
            "low": 62.28,
            "close": 62.63,
            "amount_yi": 0.6308
          },
          {
            "time": "09:53",
            "open": 62.54,
            "high": 62.54,
            "low": 62.14,
            "close": 62.14,
            "amount_yi": 1.216
          },
          {
            "time": "09:54",
            "open": 62.0,
            "high": 62.0,
            "low": 61.97,
            "close": 61.97,
            "amount_yi": 0.5939
          },
          {
            "time": "09:55",
            "open": 62.47,
            "high": 62.82,
            "low": 62.47,
            "close": 62.82,
            "amount_yi": 0.51
          },
          {
            "time": "09:56",
            "open": 62.87,
            "high": 62.87,
            "low": 62.87,
            "close": 62.87,
            "amount_yi": 0.8643
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.87,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 63.0,
        "low": 58.51,
        "bid1": 62.86,
        "ask1": 62.87,
        "bid_qty1": 32,
        "ask_qty1": 133
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH",
      "symbol": "SZSE.300398",
      "name": "飞凯材料",
      "side": "BUY",
      "priority": "W12",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 63.95,
      "exec_low": 63.95,
      "exec_high": 64.91,
      "invalid_price": 62.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.99,
      "entry_zone_high": 64.91,
      "entry_risk_pct": null,
      "intraday_vwap": 62.4468,
      "price_vs_vwap_pct": -1.7884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.393,
        "prev_amount_yi": 3.1616,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 62.22,
            "high": 62.43,
            "low": 62.22,
            "close": 62.43,
            "amount_yi": 1.0918
          },
          {
            "time": "09:53",
            "open": 61.78,
            "high": 61.78,
            "low": 61.57,
            "close": 61.57,
            "amount_yi": 0.6563
          },
          {
            "time": "09:54",
            "open": 62.28,
            "high": 62.28,
            "low": 62.25,
            "close": 62.25,
            "amount_yi": 0.6225
          },
          {
            "time": "09:55",
            "open": 62.06,
            "high": 62.06,
            "low": 61.44,
            "close": 61.44,
            "amount_yi": 0.7186
          },
          {
            "time": "09:56",
            "open": 61.33,
            "high": 61.33,
            "low": 61.33,
            "close": 61.33,
            "amount_yi": 0.3038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.33,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 59.5,
        "bid1": 61.25,
        "ask1": 61.33,
        "bid_qty1": 2,
        "ask_qty1": 109
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH",
      "symbol": "SZSE.300717",
      "name": "华信新材",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.76,
      "exec_low": 22.76,
      "exec_high": 23.1,
      "invalid_price": 22.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 20.9688,
      "price_vs_vwap_pct": -3.0464,
      "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": 0.1227,
        "prev_amount_yi": 0.0952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 20.73,
            "high": 20.73,
            "low": 20.7,
            "close": 20.7,
            "amount_yi": 0.025
          },
          {
            "time": "09:53",
            "open": 20.59,
            "high": 20.59,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0312
          },
          {
            "time": "09:54",
            "open": 20.47,
            "high": 20.47,
            "low": 20.41,
            "close": 20.41,
            "amount_yi": 0.0207
          },
          {
            "time": "09:55",
            "open": 20.45,
            "high": 20.45,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.0323
          },
          {
            "time": "09:56",
            "open": 20.33,
            "high": 20.33,
            "low": 20.33,
            "close": 20.33,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.33,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.31,
        "bid1": 20.33,
        "ask1": 20.35,
        "bid_qty1": 35,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH",
      "symbol": "SHSE.688519",
      "name": "南亚新材",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 439.82,
      "exec_low": 439.82,
      "exec_high": 446.42,
      "invalid_price": 426.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.657,
        "prev_amount_yi": 1.1036,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 403.98,
            "high": 403.98,
            "low": 403.29,
            "close": 403.29,
            "amount_yi": 0.2112
          },
          {
            "time": "09:53",
            "open": 400.0,
            "high": 400.0,
            "low": 397.3,
            "close": 397.3,
            "amount_yi": 0.3922
          },
          {
            "time": "09:54",
            "open": 395.26,
            "high": 395.5,
            "low": 395.26,
            "close": 395.5,
            "amount_yi": 0.5878
          },
          {
            "time": "09:55",
            "open": 398.0,
            "high": 398.0,
            "low": 396.0,
            "close": 396.0,
            "amount_yi": 0.2834
          },
          {
            "time": "09:56",
            "open": 393.0,
            "high": 393.0,
            "low": 393.0,
            "close": 393.0,
            "amount_yi": 0.1824
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 393.0,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 392.02,
        "bid1": 392.03,
        "ask1": 393.0,
        "bid_qty1": 12,
        "ask_qty1": 74
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 366.65,
      "exec_low": 366.65,
      "exec_high": 372.15,
      "invalid_price": 355.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 377.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 372.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 361.15,
      "entry_zone_high": 372.15,
      "entry_risk_pct": 3.0028,
      "intraday_vwap": 377.1121,
      "price_vs_vwap_pct": -2.7716,
      "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": 4.8137,
        "prev_amount_yi": 4.6505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 374.11,
            "high": 374.11,
            "low": 371.15,
            "close": 371.15,
            "amount_yi": 1.2089
          },
          {
            "time": "09:53",
            "open": 370.1,
            "high": 371.0,
            "low": 370.1,
            "close": 371.0,
            "amount_yi": 1.0336
          },
          {
            "time": "09:54",
            "open": 373.51,
            "high": 374.08,
            "low": 373.51,
            "close": 374.08,
            "amount_yi": 0.7815
          },
          {
            "time": "09:55",
            "open": 371.0,
            "high": 371.0,
            "low": 367.97,
            "close": 367.97,
            "amount_yi": 1.1433
          },
          {
            "time": "09:56",
            "open": 366.66,
            "high": 366.66,
            "low": 366.66,
            "close": 366.66,
            "amount_yi": 0.6464
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "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": 366.66,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 364.18,
        "bid1": 366.5,
        "ask1": 366.66,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 71.6293,
      "price_vs_vwap_pct": -2.3025,
      "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": 0.5248,
        "prev_amount_yi": 0.5841,
        "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": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 71.5,
            "high": 71.5,
            "low": 70.99,
            "close": 70.99,
            "amount_yi": 0.1065
          },
          {
            "time": "09:53",
            "open": 70.69,
            "high": 70.69,
            "low": 70.31,
            "close": 70.31,
            "amount_yi": 0.1177
          },
          {
            "time": "09:54",
            "open": 70.87,
            "high": 70.87,
            "low": 70.49,
            "close": 70.49,
            "amount_yi": 0.1215
          },
          {
            "time": "09:55",
            "open": 70.52,
            "high": 70.52,
            "low": 70.45,
            "close": 70.45,
            "amount_yi": 0.0921
          },
          {
            "time": "09:56",
            "open": 69.98,
            "high": 69.98,
            "low": 69.98,
            "close": 69.98,
            "amount_yi": 0.087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.98,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 69.11,
        "bid1": 69.84,
        "ask1": 69.97,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-06-29T09:56:22",
      "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": 15.3268,
      "price_vs_vwap_pct": -2.1322,
      "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": 0.0833,
        "prev_amount_yi": 0.2806,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0282
          },
          {
            "time": "09:53",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0196
          },
          {
            "time": "09:54",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0153
          },
          {
            "time": "09:55",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0137
          },
          {
            "time": "09:56",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 88691
      },
      "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": "2026-06-29T09:56:22",
      "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": 273.729,
      "price_vs_vwap_pct": -0.6316,
      "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": 2.7748,
        "prev_amount_yi": 3.4592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 277.08,
            "high": 278.0,
            "low": 277.08,
            "close": 278.0,
            "amount_yi": 0.4796
          },
          {
            "time": "09:53",
            "open": 273.99,
            "high": 273.99,
            "low": 272.23,
            "close": 272.23,
            "amount_yi": 0.7245
          },
          {
            "time": "09:54",
            "open": 270.29,
            "high": 272.0,
            "low": 270.29,
            "close": 272.0,
            "amount_yi": 0.7523
          },
          {
            "time": "09:55",
            "open": 272.31,
            "high": 272.31,
            "low": 271.32,
            "close": 271.32,
            "amount_yi": 0.5007
          },
          {
            "time": "09:56",
            "open": 272.0,
            "high": 272.0,
            "low": 272.0,
            "close": 272.0,
            "amount_yi": 0.3177
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 272.0,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 272.0,
        "ask1": 272.05,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4072,
        "prev_amount_yi": 0.3884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 100.48,
            "high": 101.29,
            "low": 100.48,
            "close": 101.29,
            "amount_yi": 0.105
          },
          {
            "time": "09:53",
            "open": 100.48,
            "high": 100.48,
            "low": 100.47,
            "close": 100.47,
            "amount_yi": 0.0642
          },
          {
            "time": "09:54",
            "open": 101.12,
            "high": 101.12,
            "low": 100.99,
            "close": 100.99,
            "amount_yi": 0.0552
          },
          {
            "time": "09:55",
            "open": 100.25,
            "high": 100.25,
            "low": 99.75,
            "close": 99.75,
            "amount_yi": 0.1098
          },
          {
            "time": "09:56",
            "open": 99.1,
            "high": 99.1,
            "low": 99.1,
            "close": 99.1,
            "amount_yi": 0.073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.1,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 99.1,
        "bid1": 99.25,
        "ask1": 99.72,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "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": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 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": 15.2639,
      "price_vs_vwap_pct": -1.7289,
      "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": 0.2703,
        "prev_amount_yi": 0.2636,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0254,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 15.17,
            "high": 15.17,
            "low": 15.13,
            "close": 15.13,
            "amount_yi": 0.0307
          },
          {
            "time": "09:53",
            "open": 15.14,
            "high": 15.14,
            "low": 15.08,
            "close": 15.08,
            "amount_yi": 0.06
          },
          {
            "time": "09:54",
            "open": 15.09,
            "high": 15.1,
            "low": 15.09,
            "close": 15.1,
            "amount_yi": 0.0589
          },
          {
            "time": "09:55",
            "open": 15.06,
            "high": 15.06,
            "low": 15.05,
            "close": 15.05,
            "amount_yi": 0.0937
          },
          {
            "time": "09:56",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 15.0,
        "bid1": 15.0,
        "ask1": 15.01,
        "bid_qty1": 145,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 281.6761,
      "price_vs_vwap_pct": 0.2925,
      "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": 1.6115,
        "prev_amount_yi": 1.7617,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 285.16,
            "high": 285.16,
            "low": 284.03,
            "close": 284.03,
            "amount_yi": 0.2995
          },
          {
            "time": "09:53",
            "open": 281.99,
            "high": 281.99,
            "low": 281.65,
            "close": 281.65,
            "amount_yi": 0.3749
          },
          {
            "time": "09:54",
            "open": 283.66,
            "high": 283.66,
            "low": 282.48,
            "close": 282.48,
            "amount_yi": 0.4006
          },
          {
            "time": "09:55",
            "open": 281.9,
            "high": 282.11,
            "low": 281.9,
            "close": 282.11,
            "amount_yi": 0.3099
          },
          {
            "time": "09:56",
            "open": 282.5,
            "high": 282.5,
            "low": 282.5,
            "close": 282.5,
            "amount_yi": 0.2266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 282.5,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 273.84,
        "bid1": 282.5,
        "ask1": 282.83,
        "bid_qty1": 4,
        "ask_qty1": 179
      },
      "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": "2026-06-29T09:56:22",
      "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": 21.8525,
      "price_vs_vwap_pct": -4.4045,
      "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": 1.7477,
        "prev_amount_yi": 2.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 21.33,
            "high": 21.33,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.2652
          },
          {
            "time": "09:53",
            "open": 21.1,
            "high": 21.1,
            "low": 21.0,
            "close": 21.0,
            "amount_yi": 0.5758
          },
          {
            "time": "09:54",
            "open": 21.11,
            "high": 21.24,
            "low": 21.11,
            "close": 21.24,
            "amount_yi": 0.416
          },
          {
            "time": "09:55",
            "open": 21.24,
            "high": 21.24,
            "low": 20.98,
            "close": 20.98,
            "amount_yi": 0.3507
          },
          {
            "time": "09:56",
            "open": 20.89,
            "high": 20.89,
            "low": 20.89,
            "close": 20.89,
            "amount_yi": 0.14
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.89,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.89,
        "bid1": 20.89,
        "ask1": 20.9,
        "bid_qty1": 101,
        "ask_qty1": 185
      },
      "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": "2026-06-29T09:56:22",
      "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": 9.7534,
      "price_vs_vwap_pct": 0.6828,
      "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": 0.0924,
        "prev_amount_yi": 0.0487,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0101
          },
          {
            "time": "09:53",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0378
          },
          {
            "time": "09:54",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0196
          },
          {
            "time": "09:55",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0187
          },
          {
            "time": "09:56",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 821318,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH",
      "symbol": "SHSE.605358",
      "name": "立昂微",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.5,
      "exec_low": 76.5,
      "exec_high": 77.65,
      "invalid_price": 74.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 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": 3.1963,
      "intraday_vwap": 77.5462,
      "price_vs_vwap_pct": -1.2202,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.8015,
        "prev_amount_yi": 3.1546,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 78.03,
            "high": 78.03,
            "low": 78.0,
            "close": 78.0,
            "amount_yi": 0.8417
          },
          {
            "time": "09:53",
            "open": 77.92,
            "high": 77.92,
            "low": 77.64,
            "close": 77.64,
            "amount_yi": 0.5409
          },
          {
            "time": "09:54",
            "open": 77.33,
            "high": 77.33,
            "low": 77.0,
            "close": 77.0,
            "amount_yi": 0.7747
          },
          {
            "time": "09:55",
            "open": 77.21,
            "high": 77.36,
            "low": 77.21,
            "close": 77.36,
            "amount_yi": 1.0155
          },
          {
            "time": "09:56",
            "open": 76.6,
            "high": 76.6,
            "low": 76.6,
            "close": 76.6,
            "amount_yi": 0.6287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "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": 76.6,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 74.08,
        "bid1": 76.6,
        "ask1": 76.65,
        "bid_qty1": 27,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH",
      "symbol": "SHSE.603324",
      "name": "盛剑科技",
      "side": "BUY",
      "priority": "W25",
      "status": "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": "2026-06-29T09:56:22",
      "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": 52.6287,
      "price_vs_vwap_pct": 2.7006,
      "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": 0.2208,
        "prev_amount_yi": 0.3255,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 53.32,
            "high": 53.38,
            "low": 53.32,
            "close": 53.38,
            "amount_yi": 0.036
          },
          {
            "time": "09:53",
            "open": 53.2,
            "high": 53.2,
            "low": 53.06,
            "close": 53.06,
            "amount_yi": 0.0441
          },
          {
            "time": "09:54",
            "open": 53.46,
            "high": 53.73,
            "low": 53.46,
            "close": 53.73,
            "amount_yi": 0.0563
          },
          {
            "time": "09:55",
            "open": 53.82,
            "high": 53.82,
            "low": 53.7,
            "close": 53.7,
            "amount_yi": 0.0711
          },
          {
            "time": "09:56",
            "open": 54.05,
            "high": 54.05,
            "low": 54.05,
            "close": 54.05,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.05,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 54.0,
        "ask1": 54.07,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-06-29T09:56:22",
      "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": 31.4153,
      "price_vs_vwap_pct": -2.8499,
      "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": 0.0765,
        "prev_amount_yi": 0.0574,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3328,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 30.75,
            "high": 30.75,
            "low": 30.65,
            "close": 30.65,
            "amount_yi": 0.0145
          },
          {
            "time": "09:53",
            "open": 30.75,
            "high": 30.75,
            "low": 30.67,
            "close": 30.67,
            "amount_yi": 0.0076
          },
          {
            "time": "09:54",
            "open": 30.61,
            "high": 30.61,
            "low": 30.45,
            "close": 30.45,
            "amount_yi": 0.0236
          },
          {
            "time": "09:55",
            "open": 30.56,
            "high": 30.57,
            "low": 30.56,
            "close": 30.57,
            "amount_yi": 0.014
          },
          {
            "time": "09:56",
            "open": 30.52,
            "high": 30.52,
            "low": 30.52,
            "close": 30.52,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.52,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 30.43,
        "bid1": 30.5,
        "ask1": 30.52,
        "bid_qty1": 4,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 980.0,
      "exec_low": 980.0,
      "exec_high": 994.7,
      "invalid_price": 950.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 936.8917,
      "price_vs_vwap_pct": 3.1037,
      "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": 5.8591,
        "prev_amount_yi": 5.7023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 950.01,
            "high": 952.99,
            "low": 950.01,
            "close": 952.99,
            "amount_yi": 1.0052
          },
          {
            "time": "09:53",
            "open": 956.97,
            "high": 956.97,
            "low": 954.91,
            "close": 954.91,
            "amount_yi": 1.0631
          },
          {
            "time": "09:54",
            "open": 952.0,
            "high": 954.0,
            "low": 952.0,
            "close": 954.0,
            "amount_yi": 1.1082
          },
          {
            "time": "09:55",
            "open": 958.99,
            "high": 965.25,
            "low": 958.99,
            "close": 965.25,
            "amount_yi": 1.1889
          },
          {
            "time": "09:56",
            "open": 965.97,
            "high": 965.97,
            "low": 965.97,
            "close": 965.97,
            "amount_yi": 1.4937
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 965.97,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 969.0,
        "low": 900.95,
        "bid1": 959.0,
        "ask1": 965.0,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.42,
      "entry_zone_high": 28.26,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9786,
      "price_vs_vwap_pct": -1.7106,
      "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": 5.7815,
        "prev_amount_yi": 5.7528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.005,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 27.86,
            "high": 27.86,
            "low": 27.74,
            "close": 27.74,
            "amount_yi": 1.3023
          },
          {
            "time": "09:53",
            "open": 27.63,
            "high": 27.63,
            "low": 27.6,
            "close": 27.6,
            "amount_yi": 1.6766
          },
          {
            "time": "09:54",
            "open": 27.58,
            "high": 27.6,
            "low": 27.58,
            "close": 27.6,
            "amount_yi": 1.2202
          },
          {
            "time": "09:55",
            "open": 27.67,
            "high": 27.67,
            "low": 27.56,
            "close": 27.56,
            "amount_yi": 1.1574
          },
          {
            "time": "09:56",
            "open": 27.5,
            "high": 27.5,
            "low": 27.5,
            "close": 27.5,
            "amount_yi": 0.425
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.5,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 27.0,
        "bid1": 27.49,
        "ask1": 27.5,
        "bid_qty1": 516,
        "ask_qty1": 14
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "near_trigger",
      "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": 42.8661,
      "price_vs_vwap_pct": -2.0671,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9572,
        "prev_amount_yi": 0.6723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 42.4,
            "high": 42.4,
            "low": 42.12,
            "close": 42.12,
            "amount_yi": 0.1617
          },
          {
            "time": "09:53",
            "open": 41.82,
            "high": 41.93,
            "low": 41.82,
            "close": 41.93,
            "amount_yi": 0.3016
          },
          {
            "time": "09:54",
            "open": 42.2,
            "high": 42.2,
            "low": 42.2,
            "close": 42.2,
            "amount_yi": 0.1843
          },
          {
            "time": "09:55",
            "open": 42.01,
            "high": 42.01,
            "low": 41.83,
            "close": 41.83,
            "amount_yi": 0.2254
          },
          {
            "time": "09:56",
            "open": 41.98,
            "high": 41.98,
            "low": 41.98,
            "close": 41.98,
            "amount_yi": 0.0842
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.98,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 41.6,
        "bid1": 41.89,
        "ask1": 41.98,
        "bid_qty1": 163,
        "ask_qty1": 19
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 0.2641,
        "prev_amount_yi": 0.319,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8279,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 97.0,
            "high": 97.0,
            "low": 96.32,
            "close": 96.32,
            "amount_yi": 0.0552
          },
          {
            "time": "09:53",
            "open": 96.31,
            "high": 96.31,
            "low": 96.01,
            "close": 96.01,
            "amount_yi": 0.0719
          },
          {
            "time": "09:54",
            "open": 95.8,
            "high": 95.94,
            "low": 95.8,
            "close": 95.94,
            "amount_yi": 0.0532
          },
          {
            "time": "09:55",
            "open": 95.88,
            "high": 95.88,
            "low": 95.78,
            "close": 95.78,
            "amount_yi": 0.0588
          },
          {
            "time": "09:56",
            "open": 95.6,
            "high": 95.6,
            "low": 95.6,
            "close": 95.6,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.6,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 95.6,
        "bid1": 95.68,
        "ask1": 95.72,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 83.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 82.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.79,
      "entry_zone_high": 82.23,
      "entry_risk_pct": null,
      "intraday_vwap": 82.6155,
      "price_vs_vwap_pct": -5.1147,
      "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": 1.3972,
        "prev_amount_yi": 1.7903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 79.75,
            "high": 79.75,
            "low": 79.55,
            "close": 79.55,
            "amount_yi": 0.2954
          },
          {
            "time": "09:53",
            "open": 79.0,
            "high": 79.1,
            "low": 79.0,
            "close": 79.1,
            "amount_yi": 0.4224
          },
          {
            "time": "09:54",
            "open": 79.07,
            "high": 79.07,
            "low": 78.97,
            "close": 78.97,
            "amount_yi": 0.3369
          },
          {
            "time": "09:55",
            "open": 78.93,
            "high": 78.93,
            "low": 78.75,
            "close": 78.75,
            "amount_yi": 0.2724
          },
          {
            "time": "09:56",
            "open": 78.39,
            "high": 78.39,
            "low": 78.39,
            "close": 78.39,
            "amount_yi": 0.0701
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.39,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 78.38,
        "bid1": 78.38,
        "ask1": 78.39,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 23.0715,
      "price_vs_vwap_pct": -2.6938,
      "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": 0.0872,
        "prev_amount_yi": 0.1662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0146
          },
          {
            "time": "09:53",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0469
          },
          {
            "time": "09:54",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0118
          },
          {
            "time": "09:55",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0106
          },
          {
            "time": "09:56",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 88327
      },
      "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": "2026-06-29T09:56:22",
      "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": 26.246,
      "price_vs_vwap_pct": -4.595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1162,
        "prev_amount_yi": 1.1808,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7922,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 25.96,
            "high": 25.96,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.3421
          },
          {
            "time": "09:53",
            "open": 25.69,
            "high": 25.69,
            "low": 25.5,
            "close": 25.5,
            "amount_yi": 0.3619
          },
          {
            "time": "09:54",
            "open": 25.5,
            "high": 25.61,
            "low": 25.5,
            "close": 25.61,
            "amount_yi": 0.634
          },
          {
            "time": "09:55",
            "open": 25.35,
            "high": 25.35,
            "low": 25.12,
            "close": 25.12,
            "amount_yi": 0.4462
          },
          {
            "time": "09:56",
            "open": 25.04,
            "high": 25.04,
            "low": 25.04,
            "close": 25.04,
            "amount_yi": 0.332
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.04,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 25.01,
        "bid1": 25.03,
        "ask1": 25.04,
        "bid_qty1": 11,
        "ask_qty1": 3
      },
      "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": "2026-06-29T09:56:22",
      "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": 43.5083,
      "price_vs_vwap_pct": -1.2832,
      "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": 0.554,
        "prev_amount_yi": 0.5524,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 43.01,
            "high": 43.07,
            "low": 43.01,
            "close": 43.07,
            "amount_yi": 0.1271
          },
          {
            "time": "09:53",
            "open": 42.98,
            "high": 42.98,
            "low": 42.91,
            "close": 42.91,
            "amount_yi": 0.1406
          },
          {
            "time": "09:54",
            "open": 42.92,
            "high": 42.94,
            "low": 42.92,
            "close": 42.94,
            "amount_yi": 0.153
          },
          {
            "time": "09:55",
            "open": 42.95,
            "high": 43.04,
            "low": 42.95,
            "close": 43.04,
            "amount_yi": 0.0857
          },
          {
            "time": "09:56",
            "open": 42.95,
            "high": 42.95,
            "low": 42.95,
            "close": 42.95,
            "amount_yi": 0.0476
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.95,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.86,
        "bid1": 42.94,
        "ask1": 42.95,
        "bid_qty1": 8,
        "ask_qty1": 16
      },
      "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": "2026-06-29T09:56:22",
      "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": 95.5625,
      "price_vs_vwap_pct": -2.6815,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4261,
        "prev_amount_yi": 2.111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 94.81,
            "high": 94.81,
            "low": 94.68,
            "close": 94.68,
            "amount_yi": 0.4967
          },
          {
            "time": "09:53",
            "open": 94.35,
            "high": 94.35,
            "low": 93.68,
            "close": 93.68,
            "amount_yi": 0.5334
          },
          {
            "time": "09:54",
            "open": 93.65,
            "high": 93.83,
            "low": 93.65,
            "close": 93.83,
            "amount_yi": 0.5271
          },
          {
            "time": "09:55",
            "open": 93.75,
            "high": 93.75,
            "low": 93.12,
            "close": 93.12,
            "amount_yi": 0.4743
          },
          {
            "time": "09:56",
            "open": 93.0,
            "high": 93.0,
            "low": 93.0,
            "close": 93.0,
            "amount_yi": 0.3946
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.0,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 93.0,
        "bid1": 93.0,
        "ask1": 93.02,
        "bid_qty1": 882,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:56:22",
      "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": 18.8725,
      "price_vs_vwap_pct": -0.8081,
      "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": 0.0167,
        "prev_amount_yi": 0.0182,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:52",
            "open": 18.82,
            "high": 18.9,
            "low": 18.82,
            "close": 18.9,
            "amount_yi": 0.0018
          },
          {
            "time": "09:53",
            "open": 18.8,
            "high": 18.8,
            "low": 18.78,
            "close": 18.78,
            "amount_yi": 0.0085
          },
          {
            "time": "09:54",
            "open": 18.71,
            "high": 18.75,
            "low": 18.71,
            "close": 18.75,
            "amount_yi": 0.0049
          },
          {
            "time": "09:55",
            "open": 18.71,
            "high": 18.74,
            "low": 18.71,
            "close": 18.74,
            "amount_yi": 0.0004
          },
          {
            "time": "09:56",
            "open": 18.72,
            "high": 18.72,
            "low": 18.72,
            "close": 18.72,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.72,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.04,
        "low": 18.54,
        "bid1": 18.72,
        "ask1": 18.76,
        "bid_qty1": 7,
        "ask_qty1": 19
      },
      "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": "2026-06-29T09:56:22",
      "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": 72.5813,
      "price_vs_vwap_pct": -2.6609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.6139,
        "prev_amount_yi": 3.8813,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 72.58,
            "high": 72.58,
            "low": 72.13,
            "close": 72.13,
            "amount_yi": 1.2339
          },
          {
            "time": "09:53",
            "open": 71.69,
            "high": 71.69,
            "low": 71.4,
            "close": 71.4,
            "amount_yi": 1.9085
          },
          {
            "time": "09:54",
            "open": 71.23,
            "high": 71.49,
            "low": 71.23,
            "close": 71.49,
            "amount_yi": 1.5938
          },
          {
            "time": "09:55",
            "open": 71.21,
            "high": 71.21,
            "low": 70.92,
            "close": 70.92,
            "amount_yi": 1.778
          },
          {
            "time": "09:56",
            "open": 70.65,
            "high": 70.65,
            "low": 70.65,
            "close": 70.65,
            "amount_yi": 1.0997
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.65,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 69.95,
        "bid1": 70.6,
        "ask1": 70.65,
        "bid_qty1": 45,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:56:22",
      "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": 4.2827,
        "prev_amount_yi": 5.0142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 38.41,
            "high": 38.5,
            "low": 38.41,
            "close": 38.5,
            "amount_yi": 1.1169
          },
          {
            "time": "09:53",
            "open": 38.32,
            "high": 38.32,
            "low": 38.03,
            "close": 38.03,
            "amount_yi": 0.7816
          },
          {
            "time": "09:54",
            "open": 38.32,
            "high": 38.4,
            "low": 38.32,
            "close": 38.4,
            "amount_yi": 1.0987
          },
          {
            "time": "09:55",
            "open": 38.36,
            "high": 38.36,
            "low": 38.0,
            "close": 38.0,
            "amount_yi": 0.901
          },
          {
            "time": "09:56",
            "open": 37.99,
            "high": 37.99,
            "low": 37.99,
            "close": 37.99,
            "amount_yi": 0.3845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.99,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 36.1,
        "bid1": 37.99,
        "ask1": 38.0,
        "bid_qty1": 54,
        "ask_qty1": 41
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 52.77,
      "exec_low": 53.56,
      "exec_high": 53.56,
      "invalid_price": 51.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 53.8749,
      "price_vs_vwap_pct": 0.4178,
      "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": 2.436,
        "prev_amount_yi": 3.0283,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 54.72,
            "high": 54.72,
            "low": 54.5,
            "close": 54.5,
            "amount_yi": 0.6812
          },
          {
            "time": "09:53",
            "open": 54.32,
            "high": 54.32,
            "low": 54.08,
            "close": 54.08,
            "amount_yi": 0.4065
          },
          {
            "time": "09:54",
            "open": 54.22,
            "high": 54.5,
            "low": 54.22,
            "close": 54.5,
            "amount_yi": 0.5803
          },
          {
            "time": "09:55",
            "open": 54.64,
            "high": 54.64,
            "low": 54.37,
            "close": 54.37,
            "amount_yi": 0.5524
          },
          {
            "time": "09:56",
            "open": 54.1,
            "high": 54.1,
            "low": 54.1,
            "close": 54.1,
            "amount_yi": 0.2156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.1,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 52.01,
        "bid1": 54.1,
        "ask1": 54.2,
        "bid_qty1": 130,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 81.0,
      "exec_low": 82.21,
      "exec_high": 82.21,
      "invalid_price": 78.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 87.8394,
      "price_vs_vwap_pct": 1.9588,
      "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": 4.7602,
        "prev_amount_yi": 5.8034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 90.47,
            "high": 90.47,
            "low": 90.21,
            "close": 90.21,
            "amount_yi": 1.3065
          },
          {
            "time": "09:53",
            "open": 89.89,
            "high": 89.89,
            "low": 89.43,
            "close": 89.43,
            "amount_yi": 1.1479
          },
          {
            "time": "09:54",
            "open": 89.83,
            "high": 89.98,
            "low": 89.83,
            "close": 89.98,
            "amount_yi": 1.0534
          },
          {
            "time": "09:55",
            "open": 90.41,
            "high": 90.41,
            "low": 89.9,
            "close": 89.9,
            "amount_yi": 1.002
          },
          {
            "time": "09:56",
            "open": 89.56,
            "high": 89.56,
            "low": 89.56,
            "close": 89.56,
            "amount_yi": 0.2504
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.56,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 89.55,
        "ask1": 89.56,
        "bid_qty1": 18,
        "ask_qty1": 37
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "near_trigger",
      "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": 49.6848,
      "price_vs_vwap_pct": -3.4312,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8529,
        "prev_amount_yi": 1.3735,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 49.33,
            "high": 49.33,
            "low": 49.0,
            "close": 49.0,
            "amount_yi": 0.3873
          },
          {
            "time": "09:53",
            "open": 48.69,
            "high": 48.69,
            "low": 48.65,
            "close": 48.65,
            "amount_yi": 0.4518
          },
          {
            "time": "09:54",
            "open": 48.88,
            "high": 48.91,
            "low": 48.88,
            "close": 48.91,
            "amount_yi": 0.2925
          },
          {
            "time": "09:55",
            "open": 48.67,
            "high": 48.67,
            "low": 48.15,
            "close": 48.15,
            "amount_yi": 0.4115
          },
          {
            "time": "09:56",
            "open": 47.98,
            "high": 47.98,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.3098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.98,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 47.97,
        "bid1": 47.98,
        "ask1": 48.13,
        "bid_qty1": 21,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM",
      "symbol": "SZSE.300285",
      "name": "国瓷材料",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 105.99,
      "exec_low": 107.58,
      "exec_high": 107.58,
      "invalid_price": 102.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": 4.2737,
      "intraday_vwap": 109.3414,
      "price_vs_vwap_pct": -1.8579,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.4081,
        "prev_amount_yi": 4.5507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 107.76,
            "high": 107.76,
            "low": 107.4,
            "close": 107.4,
            "amount_yi": 1.2749
          },
          {
            "time": "09:53",
            "open": 106.86,
            "high": 107.5,
            "low": 106.86,
            "close": 107.5,
            "amount_yi": 1.3033
          },
          {
            "time": "09:54",
            "open": 107.25,
            "high": 107.27,
            "low": 107.25,
            "close": 107.27,
            "amount_yi": 1.3604
          },
          {
            "time": "09:55",
            "open": 108.1,
            "high": 108.1,
            "low": 108.0,
            "close": 108.0,
            "amount_yi": 1.0117
          },
          {
            "time": "09:56",
            "open": 107.31,
            "high": 107.31,
            "low": 107.31,
            "close": 107.31,
            "amount_yi": 0.4578
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.31,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 106.1,
        "bid1": 107.31,
        "ask1": 107.4,
        "bid_qty1": 4,
        "ask_qty1": 130
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.87,
      "entry_zone_high": 57.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8544,
        "prev_amount_yi": 0.9433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 56.83,
            "high": 56.83,
            "low": 56.78,
            "close": 56.78,
            "amount_yi": 0.1903
          },
          {
            "time": "09:53",
            "open": 56.69,
            "high": 56.69,
            "low": 56.5,
            "close": 56.5,
            "amount_yi": 0.1819
          },
          {
            "time": "09:54",
            "open": 56.4,
            "high": 56.83,
            "low": 56.4,
            "close": 56.83,
            "amount_yi": 0.1557
          },
          {
            "time": "09:55",
            "open": 56.69,
            "high": 56.69,
            "low": 56.06,
            "close": 56.06,
            "amount_yi": 0.1638
          },
          {
            "time": "09:56",
            "open": 55.9,
            "high": 55.9,
            "low": 55.9,
            "close": 55.9,
            "amount_yi": 0.1627
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.9,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.85,
        "low": 53.5,
        "bid1": 55.9,
        "ask1": 56.0,
        "bid_qty1": 66,
        "ask_qty1": 11
      },
      "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": "2026-06-29T09:56:22",
      "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": 5.1922,
        "prev_amount_yi": 8.2694,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6279,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 504.0,
            "high": 505.0,
            "low": 504.0,
            "close": 505.0,
            "amount_yi": 0.9873
          },
          {
            "time": "09:53",
            "open": 505.0,
            "high": 505.02,
            "low": 505.0,
            "close": 505.02,
            "amount_yi": 1.1635
          },
          {
            "time": "09:54",
            "open": 504.0,
            "high": 507.01,
            "low": 504.0,
            "close": 507.01,
            "amount_yi": 1.1875
          },
          {
            "time": "09:55",
            "open": 509.8,
            "high": 509.8,
            "low": 509.8,
            "close": 509.8,
            "amount_yi": 1.3262
          },
          {
            "time": "09:56",
            "open": 509.99,
            "high": 509.99,
            "low": 509.99,
            "close": 509.99,
            "amount_yi": 0.5277
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 509.99,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 489.0,
        "bid1": 509.81,
        "ask1": 509.91,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:56:22",
      "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": 204.1584,
      "price_vs_vwap_pct": 0.0302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.9222,
        "prev_amount_yi": 1.427,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.2863
          },
          {
            "time": "09:53",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.1577
          },
          {
            "time": "09:54",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.3521
          },
          {
            "time": "09:55",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 1.1543
          },
          {
            "time": "09:56",
            "open": 204.22,
            "high": 204.22,
            "low": 204.22,
            "close": 204.22,
            "amount_yi": 1.9718
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 204.22,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 195.58,
        "bid1": 204.22,
        "ask1": 204.24,
        "bid_qty1": 65,
        "ask_qty1": 3
      },
      "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": "2026-06-29T09:56:22",
      "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": 86.7577,
      "price_vs_vwap_pct": -3.5014,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.537,
        "prev_amount_yi": 0.3582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 85.49,
            "high": 85.49,
            "low": 85.03,
            "close": 85.03,
            "amount_yi": 0.0819
          },
          {
            "time": "09:53",
            "open": 84.38,
            "high": 84.5,
            "low": 84.38,
            "close": 84.5,
            "amount_yi": 0.1255
          },
          {
            "time": "09:54",
            "open": 84.39,
            "high": 84.39,
            "low": 84.21,
            "close": 84.21,
            "amount_yi": 0.1554
          },
          {
            "time": "09:55",
            "open": 84.77,
            "high": 84.77,
            "low": 84.1,
            "close": 84.1,
            "amount_yi": 0.1216
          },
          {
            "time": "09:56",
            "open": 83.72,
            "high": 83.72,
            "low": 83.72,
            "close": 83.72,
            "amount_yi": 0.0526
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.72,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 83.72,
        "bid1": 83.71,
        "ask1": 83.72,
        "bid_qty1": 2,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.28,
      "exec_low": 78.44,
      "exec_high": 78.44,
      "invalid_price": 74.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.12,
      "entry_zone_high": 78.44,
      "entry_risk_pct": null,
      "intraday_vwap": 77.2705,
      "price_vs_vwap_pct": -0.2336,
      "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": 0.6322,
        "prev_amount_yi": 0.6295,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 77.65,
            "high": 77.65,
            "low": 77.32,
            "close": 77.32,
            "amount_yi": 0.0915
          },
          {
            "time": "09:53",
            "open": 76.93,
            "high": 76.93,
            "low": 76.37,
            "close": 76.37,
            "amount_yi": 0.1646
          },
          {
            "time": "09:54",
            "open": 77.16,
            "high": 77.36,
            "low": 77.16,
            "close": 77.36,
            "amount_yi": 0.1819
          },
          {
            "time": "09:55",
            "open": 77.35,
            "high": 77.35,
            "low": 77.28,
            "close": 77.28,
            "amount_yi": 0.1561
          },
          {
            "time": "09:56",
            "open": 77.09,
            "high": 77.09,
            "low": 77.09,
            "close": 77.09,
            "amount_yi": 0.0381
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.09,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 73.88,
        "bid1": 77.01,
        "ask1": 77.08,
        "bid_qty1": 39,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.98,
      "exec_low": 36.52,
      "exec_high": 36.52,
      "invalid_price": 34.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 34.38,
      "price_vs_vwap_pct": -0.7563,
      "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": 0.5165,
        "prev_amount_yi": 0.6954,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 34.43,
            "high": 34.43,
            "low": 34.43,
            "close": 34.43,
            "amount_yi": 0.1034
          },
          {
            "time": "09:53",
            "open": 34.37,
            "high": 34.37,
            "low": 34.35,
            "close": 34.35,
            "amount_yi": 0.1534
          },
          {
            "time": "09:54",
            "open": 34.39,
            "high": 34.39,
            "low": 34.34,
            "close": 34.34,
            "amount_yi": 0.0916
          },
          {
            "time": "09:55",
            "open": 34.31,
            "high": 34.31,
            "low": 34.15,
            "close": 34.15,
            "amount_yi": 0.12
          },
          {
            "time": "09:56",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0481
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.12,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.86,
        "low": 33.7,
        "bid1": 34.12,
        "ask1": 34.13,
        "bid_qty1": 9,
        "ask_qty1": 60
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM",
      "symbol": "SHSE.600596",
      "name": "新安股份",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.39,
      "exec_low": 18.67,
      "exec_high": 18.67,
      "invalid_price": 17.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.11,
      "entry_zone_high": 18.67,
      "entry_risk_pct": null,
      "intraday_vwap": 17.9693,
      "price_vs_vwap_pct": -0.7752,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8522,
        "prev_amount_yi": 0.608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4016,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 17.86,
            "high": 17.86,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.1684
          },
          {
            "time": "09:53",
            "open": 17.51,
            "high": 17.53,
            "low": 17.51,
            "close": 17.53,
            "amount_yi": 0.3319
          },
          {
            "time": "09:54",
            "open": 17.62,
            "high": 17.65,
            "low": 17.62,
            "close": 17.65,
            "amount_yi": 0.1682
          },
          {
            "time": "09:55",
            "open": 17.68,
            "high": 17.71,
            "low": 17.68,
            "close": 17.71,
            "amount_yi": 0.1374
          },
          {
            "time": "09:56",
            "open": 17.83,
            "high": 17.83,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0463
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.83,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.43,
        "bid1": 17.83,
        "ask1": 17.85,
        "bid_qty1": 111,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM",
      "symbol": "SZSE.300498",
      "name": "温氏股份",
      "side": "BUY",
      "priority": "W50",
      "status": "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": "2026-06-29T09:56:22",
      "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": 12.1265,
      "price_vs_vwap_pct": -0.301,
      "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": 0.187,
        "prev_amount_yi": 0.293,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 12.16,
            "high": 12.16,
            "low": 12.08,
            "close": 12.08,
            "amount_yi": 0.0896
          },
          {
            "time": "09:53",
            "open": 12.13,
            "high": 12.13,
            "low": 12.08,
            "close": 12.08,
            "amount_yi": 0.0306
          },
          {
            "time": "09:54",
            "open": 12.08,
            "high": 12.08,
            "low": 12.07,
            "close": 12.07,
            "amount_yi": 0.0287
          },
          {
            "time": "09:55",
            "open": 12.08,
            "high": 12.08,
            "low": 12.08,
            "close": 12.08,
            "amount_yi": 0.0288
          },
          {
            "time": "09:56",
            "open": 12.09,
            "high": 12.09,
            "low": 12.09,
            "close": 12.09,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.09,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 11.95,
        "bid1": 12.08,
        "ask1": 12.09,
        "bid_qty1": 91,
        "ask_qty1": 130
      },
      "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": "2026-06-29T09:56:22",
      "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": 28.11,
      "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": 3.1822,
      "intraday_vwap": 26.9402,
      "price_vs_vwap_pct": 1.484,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3563,
        "prev_amount_yi": 0.578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3465,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 26.94,
            "high": 26.94,
            "low": 26.92,
            "close": 26.92,
            "amount_yi": 0.0995
          },
          {
            "time": "09:53",
            "open": 27.0,
            "high": 27.0,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.1812
          },
          {
            "time": "09:54",
            "open": 27.13,
            "high": 27.17,
            "low": 27.13,
            "close": 27.17,
            "amount_yi": 0.248
          },
          {
            "time": "09:55",
            "open": 27.5,
            "high": 27.5,
            "low": 27.42,
            "close": 27.42,
            "amount_yi": 0.6338
          },
          {
            "time": "09:56",
            "open": 27.34,
            "high": 27.34,
            "low": 27.34,
            "close": 27.34,
            "amount_yi": 0.1938
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "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": 27.34,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 27.58,
        "low": 26.0,
        "bid1": 27.33,
        "ask1": 27.34,
        "bid_qty1": 33,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM",
      "symbol": "SHSE.603688",
      "name": "石英股份",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 87.91,
      "exec_low": 89.23,
      "exec_high": 89.23,
      "invalid_price": 85.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 90.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 86.59,
      "entry_zone_high": 89.23,
      "entry_risk_pct": null,
      "intraday_vwap": 87.2529,
      "price_vs_vwap_pct": -0.691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2767,
        "prev_amount_yi": 0.98,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 87.56,
            "high": 87.56,
            "low": 87.1,
            "close": 87.1,
            "amount_yi": 0.2922
          },
          {
            "time": "09:53",
            "open": 86.8,
            "high": 86.8,
            "low": 86.19,
            "close": 86.19,
            "amount_yi": 0.3909
          },
          {
            "time": "09:54",
            "open": 86.3,
            "high": 86.67,
            "low": 86.3,
            "close": 86.67,
            "amount_yi": 0.2384
          },
          {
            "time": "09:55",
            "open": 86.7,
            "high": 86.7,
            "low": 86.6,
            "close": 86.6,
            "amount_yi": 0.2866
          },
          {
            "time": "09:56",
            "open": 86.65,
            "high": 86.65,
            "low": 86.65,
            "close": 86.65,
            "amount_yi": 0.0686
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.65,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 84.85,
        "bid1": 86.63,
        "ask1": 86.65,
        "bid_qty1": 38,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.24,
      "exec_low": 8.36,
      "exec_high": 8.36,
      "invalid_price": 7.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.12,
      "entry_zone_high": 8.36,
      "entry_risk_pct": null,
      "intraday_vwap": 8.0003,
      "price_vs_vwap_pct": -1.5037,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 18.4137,
        "prev_amount_yi": 11.5745,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 7.96,
            "high": 7.96,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 3.8741
          },
          {
            "time": "09:53",
            "open": 7.84,
            "high": 7.86,
            "low": 7.84,
            "close": 7.86,
            "amount_yi": 5.7972
          },
          {
            "time": "09:54",
            "open": 7.88,
            "high": 7.93,
            "low": 7.88,
            "close": 7.93,
            "amount_yi": 3.9879
          },
          {
            "time": "09:55",
            "open": 7.88,
            "high": 7.88,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 3.4728
          },
          {
            "time": "09:56",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 1.2817
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.88,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.71,
        "bid1": 7.87,
        "ask1": 7.88,
        "bid_qty1": 395,
        "ask_qty1": 143
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603773:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603773:VWAP_RECLAIM",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W54",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 188.0,
      "exec_low": 190.82,
      "exec_high": 190.82,
      "invalid_price": 182.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 178.3449,
      "price_vs_vwap_pct": -1.3821,
      "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": 1.785,
        "prev_amount_yi": 1.8403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.97,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 176.0,
            "high": 177.89,
            "low": 176.0,
            "close": 177.89,
            "amount_yi": 0.3815
          },
          {
            "time": "09:53",
            "open": 177.25,
            "high": 177.25,
            "low": 175.57,
            "close": 175.57,
            "amount_yi": 0.463
          },
          {
            "time": "09:54",
            "open": 176.81,
            "high": 176.81,
            "low": 176.0,
            "close": 176.0,
            "amount_yi": 0.4196
          },
          {
            "time": "09:55",
            "open": 176.96,
            "high": 176.96,
            "low": 175.88,
            "close": 175.88,
            "amount_yi": 0.3691
          },
          {
            "time": "09:56",
            "open": 175.88,
            "high": 175.88,
            "low": 175.88,
            "close": 175.88,
            "amount_yi": 0.1518
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 175.88,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 172.0,
        "bid1": 175.8,
        "ask1": 175.88,
        "bid_qty1": 120,
        "ask_qty1": 5
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 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": 16.1954,
      "price_vs_vwap_pct": 1.7573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2209,
        "prev_amount_yi": 0.0709,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1157,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 16.37,
            "high": 16.37,
            "low": 16.26,
            "close": 16.26,
            "amount_yi": 0.0503
          },
          {
            "time": "09:53",
            "open": 16.3,
            "high": 16.31,
            "low": 16.3,
            "close": 16.31,
            "amount_yi": 0.0282
          },
          {
            "time": "09:54",
            "open": 16.37,
            "high": 16.37,
            "low": 16.35,
            "close": 16.35,
            "amount_yi": 0.0356
          },
          {
            "time": "09:55",
            "open": 16.46,
            "high": 16.47,
            "low": 16.46,
            "close": 16.47,
            "amount_yi": 0.0889
          },
          {
            "time": "09:56",
            "open": 16.48,
            "high": 16.48,
            "low": 16.48,
            "close": 16.48,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.48,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.51,
        "low": 15.98,
        "bid1": 16.48,
        "ask1": 16.52,
        "bid_qty1": 21,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 20.9482,
      "price_vs_vwap_pct": -2.8079,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2721,
        "prev_amount_yi": 0.227,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 20.3,
            "high": 20.38,
            "low": 20.3,
            "close": 20.38,
            "amount_yi": 0.1336
          },
          {
            "time": "09:53",
            "open": 20.42,
            "high": 20.42,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.05
          },
          {
            "time": "09:54",
            "open": 20.54,
            "high": 20.54,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0394
          },
          {
            "time": "09:55",
            "open": 20.49,
            "high": 20.49,
            "low": 20.45,
            "close": 20.45,
            "amount_yi": 0.0288
          },
          {
            "time": "09:56",
            "open": 20.36,
            "high": 20.36,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.36,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.2,
        "bid1": 20.36,
        "ask1": 20.38,
        "bid_qty1": 277,
        "ask_qty1": 20
      },
      "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": "2026-06-29T09:56:22",
      "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": 0.8679,
        "prev_amount_yi": 1.1888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 500.78,
            "high": 502.83,
            "low": 500.78,
            "close": 502.83,
            "amount_yi": 0.2944
          },
          {
            "time": "09:53",
            "open": 500.08,
            "high": 500.72,
            "low": 500.08,
            "close": 500.72,
            "amount_yi": 0.2305
          },
          {
            "time": "09:54",
            "open": 500.71,
            "high": 500.71,
            "low": 498.41,
            "close": 498.41,
            "amount_yi": 0.1445
          },
          {
            "time": "09:55",
            "open": 498.0,
            "high": 498.0,
            "low": 497.3,
            "close": 497.3,
            "amount_yi": 0.1199
          },
          {
            "time": "09:56",
            "open": 493.15,
            "high": 493.15,
            "low": 493.15,
            "close": 493.15,
            "amount_yi": 0.0786
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 493.15,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 506.0,
        "low": 470.5,
        "bid1": 491.36,
        "ask1": 493.15,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "near_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": 18.038,
      "price_vs_vwap_pct": 5.2777,
      "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": 0.2774,
        "prev_amount_yi": 0.344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 18.84,
            "high": 18.84,
            "low": 18.82,
            "close": 18.82,
            "amount_yi": 0.0547
          },
          {
            "time": "09:53",
            "open": 19.0,
            "high": 19.0,
            "low": 18.78,
            "close": 18.78,
            "amount_yi": 0.1035
          },
          {
            "time": "09:54",
            "open": 18.81,
            "high": 18.81,
            "low": 18.77,
            "close": 18.77,
            "amount_yi": 0.0553
          },
          {
            "time": "09:55",
            "open": 18.97,
            "high": 18.97,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.0468
          },
          {
            "time": "09:56",
            "open": 18.99,
            "high": 18.99,
            "low": 18.99,
            "close": 18.99,
            "amount_yi": 0.0171
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.99,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.09,
        "low": 17.13,
        "bid1": 18.95,
        "ask1": 18.99,
        "bid_qty1": 12,
        "ask_qty1": 96
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "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": 9.7911,
      "price_vs_vwap_pct": -1.8496,
      "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": 0.1365,
        "prev_amount_yi": 0.1572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 9.66,
            "high": 9.66,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0268
          },
          {
            "time": "09:53",
            "open": 9.66,
            "high": 9.66,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0313
          },
          {
            "time": "09:54",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.027
          },
          {
            "time": "09:55",
            "open": 9.65,
            "high": 9.65,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.031
          },
          {
            "time": "09:56",
            "open": 9.61,
            "high": 9.61,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.61,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.61,
        "bid1": 9.61,
        "ask1": 9.62,
        "bid_qty1": 428,
        "ask_qty1": 63
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 49.2025,
      "price_vs_vwap_pct": -0.7571,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0166,
        "prev_amount_yi": 1.7815,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 48.98,
            "high": 48.98,
            "low": 48.52,
            "close": 48.52,
            "amount_yi": 0.3492
          },
          {
            "time": "09:53",
            "open": 48.27,
            "high": 48.27,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.6315
          },
          {
            "time": "09:54",
            "open": 48.1,
            "high": 48.2,
            "low": 48.1,
            "close": 48.2,
            "amount_yi": 0.4982
          },
          {
            "time": "09:55",
            "open": 48.92,
            "high": 48.92,
            "low": 48.71,
            "close": 48.71,
            "amount_yi": 0.3883
          },
          {
            "time": "09:56",
            "open": 48.83,
            "high": 48.83,
            "low": 48.83,
            "close": 48.83,
            "amount_yi": 0.1494
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.83,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 47.47,
        "bid1": 48.8,
        "ask1": 48.83,
        "bid_qty1": 1,
        "ask_qty1": 198
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 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": 44.6029,
      "price_vs_vwap_pct": 2.4373,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7625,
        "prev_amount_yi": 0.5888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 43.98,
            "high": 44.18,
            "low": 43.98,
            "close": 44.18,
            "amount_yi": 0.0878
          },
          {
            "time": "09:53",
            "open": 44.31,
            "high": 44.36,
            "low": 44.31,
            "close": 44.36,
            "amount_yi": 0.0821
          },
          {
            "time": "09:54",
            "open": 44.36,
            "high": 44.77,
            "low": 44.36,
            "close": 44.77,
            "amount_yi": 0.1318
          },
          {
            "time": "09:55",
            "open": 45.2,
            "high": 45.46,
            "low": 45.2,
            "close": 45.46,
            "amount_yi": 0.2091
          },
          {
            "time": "09:56",
            "open": 45.69,
            "high": 45.69,
            "low": 45.69,
            "close": 45.69,
            "amount_yi": 0.2517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.69,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 45.7,
        "low": 43.58,
        "bid1": 45.68,
        "ask1": 45.69,
        "bid_qty1": 237,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 51.1832,
      "price_vs_vwap_pct": -2.8978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7236,
        "prev_amount_yi": 0.5701,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2693,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 50.03,
            "high": 50.03,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.1729
          },
          {
            "time": "09:53",
            "open": 49.8,
            "high": 49.8,
            "low": 49.68,
            "close": 49.68,
            "amount_yi": 0.1992
          },
          {
            "time": "09:54",
            "open": 49.65,
            "high": 49.73,
            "low": 49.65,
            "close": 49.73,
            "amount_yi": 0.1851
          },
          {
            "time": "09:55",
            "open": 49.86,
            "high": 49.86,
            "low": 49.84,
            "close": 49.84,
            "amount_yi": 0.1197
          },
          {
            "time": "09:56",
            "open": 49.7,
            "high": 49.7,
            "low": 49.7,
            "close": 49.7,
            "amount_yi": 0.0467
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.7,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 49.69,
        "ask1": 49.7,
        "bid_qty1": 44,
        "ask_qty1": 32
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3936,
        "prev_amount_yi": 0.368,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 137.0,
            "high": 137.27,
            "low": 137.0,
            "close": 137.27,
            "amount_yi": 0.0966
          },
          {
            "time": "09:53",
            "open": 136.52,
            "high": 136.52,
            "low": 136.3,
            "close": 136.3,
            "amount_yi": 0.0785
          },
          {
            "time": "09:54",
            "open": 137.27,
            "high": 137.27,
            "low": 136.41,
            "close": 136.41,
            "amount_yi": 0.1322
          },
          {
            "time": "09:55",
            "open": 136.82,
            "high": 136.82,
            "low": 136.09,
            "close": 136.09,
            "amount_yi": 0.0422
          },
          {
            "time": "09:56",
            "open": 135.35,
            "high": 135.35,
            "low": 135.35,
            "close": 135.35,
            "amount_yi": 0.0441
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 135.35,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 130.5,
        "bid1": 135.33,
        "ask1": 135.35,
        "bid_qty1": 2,
        "ask_qty1": 0
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "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": 29.996,
      "price_vs_vwap_pct": 2.0136,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7598,
        "prev_amount_yi": 0.9946,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7694,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 30.18,
            "high": 30.24,
            "low": 30.18,
            "close": 30.24,
            "amount_yi": 0.1529
          },
          {
            "time": "09:53",
            "open": 30.19,
            "high": 30.34,
            "low": 30.19,
            "close": 30.34,
            "amount_yi": 0.3401
          },
          {
            "time": "09:54",
            "open": 30.42,
            "high": 30.6,
            "low": 30.42,
            "close": 30.6,
            "amount_yi": 0.3688
          },
          {
            "time": "09:55",
            "open": 30.57,
            "high": 30.57,
            "low": 30.56,
            "close": 30.56,
            "amount_yi": 0.6799
          },
          {
            "time": "09:56",
            "open": 30.6,
            "high": 30.6,
            "low": 30.6,
            "close": 30.6,
            "amount_yi": 0.2181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.6,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.66,
        "low": 29.07,
        "bid1": 30.59,
        "ask1": 30.6,
        "bid_qty1": 27,
        "ask_qty1": 181
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8474,
        "prev_amount_yi": 2.6425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6991,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 697.28,
            "high": 697.28,
            "low": 694.17,
            "close": 694.17,
            "amount_yi": 0.8424
          },
          {
            "time": "09:53",
            "open": 692.91,
            "high": 692.91,
            "low": 692.88,
            "close": 692.88,
            "amount_yi": 0.2752
          },
          {
            "time": "09:54",
            "open": 694.22,
            "high": 694.22,
            "low": 693.95,
            "close": 693.95,
            "amount_yi": 0.1263
          },
          {
            "time": "09:55",
            "open": 694.57,
            "high": 694.57,
            "low": 691.67,
            "close": 691.67,
            "amount_yi": 0.216
          },
          {
            "time": "09:56",
            "open": 691.94,
            "high": 691.94,
            "low": 691.94,
            "close": 691.94,
            "amount_yi": 0.3875
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 691.94,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 704.0,
        "low": 660.0,
        "bid1": 688.3,
        "ask1": 691.94,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.49,
      "exec_low": 49.22,
      "exec_high": 49.22,
      "invalid_price": 47.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.76,
      "entry_zone_high": 49.22,
      "entry_risk_pct": null,
      "intraday_vwap": 47.5847,
      "price_vs_vwap_pct": 0.3054,
      "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": 0.1854,
        "prev_amount_yi": 0.1989,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9321,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 48.02,
            "high": 48.02,
            "low": 47.99,
            "close": 47.99,
            "amount_yi": 0.0233
          },
          {
            "time": "09:53",
            "open": 47.62,
            "high": 47.73,
            "low": 47.62,
            "close": 47.73,
            "amount_yi": 0.0479
          },
          {
            "time": "09:54",
            "open": 47.98,
            "high": 47.98,
            "low": 47.97,
            "close": 47.97,
            "amount_yi": 0.0389
          },
          {
            "time": "09:55",
            "open": 47.97,
            "high": 47.97,
            "low": 47.79,
            "close": 47.79,
            "amount_yi": 0.0495
          },
          {
            "time": "09:56",
            "open": 47.73,
            "high": 47.73,
            "low": 47.73,
            "close": 47.73,
            "amount_yi": 0.0258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.73,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 47.67,
        "ask1": 47.72,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W67",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.5,
      "exec_low": 24.87,
      "exec_high": 24.87,
      "invalid_price": 23.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 22.6782,
      "price_vs_vwap_pct": -2.1968,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8038,
        "prev_amount_yi": 0.585,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 22.37,
            "high": 22.37,
            "low": 22.32,
            "close": 22.32,
            "amount_yi": 0.1016
          },
          {
            "time": "09:53",
            "open": 22.2,
            "high": 22.2,
            "low": 22.11,
            "close": 22.11,
            "amount_yi": 0.1924
          },
          {
            "time": "09:54",
            "open": 22.18,
            "high": 22.26,
            "low": 22.18,
            "close": 22.26,
            "amount_yi": 0.2666
          },
          {
            "time": "09:55",
            "open": 22.3,
            "high": 22.3,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.1551
          },
          {
            "time": "09:56",
            "open": 22.18,
            "high": 22.18,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.0881
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.18,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.08,
        "bid1": 22.18,
        "ask1": 22.22,
        "bid_qty1": 8,
        "ask_qty1": 102
      },
      "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": "TOUCHED",
      "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": "2026-06-29T09:56:22",
      "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": 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": 13.0015,
      "price_vs_vwap_pct": 3.7573,
      "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": 3.1797,
        "prev_amount_yi": 3.5869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 13.24,
            "high": 13.24,
            "low": 13.15,
            "close": 13.15,
            "amount_yi": 0.6171
          },
          {
            "time": "09:53",
            "open": 13.1,
            "high": 13.1,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.5713
          },
          {
            "time": "09:54",
            "open": 13.04,
            "high": 13.13,
            "low": 13.04,
            "close": 13.13,
            "amount_yi": 0.5264
          },
          {
            "time": "09:55",
            "open": 13.28,
            "high": 13.46,
            "low": 13.28,
            "close": 13.46,
            "amount_yi": 0.9989
          },
          {
            "time": "09:56",
            "open": 13.49,
            "high": 13.49,
            "low": 13.49,
            "close": 13.49,
            "amount_yi": 0.466
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.49,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.49,
        "low": 12.6,
        "bid1": 13.48,
        "ask1": 13.49,
        "bid_qty1": 50,
        "ask_qty1": 1450
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 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": 154.2354,
      "price_vs_vwap_pct": 2.3954,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4686,
        "prev_amount_yi": 0.4632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 154.61,
            "high": 155.3,
            "low": 154.61,
            "close": 155.3,
            "amount_yi": 0.1417
          },
          {
            "time": "09:53",
            "open": 155.67,
            "high": 155.8,
            "low": 155.67,
            "close": 155.8,
            "amount_yi": 0.215
          },
          {
            "time": "09:54",
            "open": 156.64,
            "high": 156.73,
            "low": 156.64,
            "close": 156.73,
            "amount_yi": 0.3285
          },
          {
            "time": "09:55",
            "open": 158.12,
            "high": 158.12,
            "low": 157.99,
            "close": 157.99,
            "amount_yi": 0.683
          },
          {
            "time": "09:56",
            "open": 157.93,
            "high": 157.93,
            "low": 157.93,
            "close": 157.93,
            "amount_yi": 0.1004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 157.93,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 158.49,
        "low": 151.0,
        "bid1": 157.72,
        "ask1": 157.94,
        "bid_qty1": 1,
        "ask_qty1": 15
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 20.2724,
      "price_vs_vwap_pct": -4.2541,
      "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": 1.2032,
        "prev_amount_yi": 1.3994,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8598,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 19.76,
            "high": 19.76,
            "low": 19.76,
            "close": 19.76,
            "amount_yi": 0.1519
          },
          {
            "time": "09:53",
            "open": 19.78,
            "high": 19.78,
            "low": 19.62,
            "close": 19.62,
            "amount_yi": 0.2495
          },
          {
            "time": "09:54",
            "open": 19.58,
            "high": 19.64,
            "low": 19.58,
            "close": 19.64,
            "amount_yi": 0.3085
          },
          {
            "time": "09:55",
            "open": 19.59,
            "high": 19.59,
            "low": 19.4,
            "close": 19.4,
            "amount_yi": 0.3283
          },
          {
            "time": "09:56",
            "open": 19.41,
            "high": 19.41,
            "low": 19.41,
            "close": 19.41,
            "amount_yi": 0.165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.41,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 19.37,
        "bid1": 19.4,
        "ask1": 19.41,
        "bid_qty1": 17,
        "ask_qty1": 16
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 137.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 135.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 131.33,
      "entry_zone_high": 135.33,
      "entry_risk_pct": null,
      "intraday_vwap": 132.4939,
      "price_vs_vwap_pct": -0.6747,
      "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": 0.2259,
        "prev_amount_yi": 0.5788,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 133.9,
            "high": 133.9,
            "low": 133.0,
            "close": 133.0,
            "amount_yi": 0.0491
          },
          {
            "time": "09:53",
            "open": 133.01,
            "high": 133.01,
            "low": 132.51,
            "close": 132.51,
            "amount_yi": 0.0662
          },
          {
            "time": "09:54",
            "open": 132.72,
            "high": 132.78,
            "low": 132.72,
            "close": 132.78,
            "amount_yi": 0.0317
          },
          {
            "time": "09:55",
            "open": 133.3,
            "high": 133.3,
            "low": 132.3,
            "close": 132.3,
            "amount_yi": 0.0523
          },
          {
            "time": "09:56",
            "open": 131.6,
            "high": 131.6,
            "low": 131.6,
            "close": 131.6,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 131.6,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 127.01,
        "bid1": 131.6,
        "ask1": 131.98,
        "bid_qty1": 13,
        "ask_qty1": 18
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "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": 0.3643,
        "prev_amount_yi": 0.3601,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 111.5,
            "high": 111.53,
            "low": 111.5,
            "close": 111.53,
            "amount_yi": 0.0549
          },
          {
            "time": "09:53",
            "open": 111.12,
            "high": 111.12,
            "low": 110.3,
            "close": 110.3,
            "amount_yi": 0.094
          },
          {
            "time": "09:54",
            "open": 110.33,
            "high": 110.33,
            "low": 110.31,
            "close": 110.31,
            "amount_yi": 0.0834
          },
          {
            "time": "09:55",
            "open": 110.56,
            "high": 110.56,
            "low": 110.28,
            "close": 110.28,
            "amount_yi": 0.067
          },
          {
            "time": "09:56",
            "open": 109.42,
            "high": 109.42,
            "low": 109.42,
            "close": 109.42,
            "amount_yi": 0.065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 109.42,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 108.92,
        "bid1": 109.42,
        "ask1": 109.44,
        "bid_qty1": 5,
        "ask_qty1": 44
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T09:56:22",
      "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": 54.1217,
      "price_vs_vwap_pct": 2.3989,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.1787,
        "prev_amount_yi": 1.1515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.2342,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1192
          },
          {
            "time": "09:53",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1354
          },
          {
            "time": "09:54",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 3.3792
          },
          {
            "time": "09:55",
            "open": 55.06,
            "high": 55.42,
            "low": 55.06,
            "close": 55.42,
            "amount_yi": 3.3816
          },
          {
            "time": "09:56",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1633
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 52.01,
        "bid1": 55.42,
        "ask1": 0.0,
        "bid_qty1": 204011,
        "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": "2026-06-29T09:56:22",
      "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": 10.6267,
      "price_vs_vwap_pct": -0.2513,
      "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": 0.0935,
        "prev_amount_yi": 0.1681,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 10.53,
            "high": 10.53,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.032
          },
          {
            "time": "09:53",
            "open": 10.56,
            "high": 10.57,
            "low": 10.56,
            "close": 10.57,
            "amount_yi": 0.0195
          },
          {
            "time": "09:54",
            "open": 10.55,
            "high": 10.56,
            "low": 10.55,
            "close": 10.56,
            "amount_yi": 0.0178
          },
          {
            "time": "09:55",
            "open": 10.57,
            "high": 10.57,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0132
          },
          {
            "time": "09:56",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.6,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.46,
        "bid1": 10.59,
        "ask1": 10.6,
        "bid_qty1": 72,
        "ask_qty1": 48
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 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": 7.3618,
      "price_vs_vwap_pct": 1.1981,
      "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": 0.0836,
        "prev_amount_yi": 0.0476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7563,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 7.39,
            "high": 7.42,
            "low": 7.39,
            "close": 7.42,
            "amount_yi": 0.0226
          },
          {
            "time": "09:53",
            "open": 7.42,
            "high": 7.42,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0075
          },
          {
            "time": "09:54",
            "open": 7.44,
            "high": 7.44,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0407
          },
          {
            "time": "09:55",
            "open": 7.43,
            "high": 7.44,
            "low": 7.43,
            "close": 7.44,
            "amount_yi": 0.0061
          },
          {
            "time": "09:56",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.45,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.48,
        "low": 7.29,
        "bid1": 7.44,
        "ask1": 7.45,
        "bid_qty1": 544,
        "ask_qty1": 582
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 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": 3.6508,
      "intraday_vwap": 119.4738,
      "price_vs_vwap_pct": 2.0056,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.1295,
        "prev_amount_yi": 2.2476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8373,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 119.54,
            "high": 119.98,
            "low": 119.54,
            "close": 119.98,
            "amount_yi": 0.5329
          },
          {
            "time": "09:53",
            "open": 120.31,
            "high": 120.31,
            "low": 120.23,
            "close": 120.23,
            "amount_yi": 0.4358
          },
          {
            "time": "09:54",
            "open": 121.09,
            "high": 121.1,
            "low": 121.09,
            "close": 121.1,
            "amount_yi": 1.1483
          },
          {
            "time": "09:55",
            "open": 121.8,
            "high": 121.8,
            "low": 121.7,
            "close": 121.7,
            "amount_yi": 1.6109
          },
          {
            "time": "09:56",
            "open": 121.87,
            "high": 121.87,
            "low": 121.87,
            "close": 121.87,
            "amount_yi": 0.4016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.3,
      "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": 121.87,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 122.0,
        "low": 116.8,
        "bid1": 121.87,
        "ask1": 121.89,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 151.99,
      "exec_low": 154.27,
      "exec_high": 154.27,
      "invalid_price": 147.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 156.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 149.71,
      "entry_zone_high": 154.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6424,
        "prev_amount_yi": 0.4459,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 146.39,
            "high": 146.39,
            "low": 146.33,
            "close": 146.33,
            "amount_yi": 0.113
          },
          {
            "time": "09:53",
            "open": 145.88,
            "high": 145.88,
            "low": 145.01,
            "close": 145.01,
            "amount_yi": 0.1947
          },
          {
            "time": "09:54",
            "open": 145.52,
            "high": 146.16,
            "low": 145.52,
            "close": 146.16,
            "amount_yi": 0.1189
          },
          {
            "time": "09:55",
            "open": 145.77,
            "high": 145.77,
            "low": 145.13,
            "close": 145.13,
            "amount_yi": 0.1238
          },
          {
            "time": "09:56",
            "open": 144.37,
            "high": 144.37,
            "low": 144.37,
            "close": 144.37,
            "amount_yi": 0.092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 144.37,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 142.99,
        "bid1": 144.37,
        "ask1": 144.44,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM",
      "symbol": "SHSE.600909",
      "name": "华安证券",
      "side": "BUY",
      "priority": "W78",
      "status": "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": "2026-06-29T09:56:22",
      "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": 12.4043,
      "price_vs_vwap_pct": -0.6796,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0113,
        "prev_amount_yi": 1.612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2477,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 12.34,
            "high": 12.34,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.3164
          },
          {
            "time": "09:53",
            "open": 12.22,
            "high": 12.25,
            "low": 12.22,
            "close": 12.25,
            "amount_yi": 0.4455
          },
          {
            "time": "09:54",
            "open": 12.32,
            "high": 12.38,
            "low": 12.32,
            "close": 12.38,
            "amount_yi": 0.3294
          },
          {
            "time": "09:55",
            "open": 12.43,
            "high": 12.43,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.693
          },
          {
            "time": "09:56",
            "open": 12.32,
            "high": 12.32,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.32,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.09,
        "bid1": 12.31,
        "ask1": 12.32,
        "bid_qty1": 883,
        "ask_qty1": 434
      },
      "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": "2026-06-29T09:56:22",
      "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": 22.8297,
      "price_vs_vwap_pct": -1.5756,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.4898,
        "prev_amount_yi": 4.7461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 22.9,
            "high": 22.9,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 1.0137
          },
          {
            "time": "09:53",
            "open": 22.71,
            "high": 22.71,
            "low": 22.65,
            "close": 22.65,
            "amount_yi": 1.3277
          },
          {
            "time": "09:54",
            "open": 22.75,
            "high": 22.75,
            "low": 22.6,
            "close": 22.6,
            "amount_yi": 1.2508
          },
          {
            "time": "09:55",
            "open": 22.72,
            "high": 22.72,
            "low": 22.6,
            "close": 22.6,
            "amount_yi": 1.1098
          },
          {
            "time": "09:56",
            "open": 22.47,
            "high": 22.47,
            "low": 22.47,
            "close": 22.47,
            "amount_yi": 0.7878
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.47,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 22.18,
        "bid1": 22.47,
        "ask1": 22.5,
        "bid_qty1": 66,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM",
      "symbol": "SHSE.688056",
      "name": "莱伯泰科",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 70.0,
      "exec_low": 71.05,
      "exec_high": 71.05,
      "invalid_price": 67.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 72.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 71.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.95,
      "entry_zone_high": 71.05,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0745,
        "prev_amount_yi": 0.0528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 69.6,
            "high": 69.6,
            "low": 69.46,
            "close": 69.46,
            "amount_yi": 0.0073
          },
          {
            "time": "09:53",
            "open": 69.18,
            "high": 69.18,
            "low": 68.7,
            "close": 68.7,
            "amount_yi": 0.0318
          },
          {
            "time": "09:54",
            "open": 69.0,
            "high": 69.0,
            "low": 69.0,
            "close": 69.0,
            "amount_yi": 0.0103
          },
          {
            "time": "09:55",
            "open": 69.28,
            "high": 69.28,
            "low": 69.27,
            "close": 69.27,
            "amount_yi": 0.0095
          },
          {
            "time": "09:56",
            "open": 69.02,
            "high": 69.02,
            "low": 69.02,
            "close": 69.02,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.02,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 68.22,
        "bid1": 68.83,
        "ask1": 69.02,
        "bid_qty1": 1,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM",
      "symbol": "SZSE.000021",
      "name": "深科技",
      "side": "BUY",
      "priority": "W81",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.63,
      "exec_low": 58.49,
      "exec_high": 58.49,
      "invalid_price": 55.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 57.55,
      "price_vs_vwap_pct": 2.2763,
      "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": 0.6199,
        "prev_amount_yi": 0.8486,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0664
          },
          {
            "time": "09:53",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1158
          },
          {
            "time": "09:54",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.2142
          },
          {
            "time": "09:55",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1493
          },
          {
            "time": "09:56",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0742
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 56.0,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 317188,
        "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": "2026-06-29T09:56:22",
      "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": 26.3774,
      "price_vs_vwap_pct": 0.9576,
      "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": 0.2243,
        "prev_amount_yi": 0.3387,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 26.61,
            "high": 26.61,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0311
          },
          {
            "time": "09:53",
            "open": 26.53,
            "high": 26.53,
            "low": 26.49,
            "close": 26.49,
            "amount_yi": 0.0372
          },
          {
            "time": "09:54",
            "open": 26.49,
            "high": 26.49,
            "low": 26.42,
            "close": 26.42,
            "amount_yi": 0.0372
          },
          {
            "time": "09:55",
            "open": 26.6,
            "high": 26.67,
            "low": 26.6,
            "close": 26.67,
            "amount_yi": 0.103
          },
          {
            "time": "09:56",
            "open": 26.63,
            "high": 26.63,
            "low": 26.63,
            "close": 26.63,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.63,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.75,
        "low": 25.27,
        "bid1": 26.61,
        "ask1": 26.63,
        "bid_qty1": 1,
        "ask_qty1": 115
      },
      "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": "2026-06-29T09:56:22",
      "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": 74.373,
      "price_vs_vwap_pct": -1.0394,
      "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": 0.2727,
        "prev_amount_yi": 0.314,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8685,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 72.85,
            "high": 72.85,
            "low": 72.65,
            "close": 72.65,
            "amount_yi": 0.0567
          },
          {
            "time": "09:53",
            "open": 72.9,
            "high": 72.9,
            "low": 72.71,
            "close": 72.71,
            "amount_yi": 0.055
          },
          {
            "time": "09:54",
            "open": 73.52,
            "high": 74.1,
            "low": 73.52,
            "close": 74.1,
            "amount_yi": 0.1114
          },
          {
            "time": "09:55",
            "open": 74.13,
            "high": 74.13,
            "low": 73.7,
            "close": 73.7,
            "amount_yi": 0.0317
          },
          {
            "time": "09:56",
            "open": 73.6,
            "high": 73.6,
            "low": 73.6,
            "close": 73.6,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 72.19,
        "bid1": 73.47,
        "ask1": 73.52,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.3,
      "exec_low": 58.16,
      "exec_high": 58.16,
      "invalid_price": 55.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 54.9403,
      "price_vs_vwap_pct": 0.1997,
      "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": 0.0565,
        "prev_amount_yi": 0.0829,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6815,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 54.69,
            "high": 54.69,
            "low": 54.69,
            "close": 54.69,
            "amount_yi": 0.0103
          },
          {
            "time": "09:53",
            "open": 54.87,
            "high": 54.87,
            "low": 54.87,
            "close": 54.87,
            "amount_yi": 0.007
          },
          {
            "time": "09:54",
            "open": 55.1,
            "high": 55.1,
            "low": 55.1,
            "close": 55.1,
            "amount_yi": 0.0155
          },
          {
            "time": "09:55",
            "open": 55.09,
            "high": 55.09,
            "low": 54.96,
            "close": 54.96,
            "amount_yi": 0.0099
          },
          {
            "time": "09:56",
            "open": 55.05,
            "high": 55.05,
            "low": 55.05,
            "close": 55.05,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.05,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 54.3,
        "bid1": 55.02,
        "ask1": 55.07,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T09:56:22",
      "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": 4.8418,
      "price_vs_vwap_pct": 0.1694,
      "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": 0.1495,
        "prev_amount_yi": 0.2157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0349
          },
          {
            "time": "09:53",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.051
          },
          {
            "time": "09:54",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0131
          },
          {
            "time": "09:55",
            "open": 4.83,
            "high": 4.84,
            "low": 4.83,
            "close": 4.84,
            "amount_yi": 0.043
          },
          {
            "time": "09:56",
            "open": 4.85,
            "high": 4.85,
            "low": 4.85,
            "close": 4.85,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.85,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.84,
        "ask1": 4.85,
        "bid_qty1": 5914,
        "ask_qty1": 10493
      },
      "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": "2026-06-29T09:56:22",
      "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": 16.4454,
      "price_vs_vwap_pct": -1.6138,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3399,
        "prev_amount_yi": 0.223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5242,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 16.32,
            "high": 16.32,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.0439
          },
          {
            "time": "09:53",
            "open": 16.35,
            "high": 16.35,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.1163
          },
          {
            "time": "09:54",
            "open": 16.33,
            "high": 16.33,
            "low": 16.28,
            "close": 16.28,
            "amount_yi": 0.0464
          },
          {
            "time": "09:55",
            "open": 16.29,
            "high": 16.29,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.0467
          },
          {
            "time": "09:56",
            "open": 16.18,
            "high": 16.18,
            "low": 16.18,
            "close": 16.18,
            "amount_yi": 0.0866
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.18,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 16.18,
        "bid1": 16.18,
        "ask1": 16.19,
        "bid_qty1": 341,
        "ask_qty1": 31
      },
      "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": "2026-06-29T09:56:22",
      "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": 2.923,
      "price_vs_vwap_pct": -0.7869,
      "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": 0.0933,
        "prev_amount_yi": 0.155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0221
          },
          {
            "time": "09:53",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0204
          },
          {
            "time": "09:54",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0145
          },
          {
            "time": "09:55",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0292
          },
          {
            "time": "09:56",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:19",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.9,
        "ask1": 2.91,
        "bid_qty1": 11407,
        "ask_qty1": 7134
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM",
      "symbol": "SZSE.301362",
      "name": "民爆光电",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 202.5,
      "exec_low": 205.54,
      "exec_high": 205.54,
      "invalid_price": 196.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 208.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 205.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 199.46,
      "entry_zone_high": 205.54,
      "entry_risk_pct": null,
      "intraday_vwap": 200.5278,
      "price_vs_vwap_pct": -0.2582,
      "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": 0.5591,
        "prev_amount_yi": 0.6028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 203.0,
            "high": 203.0,
            "low": 202.01,
            "close": 202.01,
            "amount_yi": 0.0955
          },
          {
            "time": "09:53",
            "open": 201.86,
            "high": 201.86,
            "low": 200.5,
            "close": 200.5,
            "amount_yi": 0.0905
          },
          {
            "time": "09:54",
            "open": 199.01,
            "high": 199.62,
            "low": 199.01,
            "close": 199.62,
            "amount_yi": 0.1454
          },
          {
            "time": "09:55",
            "open": 199.95,
            "high": 200.02,
            "low": 199.95,
            "close": 200.02,
            "amount_yi": 0.1713
          },
          {
            "time": "09:56",
            "open": 200.01,
            "high": 200.01,
            "low": 200.01,
            "close": 200.01,
            "amount_yi": 0.0564
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 200.01,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 190.57,
        "bid1": 200.01,
        "ask1": 200.02,
        "bid_qty1": 11,
        "ask_qty1": 338
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM",
      "symbol": "SHSE.600703",
      "name": "三安光电",
      "side": "BUY",
      "priority": "W89",
      "status": "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": "2026-06-29T09:56:22",
      "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": 22.2826,
      "price_vs_vwap_pct": -1.358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.806,
        "prev_amount_yi": 4.3484,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3352,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 21.97,
            "high": 21.97,
            "low": 21.89,
            "close": 21.89,
            "amount_yi": 1.1714
          },
          {
            "time": "09:53",
            "open": 21.8,
            "high": 21.83,
            "low": 21.8,
            "close": 21.83,
            "amount_yi": 1.6509
          },
          {
            "time": "09:54",
            "open": 21.87,
            "high": 21.98,
            "low": 21.87,
            "close": 21.98,
            "amount_yi": 1.0837
          },
          {
            "time": "09:55",
            "open": 21.89,
            "high": 21.91,
            "low": 21.89,
            "close": 21.91,
            "amount_yi": 1.5041
          },
          {
            "time": "09:56",
            "open": 21.98,
            "high": 21.98,
            "low": 21.98,
            "close": 21.98,
            "amount_yi": 0.3959
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.98,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 21.49,
        "bid1": 21.96,
        "ask1": 21.98,
        "bid_qty1": 10,
        "ask_qty1": 29
      },
      "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": "2026-06-29T09:56:22",
      "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": 2.3914,
        "prev_amount_yi": 2.2396,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 445.75,
            "high": 448.58,
            "low": 445.75,
            "close": 448.58,
            "amount_yi": 0.4693
          },
          {
            "time": "09:53",
            "open": 446.02,
            "high": 448.99,
            "low": 446.02,
            "close": 448.99,
            "amount_yi": 0.4472
          },
          {
            "time": "09:54",
            "open": 450.0,
            "high": 450.0,
            "low": 449.7,
            "close": 449.7,
            "amount_yi": 0.7736
          },
          {
            "time": "09:55",
            "open": 445.55,
            "high": 445.55,
            "low": 440.0,
            "close": 440.0,
            "amount_yi": 0.438
          },
          {
            "time": "09:56",
            "open": 440.77,
            "high": 440.77,
            "low": 440.77,
            "close": 440.77,
            "amount_yi": 0.2633
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 440.77,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 420.0,
        "bid1": 440.01,
        "ask1": 440.16,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-06-29T09:56:22",
      "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": 17.6697,
      "price_vs_vwap_pct": 0.3979,
      "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": 0.0722,
        "prev_amount_yi": 0.0797,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9059,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 17.68,
            "high": 17.68,
            "low": 17.68,
            "close": 17.68,
            "amount_yi": 0.0268
          },
          {
            "time": "09:53",
            "open": 17.7,
            "high": 17.72,
            "low": 17.7,
            "close": 17.72,
            "amount_yi": 0.007
          },
          {
            "time": "09:54",
            "open": 17.69,
            "high": 17.69,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0168
          },
          {
            "time": "09:55",
            "open": 17.72,
            "high": 17.74,
            "low": 17.72,
            "close": 17.74,
            "amount_yi": 0.0182
          },
          {
            "time": "09:56",
            "open": 17.74,
            "high": 17.74,
            "low": 17.74,
            "close": 17.74,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.74,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.73,
        "ask1": 17.74,
        "bid_qty1": 81,
        "ask_qty1": 6
      },
      "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": "2026-06-29T09:56:22",
      "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": 5.8056,
      "price_vs_vwap_pct": 0.4203,
      "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": 0.0633,
        "prev_amount_yi": 0.0582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0139
          },
          {
            "time": "09:53",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0093
          },
          {
            "time": "09:54",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.022
          },
          {
            "time": "09:55",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0145
          },
          {
            "time": "09:56",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.83,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.82,
        "ask1": 5.83,
        "bid_qty1": 1029,
        "ask_qty1": 1635
      },
      "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": "2026-06-29T09:56:22",
      "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": 8.6706,
      "price_vs_vwap_pct": -0.2376,
      "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": 0.1353,
        "prev_amount_yi": 0.1505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.899,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 8.64,
            "high": 8.64,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0373
          },
          {
            "time": "09:53",
            "open": 8.63,
            "high": 8.63,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0355
          },
          {
            "time": "09:54",
            "open": 8.63,
            "high": 8.63,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0187
          },
          {
            "time": "09:55",
            "open": 8.64,
            "high": 8.64,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0398
          },
          {
            "time": "09:56",
            "open": 8.65,
            "high": 8.65,
            "low": 8.65,
            "close": 8.65,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.65,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.61,
        "bid1": 8.64,
        "ask1": 8.65,
        "bid_qty1": 289,
        "ask_qty1": 4267
      },
      "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": "2026-06-29T09:56:22",
      "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": 7.7218,
      "price_vs_vwap_pct": 0.4947,
      "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": 0.0464,
        "prev_amount_yi": 0.0504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 7.73,
            "high": 7.74,
            "low": 7.73,
            "close": 7.74,
            "amount_yi": 0.008
          },
          {
            "time": "09:53",
            "open": 7.74,
            "high": 7.76,
            "low": 7.74,
            "close": 7.76,
            "amount_yi": 0.0122
          },
          {
            "time": "09:54",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0111
          },
          {
            "time": "09:55",
            "open": 7.75,
            "high": 7.76,
            "low": 7.75,
            "close": 7.76,
            "amount_yi": 0.0103
          },
          {
            "time": "09:56",
            "open": 7.76,
            "high": 7.76,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.76,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.75,
        "ask1": 7.76,
        "bid_qty1": 333,
        "ask_qty1": 337
      },
      "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": "2026-06-29T09:56:22",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 158.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 156.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 151.68,
      "entry_zone_high": 156.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8715,
        "prev_amount_yi": 0.5583,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.561,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 147.85,
            "high": 149.29,
            "low": 147.85,
            "close": 149.29,
            "amount_yi": 0.2134
          },
          {
            "time": "09:53",
            "open": 149.42,
            "high": 149.42,
            "low": 149.1,
            "close": 149.1,
            "amount_yi": 0.3395
          },
          {
            "time": "09:54",
            "open": 149.82,
            "high": 149.82,
            "low": 149.47,
            "close": 149.47,
            "amount_yi": 0.1665
          },
          {
            "time": "09:55",
            "open": 148.98,
            "high": 148.98,
            "low": 148.44,
            "close": 148.44,
            "amount_yi": 0.1201
          },
          {
            "time": "09:56",
            "open": 147.91,
            "high": 147.91,
            "low": 147.91,
            "close": 147.91,
            "amount_yi": 0.032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.91,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 139.65,
        "bid1": 147.9,
        "ask1": 147.91,
        "bid_qty1": 0,
        "ask_qty1": 4
      },
      "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": "2026-06-29T09:56:22",
      "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": 55.4292,
      "price_vs_vwap_pct": -2.5063,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.0366,
        "prev_amount_yi": 3.5232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 54.68,
            "high": 54.68,
            "low": 54.66,
            "close": 54.66,
            "amount_yi": 1.3103
          },
          {
            "time": "09:53",
            "open": 54.39,
            "high": 54.39,
            "low": 54.33,
            "close": 54.33,
            "amount_yi": 1.377
          },
          {
            "time": "09:54",
            "open": 54.6,
            "high": 54.6,
            "low": 54.56,
            "close": 54.56,
            "amount_yi": 0.8377
          },
          {
            "time": "09:55",
            "open": 54.45,
            "high": 54.45,
            "low": 54.2,
            "close": 54.2,
            "amount_yi": 1.08
          },
          {
            "time": "09:56",
            "open": 54.04,
            "high": 54.04,
            "low": 54.04,
            "close": 54.04,
            "amount_yi": 0.4316
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.04,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 54.04,
        "bid1": 54.04,
        "ask1": 54.06,
        "bid_qty1": 65,
        "ask_qty1": 273
      },
      "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": "2026-06-29T09:56:22",
      "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": 9.6449,
      "price_vs_vwap_pct": 0.4676,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2892,
        "prev_amount_yi": 0.2258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2808,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0453
          },
          {
            "time": "09:53",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0246
          },
          {
            "time": "09:54",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.1159
          },
          {
            "time": "09:55",
            "open": 9.66,
            "high": 9.68,
            "low": 9.66,
            "close": 9.68,
            "amount_yi": 0.0748
          },
          {
            "time": "09:56",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:21",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.75,
        "low": 9.59,
        "bid1": 9.69,
        "ask1": 9.7,
        "bid_qty1": 745,
        "ask_qty1": 2426
      },
      "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": "2026-06-29T09:56:22",
      "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": 40.7645,
      "price_vs_vwap_pct": -0.379,
      "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": 0.0183,
        "prev_amount_yi": 0.0304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 40.72,
            "high": 40.72,
            "low": 40.59,
            "close": 40.59,
            "amount_yi": 0.0024
          },
          {
            "time": "09:53",
            "open": 40.82,
            "high": 40.82,
            "low": 40.82,
            "close": 40.82,
            "amount_yi": 0.0026
          },
          {
            "time": "09:54",
            "open": 40.86,
            "high": 40.86,
            "low": 40.83,
            "close": 40.83,
            "amount_yi": 0.0047
          },
          {
            "time": "09:55",
            "open": 40.82,
            "high": 40.82,
            "low": 40.71,
            "close": 40.71,
            "amount_yi": 0.004
          },
          {
            "time": "09:56",
            "open": 40.61,
            "high": 40.61,
            "low": 40.61,
            "close": 40.61,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.61,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 40.61,
        "ask1": 40.67,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "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": "2026-06-29T09:56:22",
      "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": 4.6437,
      "price_vs_vwap_pct": -0.295,
      "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": 0.348,
        "prev_amount_yi": 0.471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 4.61,
            "high": 4.61,
            "low": 4.61,
            "close": 4.61,
            "amount_yi": 0.0492
          },
          {
            "time": "09:53",
            "open": 4.64,
            "high": 4.64,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.1202
          },
          {
            "time": "09:54",
            "open": 4.61,
            "high": 4.61,
            "low": 4.61,
            "close": 4.61,
            "amount_yi": 0.0762
          },
          {
            "time": "09:55",
            "open": 4.6,
            "high": 4.6,
            "low": 4.6,
            "close": 4.6,
            "amount_yi": 0.066
          },
          {
            "time": "09:56",
            "open": 4.63,
            "high": 4.63,
            "low": 4.63,
            "close": 4.63,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.63,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.58,
        "bid1": 4.62,
        "ask1": 4.63,
        "bid_qty1": 421,
        "ask_qty1": 3113
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.08,
      "entry_zone_high": 11.42,
      "entry_risk_pct": null,
      "intraday_vwap": 10.9007,
      "price_vs_vwap_pct": 0.4523,
      "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": 0.3481,
        "prev_amount_yi": 0.3741,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 10.93,
            "high": 10.93,
            "low": 10.92,
            "close": 10.92,
            "amount_yi": 0.1487
          },
          {
            "time": "09:53",
            "open": 10.93,
            "high": 10.93,
            "low": 10.93,
            "close": 10.93,
            "amount_yi": 0.0634
          },
          {
            "time": "09:54",
            "open": 10.91,
            "high": 10.91,
            "low": 10.91,
            "close": 10.91,
            "amount_yi": 0.0537
          },
          {
            "time": "09:55",
            "open": 10.92,
            "high": 10.95,
            "low": 10.92,
            "close": 10.95,
            "amount_yi": 0.0692
          },
          {
            "time": "09:56",
            "open": 10.95,
            "high": 10.95,
            "low": 10.95,
            "close": 10.95,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.95,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 10.94,
        "ask1": 10.95,
        "bid_qty1": 1247,
        "ask_qty1": 708
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 41.4834,
      "price_vs_vwap_pct": 0.2811,
      "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": 0.0526,
        "prev_amount_yi": 0.0654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 41.24,
            "high": 41.39,
            "low": 41.24,
            "close": 41.39,
            "amount_yi": 0.0109
          },
          {
            "time": "09:53",
            "open": 41.41,
            "high": 41.41,
            "low": 41.41,
            "close": 41.41,
            "amount_yi": 0.0078
          },
          {
            "time": "09:54",
            "open": 41.54,
            "high": 41.54,
            "low": 41.41,
            "close": 41.41,
            "amount_yi": 0.0129
          },
          {
            "time": "09:55",
            "open": 41.51,
            "high": 41.51,
            "low": 41.49,
            "close": 41.49,
            "amount_yi": 0.0146
          },
          {
            "time": "09:56",
            "open": 41.6,
            "high": 41.6,
            "low": 41.6,
            "close": 41.6,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.6,
        "ts": "2026-06-29T09:56:18",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.01,
        "bid1": 41.59,
        "ask1": 41.65,
        "bid_qty1": 62,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:56:22",
      "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": 6.1922,
      "price_vs_vwap_pct": 0.9334,
      "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": 0.0794,
        "prev_amount_yi": 0.1468,
        "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": "09:52",
            "open": 6.21,
            "high": 6.24,
            "low": 6.21,
            "close": 6.24,
            "amount_yi": 0.016
          },
          {
            "time": "09:53",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0147
          },
          {
            "time": "09:54",
            "open": 6.22,
            "high": 6.23,
            "low": 6.22,
            "close": 6.23,
            "amount_yi": 0.0275
          },
          {
            "time": "09:55",
            "open": 6.23,
            "high": 6.25,
            "low": 6.23,
            "close": 6.25,
            "amount_yi": 0.0172
          },
          {
            "time": "09:56",
            "open": 6.25,
            "high": 6.25,
            "low": 6.25,
            "close": 6.25,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.25,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.12,
        "bid1": 6.24,
        "ask1": 6.25,
        "bid_qty1": 1245,
        "ask_qty1": 1184
      },
      "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": "2026-06-29T09:56:22",
      "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": 5.7943,
      "price_vs_vwap_pct": 1.8242,
      "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": 0.0763,
        "prev_amount_yi": 0.0561,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3601,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0285
          },
          {
            "time": "09:53",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0081
          },
          {
            "time": "09:54",
            "open": 5.84,
            "high": 5.86,
            "low": 5.84,
            "close": 5.86,
            "amount_yi": 0.013
          },
          {
            "time": "09:55",
            "open": 5.86,
            "high": 5.87,
            "low": 5.86,
            "close": 5.87,
            "amount_yi": 0.0107
          },
          {
            "time": "09:56",
            "open": 5.9,
            "high": 5.9,
            "low": 5.9,
            "close": 5.9,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.9,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.9,
        "low": 5.72,
        "bid1": 5.89,
        "ask1": 5.9,
        "bid_qty1": 3,
        "ask_qty1": 1453
      },
      "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": "2026-06-29T09:56:22",
      "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": 5.6655,
      "price_vs_vwap_pct": 0.4324,
      "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": 0.3576,
        "prev_amount_yi": 0.5969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5991,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.1014
          },
          {
            "time": "09:53",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0389
          },
          {
            "time": "09:54",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0566
          },
          {
            "time": "09:55",
            "open": 5.67,
            "high": 5.69,
            "low": 5.67,
            "close": 5.69,
            "amount_yi": 0.1294
          },
          {
            "time": "09:56",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0313
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.69,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.62,
        "bid1": 5.68,
        "ask1": 5.69,
        "bid_qty1": 7934,
        "ask_qty1": 7652
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.276,
        "prev_amount_yi": 1.5926,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4291,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 121.05,
            "high": 121.8,
            "low": 121.05,
            "close": 121.8,
            "amount_yi": 0.5936
          },
          {
            "time": "09:53",
            "open": 122.88,
            "high": 122.88,
            "low": 122.74,
            "close": 122.74,
            "amount_yi": 0.8754
          },
          {
            "time": "09:54",
            "open": 122.36,
            "high": 122.36,
            "low": 122.31,
            "close": 122.31,
            "amount_yi": 0.3698
          },
          {
            "time": "09:55",
            "open": 121.62,
            "high": 121.62,
            "low": 121.44,
            "close": 121.44,
            "amount_yi": 0.2737
          },
          {
            "time": "09:56",
            "open": 121.13,
            "high": 121.13,
            "low": 121.13,
            "close": 121.13,
            "amount_yi": 0.1635
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 121.13,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 123.0,
        "low": 116.0,
        "bid1": 121.13,
        "ask1": 121.33,
        "bid_qty1": 10,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T09:56:22",
      "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": 7.0898,
      "price_vs_vwap_pct": 0.426,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5042,
        "prev_amount_yi": 0.4453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 7.09,
            "high": 7.09,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.154
          },
          {
            "time": "09:53",
            "open": 7.09,
            "high": 7.09,
            "low": 7.09,
            "close": 7.09,
            "amount_yi": 0.0784
          },
          {
            "time": "09:54",
            "open": 7.09,
            "high": 7.1,
            "low": 7.09,
            "close": 7.1,
            "amount_yi": 0.0303
          },
          {
            "time": "09:55",
            "open": 7.1,
            "high": 7.11,
            "low": 7.1,
            "close": 7.11,
            "amount_yi": 0.2142
          },
          {
            "time": "09:56",
            "open": 7.12,
            "high": 7.12,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.0273
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.12,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.13,
        "low": 7.05,
        "bid1": 7.11,
        "ask1": 7.12,
        "bid_qty1": 5100,
        "ask_qty1": 11624
      },
      "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": "2026-06-29T09:56:22",
      "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": 35.5567,
      "price_vs_vwap_pct": 0.6561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0675,
        "prev_amount_yi": 0.7576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4091,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 35.56,
            "high": 35.56,
            "low": 35.55,
            "close": 35.55,
            "amount_yi": 0.1434
          },
          {
            "time": "09:53",
            "open": 35.56,
            "high": 35.56,
            "low": 35.56,
            "close": 35.56,
            "amount_yi": 0.1705
          },
          {
            "time": "09:54",
            "open": 35.6,
            "high": 35.64,
            "low": 35.6,
            "close": 35.64,
            "amount_yi": 0.3002
          },
          {
            "time": "09:55",
            "open": 35.63,
            "high": 35.73,
            "low": 35.63,
            "close": 35.73,
            "amount_yi": 0.2905
          },
          {
            "time": "09:56",
            "open": 35.79,
            "high": 35.79,
            "low": 35.79,
            "close": 35.79,
            "amount_yi": 0.1629
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.79,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 35.92,
        "low": 35.4,
        "bid1": 35.78,
        "ask1": 35.79,
        "bid_qty1": 330,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 109.36,
      "exec_low": 111.0,
      "exec_high": 111.0,
      "invalid_price": 106.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 111.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.72,
      "entry_zone_high": 111.0,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5509,
        "prev_amount_yi": 0.2485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 105.99,
            "high": 106.01,
            "low": 105.99,
            "close": 106.01,
            "amount_yi": 0.074
          },
          {
            "time": "09:53",
            "open": 106.42,
            "high": 106.42,
            "low": 106.27,
            "close": 106.27,
            "amount_yi": 0.1105
          },
          {
            "time": "09:54",
            "open": 107.28,
            "high": 107.28,
            "low": 107.15,
            "close": 107.15,
            "amount_yi": 0.1544
          },
          {
            "time": "09:55",
            "open": 107.7,
            "high": 108.0,
            "low": 107.7,
            "close": 108.0,
            "amount_yi": 0.1727
          },
          {
            "time": "09:56",
            "open": 108.26,
            "high": 108.26,
            "low": 108.26,
            "close": 108.26,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 108.26,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 108.26,
        "low": 102.81,
        "bid1": 108.2,
        "ask1": 108.26,
        "bid_qty1": 10,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM",
      "symbol": "SHSE.603335",
      "name": "迪生力",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.56,
      "exec_low": 9.7,
      "exec_high": 9.7,
      "invalid_price": 9.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T09:56:22",
      "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": 8.7502,
      "price_vs_vwap_pct": -4.2308,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3451,
        "prev_amount_yi": 0.2799,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 8.5,
            "high": 8.5,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.068
          },
          {
            "time": "09:53",
            "open": 8.42,
            "high": 8.42,
            "low": 8.35,
            "close": 8.35,
            "amount_yi": 0.109
          },
          {
            "time": "09:54",
            "open": 8.36,
            "high": 8.41,
            "low": 8.36,
            "close": 8.41,
            "amount_yi": 0.0991
          },
          {
            "time": "09:55",
            "open": 8.4,
            "high": 8.4,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0386
          },
          {
            "time": "09:56",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.38,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.32,
        "bid1": 8.37,
        "ask1": 8.38,
        "bid_qty1": 986,
        "ask_qty1": 871
      },
      "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": "2026-06-29T09:56:22",
      "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": 798.3433,
      "price_vs_vwap_pct": 1.4601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 14.1611,
        "prev_amount_yi": 16.5098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 816.0,
            "high": 816.0,
            "low": 812.99,
            "close": 812.99,
            "amount_yi": 2.7684
          },
          {
            "time": "09:53",
            "open": 815.0,
            "high": 815.0,
            "low": 809.01,
            "close": 809.01,
            "amount_yi": 3.396
          },
          {
            "time": "09:54",
            "open": 806.71,
            "high": 806.71,
            "low": 806.71,
            "close": 806.71,
            "amount_yi": 3.3162
          },
          {
            "time": "09:55",
            "open": 809.97,
            "high": 809.97,
            "low": 809.89,
            "close": 809.89,
            "amount_yi": 3.269
          },
          {
            "time": "09:56",
            "open": 810.0,
            "high": 810.0,
            "low": 810.0,
            "close": 810.0,
            "amount_yi": 1.4115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 810.0,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 761.3,
        "bid1": 810.0,
        "ask1": 810.01,
        "bid_qty1": 87,
        "ask_qty1": 50
      },
      "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": "2026-06-29T09:56:22",
      "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": 19.9094,
      "price_vs_vwap_pct": -0.3988,
      "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": 0.1616,
        "prev_amount_yi": 0.2035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 19.77,
            "high": 19.79,
            "low": 19.77,
            "close": 19.79,
            "amount_yi": 0.0245
          },
          {
            "time": "09:53",
            "open": 19.8,
            "high": 19.8,
            "low": 19.79,
            "close": 19.79,
            "amount_yi": 0.0349
          },
          {
            "time": "09:54",
            "open": 19.79,
            "high": 19.79,
            "low": 19.77,
            "close": 19.77,
            "amount_yi": 0.0437
          },
          {
            "time": "09:55",
            "open": 19.74,
            "high": 19.78,
            "low": 19.74,
            "close": 19.78,
            "amount_yi": 0.0298
          },
          {
            "time": "09:56",
            "open": 19.83,
            "high": 19.83,
            "low": 19.83,
            "close": 19.83,
            "amount_yi": 0.0287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.83,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.72,
        "bid1": 19.82,
        "ask1": 19.83,
        "bid_qty1": 127,
        "ask_qty1": 28
      },
      "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": "2026-06-29T09:56:22",
      "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": 49.0803,
      "price_vs_vwap_pct": -1.9158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1525,
        "prev_amount_yi": 0.0879,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 48.26,
            "high": 48.37,
            "low": 48.26,
            "close": 48.37,
            "amount_yi": 0.0035
          },
          {
            "time": "09:53",
            "open": 48.69,
            "high": 48.69,
            "low": 48.26,
            "close": 48.26,
            "amount_yi": 0.0166
          },
          {
            "time": "09:54",
            "open": 48.25,
            "high": 48.25,
            "low": 47.77,
            "close": 47.77,
            "amount_yi": 0.0594
          },
          {
            "time": "09:55",
            "open": 47.56,
            "high": 48.3,
            "low": 47.56,
            "close": 48.3,
            "amount_yi": 0.0698
          },
          {
            "time": "09:56",
            "open": 48.14,
            "high": 48.14,
            "low": 48.14,
            "close": 48.14,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.14,
        "ts": "2026-06-29T09:56:19",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.53,
        "bid1": 48.03,
        "ask1": 48.19,
        "bid_qty1": 11,
        "ask_qty1": 14
      },
      "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": "2026-06-29T09:56:22",
      "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": 22.1326,
      "price_vs_vwap_pct": 0.5756,
      "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": 0.0238,
        "prev_amount_yi": 0.0359,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 22.06,
            "high": 22.08,
            "low": 22.06,
            "close": 22.08,
            "amount_yi": 0.0058
          },
          {
            "time": "09:53",
            "open": 22.1,
            "high": 22.12,
            "low": 22.1,
            "close": 22.12,
            "amount_yi": 0.0048
          },
          {
            "time": "09:54",
            "open": 22.13,
            "high": 22.14,
            "low": 22.13,
            "close": 22.14,
            "amount_yi": 0.007
          },
          {
            "time": "09:55",
            "open": 22.24,
            "high": 22.24,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0045
          },
          {
            "time": "09:56",
            "open": 22.26,
            "high": 22.26,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.26,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 21.89,
        "bid1": 22.22,
        "ask1": 22.26,
        "bid_qty1": 5,
        "ask_qty1": 20
      },
      "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": "2026-06-29T09:56:22",
      "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": 32.622,
      "price_vs_vwap_pct": 0.0552,
      "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": 0.0214,
        "prev_amount_yi": 0.0236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0025
          },
          {
            "time": "09:53",
            "open": 32.7,
            "high": 32.74,
            "low": 32.7,
            "close": 32.74,
            "amount_yi": 0.005
          },
          {
            "time": "09:54",
            "open": 32.77,
            "high": 32.78,
            "low": 32.77,
            "close": 32.78,
            "amount_yi": 0.0043
          },
          {
            "time": "09:55",
            "open": 32.68,
            "high": 32.68,
            "low": 32.64,
            "close": 32.64,
            "amount_yi": 0.0086
          },
          {
            "time": "09:56",
            "open": 32.64,
            "high": 32.64,
            "low": 32.64,
            "close": 32.64,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.64,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 33.08,
        "low": 32.07,
        "bid1": 32.66,
        "ask1": 32.68,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "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": "2026-06-29T09:56:22",
      "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": 6.06,
      "price_vs_vwap_pct": 0.495,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5854,
        "prev_amount_yi": 0.8583,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.682,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 6.05,
            "high": 6.06,
            "low": 6.05,
            "close": 6.06,
            "amount_yi": 0.1963
          },
          {
            "time": "09:53",
            "open": 6.07,
            "high": 6.07,
            "low": 6.06,
            "close": 6.06,
            "amount_yi": 0.0643
          },
          {
            "time": "09:54",
            "open": 6.06,
            "high": 6.07,
            "low": 6.06,
            "close": 6.07,
            "amount_yi": 0.0937
          },
          {
            "time": "09:55",
            "open": 6.07,
            "high": 6.09,
            "low": 6.07,
            "close": 6.09,
            "amount_yi": 0.1388
          },
          {
            "time": "09:56",
            "open": 6.09,
            "high": 6.09,
            "low": 6.09,
            "close": 6.09,
            "amount_yi": 0.0923
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.09,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.0,
        "bid1": 6.08,
        "ask1": 6.09,
        "bid_qty1": 6984,
        "ask_qty1": 458
      },
      "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": "2026-06-29T09:56:22",
      "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": 20.0786,
      "price_vs_vwap_pct": -0.3915,
      "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": 0.038,
        "prev_amount_yi": 0.0729,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5213,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 19.94,
            "high": 19.95,
            "low": 19.94,
            "close": 19.95,
            "amount_yi": 0.0129
          },
          {
            "time": "09:53",
            "open": 19.98,
            "high": 19.98,
            "low": 19.96,
            "close": 19.96,
            "amount_yi": 0.0048
          },
          {
            "time": "09:54",
            "open": 19.96,
            "high": 19.98,
            "low": 19.96,
            "close": 19.98,
            "amount_yi": 0.007
          },
          {
            "time": "09:55",
            "open": 19.98,
            "high": 19.98,
            "low": 19.98,
            "close": 19.98,
            "amount_yi": 0.009
          },
          {
            "time": "09:56",
            "open": 20.0,
            "high": 20.0,
            "low": 20.0,
            "close": 20.0,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.0,
        "ts": "2026-06-29T09:56:22",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 19.85,
        "bid1": 19.99,
        "ask1": 20.0,
        "bid_qty1": 14,
        "ask_qty1": 19
      },
      "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": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 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": 0.3879,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4335,
        "prev_amount_yi": 0.4068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 16.51,
            "high": 16.52,
            "low": 16.51,
            "close": 16.52,
            "amount_yi": 0.0988
          },
          {
            "time": "09:53",
            "open": 16.53,
            "high": 16.53,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0918
          },
          {
            "time": "09:54",
            "open": 16.54,
            "high": 16.55,
            "low": 16.54,
            "close": 16.55,
            "amount_yi": 0.1129
          },
          {
            "time": "09:55",
            "open": 16.53,
            "high": 16.57,
            "low": 16.53,
            "close": 16.57,
            "amount_yi": 0.0814
          },
          {
            "time": "09:56",
            "open": 16.59,
            "high": 16.59,
            "low": 16.59,
            "close": 16.59,
            "amount_yi": 0.0486
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.59,
        "ts": "2026-06-29T09:56:21",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.44,
        "bid1": 16.59,
        "ask1": 16.6,
        "bid_qty1": 125,
        "ask_qty1": 578
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T09:56:22",
      "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": 4.8939,
      "price_vs_vwap_pct": -0.0797,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1456,
        "prev_amount_yi": 0.1051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 4.88,
            "high": 4.89,
            "low": 4.88,
            "close": 4.89,
            "amount_yi": 0.0178
          },
          {
            "time": "09:53",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0648
          },
          {
            "time": "09:54",
            "open": 4.89,
            "high": 4.89,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0445
          },
          {
            "time": "09:55",
            "open": 4.88,
            "high": 4.89,
            "low": 4.88,
            "close": 4.89,
            "amount_yi": 0.0166
          },
          {
            "time": "09:56",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T09:56:20",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.89,
        "ask1": 4.9,
        "bid_qty1": 7909,
        "ask_qty1": 21226
      },
      "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": "2026-06-29T09:56:22",
      "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": 22.234,
      "price_vs_vwap_pct": 0.072,
      "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": 0.0712,
        "prev_amount_yi": 0.0607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.173,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:52",
            "open": 22.09,
            "high": 22.15,
            "low": 22.09,
            "close": 22.15,
            "amount_yi": 0.0099
          },
          {
            "time": "09:53",
            "open": 22.2,
            "high": 22.23,
            "low": 22.2,
            "close": 22.23,
            "amount_yi": 0.018
          },
          {
            "time": "09:54",
            "open": 22.24,
            "high": 22.24,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.0194
          },
          {
            "time": "09:55",
            "open": 22.2,
            "high": 22.23,
            "low": 22.2,
            "close": 22.23,
            "amount_yi": 0.0185
          },
          {
            "time": "09:56",
            "open": 22.25,
            "high": 22.25,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 868.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.25,
        "ts": "2026-06-29T09:56:20",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.65,
        "low": 22.03,
        "bid1": 22.25,
        "ask1": 22.26,
        "bid_qty1": 13,
        "ask_qty1": 2
      },
      "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": 539932.0,
    "total_value": 1084425.0,
    "unrealized_pnl": 93120.0,
    "unrealized_pnl_pct_of_initial": 9.312,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 84425.0,
    "total_pnl_pct": 8.442499999999997
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 101.02,
      "market_value": 242448.0,
      "unrealized_pnl": 49728.0,
      "unrealized_pnl_pct": 25.80323785803238,
      "updated_at": "2026-06-29T09:56:22",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.357286119372016
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 124.7,
      "market_value": 224460.0,
      "unrealized_pnl": 29087.999999999993,
      "unrealized_pnl_pct": 14.888520361157177,
      "updated_at": "2026-06-29T09:56:22",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.698526869078083
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 45.64,
      "market_value": 73024.0,
      "unrealized_pnl": 14303.999999999996,
      "unrealized_pnl_pct": 24.359673024523154,
      "updated_at": "2026-06-29T09:56:22",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.7338912326809135
    }
  ],
  "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": 0.6923,
          "active_positive": 9,
          "active_positive_min": 1,
          "active_above_vwap": 6,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8053,
          "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": 14.644137224782373,
              "last": 89.56,
              "vwap": 87.83939977651434,
              "above_vwap": true,
              "amount": 5180302250.0
            },
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 12.750809061488688,
              "last": 34.84,
              "vwap": 33.998854633744486,
              "above_vwap": true,
              "amount": 1520079135.0
            },
            {
              "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": 41.21627335101476,
              "above_vwap": true,
              "amount": 571884036.0
            },
            {
              "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": 54.12165033303688,
              "above_vwap": true,
              "amount": 4351191261.0
            },
            {
              "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": 57.54998489938319,
              "above_vwap": true,
              "amount": 3376636019.0
            },
            {
              "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": 92.49004193661796,
              "above_vwap": true,
              "amount": 736627690.0
            },
            {
              "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": 9.753438934866894,
              "above_vwap": true,
              "amount": 556966229.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 8.978772231784294,
              "last": 37.99,
              "vwap": 37.82470503105716,
              "above_vwap": true,
              "amount": 3971220358.0
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 8.282078472958654,
              "last": 204.22,
              "vwap": 204.1584266033551,
              "above_vwap": true,
              "amount": 3267657697.0
            },
            {
              "symbol": "SZSE.002354",
              "name": "天娱数科",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 7.927519818799533,
              "last": 9.53,
              "vwap": 9.280682921942692,
              "above_vwap": true,
              "amount": 3603885001.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 7.707212055974155,
              "last": 100.06,
              "vwap": 99.71664253188318,
              "above_vwap": true,
              "amount": 1933615387.0
            },
            {
              "symbol": "SHSE.600497",
              "name": "驰宏锌锗",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 7.575757575757591,
              "last": 13.49,
              "vwap": 13.001455466693471,
              "above_vwap": true,
              "amount": 2069480671.0
            }
          ]
        }
      }
    },
    "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
  }
}