{
  "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": 0.3985,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8033,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300260",
        "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": 13.799283154121866,
          "last": 88.9,
          "vwap": 88.01484790411031,
          "above_vwap": true,
          "amount": 5704048660.0
        },
        {
          "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": 41.23010416297106,
          "above_vwap": true,
          "amount": 581068227.0
        },
        {
          "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": 54.16772658832281,
          "above_vwap": true,
          "amount": 4514907095.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 10.000000000000009,
          "last": 33.99,
          "vwap": 34.08223805709119,
          "above_vwap": false,
          "amount": 1722863439.0
        },
        {
          "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": 57.669180238467064,
          "above_vwap": true,
          "amount": 3722291840.0
        },
        {
          "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": 92.82173526417486,
          "above_vwap": true,
          "amount": 893520588.0
        },
        {
          "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": 9.755178198673871,
          "above_vwap": true,
          "amount": 572012433.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.623250807319694,
          "last": 101.84,
          "vwap": 99.93570004280762,
          "above_vwap": true,
          "amount": 2171113077.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.065472859541114,
          "last": 19.49,
          "vwap": 18.278939718540165,
          "above_vwap": true,
          "amount": 241459310.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.2188449848024305,
          "last": 28.22,
          "vwap": 27.232709224077034,
          "above_vwap": true,
          "amount": 1025469452.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.455266138165339,
          "last": 9.4,
          "vwap": 9.296256419594652,
          "above_vwap": true,
          "amount": 3869702460.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.19573796369377,
          "last": 26.91,
          "vwap": 26.612006196609045,
          "above_vwap": true,
          "amount": 449215987.0
        }
      ]
    },
    "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": 0.3985,
        "active_up_ratio": 0.6154,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8033,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.300260",
          "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": 13.799283154121866,
            "last": 88.9,
            "vwap": 88.01484790411031,
            "above_vwap": true,
            "amount": 5704048660.0
          },
          {
            "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": 41.23010416297106,
            "above_vwap": true,
            "amount": 581068227.0
          },
          {
            "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": 54.16772658832281,
            "above_vwap": true,
            "amount": 4514907095.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 10.000000000000009,
            "last": 33.99,
            "vwap": 34.08223805709119,
            "above_vwap": false,
            "amount": 1722863439.0
          },
          {
            "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": 57.669180238467064,
            "above_vwap": true,
            "amount": 3722291840.0
          },
          {
            "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": 92.82173526417486,
            "above_vwap": true,
            "amount": 893520588.0
          },
          {
            "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": 9.755178198673871,
            "above_vwap": true,
            "amount": 572012433.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 9.623250807319694,
            "last": 101.84,
            "vwap": 99.93570004280762,
            "above_vwap": true,
            "amount": 2171113077.0
          },
          {
            "symbol": "SHSE.600857",
            "name": "宁波中百",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.065472859541114,
            "last": 19.49,
            "vwap": 18.278939718540165,
            "above_vwap": true,
            "amount": 241459310.0
          },
          {
            "symbol": "SZSE.300759",
            "name": "康龙化成",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.2188449848024305,
            "last": 28.22,
            "vwap": 27.232709224077034,
            "above_vwap": true,
            "amount": 1025469452.0
          },
          {
            "symbol": "SZSE.002354",
            "name": "天娱数科",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.455266138165339,
            "last": 9.4,
            "vwap": 9.296256419594652,
            "above_vwap": true,
            "amount": 3869702460.0
          },
          {
            "symbol": "SHSE.603155",
            "name": "新亚强",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.19573796369377,
            "last": 26.91,
            "vwap": 26.612006196609045,
            "above_vwap": true,
            "amount": 449215987.0
          }
        ]
      },
      "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": 0.3985,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8033,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300260",
        "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": 13.799283154121866,
          "last": 88.9,
          "vwap": 88.01484790411031,
          "above_vwap": true,
          "amount": 5704048660.0
        },
        {
          "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": 41.23010416297106,
          "above_vwap": true,
          "amount": 581068227.0
        },
        {
          "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": 54.16772658832281,
          "above_vwap": true,
          "amount": 4514907095.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 10.000000000000009,
          "last": 33.99,
          "vwap": 34.08223805709119,
          "above_vwap": false,
          "amount": 1722863439.0
        },
        {
          "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": 57.669180238467064,
          "above_vwap": true,
          "amount": 3722291840.0
        },
        {
          "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": 92.82173526417486,
          "above_vwap": true,
          "amount": 893520588.0
        },
        {
          "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": 9.755178198673871,
          "above_vwap": true,
          "amount": 572012433.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.623250807319694,
          "last": 101.84,
          "vwap": 99.93570004280762,
          "above_vwap": true,
          "amount": 2171113077.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.065472859541114,
          "last": 19.49,
          "vwap": 18.278939718540165,
          "above_vwap": true,
          "amount": 241459310.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.2188449848024305,
          "last": 28.22,
          "vwap": 27.232709224077034,
          "above_vwap": true,
          "amount": 1025469452.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.455266138165339,
          "last": 9.4,
          "vwap": 9.296256419594652,
          "above_vwap": true,
          "amount": 3869702460.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.19573796369377,
          "last": 26.91,
          "vwap": 26.612006196609045,
          "above_vwap": true,
          "amount": 449215987.0
        }
      ]
    },
    "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": 0.3985,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8033,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300260",
        "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": 13.799283154121866,
          "last": 88.9,
          "vwap": 88.01484790411031,
          "above_vwap": true,
          "amount": 5704048660.0
        },
        {
          "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": 41.23010416297106,
          "above_vwap": true,
          "amount": 581068227.0
        },
        {
          "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": 54.16772658832281,
          "above_vwap": true,
          "amount": 4514907095.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 10.000000000000009,
          "last": 33.99,
          "vwap": 34.08223805709119,
          "above_vwap": false,
          "amount": 1722863439.0
        },
        {
          "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": 57.669180238467064,
          "above_vwap": true,
          "amount": 3722291840.0
        },
        {
          "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": 92.82173526417486,
          "above_vwap": true,
          "amount": 893520588.0
        },
        {
          "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": 9.755178198673871,
          "above_vwap": true,
          "amount": 572012433.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.623250807319694,
          "last": 101.84,
          "vwap": 99.93570004280762,
          "above_vwap": true,
          "amount": 2171113077.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.065472859541114,
          "last": 19.49,
          "vwap": 18.278939718540165,
          "above_vwap": true,
          "amount": 241459310.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.2188449848024305,
          "last": 28.22,
          "vwap": 27.232709224077034,
          "above_vwap": true,
          "amount": 1025469452.0
        },
        {
          "symbol": "SZSE.002354",
          "name": "天娱数科",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.455266138165339,
          "last": 9.4,
          "vwap": 9.296256419594652,
          "above_vwap": true,
          "amount": 3869702460.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.19573796369377,
          "last": 26.91,
          "vwap": 26.612006196609045,
          "above_vwap": true,
          "amount": 449215987.0
        }
      ]
    },
    "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": "2026-06-29T10:04:16",
  "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": "2026-06-29T10:04:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7402,
        "prev_amount_yi": 0.6506,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 34.76,
            "high": 34.76,
            "low": 34.68,
            "close": 34.68,
            "amount_yi": 0.1598
          },
          {
            "time": "10:03",
            "open": 34.35,
            "high": 34.35,
            "low": 34.31,
            "close": 34.31,
            "amount_yi": 0.3747
          },
          {
            "time": "10:04",
            "open": 33.99,
            "high": 33.99,
            "low": 33.99,
            "close": 33.99,
            "amount_yi": 0.2057
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.99,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.58,
        "low": 31.53,
        "bid1": 33.98,
        "ask1": 33.99,
        "bid_qty1": 80,
        "ask_qty1": 91
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 100.25,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.87,
      "entry_zone_high": 98.79,
      "entry_risk_pct": null,
      "intraday_vwap": 99.9357,
      "price_vs_vwap_pct": 1.9055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9903,
        "prev_amount_yi": 0.7166,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3819,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:02",
            "open": 102.95,
            "high": 102.95,
            "low": 102.62,
            "close": 102.62,
            "amount_yi": 0.4396
          },
          {
            "time": "10:03",
            "open": 102.87,
            "high": 102.87,
            "low": 102.58,
            "close": 102.58,
            "amount_yi": 0.4241
          },
          {
            "time": "10:04",
            "open": 101.84,
            "high": 101.84,
            "low": 101.84,
            "close": 101.84,
            "amount_yi": 0.1266
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 101.84,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 101.83,
        "ask1": 101.96,
        "bid_qty1": 31,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "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": 28.1502,
      "price_vs_vwap_pct": -2.2387,
      "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": 0.0405,
        "prev_amount_yi": 0.1203,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:02",
            "open": 27.81,
            "high": 27.82,
            "low": 27.81,
            "close": 27.82,
            "amount_yi": 0.0152
          },
          {
            "time": "10:03",
            "open": 27.9,
            "high": 27.9,
            "low": 27.79,
            "close": 27.79,
            "amount_yi": 0.0178
          },
          {
            "time": "10:04",
            "open": 27.52,
            "high": 27.52,
            "low": 27.52,
            "close": 27.52,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.52,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.49,
        "bid1": 27.5,
        "ask1": 27.55,
        "bid_qty1": 43,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 11.6084,
      "price_vs_vwap_pct": -3.3459,
      "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": 0.7322,
        "prev_amount_yi": 0.9089,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8056,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:02",
            "open": 11.41,
            "high": 11.41,
            "low": 11.32,
            "close": 11.32,
            "amount_yi": 0.2439
          },
          {
            "time": "10:03",
            "open": 11.32,
            "high": 11.32,
            "low": 11.24,
            "close": 11.24,
            "amount_yi": 0.315
          },
          {
            "time": "10:04",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.1733
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.22,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 11.11,
        "bid1": 11.22,
        "ask1": 11.23,
        "bid_qty1": 151,
        "ask_qty1": 250
      },
      "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": "2026-06-29T10:04:16",
      "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_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5681,
        "prev_amount_yi": 0.2439,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3292,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:02",
            "open": 196.0,
            "high": 196.0,
            "low": 193.5,
            "close": 193.5,
            "amount_yi": 0.2968
          },
          {
            "time": "10:03",
            "open": 193.08,
            "high": 193.08,
            "low": 191.56,
            "close": 191.56,
            "amount_yi": 0.1889
          },
          {
            "time": "10:04",
            "open": 190.81,
            "high": 190.81,
            "low": 190.81,
            "close": 190.81,
            "amount_yi": 0.0824
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 190.81,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 190.51,
        "bid1": 190.91,
        "ask1": 191.26,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 14.2027,
      "price_vs_vwap_pct": -2.2721,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2042,
        "prev_amount_yi": 0.1328,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.06,
            "high": 14.09,
            "low": 14.06,
            "close": 14.09,
            "amount_yi": 0.0825
          },
          {
            "time": "10:03",
            "open": 14.15,
            "high": 14.15,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0939
          },
          {
            "time": "10:04",
            "open": 13.88,
            "high": 13.88,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.88,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.87,
        "ask1": 13.88,
        "bid_qty1": 47,
        "ask_qty1": 33
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": null,
      "intraday_vwap": 36.8615,
      "price_vs_vwap_pct": -2.9882,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5794,
        "prev_amount_yi": 0.525,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 36.45,
            "high": 36.45,
            "low": 36.23,
            "close": 36.23,
            "amount_yi": 0.2871
          },
          {
            "time": "10:03",
            "open": 36.01,
            "high": 36.01,
            "low": 35.91,
            "close": 35.91,
            "amount_yi": 0.1962
          },
          {
            "time": "10:04",
            "open": 35.76,
            "high": 35.76,
            "low": 35.76,
            "close": 35.76,
            "amount_yi": 0.0961
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.76,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 35.3,
        "bid1": 35.75,
        "ask1": 35.76,
        "bid_qty1": 92,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "P7",
      "status": "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": "2026-06-29T10:04:16",
      "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": 27.721,
      "price_vs_vwap_pct": -6.4247,
      "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": 0.6093,
        "prev_amount_yi": 1.0428,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5843,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 26.36,
            "high": 26.36,
            "low": 26.16,
            "close": 26.16,
            "amount_yi": 0.2872
          },
          {
            "time": "10:03",
            "open": 26.15,
            "high": 26.15,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.1748
          },
          {
            "time": "10:04",
            "open": 25.94,
            "high": 25.94,
            "low": 25.94,
            "close": 25.94,
            "amount_yi": 0.1473
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.94,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.71,
        "bid1": 25.93,
        "ask1": 25.94,
        "bid_qty1": 534,
        "ask_qty1": 47
      },
      "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": "2026-06-29T10:04:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.13,
      "entry_zone_high": 12.49,
      "entry_risk_pct": 4.7847,
      "intraday_vwap": 12.5108,
      "price_vs_vwap_pct": 0.1535,
      "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": 0.356,
        "prev_amount_yi": 0.536,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6642,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.74,
            "high": 12.74,
            "low": 12.7,
            "close": 12.7,
            "amount_yi": 0.1972
          },
          {
            "time": "10:03",
            "open": 12.7,
            "high": 12.7,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.1269
          },
          {
            "time": "10:04",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0319
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1072.94,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.53,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.53,
        "ask1": 12.54,
        "bid_qty1": 20,
        "ask_qty1": 57
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 29.6,
      "exec_low": 29.6,
      "exec_high": 30.49,
      "invalid_price": 28.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 31.5194,
      "price_vs_vwap_pct": -2.0603,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.2284,
        "prev_amount_yi": 3.1242,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 31.43,
            "high": 31.46,
            "low": 31.43,
            "close": 31.46,
            "amount_yi": 1.3041
          },
          {
            "time": "10:03",
            "open": 31.28,
            "high": 31.28,
            "low": 31.03,
            "close": 31.03,
            "amount_yi": 0.5941
          },
          {
            "time": "10:04",
            "open": 30.87,
            "high": 30.87,
            "low": 30.87,
            "close": 30.87,
            "amount_yi": 0.3302
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.87,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 30.3,
        "bid1": 30.86,
        "ask1": 30.87,
        "bid_qty1": 56,
        "ask_qty1": 168
      },
      "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": "2026-06-29T10:04:16",
      "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": 3.0587,
      "intraday_vwap": 222.3107,
      "price_vs_vwap_pct": -0.5896,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7742,
        "prev_amount_yi": 0.5686,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 226.08,
            "high": 226.08,
            "low": 224.0,
            "close": 224.0,
            "amount_yi": 0.3307
          },
          {
            "time": "10:03",
            "open": 222.97,
            "high": 222.97,
            "low": 221.0,
            "close": 221.0,
            "amount_yi": 0.2888
          },
          {
            "time": "10:04",
            "open": 221.0,
            "high": 221.0,
            "low": 221.0,
            "close": 221.0,
            "amount_yi": 0.1547
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1072.94,
      "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": 221.0,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 220.83,
        "ask1": 221.01,
        "bid_qty1": 9,
        "ask_qty1": 11
      },
      "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": "2026-06-29T10:04:16",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": 5.0873,
      "intraday_vwap": 59.8146,
      "price_vs_vwap_pct": -0.4256,
      "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": 1.2057,
        "prev_amount_yi": 1.5982,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 60.27,
            "high": 60.27,
            "low": 59.85,
            "close": 59.85,
            "amount_yi": 0.5012
          },
          {
            "time": "10:03",
            "open": 60.42,
            "high": 60.42,
            "low": 60.15,
            "close": 60.15,
            "amount_yi": 0.6213
          },
          {
            "time": "10:04",
            "open": 59.56,
            "high": 59.56,
            "low": 59.56,
            "close": 59.56,
            "amount_yi": 0.0832
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.56,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 57.07,
        "bid1": 59.51,
        "ask1": 59.56,
        "bid_qty1": 7,
        "ask_qty1": 18
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 92.8217,
      "price_vs_vwap_pct": 1.7111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.4669,
        "prev_amount_yi": 0.0641,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 22.8846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0144
          },
          {
            "time": "10:03",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 0.0198
          },
          {
            "time": "10:04",
            "open": 94.41,
            "high": 94.41,
            "low": 94.41,
            "close": 94.41,
            "amount_yi": 1.4327
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2145.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.41,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.41,
        "ask1": 0.0,
        "bid_qty1": 23581,
        "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": "2026-06-29T10:04:16",
      "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": 41.2301,
      "price_vs_vwap_pct": 2.1341,
      "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": 0.0527,
        "prev_amount_yi": 0.094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0219
          },
          {
            "time": "10:01",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0061
          },
          {
            "time": "10:02",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0134
          },
          {
            "time": "10:03",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0035
          },
          {
            "time": "10:04",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 28344,
        "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": "2026-06-29T10:04:16",
      "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": 41.6979,
      "price_vs_vwap_pct": -4.0719,
      "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": 0.5635,
        "prev_amount_yi": 0.5696,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9893,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 40.66,
            "high": 40.66,
            "low": 40.58,
            "close": 40.58,
            "amount_yi": 0.0533
          },
          {
            "time": "10:01",
            "open": 40.49,
            "high": 40.8,
            "low": 40.49,
            "close": 40.8,
            "amount_yi": 0.1022
          },
          {
            "time": "10:02",
            "open": 40.76,
            "high": 40.76,
            "low": 40.5,
            "close": 40.5,
            "amount_yi": 0.0961
          },
          {
            "time": "10:03",
            "open": 40.17,
            "high": 40.17,
            "low": 39.88,
            "close": 39.88,
            "amount_yi": 0.1853
          },
          {
            "time": "10:04",
            "open": 40.0,
            "high": 40.0,
            "low": 40.0,
            "close": 40.0,
            "amount_yi": 0.1266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.0,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 39.97,
        "ask1": 40.0,
        "bid_qty1": 4,
        "ask_qty1": 99
      },
      "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": "2026-06-29T10:04:16",
      "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": 29.1689,
      "price_vs_vwap_pct": 2.6436,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0604,
        "prev_amount_yi": 0.8434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 30.31,
            "high": 30.31,
            "low": 30.31,
            "close": 30.31,
            "amount_yi": 0.2895
          },
          {
            "time": "10:01",
            "open": 30.34,
            "high": 30.56,
            "low": 30.34,
            "close": 30.56,
            "amount_yi": 0.2607
          },
          {
            "time": "10:02",
            "open": 30.3,
            "high": 30.3,
            "low": 30.24,
            "close": 30.24,
            "amount_yi": 0.3181
          },
          {
            "time": "10:03",
            "open": 30.0,
            "high": 30.0,
            "low": 30.0,
            "close": 30.0,
            "amount_yi": 0.1386
          },
          {
            "time": "10:04",
            "open": 29.94,
            "high": 29.94,
            "low": 29.94,
            "close": 29.94,
            "amount_yi": 0.0535
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.94,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 30.59,
        "low": 27.33,
        "bid1": 29.94,
        "ask1": 30.0,
        "bid_qty1": 28,
        "ask_qty1": 11
      },
      "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": "2026-06-29T10:04:16",
      "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": 26.612,
      "price_vs_vwap_pct": 1.1198,
      "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": 0.2544,
        "prev_amount_yi": 0.2493,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0205,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 26.55,
            "high": 26.91,
            "low": 26.55,
            "close": 26.91,
            "amount_yi": 0.0576
          },
          {
            "time": "10:01",
            "open": 26.91,
            "high": 26.99,
            "low": 26.91,
            "close": 26.99,
            "amount_yi": 0.0588
          },
          {
            "time": "10:02",
            "open": 27.04,
            "high": 27.09,
            "low": 27.04,
            "close": 27.09,
            "amount_yi": 0.0499
          },
          {
            "time": "10:03",
            "open": 27.24,
            "high": 27.24,
            "low": 27.13,
            "close": 27.13,
            "amount_yi": 0.0591
          },
          {
            "time": "10:04",
            "open": 26.91,
            "high": 26.91,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.91,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 26.91,
        "ask1": 26.96,
        "bid_qty1": 1,
        "ask_qty1": 29
      },
      "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": "2026-06-29T10:04:16",
      "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": 3.3543,
      "price_vs_vwap_pct": -2.8113,
      "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": 0.673,
        "prev_amount_yi": 0.7233,
        "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": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 3.26,
            "high": 3.29,
            "low": 3.26,
            "close": 3.29,
            "amount_yi": 0.1841
          },
          {
            "time": "10:01",
            "open": 3.3,
            "high": 3.31,
            "low": 3.3,
            "close": 3.31,
            "amount_yi": 0.1823
          },
          {
            "time": "10:02",
            "open": 3.3,
            "high": 3.3,
            "low": 3.29,
            "close": 3.29,
            "amount_yi": 0.1533
          },
          {
            "time": "10:03",
            "open": 3.27,
            "high": 3.27,
            "low": 3.27,
            "close": 3.27,
            "amount_yi": 0.1415
          },
          {
            "time": "10:04",
            "open": 3.26,
            "high": 3.26,
            "low": 3.26,
            "close": 3.26,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.26,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.24,
        "bid1": 3.26,
        "ask1": 3.27,
        "bid_qty1": 11331,
        "ask_qty1": 4320
      },
      "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": "2026-06-29T10:04:16",
      "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": 9.2963,
      "price_vs_vwap_pct": 1.1155,
      "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": 1.4583,
        "prev_amount_yi": 2.4806,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 9.48,
            "high": 9.48,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.2653
          },
          {
            "time": "10:01",
            "open": 9.45,
            "high": 9.49,
            "low": 9.45,
            "close": 9.49,
            "amount_yi": 0.3823
          },
          {
            "time": "10:02",
            "open": 9.55,
            "high": 9.62,
            "low": 9.55,
            "close": 9.62,
            "amount_yi": 0.5048
          },
          {
            "time": "10:03",
            "open": 9.52,
            "high": 9.52,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.2003
          },
          {
            "time": "10:04",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.1056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.4,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.4,
        "ask1": 9.41,
        "bid_qty1": 485,
        "ask_qty1": 46
      },
      "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": "2026-06-29T10:04:16",
      "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": 5.6089,
      "price_vs_vwap_pct": -4.2593,
      "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": 0.4446,
        "prev_amount_yi": 0.7773,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.572,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:00",
            "open": 5.37,
            "high": 5.37,
            "low": 5.36,
            "close": 5.36,
            "amount_yi": 0.0802
          },
          {
            "time": "10:01",
            "open": 5.38,
            "high": 5.42,
            "low": 5.38,
            "close": 5.42,
            "amount_yi": 0.1087
          },
          {
            "time": "10:02",
            "open": 5.43,
            "high": 5.43,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.1064
          },
          {
            "time": "10:03",
            "open": 5.38,
            "high": 5.39,
            "low": 5.38,
            "close": 5.39,
            "amount_yi": 0.0414
          },
          {
            "time": "10:04",
            "open": 5.37,
            "high": 5.37,
            "low": 5.37,
            "close": 5.37,
            "amount_yi": 0.1079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.37,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.32,
        "bid1": 5.37,
        "ask1": 5.38,
        "bid_qty1": 9,
        "ask_qty1": 104
      },
      "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": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.88,
      "exec_low": 195.88,
      "exec_high": 198.82,
      "invalid_price": 190.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.94,
      "entry_zone_high": 198.82,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5623,
        "prev_amount_yi": 0.3247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7318,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 191.06,
            "high": 191.06,
            "low": 191.0,
            "close": 191.0,
            "amount_yi": 0.1927
          },
          {
            "time": "10:01",
            "open": 190.88,
            "high": 191.59,
            "low": 190.88,
            "close": 191.59,
            "amount_yi": 0.0832
          },
          {
            "time": "10:02",
            "open": 192.13,
            "high": 192.13,
            "low": 190.21,
            "close": 190.21,
            "amount_yi": 0.121
          },
          {
            "time": "10:03",
            "open": 190.16,
            "high": 190.16,
            "low": 188.99,
            "close": 188.99,
            "amount_yi": 0.1093
          },
          {
            "time": "10:04",
            "open": 188.74,
            "high": 188.74,
            "low": 188.74,
            "close": 188.74,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 188.74,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 187.2,
        "bid1": 188.57,
        "ask1": 188.74,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH",
      "symbol": "SZSE.301526",
      "name": "国际复材",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.1,
      "exec_low": 54.1,
      "exec_high": 54.91,
      "invalid_price": 52.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 49.4551,
      "price_vs_vwap_pct": -4.115,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.4157,
        "prev_amount_yi": 6.5716,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 47.54,
            "high": 48.18,
            "low": 47.54,
            "close": 48.18,
            "amount_yi": 1.6154
          },
          {
            "time": "10:01",
            "open": 48.2,
            "high": 48.24,
            "low": 48.2,
            "close": 48.24,
            "amount_yi": 1.0088
          },
          {
            "time": "10:02",
            "open": 48.5,
            "high": 48.5,
            "low": 47.88,
            "close": 47.88,
            "amount_yi": 0.7248
          },
          {
            "time": "10:03",
            "open": 47.85,
            "high": 47.85,
            "low": 47.36,
            "close": 47.36,
            "amount_yi": 0.6278
          },
          {
            "time": "10:04",
            "open": 47.42,
            "high": 47.42,
            "low": 47.42,
            "close": 47.42,
            "amount_yi": 0.4389
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.42,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 46.92,
        "bid1": 47.43,
        "ask1": 47.44,
        "bid_qty1": 92,
        "ask_qty1": 110
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 78.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.5,
      "entry_zone_high": 77.8,
      "entry_risk_pct": null,
      "intraday_vwap": 77.5368,
      "price_vs_vwap_pct": -4.613,
      "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": 1.6126,
        "prev_amount_yi": 1.5819,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 74.72,
            "high": 74.72,
            "low": 74.04,
            "close": 74.04,
            "amount_yi": 0.5115
          },
          {
            "time": "10:01",
            "open": 74.7,
            "high": 74.7,
            "low": 74.5,
            "close": 74.5,
            "amount_yi": 0.3356
          },
          {
            "time": "10:02",
            "open": 74.62,
            "high": 74.62,
            "low": 74.55,
            "close": 74.55,
            "amount_yi": 0.3064
          },
          {
            "time": "10:03",
            "open": 75.0,
            "high": 75.0,
            "low": 74.4,
            "close": 74.4,
            "amount_yi": 0.2934
          },
          {
            "time": "10:04",
            "open": 73.96,
            "high": 73.96,
            "low": 73.96,
            "close": 73.96,
            "amount_yi": 0.1657
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.96,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 73.84,
        "bid1": 73.96,
        "ask1": 73.98,
        "bid_qty1": 4,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 20.6884,
      "price_vs_vwap_pct": -3.3275,
      "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": 0.3693,
        "prev_amount_yi": 0.447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8262,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 20.03,
            "high": 20.32,
            "low": 20.03,
            "close": 20.32,
            "amount_yi": 0.173
          },
          {
            "time": "10:01",
            "open": 20.33,
            "high": 20.33,
            "low": 20.3,
            "close": 20.3,
            "amount_yi": 0.0766
          },
          {
            "time": "10:02",
            "open": 20.3,
            "high": 20.37,
            "low": 20.3,
            "close": 20.37,
            "amount_yi": 0.0338
          },
          {
            "time": "10:03",
            "open": 20.37,
            "high": 20.37,
            "low": 20.12,
            "close": 20.12,
            "amount_yi": 0.0476
          },
          {
            "time": "10:04",
            "open": 20.0,
            "high": 20.0,
            "low": 20.0,
            "close": 20.0,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.8,
        "bid1": 19.9,
        "ask1": 20.0,
        "bid_qty1": 71,
        "ask_qty1": 524
      },
      "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": "2026-06-29T10:04:16",
      "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": 61.453,
      "price_vs_vwap_pct": 4.047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9094,
        "prev_amount_yi": 4.1666,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 62.99,
            "high": 63.3,
            "low": 62.99,
            "close": 63.3,
            "amount_yi": 1.0052
          },
          {
            "time": "10:01",
            "open": 63.7,
            "high": 64.12,
            "low": 63.7,
            "close": 64.12,
            "amount_yi": 0.6876
          },
          {
            "time": "10:02",
            "open": 64.12,
            "high": 64.12,
            "low": 63.49,
            "close": 63.49,
            "amount_yi": 1.8576
          },
          {
            "time": "10:03",
            "open": 63.2,
            "high": 63.33,
            "low": 63.2,
            "close": 63.33,
            "amount_yi": 0.9242
          },
          {
            "time": "10:04",
            "open": 63.94,
            "high": 63.94,
            "low": 63.94,
            "close": 63.94,
            "amount_yi": 0.4348
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.94,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 64.65,
        "low": 58.51,
        "bid1": 63.94,
        "ask1": 63.96,
        "bid_qty1": 4,
        "ask_qty1": 100
      },
      "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": "2026-06-29T10:04:16",
      "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": 62.2149,
      "price_vs_vwap_pct": -4.3155,
      "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": 2.777,
        "prev_amount_yi": 2.7897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 61.34,
            "high": 61.34,
            "low": 60.79,
            "close": 60.79,
            "amount_yi": 0.693
          },
          {
            "time": "10:01",
            "open": 60.85,
            "high": 61.3,
            "low": 60.85,
            "close": 61.3,
            "amount_yi": 0.3407
          },
          {
            "time": "10:02",
            "open": 61.01,
            "high": 61.01,
            "low": 60.72,
            "close": 60.72,
            "amount_yi": 0.6123
          },
          {
            "time": "10:03",
            "open": 60.3,
            "high": 60.3,
            "low": 59.8,
            "close": 59.8,
            "amount_yi": 0.778
          },
          {
            "time": "10:04",
            "open": 59.53,
            "high": 59.53,
            "low": 59.53,
            "close": 59.53,
            "amount_yi": 0.353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.53,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 59.5,
        "bid1": 59.53,
        "ask1": 59.58,
        "bid_qty1": 25,
        "ask_qty1": 4
      },
      "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": "2026-06-29T10:04:16",
      "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": 20.8578,
      "price_vs_vwap_pct": -2.8661,
      "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": 0.102,
        "prev_amount_yi": 0.1319,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 20.26,
            "high": 20.3,
            "low": 20.26,
            "close": 20.3,
            "amount_yi": 0.0093
          },
          {
            "time": "10:01",
            "open": 20.44,
            "high": 20.59,
            "low": 20.44,
            "close": 20.59,
            "amount_yi": 0.0134
          },
          {
            "time": "10:02",
            "open": 20.43,
            "high": 20.45,
            "low": 20.43,
            "close": 20.45,
            "amount_yi": 0.0291
          },
          {
            "time": "10:03",
            "open": 20.57,
            "high": 20.57,
            "low": 20.43,
            "close": 20.43,
            "amount_yi": 0.0408
          },
          {
            "time": "10:04",
            "open": 20.26,
            "high": 20.26,
            "low": 20.26,
            "close": 20.26,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.26,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.2,
        "bid1": 20.23,
        "ask1": 20.25,
        "bid_qty1": 1,
        "ask_qty1": 30
      },
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9341,
        "prev_amount_yi": 2.1228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 383.96,
            "high": 383.96,
            "low": 383.96,
            "close": 383.96,
            "amount_yi": 0.615
          },
          {
            "time": "10:01",
            "open": 386.97,
            "high": 387.0,
            "low": 386.97,
            "close": 387.0,
            "amount_yi": 0.4758
          },
          {
            "time": "10:02",
            "open": 388.2,
            "high": 388.2,
            "low": 383.65,
            "close": 383.65,
            "amount_yi": 0.3321
          },
          {
            "time": "10:03",
            "open": 382.44,
            "high": 382.44,
            "low": 381.9,
            "close": 381.9,
            "amount_yi": 0.2966
          },
          {
            "time": "10:04",
            "open": 378.1,
            "high": 378.1,
            "low": 378.1,
            "close": 378.1,
            "amount_yi": 0.2146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 378.1,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 378.1,
        "bid1": 378.02,
        "ask1": 378.3,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 377.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 372.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 361.15,
      "entry_zone_high": 372.15,
      "entry_risk_pct": null,
      "intraday_vwap": 373.0043,
      "price_vs_vwap_pct": -5.4461,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.2323,
        "prev_amount_yi": 5.8054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0735,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 361.0,
            "high": 361.0,
            "low": 360.6,
            "close": 360.6,
            "amount_yi": 1.506
          },
          {
            "time": "10:01",
            "open": 360.69,
            "high": 361.64,
            "low": 360.69,
            "close": 361.64,
            "amount_yi": 1.1843
          },
          {
            "time": "10:02",
            "open": 359.58,
            "high": 359.58,
            "low": 356.66,
            "close": 356.66,
            "amount_yi": 1.0571
          },
          {
            "time": "10:03",
            "open": 355.49,
            "high": 355.49,
            "low": 352.0,
            "close": 352.0,
            "amount_yi": 1.7193
          },
          {
            "time": "10:04",
            "open": 352.69,
            "high": 352.69,
            "low": 352.69,
            "close": 352.69,
            "amount_yi": 0.7656
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 352.69,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 350.0,
        "bid1": 352.69,
        "ask1": 352.89,
        "bid_qty1": 7,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 71.1494,
      "price_vs_vwap_pct": -4.567,
      "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": 0.6612,
        "prev_amount_yi": 0.7335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 69.27,
            "high": 69.27,
            "low": 68.88,
            "close": 68.88,
            "amount_yi": 0.1685
          },
          {
            "time": "10:01",
            "open": 69.25,
            "high": 69.25,
            "low": 69.1,
            "close": 69.1,
            "amount_yi": 0.0932
          },
          {
            "time": "10:02",
            "open": 69.28,
            "high": 69.28,
            "low": 68.8,
            "close": 68.8,
            "amount_yi": 0.1494
          },
          {
            "time": "10:03",
            "open": 68.7,
            "high": 68.7,
            "low": 68.32,
            "close": 68.32,
            "amount_yi": 0.1355
          },
          {
            "time": "10:04",
            "open": 67.9,
            "high": 67.9,
            "low": 67.9,
            "close": 67.9,
            "amount_yi": 0.1146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.9,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 67.89,
        "bid1": 67.9,
        "ask1": 67.94,
        "bid_qty1": 11,
        "ask_qty1": 296
      },
      "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": "2026-06-29T10:04:16",
      "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": 15.314,
      "price_vs_vwap_pct": -2.0504,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2967,
        "prev_amount_yi": 0.1133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0097
          },
          {
            "time": "10:01",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.033
          },
          {
            "time": "10:02",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.023
          },
          {
            "time": "10:03",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0214
          },
          {
            "time": "10:04",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.2096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 87337
      },
      "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": "2026-06-29T10:04:16",
      "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": 273.0506,
      "price_vs_vwap_pct": -2.0768,
      "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": 2.1163,
        "prev_amount_yi": 2.8261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 269.84,
            "high": 271.68,
            "low": 269.84,
            "close": 271.68,
            "amount_yi": 0.5624
          },
          {
            "time": "10:01",
            "open": 270.08,
            "high": 272.0,
            "low": 270.08,
            "close": 272.0,
            "amount_yi": 0.4568
          },
          {
            "time": "10:02",
            "open": 272.97,
            "high": 272.97,
            "low": 270.52,
            "close": 270.52,
            "amount_yi": 0.3859
          },
          {
            "time": "10:03",
            "open": 268.0,
            "high": 268.0,
            "low": 267.5,
            "close": 267.5,
            "amount_yi": 0.4598
          },
          {
            "time": "10:04",
            "open": 267.38,
            "high": 267.38,
            "low": 267.38,
            "close": 267.38,
            "amount_yi": 0.2514
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 267.38,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 267.35,
        "ask1": 267.38,
        "bid_qty1": 27,
        "ask_qty1": 19
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3713,
        "prev_amount_yi": 0.5824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 98.47,
            "high": 98.49,
            "low": 98.47,
            "close": 98.49,
            "amount_yi": 0.0805
          },
          {
            "time": "10:01",
            "open": 98.31,
            "high": 98.31,
            "low": 98.16,
            "close": 98.16,
            "amount_yi": 0.0527
          },
          {
            "time": "10:02",
            "open": 98.07,
            "high": 98.07,
            "low": 97.15,
            "close": 97.15,
            "amount_yi": 0.0915
          },
          {
            "time": "10:03",
            "open": 97.48,
            "high": 97.5,
            "low": 97.48,
            "close": 97.5,
            "amount_yi": 0.1065
          },
          {
            "time": "10:04",
            "open": 96.9,
            "high": 96.9,
            "low": 96.9,
            "close": 96.9,
            "amount_yi": 0.0401
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.9,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 96.9,
        "bid1": 96.88,
        "ask1": 96.9,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 15.2239,
      "price_vs_vwap_pct": -1.4707,
      "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": 0.274,
        "prev_amount_yi": 0.3223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 14.94,
            "high": 14.95,
            "low": 14.94,
            "close": 14.95,
            "amount_yi": 0.1186
          },
          {
            "time": "10:01",
            "open": 15.03,
            "high": 15.05,
            "low": 15.03,
            "close": 15.05,
            "amount_yi": 0.0392
          },
          {
            "time": "10:02",
            "open": 15.07,
            "high": 15.07,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.0579
          },
          {
            "time": "10:03",
            "open": 15.06,
            "high": 15.06,
            "low": 15.01,
            "close": 15.01,
            "amount_yi": 0.0443
          },
          {
            "time": "10:04",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:13",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 14.88,
        "bid1": 14.99,
        "ask1": 15.0,
        "bid_qty1": 100,
        "ask_qty1": 3
      },
      "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": "2026-06-29T10:04:16",
      "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": 281.5134,
      "price_vs_vwap_pct": -1.994,
      "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": 1.1298,
        "prev_amount_yi": 1.5889,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 279.49,
            "high": 281.81,
            "low": 279.49,
            "close": 281.81,
            "amount_yi": 0.2887
          },
          {
            "time": "10:01",
            "open": 281.33,
            "high": 281.33,
            "low": 280.99,
            "close": 280.99,
            "amount_yi": 0.3405
          },
          {
            "time": "10:02",
            "open": 281.04,
            "high": 281.04,
            "low": 278.0,
            "close": 278.0,
            "amount_yi": 0.1827
          },
          {
            "time": "10:03",
            "open": 278.6,
            "high": 278.6,
            "low": 276.7,
            "close": 276.7,
            "amount_yi": 0.1819
          },
          {
            "time": "10:04",
            "open": 275.9,
            "high": 275.9,
            "low": 275.9,
            "close": 275.9,
            "amount_yi": 0.136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 275.9,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 273.84,
        "bid1": 275.8,
        "ask1": 275.9,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-06-29T10:04:16",
      "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": 21.7315,
      "price_vs_vwap_pct": -3.9183,
      "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": 0.9936,
        "prev_amount_yi": 1.4979,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 20.7,
            "high": 21.0,
            "low": 20.7,
            "close": 21.0,
            "amount_yi": 0.3317
          },
          {
            "time": "10:01",
            "open": 21.0,
            "high": 21.1,
            "low": 21.0,
            "close": 21.1,
            "amount_yi": 0.244
          },
          {
            "time": "10:02",
            "open": 21.16,
            "high": 21.16,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.2312
          },
          {
            "time": "10:03",
            "open": 20.98,
            "high": 20.98,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.11
          },
          {
            "time": "10:04",
            "open": 20.88,
            "high": 20.88,
            "low": 20.88,
            "close": 20.88,
            "amount_yi": 0.0767
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.88,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.65,
        "bid1": 20.88,
        "ask1": 20.89,
        "bid_qty1": 32,
        "ask_qty1": 16
      },
      "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": "2026-06-29T10:04:16",
      "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": 9.7552,
      "price_vs_vwap_pct": 0.6643,
      "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": 0.1188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0353
          },
          {
            "time": "10:01",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0087
          },
          {
            "time": "10:02",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.006
          },
          {
            "time": "10:03",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0052
          },
          {
            "time": "10:04",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:13",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 765821,
        "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.35,
      "entry_zone_high": 77.65,
      "entry_risk_pct": null,
      "intraday_vwap": 77.1261,
      "price_vs_vwap_pct": -4.1829,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.1048,
        "prev_amount_yi": 4.8309,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 76.07,
            "high": 76.07,
            "low": 75.75,
            "close": 75.75,
            "amount_yi": 1.3502
          },
          {
            "time": "10:01",
            "open": 75.17,
            "high": 75.29,
            "low": 75.17,
            "close": 75.29,
            "amount_yi": 0.9429
          },
          {
            "time": "10:02",
            "open": 75.07,
            "high": 75.07,
            "low": 74.78,
            "close": 74.78,
            "amount_yi": 1.4618
          },
          {
            "time": "10:03",
            "open": 74.34,
            "high": 74.34,
            "low": 74.06,
            "close": 74.06,
            "amount_yi": 0.9277
          },
          {
            "time": "10:04",
            "open": 73.9,
            "high": 73.9,
            "low": 73.9,
            "close": 73.9,
            "amount_yi": 0.4222
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.9,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 73.88,
        "bid1": 73.88,
        "ask1": 73.9,
        "bid_qty1": 63,
        "ask_qty1": 52
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH",
      "symbol": "SHSE.603324",
      "name": "盛剑科技",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 52.15,
      "exec_low": 52.15,
      "exec_high": 52.93,
      "invalid_price": 50.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.2763,
      "intraday_vwap": 52.7807,
      "price_vs_vwap_pct": 0.1313,
      "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": 0.2442,
        "prev_amount_yi": 0.283,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 53.98,
            "high": 53.98,
            "low": 53.61,
            "close": 53.61,
            "amount_yi": 0.0722
          },
          {
            "time": "10:01",
            "open": 53.88,
            "high": 53.95,
            "low": 53.88,
            "close": 53.95,
            "amount_yi": 0.0773
          },
          {
            "time": "10:02",
            "open": 53.9,
            "high": 53.9,
            "low": 53.63,
            "close": 53.63,
            "amount_yi": 0.0385
          },
          {
            "time": "10:03",
            "open": 53.57,
            "high": 53.57,
            "low": 53.16,
            "close": 53.16,
            "amount_yi": 0.0246
          },
          {
            "time": "10:04",
            "open": 52.85,
            "high": 52.85,
            "low": 52.85,
            "close": 52.85,
            "amount_yi": 0.0316
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.85,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 52.79,
        "ask1": 52.85,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH",
      "symbol": "SZSE.301138",
      "name": "华研精机",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.86,
      "exec_low": 33.86,
      "exec_high": 34.37,
      "invalid_price": 32.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 31.3008,
      "price_vs_vwap_pct": -1.6958,
      "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": 0.0405,
        "prev_amount_yi": 0.0615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6585,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 30.33,
            "high": 30.49,
            "low": 30.33,
            "close": 30.49,
            "amount_yi": 0.0103
          },
          {
            "time": "10:01",
            "open": 30.67,
            "high": 30.79,
            "low": 30.67,
            "close": 30.79,
            "amount_yi": 0.0055
          },
          {
            "time": "10:02",
            "open": 30.85,
            "high": 30.85,
            "low": 30.81,
            "close": 30.81,
            "amount_yi": 0.0123
          },
          {
            "time": "10:03",
            "open": 30.99,
            "high": 30.99,
            "low": 30.78,
            "close": 30.78,
            "amount_yi": 0.0099
          },
          {
            "time": "10:04",
            "open": 30.77,
            "high": 30.77,
            "low": 30.77,
            "close": 30.77,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.77,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 30.29,
        "bid1": 30.76,
        "ask1": 30.77,
        "bid_qty1": 6,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 980.0,
      "exec_low": 980.0,
      "exec_high": 994.7,
      "invalid_price": 950.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 940.4198,
      "price_vs_vwap_pct": -1.2026,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.3758,
        "prev_amount_yi": 7.4193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2637,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 974.0,
            "high": 974.0,
            "low": 964.45,
            "close": 964.45,
            "amount_yi": 1.9411
          },
          {
            "time": "10:01",
            "open": 965.01,
            "high": 965.01,
            "low": 954.99,
            "close": 954.99,
            "amount_yi": 1.1737
          },
          {
            "time": "10:02",
            "open": 949.0,
            "high": 949.0,
            "low": 939.58,
            "close": 939.58,
            "amount_yi": 2.6242
          },
          {
            "time": "10:03",
            "open": 935.0,
            "high": 935.0,
            "low": 930.0,
            "close": 930.0,
            "amount_yi": 2.8062
          },
          {
            "time": "10:04",
            "open": 929.11,
            "high": 929.11,
            "low": 929.11,
            "close": 929.11,
            "amount_yi": 0.8306
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 929.11,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 900.95,
        "bid1": 929.0,
        "ask1": 929.11,
        "bid_qty1": 3,
        "ask_qty1": 44
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 28.68,
      "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": 27.8652,
      "price_vs_vwap_pct": -4.8634,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.0349,
        "prev_amount_yi": 4.8491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 27.5,
            "high": 27.5,
            "low": 27.36,
            "close": 27.36,
            "amount_yi": 1.5263
          },
          {
            "time": "10:01",
            "open": 27.24,
            "high": 27.24,
            "low": 27.13,
            "close": 27.13,
            "amount_yi": 0.8432
          },
          {
            "time": "10:02",
            "open": 27.27,
            "high": 27.27,
            "low": 27.11,
            "close": 27.11,
            "amount_yi": 1.6542
          },
          {
            "time": "10:03",
            "open": 26.92,
            "high": 26.92,
            "low": 26.64,
            "close": 26.64,
            "amount_yi": 1.1473
          },
          {
            "time": "10:04",
            "open": 26.51,
            "high": 26.51,
            "low": 26.51,
            "close": 26.51,
            "amount_yi": 0.8639
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.51,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 26.51,
        "bid1": 26.51,
        "ask1": 26.53,
        "bid_qty1": 196,
        "ask_qty1": 353
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_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": 42.6262,
      "price_vs_vwap_pct": -3.5804,
      "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": 0.9146,
        "prev_amount_yi": 1.0373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 41.55,
            "high": 41.55,
            "low": 41.45,
            "close": 41.45,
            "amount_yi": 0.16
          },
          {
            "time": "10:01",
            "open": 41.48,
            "high": 41.66,
            "low": 41.48,
            "close": 41.66,
            "amount_yi": 0.3613
          },
          {
            "time": "10:02",
            "open": 41.66,
            "high": 41.66,
            "low": 41.5,
            "close": 41.5,
            "amount_yi": 0.1943
          },
          {
            "time": "10:03",
            "open": 41.66,
            "high": 41.66,
            "low": 41.3,
            "close": 41.3,
            "amount_yi": 0.1233
          },
          {
            "time": "10:04",
            "open": 41.1,
            "high": 41.1,
            "low": 41.1,
            "close": 41.1,
            "amount_yi": 0.0757
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.1,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 41.09,
        "bid1": 41.1,
        "ask1": 41.11,
        "bid_qty1": 495,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2307,
        "prev_amount_yi": 0.2399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 94.28,
            "high": 95.49,
            "low": 94.28,
            "close": 95.49,
            "amount_yi": 0.1089
          },
          {
            "time": "10:01",
            "open": 95.7,
            "high": 95.83,
            "low": 95.7,
            "close": 95.83,
            "amount_yi": 0.0496
          },
          {
            "time": "10:02",
            "open": 95.73,
            "high": 95.73,
            "low": 95.65,
            "close": 95.65,
            "amount_yi": 0.0354
          },
          {
            "time": "10:03",
            "open": 95.64,
            "high": 95.64,
            "low": 95.57,
            "close": 95.57,
            "amount_yi": 0.0288
          },
          {
            "time": "10:04",
            "open": 95.01,
            "high": 95.01,
            "low": 95.01,
            "close": 95.01,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.01,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 94.1,
        "bid1": 95.01,
        "ask1": 95.28,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 82.0054,
      "price_vs_vwap_pct": -4.3843,
      "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": 1.1773,
        "prev_amount_yi": 1.4372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8192,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 78.0,
            "high": 78.67,
            "low": 78.0,
            "close": 78.67,
            "amount_yi": 0.3063
          },
          {
            "time": "10:01",
            "open": 78.6,
            "high": 79.26,
            "low": 78.6,
            "close": 79.26,
            "amount_yi": 0.2724
          },
          {
            "time": "10:02",
            "open": 79.49,
            "high": 79.49,
            "low": 78.88,
            "close": 78.88,
            "amount_yi": 0.3503
          },
          {
            "time": "10:03",
            "open": 79.01,
            "high": 79.01,
            "low": 78.25,
            "close": 78.25,
            "amount_yi": 0.1813
          },
          {
            "time": "10:04",
            "open": 78.41,
            "high": 78.41,
            "low": 78.41,
            "close": 78.41,
            "amount_yi": 0.067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.41,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 78.4,
        "ask1": 78.41,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 23.0382,
      "price_vs_vwap_pct": -2.5532,
      "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": 0.1347,
        "prev_amount_yi": 0.0349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0235
          },
          {
            "time": "10:01",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0043
          },
          {
            "time": "10:02",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0933
          },
          {
            "time": "10:03",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0117
          },
          {
            "time": "10:04",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 97816
      },
      "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": "2026-06-29T10:04:16",
      "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": 25.9066,
      "price_vs_vwap_pct": -5.2751,
      "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": 1.5277,
        "prev_amount_yi": 2.5972,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 24.52,
            "high": 24.86,
            "low": 24.52,
            "close": 24.86,
            "amount_yi": 0.4815
          },
          {
            "time": "10:01",
            "open": 24.76,
            "high": 25.0,
            "low": 24.76,
            "close": 25.0,
            "amount_yi": 0.4069
          },
          {
            "time": "10:02",
            "open": 25.02,
            "high": 25.02,
            "low": 24.67,
            "close": 24.67,
            "amount_yi": 0.3801
          },
          {
            "time": "10:03",
            "open": 24.78,
            "high": 24.78,
            "low": 24.65,
            "close": 24.65,
            "amount_yi": 0.1814
          },
          {
            "time": "10:04",
            "open": 24.54,
            "high": 24.54,
            "low": 24.54,
            "close": 24.54,
            "amount_yi": 0.0778
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.54,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 24.02,
        "bid1": 24.56,
        "ask1": 24.57,
        "bid_qty1": 4,
        "ask_qty1": 32
      },
      "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": "2026-06-29T10:04:16",
      "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": 43.4265,
      "price_vs_vwap_pct": -1.2124,
      "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": 0.4701,
        "prev_amount_yi": 0.4655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 42.91,
            "high": 42.91,
            "low": 42.86,
            "close": 42.86,
            "amount_yi": 0.1568
          },
          {
            "time": "10:01",
            "open": 42.99,
            "high": 43.15,
            "low": 42.99,
            "close": 43.15,
            "amount_yi": 0.0678
          },
          {
            "time": "10:02",
            "open": 43.11,
            "high": 43.11,
            "low": 43.04,
            "close": 43.04,
            "amount_yi": 0.1044
          },
          {
            "time": "10:03",
            "open": 43.14,
            "high": 43.14,
            "low": 42.97,
            "close": 42.97,
            "amount_yi": 0.108
          },
          {
            "time": "10:04",
            "open": 42.9,
            "high": 42.9,
            "low": 42.9,
            "close": 42.9,
            "amount_yi": 0.0331
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.9,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.77,
        "bid1": 42.89,
        "ask1": 42.92,
        "bid_qty1": 31,
        "ask_qty1": 14
      },
      "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": "2026-06-29T10:04:16",
      "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": 94.9866,
      "price_vs_vwap_pct": -4.1233,
      "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": 3.1113,
        "prev_amount_yi": 3.6554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8512,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 91.99,
            "high": 93.09,
            "low": 91.99,
            "close": 93.09,
            "amount_yi": 0.7391
          },
          {
            "time": "10:01",
            "open": 92.91,
            "high": 93.64,
            "low": 92.91,
            "close": 93.64,
            "amount_yi": 0.8788
          },
          {
            "time": "10:02",
            "open": 93.02,
            "high": 93.02,
            "low": 91.88,
            "close": 91.88,
            "amount_yi": 0.6283
          },
          {
            "time": "10:03",
            "open": 91.77,
            "high": 91.77,
            "low": 91.11,
            "close": 91.11,
            "amount_yi": 0.486
          },
          {
            "time": "10:04",
            "open": 91.07,
            "high": 91.07,
            "low": 91.07,
            "close": 91.07,
            "amount_yi": 0.3791
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 91.07,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 90.95,
        "bid1": 91.08,
        "ask1": 91.11,
        "bid_qty1": 11,
        "ask_qty1": 41
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.46,
      "exec_low": 19.46,
      "exec_high": 19.75,
      "invalid_price": 18.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.17,
      "entry_zone_high": 19.75,
      "entry_risk_pct": null,
      "intraday_vwap": 18.8638,
      "price_vs_vwap_pct": 0.3509,
      "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": 0.0294,
        "prev_amount_yi": 0.014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:00",
            "open": 18.77,
            "high": 18.85,
            "low": 18.77,
            "close": 18.85,
            "amount_yi": 0.0087
          },
          {
            "time": "10:01",
            "open": 18.83,
            "high": 18.87,
            "low": 18.83,
            "close": 18.87,
            "amount_yi": 0.0106
          },
          {
            "time": "10:02",
            "open": 18.91,
            "high": 18.97,
            "low": 18.91,
            "close": 18.97,
            "amount_yi": 0.0035
          },
          {
            "time": "10:03",
            "open": 18.93,
            "high": 18.93,
            "low": 18.85,
            "close": 18.85,
            "amount_yi": 0.0047
          },
          {
            "time": "10:04",
            "open": 18.93,
            "high": 18.93,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.93,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.04,
        "low": 18.54,
        "bid1": 18.92,
        "ask1": 18.93,
        "bid_qty1": 2,
        "ask_qty1": 15
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM",
      "symbol": "SHSE.600176",
      "name": "中国巨石",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.2,
      "exec_low": 78.36,
      "exec_high": 78.36,
      "invalid_price": 74.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 71.8672,
      "price_vs_vwap_pct": -3.8922,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.891,
        "prev_amount_yi": 10.5235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 69.83,
            "high": 69.9,
            "low": 69.83,
            "close": 69.9,
            "amount_yi": 2.3969
          },
          {
            "time": "10:01",
            "open": 70.0,
            "high": 70.45,
            "low": 70.0,
            "close": 70.45,
            "amount_yi": 1.7327
          },
          {
            "time": "10:02",
            "open": 70.2,
            "high": 70.2,
            "low": 69.62,
            "close": 69.62,
            "amount_yi": 1.4487
          },
          {
            "time": "10:03",
            "open": 69.5,
            "high": 69.5,
            "low": 69.0,
            "close": 69.0,
            "amount_yi": 1.5242
          },
          {
            "time": "10:04",
            "open": 69.07,
            "high": 69.07,
            "low": 69.07,
            "close": 69.07,
            "amount_yi": 1.7885
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.07,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 68.68,
        "bid1": 69.08,
        "ask1": 69.16,
        "bid_qty1": 12,
        "ask_qty1": 3
      },
      "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": "2026-06-29T10:04:16",
      "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": 3.4364,
        "prev_amount_yi": 4.0155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8558,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 38.26,
            "high": 38.26,
            "low": 37.99,
            "close": 37.99,
            "amount_yi": 0.864
          },
          {
            "time": "10:01",
            "open": 37.82,
            "high": 37.82,
            "low": 37.59,
            "close": 37.59,
            "amount_yi": 0.6921
          },
          {
            "time": "10:02",
            "open": 37.6,
            "high": 37.6,
            "low": 37.55,
            "close": 37.55,
            "amount_yi": 0.6497
          },
          {
            "time": "10:03",
            "open": 37.32,
            "high": 37.32,
            "low": 37.01,
            "close": 37.01,
            "amount_yi": 0.5856
          },
          {
            "time": "10:04",
            "open": 36.68,
            "high": 36.68,
            "low": 36.68,
            "close": 36.68,
            "amount_yi": 0.645
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.68,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 36.1,
        "bid1": 36.68,
        "ask1": 36.74,
        "bid_qty1": 147,
        "ask_qty1": 2
      },
      "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": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "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": 53.7184,
      "price_vs_vwap_pct": -4.5206,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.1524,
        "prev_amount_yi": 2.363,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 53.84,
            "high": 53.84,
            "low": 53.08,
            "close": 53.08,
            "amount_yi": 0.9187
          },
          {
            "time": "10:01",
            "open": 53.11,
            "high": 53.11,
            "low": 52.83,
            "close": 52.83,
            "amount_yi": 1.0647
          },
          {
            "time": "10:02",
            "open": 53.25,
            "high": 53.25,
            "low": 52.6,
            "close": 52.6,
            "amount_yi": 0.8345
          },
          {
            "time": "10:03",
            "open": 52.16,
            "high": 52.16,
            "low": 51.89,
            "close": 51.89,
            "amount_yi": 0.88
          },
          {
            "time": "10:04",
            "open": 51.29,
            "high": 51.29,
            "low": 51.29,
            "close": 51.29,
            "amount_yi": 0.4545
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.29,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 51.27,
        "bid1": 51.28,
        "ask1": 51.29,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 81.0,
      "exec_low": 82.21,
      "exec_high": 82.21,
      "invalid_price": 78.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 88.0148,
      "price_vs_vwap_pct": 1.0057,
      "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": 2.93,
        "prev_amount_yi": 3.5599,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8231,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 90.29,
            "high": 90.29,
            "low": 89.94,
            "close": 89.94,
            "amount_yi": 0.9487
          },
          {
            "time": "10:01",
            "open": 90.32,
            "high": 90.41,
            "low": 90.32,
            "close": 90.41,
            "amount_yi": 0.6479
          },
          {
            "time": "10:02",
            "open": 90.72,
            "high": 91.0,
            "low": 90.72,
            "close": 91.0,
            "amount_yi": 0.5962
          },
          {
            "time": "10:03",
            "open": 90.06,
            "high": 90.06,
            "low": 89.7,
            "close": 89.7,
            "amount_yi": 0.5523
          },
          {
            "time": "10:04",
            "open": 88.9,
            "high": 88.9,
            "low": 88.9,
            "close": 88.9,
            "amount_yi": 0.1849
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 88.9,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 88.9,
        "ask1": 88.92,
        "bid_qty1": 54,
        "ask_qty1": 8
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "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": 49.3105,
      "price_vs_vwap_pct": -6.673,
      "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": 1.4237,
        "prev_amount_yi": 1.6875,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 47.82,
            "high": 47.82,
            "low": 47.46,
            "close": 47.46,
            "amount_yi": 0.3152
          },
          {
            "time": "10:01",
            "open": 47.36,
            "high": 47.5,
            "low": 47.36,
            "close": 47.5,
            "amount_yi": 0.2907
          },
          {
            "time": "10:02",
            "open": 47.28,
            "high": 47.28,
            "low": 46.75,
            "close": 46.75,
            "amount_yi": 0.352
          },
          {
            "time": "10:03",
            "open": 46.76,
            "high": 46.76,
            "low": 46.37,
            "close": 46.37,
            "amount_yi": 0.3535
          },
          {
            "time": "10:04",
            "open": 46.02,
            "high": 46.02,
            "low": 46.02,
            "close": 46.02,
            "amount_yi": 0.1123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.02,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 46.01,
        "bid1": 46.01,
        "ask1": 46.02,
        "bid_qty1": 280,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": null,
      "intraday_vwap": 108.7298,
      "price_vs_vwap_pct": -4.2581,
      "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": 5.1555,
        "prev_amount_yi": 6.4132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8039,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 106.62,
            "high": 106.66,
            "low": 106.62,
            "close": 106.66,
            "amount_yi": 1.531
          },
          {
            "time": "10:01",
            "open": 106.16,
            "high": 106.76,
            "low": 106.16,
            "close": 106.76,
            "amount_yi": 0.8288
          },
          {
            "time": "10:02",
            "open": 106.55,
            "high": 106.55,
            "low": 105.8,
            "close": 105.8,
            "amount_yi": 0.8623
          },
          {
            "time": "10:03",
            "open": 105.5,
            "high": 105.5,
            "low": 104.34,
            "close": 104.34,
            "amount_yi": 1.0866
          },
          {
            "time": "10:04",
            "open": 104.1,
            "high": 104.1,
            "low": 104.1,
            "close": 104.1,
            "amount_yi": 0.8468
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.1,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 104.0,
        "bid1": 104.1,
        "ask1": 104.22,
        "bid_qty1": 2,
        "ask_qty1": 159
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.72,
      "exec_low": 57.57,
      "exec_high": 57.57,
      "invalid_price": 55.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.87,
      "entry_zone_high": 57.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8735,
        "prev_amount_yi": 0.8389,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 55.26,
            "high": 55.6,
            "low": 55.26,
            "close": 55.6,
            "amount_yi": 0.0892
          },
          {
            "time": "10:01",
            "open": 56.0,
            "high": 56.0,
            "low": 55.69,
            "close": 55.69,
            "amount_yi": 0.2026
          },
          {
            "time": "10:02",
            "open": 55.68,
            "high": 55.68,
            "low": 55.43,
            "close": 55.43,
            "amount_yi": 0.199
          },
          {
            "time": "10:03",
            "open": 54.46,
            "high": 54.46,
            "low": 54.29,
            "close": 54.29,
            "amount_yi": 0.2835
          },
          {
            "time": "10:04",
            "open": 54.3,
            "high": 54.3,
            "low": 54.3,
            "close": 54.3,
            "amount_yi": 0.0992
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.3,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.85,
        "low": 53.5,
        "bid1": 54.33,
        "ask1": 54.45,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 517.0,
      "exec_low": 524.75,
      "exec_high": 524.75,
      "invalid_price": 501.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 532.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 524.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 509.25,
      "entry_zone_high": 524.75,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.8923,
        "prev_amount_yi": 5.8092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 508.0,
            "high": 508.0,
            "low": 507.2,
            "close": 507.2,
            "amount_yi": 1.2525
          },
          {
            "time": "10:01",
            "open": 507.0,
            "high": 507.0,
            "low": 506.58,
            "close": 506.58,
            "amount_yi": 1.6242
          },
          {
            "time": "10:02",
            "open": 503.56,
            "high": 503.56,
            "low": 498.96,
            "close": 498.96,
            "amount_yi": 2.5218
          },
          {
            "time": "10:03",
            "open": 495.22,
            "high": 495.22,
            "low": 492.89,
            "close": 492.89,
            "amount_yi": 3.2339
          },
          {
            "time": "10:04",
            "open": 492.7,
            "high": 492.7,
            "low": 492.7,
            "close": 492.7,
            "amount_yi": 1.2599
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 492.7,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 489.0,
        "bid1": 492.7,
        "ask1": 492.9,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002409:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002409:VWAP_RECLAIM",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.2,
      "exec_low": 198.13,
      "exec_high": 198.13,
      "invalid_price": 189.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 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": 4.1316,
      "intraday_vwap": 203.6843,
      "price_vs_vwap_pct": -3.2817,
      "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": 5.57,
        "prev_amount_yi": 7.4746,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7452,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 202.98,
            "high": 202.98,
            "low": 199.74,
            "close": 199.74,
            "amount_yi": 1.5435
          },
          {
            "time": "10:01",
            "open": 201.0,
            "high": 202.5,
            "low": 201.0,
            "close": 202.5,
            "amount_yi": 1.4739
          },
          {
            "time": "10:02",
            "open": 201.91,
            "high": 201.91,
            "low": 201.01,
            "close": 201.01,
            "amount_yi": 1.0139
          },
          {
            "time": "10:03",
            "open": 201.29,
            "high": 201.29,
            "low": 200.0,
            "close": 200.0,
            "amount_yi": 0.9024
          },
          {
            "time": "10:04",
            "open": 197.0,
            "high": 197.0,
            "low": 197.0,
            "close": 197.0,
            "amount_yi": 0.6363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "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": 197.0,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 195.58,
        "bid1": 197.0,
        "ask1": 197.5,
        "bid_qty1": 74,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "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": "2026-06-29T10:04:16",
      "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": 86.0423,
      "price_vs_vwap_pct": -3.3499,
      "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": 0.4669,
        "prev_amount_yi": 0.5192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 83.41,
            "high": 83.56,
            "low": 83.41,
            "close": 83.56,
            "amount_yi": 0.1354
          },
          {
            "time": "10:01",
            "open": 83.47,
            "high": 84.2,
            "low": 83.47,
            "close": 84.2,
            "amount_yi": 0.1117
          },
          {
            "time": "10:02",
            "open": 84.32,
            "high": 84.32,
            "low": 83.52,
            "close": 83.52,
            "amount_yi": 0.0549
          },
          {
            "time": "10:03",
            "open": 83.95,
            "high": 83.95,
            "low": 83.51,
            "close": 83.51,
            "amount_yi": 0.092
          },
          {
            "time": "10:04",
            "open": 83.16,
            "high": 83.16,
            "low": 83.16,
            "close": 83.16,
            "amount_yi": 0.0729
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.16,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 82.82,
        "bid1": 83.16,
        "ask1": 83.18,
        "bid_qty1": 62,
        "ask_qty1": 16
      },
      "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": "2026-06-29T10:04:16",
      "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": 77.3595,
      "price_vs_vwap_pct": -0.5293,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5511,
        "prev_amount_yi": 0.5225,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 77.86,
            "high": 78.5,
            "low": 77.86,
            "close": 78.5,
            "amount_yi": 0.0927
          },
          {
            "time": "10:01",
            "open": 78.8,
            "high": 78.98,
            "low": 78.8,
            "close": 78.98,
            "amount_yi": 0.165
          },
          {
            "time": "10:02",
            "open": 78.7,
            "high": 78.7,
            "low": 78.32,
            "close": 78.32,
            "amount_yi": 0.1175
          },
          {
            "time": "10:03",
            "open": 78.04,
            "high": 78.04,
            "low": 77.9,
            "close": 77.9,
            "amount_yi": 0.0634
          },
          {
            "time": "10:04",
            "open": 76.95,
            "high": 76.95,
            "low": 76.95,
            "close": 76.95,
            "amount_yi": 0.1125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.95,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 73.88,
        "bid1": 76.9,
        "ask1": 76.95,
        "bid_qty1": 33,
        "ask_qty1": 29
      },
      "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": "2026-06-29T10:04:16",
      "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": 34.3403,
      "price_vs_vwap_pct": -1.1948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6717,
        "prev_amount_yi": 0.507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 34.08,
            "high": 34.08,
            "low": 34.05,
            "close": 34.05,
            "amount_yi": 0.2772
          },
          {
            "time": "10:01",
            "open": 34.19,
            "high": 34.24,
            "low": 34.19,
            "close": 34.24,
            "amount_yi": 0.1391
          },
          {
            "time": "10:02",
            "open": 34.27,
            "high": 34.27,
            "low": 34.14,
            "close": 34.14,
            "amount_yi": 0.0921
          },
          {
            "time": "10:03",
            "open": 34.08,
            "high": 34.08,
            "low": 34.01,
            "close": 34.01,
            "amount_yi": 0.125
          },
          {
            "time": "10:04",
            "open": 33.93,
            "high": 33.93,
            "low": 33.93,
            "close": 33.93,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.93,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.86,
        "low": 33.7,
        "bid1": 33.92,
        "ask1": 33.93,
        "bid_qty1": 34,
        "ask_qty1": 356
      },
      "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": "2026-06-29T10:04:16",
      "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": 17.8969,
      "price_vs_vwap_pct": -3.0,
      "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": 0.7325,
        "prev_amount_yi": 0.7699,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9514,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 17.53,
            "high": 17.53,
            "low": 17.44,
            "close": 17.44,
            "amount_yi": 0.1407
          },
          {
            "time": "10:01",
            "open": 17.46,
            "high": 17.54,
            "low": 17.46,
            "close": 17.54,
            "amount_yi": 0.1348
          },
          {
            "time": "10:02",
            "open": 17.5,
            "high": 17.5,
            "low": 17.45,
            "close": 17.45,
            "amount_yi": 0.1613
          },
          {
            "time": "10:03",
            "open": 17.58,
            "high": 17.58,
            "low": 17.48,
            "close": 17.48,
            "amount_yi": 0.121
          },
          {
            "time": "10:04",
            "open": 17.36,
            "high": 17.36,
            "low": 17.36,
            "close": 17.36,
            "amount_yi": 0.1747
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.36,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 17.35,
        "bid1": 17.35,
        "ask1": 17.36,
        "bid_qty1": 6,
        "ask_qty1": 419
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM",
      "symbol": "SZSE.300498",
      "name": "温氏股份",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.5,
      "exec_low": 12.69,
      "exec_high": 12.69,
      "invalid_price": 12.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.31,
      "entry_zone_high": 12.69,
      "entry_risk_pct": null,
      "intraday_vwap": 12.1273,
      "price_vs_vwap_pct": 0.517,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2338,
        "prev_amount_yi": 0.1407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 12.15,
            "high": 12.15,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0559
          },
          {
            "time": "10:01",
            "open": 12.17,
            "high": 12.17,
            "low": 12.12,
            "close": 12.12,
            "amount_yi": 0.0637
          },
          {
            "time": "10:02",
            "open": 12.1,
            "high": 12.1,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.0292
          },
          {
            "time": "10:03",
            "open": 12.17,
            "high": 12.18,
            "low": 12.17,
            "close": 12.18,
            "amount_yi": 0.0475
          },
          {
            "time": "10:04",
            "open": 12.19,
            "high": 12.19,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.0375
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.19,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.32,
        "low": 11.95,
        "bid1": 12.18,
        "ask1": 12.19,
        "bid_qty1": 65,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300759:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300759:VWAP_RECLAIM",
      "symbol": "SZSE.300759",
      "name": "康龙化成",
      "side": "BUY",
      "priority": "W51",
      "status": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.88,
      "entry_zone_high": 27.7,
      "entry_risk_pct": null,
      "intraday_vwap": 27.2327,
      "price_vs_vwap_pct": 3.6254,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6984,
        "prev_amount_yi": 1.5333,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7599,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 27.68,
            "high": 27.68,
            "low": 27.65,
            "close": 27.65,
            "amount_yi": 0.6326
          },
          {
            "time": "10:01",
            "open": 27.85,
            "high": 27.85,
            "low": 27.8,
            "close": 27.8,
            "amount_yi": 0.5742
          },
          {
            "time": "10:02",
            "open": 27.89,
            "high": 28.22,
            "low": 27.89,
            "close": 28.22,
            "amount_yi": 0.6872
          },
          {
            "time": "10:03",
            "open": 28.28,
            "high": 28.28,
            "low": 28.24,
            "close": 28.24,
            "amount_yi": 0.592
          },
          {
            "time": "10:04",
            "open": 28.22,
            "high": 28.22,
            "low": 28.22,
            "close": 28.22,
            "amount_yi": 0.2124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.22,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 28.39,
        "low": 26.0,
        "bid1": 28.22,
        "ask1": 28.27,
        "bid_qty1": 28,
        "ask_qty1": 40
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "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": 86.9088,
      "price_vs_vwap_pct": -2.5185,
      "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": 1.3547,
        "prev_amount_yi": 1.6339,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8291,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 85.5,
            "high": 85.5,
            "low": 84.91,
            "close": 84.91,
            "amount_yi": 0.4178
          },
          {
            "time": "10:01",
            "open": 85.33,
            "high": 85.46,
            "low": 85.33,
            "close": 85.46,
            "amount_yi": 0.2584
          },
          {
            "time": "10:02",
            "open": 85.6,
            "high": 85.6,
            "low": 85.59,
            "close": 85.59,
            "amount_yi": 0.1967
          },
          {
            "time": "10:03",
            "open": 85.5,
            "high": 85.5,
            "low": 85.05,
            "close": 85.05,
            "amount_yi": 0.2532
          },
          {
            "time": "10:04",
            "open": 84.72,
            "high": 84.72,
            "low": 84.72,
            "close": 84.72,
            "amount_yi": 0.2286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.72,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 84.6,
        "bid1": 84.6,
        "ask1": 84.72,
        "bid_qty1": 33,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.12,
      "entry_zone_high": 8.36,
      "entry_risk_pct": null,
      "intraday_vwap": 7.9641,
      "price_vs_vwap_pct": -2.8139,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 12.544,
        "prev_amount_yi": 16.7511,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 7.83,
            "high": 7.83,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 3.4316
          },
          {
            "time": "10:01",
            "open": 7.81,
            "high": 7.84,
            "low": 7.81,
            "close": 7.84,
            "amount_yi": 2.6104
          },
          {
            "time": "10:02",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 2.8661
          },
          {
            "time": "10:03",
            "open": 7.79,
            "high": 7.79,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 2.6799
          },
          {
            "time": "10:04",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.956
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.74,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.7,
        "bid1": 7.73,
        "ask1": 7.74,
        "bid_qty1": 6877,
        "ask_qty1": 52
      },
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 193.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 190.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 185.18,
      "entry_zone_high": 190.82,
      "entry_risk_pct": null,
      "intraday_vwap": 177.1504,
      "price_vs_vwap_pct": -2.738,
      "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": 1.9638,
        "prev_amount_yi": 3.2905,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5968,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 172.0,
            "high": 173.59,
            "low": 172.0,
            "close": 173.59,
            "amount_yi": 0.7014
          },
          {
            "time": "10:01",
            "open": 173.05,
            "high": 173.55,
            "low": 173.05,
            "close": 173.55,
            "amount_yi": 0.4718
          },
          {
            "time": "10:02",
            "open": 174.03,
            "high": 174.03,
            "low": 172.05,
            "close": 172.05,
            "amount_yi": 0.3513
          },
          {
            "time": "10:03",
            "open": 172.11,
            "high": 173.0,
            "low": 172.11,
            "close": 173.0,
            "amount_yi": 0.3306
          },
          {
            "time": "10:04",
            "open": 172.3,
            "high": 172.3,
            "low": 172.3,
            "close": 172.3,
            "amount_yi": 0.1087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 172.3,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 170.0,
        "bid1": 172.22,
        "ask1": 172.8,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-06-29T10:04:16",
      "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": 16.232,
      "price_vs_vwap_pct": 2.1439,
      "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": 0.0544,
        "prev_amount_yi": 0.1526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 16.46,
            "high": 16.48,
            "low": 16.46,
            "close": 16.48,
            "amount_yi": 0.0094
          },
          {
            "time": "10:01",
            "open": 16.51,
            "high": 16.51,
            "low": 16.47,
            "close": 16.47,
            "amount_yi": 0.0088
          },
          {
            "time": "10:02",
            "open": 16.43,
            "high": 16.47,
            "low": 16.43,
            "close": 16.47,
            "amount_yi": 0.0101
          },
          {
            "time": "10:03",
            "open": 16.5,
            "high": 16.51,
            "low": 16.5,
            "close": 16.51,
            "amount_yi": 0.0139
          },
          {
            "time": "10:04",
            "open": 16.58,
            "high": 16.58,
            "low": 16.58,
            "close": 16.58,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.58,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.59,
        "low": 15.98,
        "bid1": 16.57,
        "ask1": 16.58,
        "bid_qty1": 14,
        "ask_qty1": 11
      },
      "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": "2026-06-29T10:04:16",
      "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": 20.866,
      "price_vs_vwap_pct": -3.3835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2741,
        "prev_amount_yi": 0.1399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 20.54,
            "high": 20.54,
            "low": 20.45,
            "close": 20.45,
            "amount_yi": 0.033
          },
          {
            "time": "10:01",
            "open": 20.48,
            "high": 20.48,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0273
          },
          {
            "time": "10:02",
            "open": 20.4,
            "high": 20.4,
            "low": 20.3,
            "close": 20.3,
            "amount_yi": 0.0661
          },
          {
            "time": "10:03",
            "open": 20.4,
            "high": 20.4,
            "low": 20.26,
            "close": 20.26,
            "amount_yi": 0.0474
          },
          {
            "time": "10:04",
            "open": 20.16,
            "high": 20.16,
            "low": 20.16,
            "close": 20.16,
            "amount_yi": 0.1003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.16,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 20.1,
        "bid1": 20.16,
        "ask1": 20.3,
        "bid_qty1": 63,
        "ask_qty1": 12
      },
      "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": "2026-06-29T10:04:16",
      "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_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2191,
        "prev_amount_yi": 0.8461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4408,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 497.0,
            "high": 497.0,
            "low": 496.76,
            "close": 496.76,
            "amount_yi": 0.2439
          },
          {
            "time": "10:01",
            "open": 495.1,
            "high": 495.1,
            "low": 493.49,
            "close": 493.49,
            "amount_yi": 0.1768
          },
          {
            "time": "10:02",
            "open": 491.02,
            "high": 491.02,
            "low": 490.2,
            "close": 490.2,
            "amount_yi": 0.2243
          },
          {
            "time": "10:03",
            "open": 489.3,
            "high": 492.52,
            "low": 489.3,
            "close": 492.52,
            "amount_yi": 0.223
          },
          {
            "time": "10:04",
            "open": 488.09,
            "high": 488.09,
            "low": 488.09,
            "close": 488.09,
            "amount_yi": 0.3511
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 488.09,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 506.0,
        "low": 470.5,
        "bid1": 488.09,
        "ask1": 489.28,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM",
      "symbol": "SHSE.600857",
      "name": "宁波中百",
      "side": "BUY",
      "priority": "W58",
      "status": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 18.2789,
      "price_vs_vwap_pct": 6.6257,
      "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": 0.2905,
        "prev_amount_yi": 0.2891,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 19.1,
            "high": 19.1,
            "low": 19.08,
            "close": 19.08,
            "amount_yi": 0.0669
          },
          {
            "time": "10:01",
            "open": 19.17,
            "high": 19.28,
            "low": 19.17,
            "close": 19.28,
            "amount_yi": 0.0309
          },
          {
            "time": "10:02",
            "open": 19.39,
            "high": 19.39,
            "low": 19.36,
            "close": 19.36,
            "amount_yi": 0.0887
          },
          {
            "time": "10:03",
            "open": 19.5,
            "high": 19.52,
            "low": 19.5,
            "close": 19.52,
            "amount_yi": 0.0847
          },
          {
            "time": "10:04",
            "open": 19.49,
            "high": 19.49,
            "low": 19.49,
            "close": 19.49,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.49,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.57,
        "low": 17.13,
        "bid1": 19.45,
        "ask1": 19.49,
        "bid_qty1": 16,
        "ask_qty1": 114
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM",
      "symbol": "SHSE.600630",
      "name": "龙头股份",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7564,
      "price_vs_vwap_pct": -1.3981,
      "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": 0.1665,
        "prev_amount_yi": 0.1521,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 9.56,
            "high": 9.6,
            "low": 9.56,
            "close": 9.6,
            "amount_yi": 0.035
          },
          {
            "time": "10:01",
            "open": 9.56,
            "high": 9.58,
            "low": 9.56,
            "close": 9.58,
            "amount_yi": 0.0607
          },
          {
            "time": "10:02",
            "open": 9.55,
            "high": 9.56,
            "low": 9.55,
            "close": 9.56,
            "amount_yi": 0.0279
          },
          {
            "time": "10:03",
            "open": 9.62,
            "high": 9.64,
            "low": 9.62,
            "close": 9.64,
            "amount_yi": 0.0272
          },
          {
            "time": "10:04",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.62,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.62,
        "ask1": 9.63,
        "bid_qty1": 158,
        "ask_qty1": 93
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 49.0872,
      "price_vs_vwap_pct": -2.6834,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.945,
        "prev_amount_yi": 1.6087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2091,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 48.35,
            "high": 48.35,
            "low": 48.15,
            "close": 48.15,
            "amount_yi": 0.3834
          },
          {
            "time": "10:01",
            "open": 48.14,
            "high": 48.23,
            "low": 48.14,
            "close": 48.23,
            "amount_yi": 0.4674
          },
          {
            "time": "10:02",
            "open": 48.25,
            "high": 48.25,
            "low": 48.13,
            "close": 48.13,
            "amount_yi": 0.4196
          },
          {
            "time": "10:03",
            "open": 48.9,
            "high": 48.9,
            "low": 48.2,
            "close": 48.2,
            "amount_yi": 0.2717
          },
          {
            "time": "10:04",
            "open": 47.77,
            "high": 47.77,
            "low": 47.77,
            "close": 47.77,
            "amount_yi": 0.4029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.77,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 47.47,
        "bid1": 47.77,
        "ask1": 47.78,
        "bid_qty1": 7,
        "ask_qty1": 22
      },
      "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": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 45.1563,
      "price_vs_vwap_pct": 4.4594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.378,
        "prev_amount_yi": 1.2929,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 46.06,
            "high": 46.06,
            "low": 45.99,
            "close": 45.99,
            "amount_yi": 0.2208
          },
          {
            "time": "10:01",
            "open": 46.22,
            "high": 46.49,
            "low": 46.22,
            "close": 46.49,
            "amount_yi": 0.3216
          },
          {
            "time": "10:02",
            "open": 46.6,
            "high": 46.6,
            "low": 46.6,
            "close": 46.6,
            "amount_yi": 0.3745
          },
          {
            "time": "10:03",
            "open": 46.97,
            "high": 47.13,
            "low": 46.97,
            "close": 47.13,
            "amount_yi": 0.2942
          },
          {
            "time": "10:04",
            "open": 47.17,
            "high": 47.17,
            "low": 47.17,
            "close": 47.17,
            "amount_yi": 0.1669
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.17,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 47.29,
        "low": 43.58,
        "bid1": 47.12,
        "ask1": 47.16,
        "bid_qty1": 6,
        "ask_qty1": 40
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 50.9464,
      "price_vs_vwap_pct": -2.4465,
      "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": 0.3912,
        "prev_amount_yi": 0.6977,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5607,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 49.62,
            "high": 49.7,
            "low": 49.62,
            "close": 49.7,
            "amount_yi": 0.1068
          },
          {
            "time": "10:01",
            "open": 49.79,
            "high": 49.88,
            "low": 49.79,
            "close": 49.88,
            "amount_yi": 0.0682
          },
          {
            "time": "10:02",
            "open": 49.75,
            "high": 49.94,
            "low": 49.75,
            "close": 49.94,
            "amount_yi": 0.1006
          },
          {
            "time": "10:03",
            "open": 50.17,
            "high": 50.17,
            "low": 49.93,
            "close": 49.93,
            "amount_yi": 0.0771
          },
          {
            "time": "10:04",
            "open": 49.7,
            "high": 49.7,
            "low": 49.7,
            "close": 49.7,
            "amount_yi": 0.0385
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 49.64,
        "ask1": 49.7,
        "bid_qty1": 27,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM",
      "symbol": "SHSE.688147",
      "name": "微导纳米",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 132.87,
      "exec_low": 134.86,
      "exec_high": 134.86,
      "invalid_price": 128.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": 3.8209,
      "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": 0.594,
        "prev_amount_yi": 0.4774,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 135.59,
            "high": 136.5,
            "low": 135.59,
            "close": 136.5,
            "amount_yi": 0.1511
          },
          {
            "time": "10:01",
            "open": 136.36,
            "high": 136.36,
            "low": 135.85,
            "close": 135.85,
            "amount_yi": 0.0752
          },
          {
            "time": "10:02",
            "open": 135.0,
            "high": 135.0,
            "low": 134.38,
            "close": 134.38,
            "amount_yi": 0.0961
          },
          {
            "time": "10:03",
            "open": 134.34,
            "high": 134.34,
            "low": 134.0,
            "close": 134.0,
            "amount_yi": 0.1982
          },
          {
            "time": "10:04",
            "open": 134.04,
            "high": 134.04,
            "low": 134.04,
            "close": 134.04,
            "amount_yi": 0.0734
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 134.04,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 130.5,
        "bid1": 133.89,
        "ask1": 134.0,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.93,
      "entry_zone_high": 31.87,
      "entry_risk_pct": null,
      "intraday_vwap": 30.0975,
      "price_vs_vwap_pct": 0.5399,
      "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": 1.5742,
        "prev_amount_yi": 2.2385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 30.72,
            "high": 30.72,
            "low": 30.36,
            "close": 30.36,
            "amount_yi": 0.5641
          },
          {
            "time": "10:01",
            "open": 30.26,
            "high": 30.26,
            "low": 30.26,
            "close": 30.26,
            "amount_yi": 0.3392
          },
          {
            "time": "10:02",
            "open": 30.18,
            "high": 30.2,
            "low": 30.18,
            "close": 30.2,
            "amount_yi": 0.2716
          },
          {
            "time": "10:03",
            "open": 30.26,
            "high": 30.29,
            "low": 30.26,
            "close": 30.29,
            "amount_yi": 0.2949
          },
          {
            "time": "10:04",
            "open": 30.26,
            "high": 30.26,
            "low": 30.26,
            "close": 30.26,
            "amount_yi": 0.1044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.26,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 30.25,
        "ask1": 30.26,
        "bid_qty1": 33,
        "ask_qty1": 255
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM",
      "symbol": "SHSE.688627",
      "name": "精智达",
      "side": "BUY",
      "priority": "W65",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6262,
        "prev_amount_yi": 1.3956,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 685.0,
            "high": 688.39,
            "low": 685.0,
            "close": 688.39,
            "amount_yi": 0.2574
          },
          {
            "time": "10:01",
            "open": 685.0,
            "high": 685.0,
            "low": 682.0,
            "close": 682.0,
            "amount_yi": 0.2081
          },
          {
            "time": "10:02",
            "open": 681.1,
            "high": 681.1,
            "low": 675.18,
            "close": 675.18,
            "amount_yi": 0.4358
          },
          {
            "time": "10:03",
            "open": 670.19,
            "high": 670.19,
            "low": 668.56,
            "close": 668.56,
            "amount_yi": 0.5491
          },
          {
            "time": "10:04",
            "open": 669.76,
            "high": 669.76,
            "low": 669.76,
            "close": 669.76,
            "amount_yi": 0.1758
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 669.76,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 704.0,
        "low": 660.0,
        "bid1": 669.77,
        "ask1": 673.76,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:04:16",
      "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": 47.5888,
      "price_vs_vwap_pct": -0.4598,
      "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": 0.194,
        "prev_amount_yi": 0.212,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 47.76,
            "high": 47.76,
            "low": 47.57,
            "close": 47.57,
            "amount_yi": 0.0374
          },
          {
            "time": "10:01",
            "open": 47.58,
            "high": 47.58,
            "low": 47.54,
            "close": 47.54,
            "amount_yi": 0.0272
          },
          {
            "time": "10:02",
            "open": 47.73,
            "high": 47.73,
            "low": 47.56,
            "close": 47.56,
            "amount_yi": 0.0488
          },
          {
            "time": "10:03",
            "open": 47.52,
            "high": 47.52,
            "low": 47.45,
            "close": 47.45,
            "amount_yi": 0.0644
          },
          {
            "time": "10:04",
            "open": 47.37,
            "high": 47.37,
            "low": 47.37,
            "close": 47.37,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.37,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 47.31,
        "ask1": 47.36,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W67",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.5,
      "exec_low": 24.87,
      "exec_high": 24.87,
      "invalid_price": 23.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 22.6413,
      "price_vs_vwap_pct": -0.0057,
      "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": 0.3824,
        "prev_amount_yi": 0.6445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5933,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 22.4,
            "high": 22.45,
            "low": 22.4,
            "close": 22.45,
            "amount_yi": 0.0817
          },
          {
            "time": "10:01",
            "open": 22.53,
            "high": 22.6,
            "low": 22.53,
            "close": 22.6,
            "amount_yi": 0.1162
          },
          {
            "time": "10:02",
            "open": 22.64,
            "high": 22.67,
            "low": 22.64,
            "close": 22.67,
            "amount_yi": 0.0559
          },
          {
            "time": "10:03",
            "open": 22.71,
            "high": 22.71,
            "low": 22.67,
            "close": 22.67,
            "amount_yi": 0.0791
          },
          {
            "time": "10:04",
            "open": 22.64,
            "high": 22.64,
            "low": 22.64,
            "close": 22.64,
            "amount_yi": 0.0495
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.64,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.08,
        "bid1": 22.64,
        "ask1": 22.66,
        "bid_qty1": 89,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM",
      "symbol": "SHSE.600497",
      "name": "驰宏锌锗",
      "side": "BUY",
      "priority": "W68",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.22,
      "exec_low": 13.42,
      "exec_high": 13.42,
      "invalid_price": 12.82,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.02,
      "entry_zone_high": 13.42,
      "entry_risk_pct": null,
      "intraday_vwap": 13.0459,
      "price_vs_vwap_pct": 0.568,
      "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": 1.8719,
        "prev_amount_yi": 3.1639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 13.31,
            "high": 13.31,
            "low": 13.23,
            "close": 13.23,
            "amount_yi": 0.5227
          },
          {
            "time": "10:01",
            "open": 13.25,
            "high": 13.31,
            "low": 13.25,
            "close": 13.31,
            "amount_yi": 0.2714
          },
          {
            "time": "10:02",
            "open": 13.31,
            "high": 13.31,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.3822
          },
          {
            "time": "10:03",
            "open": 13.3,
            "high": 13.3,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.4392
          },
          {
            "time": "10:04",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.2564
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.12,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.6,
        "bid1": 13.12,
        "ask1": 13.14,
        "bid_qty1": 271,
        "ask_qty1": 245
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 155.5141,
      "price_vs_vwap_pct": 3.8362,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7846,
        "prev_amount_yi": 1.292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 158.0,
            "high": 158.16,
            "low": 158.0,
            "close": 158.16,
            "amount_yi": 0.2955
          },
          {
            "time": "10:01",
            "open": 159.34,
            "high": 159.34,
            "low": 159.0,
            "close": 159.0,
            "amount_yi": 0.5169
          },
          {
            "time": "10:02",
            "open": 159.87,
            "high": 160.88,
            "low": 159.87,
            "close": 160.88,
            "amount_yi": 0.3801
          },
          {
            "time": "10:03",
            "open": 160.85,
            "high": 160.87,
            "low": 160.85,
            "close": 160.87,
            "amount_yi": 0.4145
          },
          {
            "time": "10:04",
            "open": 161.48,
            "high": 161.48,
            "low": 161.48,
            "close": 161.48,
            "amount_yi": 0.1776
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 161.48,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 161.78,
        "low": 151.0,
        "bid1": 161.23,
        "ask1": 161.48,
        "bid_qty1": 4,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 20.0628,
      "price_vs_vwap_pct": -5.2475,
      "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": 1.4523,
        "prev_amount_yi": 1.6752,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8669,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 19.25,
            "high": 19.25,
            "low": 19.15,
            "close": 19.15,
            "amount_yi": 0.4796
          },
          {
            "time": "10:01",
            "open": 19.33,
            "high": 19.47,
            "low": 19.33,
            "close": 19.47,
            "amount_yi": 0.2517
          },
          {
            "time": "10:02",
            "open": 19.42,
            "high": 19.42,
            "low": 19.27,
            "close": 19.27,
            "amount_yi": 0.2323
          },
          {
            "time": "10:03",
            "open": 19.21,
            "high": 19.21,
            "low": 19.13,
            "close": 19.13,
            "amount_yi": 0.2554
          },
          {
            "time": "10:04",
            "open": 19.01,
            "high": 19.01,
            "low": 19.01,
            "close": 19.01,
            "amount_yi": 0.2333
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.01,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 19.01,
        "bid1": 19.01,
        "ask1": 19.04,
        "bid_qty1": 316,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 132.268,
      "price_vs_vwap_pct": -2.4405,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3241,
        "prev_amount_yi": 0.1754,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 130.36,
            "high": 130.39,
            "low": 130.36,
            "close": 130.39,
            "amount_yi": 0.0574
          },
          {
            "time": "10:01",
            "open": 130.02,
            "high": 130.6,
            "low": 130.02,
            "close": 130.6,
            "amount_yi": 0.0828
          },
          {
            "time": "10:02",
            "open": 130.57,
            "high": 130.57,
            "low": 130.02,
            "close": 130.02,
            "amount_yi": 0.0634
          },
          {
            "time": "10:03",
            "open": 129.88,
            "high": 129.88,
            "low": 129.61,
            "close": 129.61,
            "amount_yi": 0.0577
          },
          {
            "time": "10:04",
            "open": 129.04,
            "high": 129.04,
            "low": 129.04,
            "close": 129.04,
            "amount_yi": 0.0628
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 129.04,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 127.01,
        "bid1": 129.04,
        "ask1": 129.16,
        "bid_qty1": 33,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 0.3969,
        "prev_amount_yi": 0.3854,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 107.75,
            "high": 108.37,
            "low": 107.75,
            "close": 108.37,
            "amount_yi": 0.1036
          },
          {
            "time": "10:01",
            "open": 108.37,
            "high": 108.37,
            "low": 108.0,
            "close": 108.0,
            "amount_yi": 0.0821
          },
          {
            "time": "10:02",
            "open": 108.39,
            "high": 108.39,
            "low": 107.55,
            "close": 107.55,
            "amount_yi": 0.0921
          },
          {
            "time": "10:03",
            "open": 107.74,
            "high": 107.74,
            "low": 106.99,
            "close": 106.99,
            "amount_yi": 0.0769
          },
          {
            "time": "10:04",
            "open": 106.48,
            "high": 106.48,
            "low": 106.48,
            "close": 106.48,
            "amount_yi": 0.0422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.48,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 106.48,
        "bid1": 106.24,
        "ask1": 106.48,
        "bid_qty1": 3,
        "ask_qty1": 22
      },
      "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": "2026-06-29T10:04:16",
      "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": 54.1677,
      "price_vs_vwap_pct": 2.3119,
      "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": 0.8163,
        "prev_amount_yi": 4.366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.202
          },
          {
            "time": "10:01",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1533
          },
          {
            "time": "10:02",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1106
          },
          {
            "time": "10:03",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1063
          },
          {
            "time": "10:04",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.2441
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:16",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 52.01,
        "bid1": 55.42,
        "ask1": 0.0,
        "bid_qty1": 44846,
        "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.96,
      "exec_low": 11.12,
      "exec_high": 11.12,
      "invalid_price": 10.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.8,
      "entry_zone_high": 11.12,
      "entry_risk_pct": null,
      "intraday_vwap": 10.627,
      "price_vs_vwap_pct": 0.4046,
      "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": 0.0951,
        "prev_amount_yi": 0.0664,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4322,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 10.58,
            "high": 10.64,
            "low": 10.58,
            "close": 10.64,
            "amount_yi": 0.028
          },
          {
            "time": "10:01",
            "open": 10.63,
            "high": 10.65,
            "low": 10.63,
            "close": 10.65,
            "amount_yi": 0.0156
          },
          {
            "time": "10:02",
            "open": 10.65,
            "high": 10.66,
            "low": 10.65,
            "close": 10.66,
            "amount_yi": 0.0262
          },
          {
            "time": "10:03",
            "open": 10.69,
            "high": 10.69,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.0159
          },
          {
            "time": "10:04",
            "open": 10.67,
            "high": 10.67,
            "low": 10.67,
            "close": 10.67,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.67,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.46,
        "bid1": 10.67,
        "ask1": 10.68,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W75",
      "status": "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": "2026-06-29T10:04:16",
      "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": 7.3755,
      "price_vs_vwap_pct": 1.688,
      "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": 0.0557,
        "prev_amount_yi": 0.0533,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 7.47,
            "high": 7.47,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.018
          },
          {
            "time": "10:01",
            "open": 7.48,
            "high": 7.48,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.0125
          },
          {
            "time": "10:02",
            "open": 7.46,
            "high": 7.49,
            "low": 7.46,
            "close": 7.49,
            "amount_yi": 0.0136
          },
          {
            "time": "10:03",
            "open": 7.49,
            "high": 7.49,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0081
          },
          {
            "time": "10:04",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.5,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.5,
        "low": 7.29,
        "bid1": 7.49,
        "ask1": 7.5,
        "bid_qty1": 667,
        "ask_qty1": 910
      },
      "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": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 124.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 122.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 119.25,
      "entry_zone_high": 122.89,
      "entry_risk_pct": null,
      "intraday_vwap": 120.1244,
      "price_vs_vwap_pct": 2.577,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.6283,
        "prev_amount_yi": 4.3901,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 121.9,
            "high": 121.9,
            "low": 121.43,
            "close": 121.43,
            "amount_yi": 0.8559
          },
          {
            "time": "10:01",
            "open": 122.28,
            "high": 122.28,
            "low": 122.17,
            "close": 122.17,
            "amount_yi": 1.3584
          },
          {
            "time": "10:02",
            "open": 122.18,
            "high": 122.49,
            "low": 122.18,
            "close": 122.49,
            "amount_yi": 0.8676
          },
          {
            "time": "10:03",
            "open": 123.09,
            "high": 123.09,
            "low": 122.95,
            "close": 122.95,
            "amount_yi": 1.907
          },
          {
            "time": "10:04",
            "open": 123.22,
            "high": 123.22,
            "low": 123.22,
            "close": 123.22,
            "amount_yi": 0.6394
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.22,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 123.36,
        "low": 116.8,
        "bid1": 123.22,
        "ask1": 123.23,
        "bid_qty1": 12,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 156.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 149.71,
      "entry_zone_high": 154.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7344,
        "prev_amount_yi": 0.9031,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 142.02,
            "high": 143.18,
            "low": 142.02,
            "close": 143.18,
            "amount_yi": 0.1061
          },
          {
            "time": "10:01",
            "open": 143.34,
            "high": 144.04,
            "low": 143.34,
            "close": 144.04,
            "amount_yi": 0.1837
          },
          {
            "time": "10:02",
            "open": 144.0,
            "high": 144.0,
            "low": 142.46,
            "close": 142.46,
            "amount_yi": 0.1583
          },
          {
            "time": "10:03",
            "open": 144.02,
            "high": 144.02,
            "low": 142.21,
            "close": 142.21,
            "amount_yi": 0.1819
          },
          {
            "time": "10:04",
            "open": 142.46,
            "high": 142.46,
            "low": 142.46,
            "close": 142.46,
            "amount_yi": 0.1044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 142.46,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 141.0,
        "bid1": 142.24,
        "ask1": 142.46,
        "bid_qty1": 13,
        "ask_qty1": 4
      },
      "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": "2026-06-29T10:04:16",
      "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": 12.3723,
      "price_vs_vwap_pct": -2.5242,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.7349,
        "prev_amount_yi": 2.1609,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 12.34,
            "high": 12.34,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.7021
          },
          {
            "time": "10:01",
            "open": 12.24,
            "high": 12.25,
            "low": 12.24,
            "close": 12.25,
            "amount_yi": 0.3822
          },
          {
            "time": "10:02",
            "open": 12.24,
            "high": 12.24,
            "low": 12.23,
            "close": 12.23,
            "amount_yi": 0.4013
          },
          {
            "time": "10:03",
            "open": 12.15,
            "high": 12.15,
            "low": 12.07,
            "close": 12.07,
            "amount_yi": 0.941
          },
          {
            "time": "10:04",
            "open": 12.06,
            "high": 12.06,
            "low": 12.06,
            "close": 12.06,
            "amount_yi": 0.3083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.06,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 12.01,
        "bid1": 12.06,
        "ask1": 12.07,
        "bid_qty1": 924,
        "ask_qty1": 237
      },
      "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": "2026-06-29T10:04:16",
      "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": 22.7224,
      "price_vs_vwap_pct": -3.3553,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.2122,
        "prev_amount_yi": 6.0687,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0236,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 22.32,
            "high": 22.32,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 1.3839
          },
          {
            "time": "10:01",
            "open": 22.2,
            "high": 22.3,
            "low": 22.2,
            "close": 22.3,
            "amount_yi": 1.1884
          },
          {
            "time": "10:02",
            "open": 22.43,
            "high": 22.43,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 1.3256
          },
          {
            "time": "10:03",
            "open": 22.2,
            "high": 22.2,
            "low": 22.05,
            "close": 22.05,
            "amount_yi": 1.1889
          },
          {
            "time": "10:04",
            "open": 21.96,
            "high": 21.96,
            "low": 21.96,
            "close": 21.96,
            "amount_yi": 1.1254
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.96,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 21.93,
        "bid1": 21.93,
        "ask1": 21.95,
        "bid_qty1": 298,
        "ask_qty1": 13
      },
      "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": "2026-06-29T10:04:16",
      "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": 0.0452,
        "prev_amount_yi": 0.0914,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4945,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 68.57,
            "high": 68.57,
            "low": 68.56,
            "close": 68.56,
            "amount_yi": 0.0249
          },
          {
            "time": "10:01",
            "open": 68.56,
            "high": 68.88,
            "low": 68.56,
            "close": 68.88,
            "amount_yi": 0.0143
          },
          {
            "time": "10:02",
            "open": 68.88,
            "high": 68.88,
            "low": 68.88,
            "close": 68.88,
            "amount_yi": 0.0017
          },
          {
            "time": "10:03",
            "open": 68.85,
            "high": 68.85,
            "low": 68.82,
            "close": 68.82,
            "amount_yi": 0.0023
          },
          {
            "time": "10:04",
            "open": 68.49,
            "high": 68.49,
            "low": 68.49,
            "close": 68.49,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 68.49,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 67.5,
        "bid1": 68.4,
        "ask1": 68.49,
        "bid_qty1": 9,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM",
      "symbol": "SZSE.000021",
      "name": "深科技",
      "side": "BUY",
      "priority": "W81",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.63,
      "exec_low": 58.49,
      "exec_high": 58.49,
      "invalid_price": 55.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 57.6692,
      "price_vs_vwap_pct": 2.0649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.9837,
        "prev_amount_yi": 0.6963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.2851,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 2.2514
          },
          {
            "time": "10:01",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.2259
          },
          {
            "time": "10:02",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1826
          },
          {
            "time": "10:03",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1681
          },
          {
            "time": "10:04",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1557
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:04:15",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 56.0,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 261830,
        "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": "2026-06-29T10:04:16",
      "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": 26.4264,
      "price_vs_vwap_pct": 1.0353,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3035,
        "prev_amount_yi": 0.2194,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 26.65,
            "high": 26.65,
            "low": 26.63,
            "close": 26.63,
            "amount_yi": 0.0389
          },
          {
            "time": "10:01",
            "open": 26.66,
            "high": 26.69,
            "low": 26.66,
            "close": 26.69,
            "amount_yi": 0.0352
          },
          {
            "time": "10:02",
            "open": 26.62,
            "high": 26.64,
            "low": 26.62,
            "close": 26.64,
            "amount_yi": 0.0205
          },
          {
            "time": "10:03",
            "open": 26.86,
            "high": 26.86,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.1944
          },
          {
            "time": "10:04",
            "open": 26.7,
            "high": 26.7,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.7,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.86,
        "low": 25.27,
        "bid1": 26.69,
        "ask1": 26.71,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:04:16",
      "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": 74.3296,
      "price_vs_vwap_pct": -0.2416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1647,
        "prev_amount_yi": 0.1269,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 73.66,
            "high": 74.17,
            "low": 73.66,
            "close": 74.17,
            "amount_yi": 0.0615
          },
          {
            "time": "10:01",
            "open": 74.3,
            "high": 74.52,
            "low": 74.3,
            "close": 74.52,
            "amount_yi": 0.0415
          },
          {
            "time": "10:02",
            "open": 74.48,
            "high": 74.48,
            "low": 74.48,
            "close": 74.48,
            "amount_yi": 0.0177
          },
          {
            "time": "10:03",
            "open": 74.33,
            "high": 74.33,
            "low": 74.07,
            "close": 74.07,
            "amount_yi": 0.0282
          },
          {
            "time": "10:04",
            "open": 74.15,
            "high": 74.15,
            "low": 74.15,
            "close": 74.15,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.15,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 72.19,
        "bid1": 74.06,
        "ask1": 74.15,
        "bid_qty1": 6,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.44,
      "entry_zone_high": 58.16,
      "entry_risk_pct": null,
      "intraday_vwap": 55.0276,
      "price_vs_vwap_pct": 2.1306,
      "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": 0.1144,
        "prev_amount_yi": 0.0507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2564,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 55.17,
            "high": 55.31,
            "low": 55.17,
            "close": 55.31,
            "amount_yi": 0.0202
          },
          {
            "time": "10:01",
            "open": 55.4,
            "high": 55.6,
            "low": 55.4,
            "close": 55.6,
            "amount_yi": 0.0327
          },
          {
            "time": "10:02",
            "open": 55.38,
            "high": 55.49,
            "low": 55.38,
            "close": 55.49,
            "amount_yi": 0.007
          },
          {
            "time": "10:03",
            "open": 55.77,
            "high": 55.8,
            "low": 55.77,
            "close": 55.8,
            "amount_yi": 0.0307
          },
          {
            "time": "10:04",
            "open": 56.2,
            "high": 56.2,
            "low": 56.2,
            "close": 56.2,
            "amount_yi": 0.0238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.2,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.4,
        "low": 54.3,
        "bid1": 56.12,
        "ask1": 56.2,
        "bid_qty1": 2,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "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": 4.8439,
      "price_vs_vwap_pct": 0.7453,
      "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": 0.2076,
        "prev_amount_yi": 0.1804,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1508,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 4.85,
            "high": 4.86,
            "low": 4.85,
            "close": 4.86,
            "amount_yi": 0.0259
          },
          {
            "time": "10:01",
            "open": 4.86,
            "high": 4.86,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.0249
          },
          {
            "time": "10:02",
            "open": 4.86,
            "high": 4.87,
            "low": 4.86,
            "close": 4.87,
            "amount_yi": 0.0744
          },
          {
            "time": "10:03",
            "open": 4.87,
            "high": 4.88,
            "low": 4.87,
            "close": 4.88,
            "amount_yi": 0.0711
          },
          {
            "time": "10:04",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.88,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.87,
        "ask1": 4.88,
        "bid_qty1": 11674,
        "ask_qty1": 10286
      },
      "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": "2026-06-29T10:04:16",
      "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": 16.3712,
      "price_vs_vwap_pct": -2.4506,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3973,
        "prev_amount_yi": 0.3524,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1274,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 16.15,
            "high": 16.15,
            "low": 16.08,
            "close": 16.08,
            "amount_yi": 0.0837
          },
          {
            "time": "10:01",
            "open": 16.09,
            "high": 16.17,
            "low": 16.09,
            "close": 16.17,
            "amount_yi": 0.0521
          },
          {
            "time": "10:02",
            "open": 16.2,
            "high": 16.2,
            "low": 16.11,
            "close": 16.11,
            "amount_yi": 0.0589
          },
          {
            "time": "10:03",
            "open": 16.1,
            "high": 16.1,
            "low": 16.08,
            "close": 16.08,
            "amount_yi": 0.0948
          },
          {
            "time": "10:04",
            "open": 15.97,
            "high": 15.97,
            "low": 15.97,
            "close": 15.97,
            "amount_yi": 0.1078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.97,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.96,
        "bid1": 15.97,
        "ask1": 15.98,
        "bid_qty1": 34,
        "ask_qty1": 186
      },
      "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": "2026-06-29T10:04:16",
      "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": 2.921,
      "price_vs_vwap_pct": 0.3081,
      "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": 0.1075,
        "prev_amount_yi": 0.1515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0329
          },
          {
            "time": "10:01",
            "open": 2.91,
            "high": 2.92,
            "low": 2.91,
            "close": 2.92,
            "amount_yi": 0.0315
          },
          {
            "time": "10:02",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0217
          },
          {
            "time": "10:03",
            "open": 2.93,
            "high": 2.93,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0174
          },
          {
            "time": "10:04",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.93,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.92,
        "ask1": 2.93,
        "bid_qty1": 7655,
        "ask_qty1": 8384
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 200.1309,
      "price_vs_vwap_pct": -2.5638,
      "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": 0.4364,
        "prev_amount_yi": 0.6758,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 199.29,
            "high": 199.29,
            "low": 198.07,
            "close": 198.07,
            "amount_yi": 0.13
          },
          {
            "time": "10:01",
            "open": 199.69,
            "high": 199.69,
            "low": 199.19,
            "close": 199.19,
            "amount_yi": 0.0654
          },
          {
            "time": "10:02",
            "open": 199.19,
            "high": 199.19,
            "low": 197.1,
            "close": 197.1,
            "amount_yi": 0.0999
          },
          {
            "time": "10:03",
            "open": 196.68,
            "high": 196.68,
            "low": 195.01,
            "close": 195.01,
            "amount_yi": 0.1033
          },
          {
            "time": "10:04",
            "open": 195.0,
            "high": 195.0,
            "low": 195.0,
            "close": 195.0,
            "amount_yi": 0.0378
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 195.0,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 190.57,
        "bid1": 194.89,
        "ask1": 194.96,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:04:16",
      "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": 22.2157,
      "price_vs_vwap_pct": -2.7265,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.2331,
        "prev_amount_yi": 5.0622,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 21.83,
            "high": 21.83,
            "low": 21.8,
            "close": 21.8,
            "amount_yi": 0.8816
          },
          {
            "time": "10:01",
            "open": 21.82,
            "high": 21.87,
            "low": 21.82,
            "close": 21.87,
            "amount_yi": 0.7303
          },
          {
            "time": "10:02",
            "open": 21.95,
            "high": 21.95,
            "low": 21.81,
            "close": 21.81,
            "amount_yi": 0.7061
          },
          {
            "time": "10:03",
            "open": 21.76,
            "high": 21.76,
            "low": 21.71,
            "close": 21.71,
            "amount_yi": 0.4908
          },
          {
            "time": "10:04",
            "open": 21.61,
            "high": 21.61,
            "low": 21.61,
            "close": 21.61,
            "amount_yi": 0.4243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.61,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 21.49,
        "bid1": 21.6,
        "ask1": 21.61,
        "bid_qty1": 691,
        "ask_qty1": 63
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 440.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 434.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 421.57,
      "entry_zone_high": 434.41,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5542,
        "prev_amount_yi": 1.8037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 444.0,
            "high": 444.0,
            "low": 438.87,
            "close": 438.87,
            "amount_yi": 0.2325
          },
          {
            "time": "10:01",
            "open": 435.11,
            "high": 435.11,
            "low": 429.51,
            "close": 429.51,
            "amount_yi": 0.3976
          },
          {
            "time": "10:02",
            "open": 430.5,
            "high": 430.5,
            "low": 424.71,
            "close": 424.71,
            "amount_yi": 0.357
          },
          {
            "time": "10:03",
            "open": 425.02,
            "high": 425.02,
            "low": 422.89,
            "close": 422.89,
            "amount_yi": 0.457
          },
          {
            "time": "10:04",
            "open": 421.77,
            "high": 421.77,
            "low": 421.77,
            "close": 421.77,
            "amount_yi": 0.1101
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 421.77,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 420.0,
        "bid1": 420.88,
        "ask1": 421.77,
        "bid_qty1": 2,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:04:16",
      "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": 17.685,
      "price_vs_vwap_pct": 1.1026,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0986,
        "prev_amount_yi": 0.0591,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 17.77,
            "high": 17.79,
            "low": 17.77,
            "close": 17.79,
            "amount_yi": 0.0302
          },
          {
            "time": "10:01",
            "open": 17.8,
            "high": 17.8,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0111
          },
          {
            "time": "10:02",
            "open": 17.8,
            "high": 17.85,
            "low": 17.8,
            "close": 17.85,
            "amount_yi": 0.0299
          },
          {
            "time": "10:03",
            "open": 17.86,
            "high": 17.87,
            "low": 17.86,
            "close": 17.87,
            "amount_yi": 0.0207
          },
          {
            "time": "10:04",
            "open": 17.88,
            "high": 17.88,
            "low": 17.88,
            "close": 17.88,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.88,
        "ts": "2026-06-29T10:04:12",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.87,
        "ask1": 17.88,
        "bid_qty1": 97,
        "ask_qty1": 32
      },
      "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": "2026-06-29T10:04:16",
      "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": 5.8112,
      "price_vs_vwap_pct": 1.0118,
      "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": 0.0662,
        "prev_amount_yi": 0.0594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0099
          },
          {
            "time": "10:01",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0035
          },
          {
            "time": "10:02",
            "open": 5.84,
            "high": 5.85,
            "low": 5.84,
            "close": 5.85,
            "amount_yi": 0.0175
          },
          {
            "time": "10:03",
            "open": 5.86,
            "high": 5.86,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.0245
          },
          {
            "time": "10:04",
            "open": 5.87,
            "high": 5.87,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.87,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.86,
        "ask1": 5.87,
        "bid_qty1": 1165,
        "ask_qty1": 922
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601229:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601229:VWAP_RECLAIM",
      "symbol": "SHSE.601229",
      "name": "上海银行",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.94,
      "exec_low": 9.07,
      "exec_high": 9.07,
      "invalid_price": 8.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.81,
      "entry_zone_high": 9.07,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6699,
      "price_vs_vwap_pct": 0.4625,
      "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": 0.1082,
        "prev_amount_yi": 0.1491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 8.66,
            "high": 8.66,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0189
          },
          {
            "time": "10:01",
            "open": 8.66,
            "high": 8.66,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0079
          },
          {
            "time": "10:02",
            "open": 8.67,
            "high": 8.68,
            "low": 8.67,
            "close": 8.68,
            "amount_yi": 0.0161
          },
          {
            "time": "10:03",
            "open": 8.68,
            "high": 8.7,
            "low": 8.68,
            "close": 8.7,
            "amount_yi": 0.0506
          },
          {
            "time": "10:04",
            "open": 8.71,
            "high": 8.71,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.71,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.61,
        "bid1": 8.71,
        "ask1": 8.72,
        "bid_qty1": 18,
        "ask_qty1": 992
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601825:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601825:VWAP_RECLAIM",
      "symbol": "SHSE.601825",
      "name": "沪农商行",
      "side": "BUY",
      "priority": "W94",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.2,
      "exec_low": 8.32,
      "exec_high": 8.32,
      "invalid_price": 7.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 7.7293,
      "price_vs_vwap_pct": 1.1735,
      "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": 0.0477,
        "prev_amount_yi": 0.0409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 7.79,
            "high": 7.8,
            "low": 7.79,
            "close": 7.8,
            "amount_yi": 0.0113
          },
          {
            "time": "10:01",
            "open": 7.79,
            "high": 7.79,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.0035
          },
          {
            "time": "10:02",
            "open": 7.79,
            "high": 7.81,
            "low": 7.79,
            "close": 7.81,
            "amount_yi": 0.0091
          },
          {
            "time": "10:03",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0158
          },
          {
            "time": "10:04",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.82,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 307,
        "ask_qty1": 150
      },
      "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": "2026-06-29T10:04:16",
      "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": 0.5967,
        "prev_amount_yi": 0.4616,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 147.61,
            "high": 147.61,
            "low": 147.03,
            "close": 147.03,
            "amount_yi": 0.1016
          },
          {
            "time": "10:01",
            "open": 146.69,
            "high": 146.94,
            "low": 146.69,
            "close": 146.94,
            "amount_yi": 0.0849
          },
          {
            "time": "10:02",
            "open": 146.46,
            "high": 146.46,
            "low": 145.13,
            "close": 145.13,
            "amount_yi": 0.1199
          },
          {
            "time": "10:03",
            "open": 144.15,
            "high": 144.15,
            "low": 143.63,
            "close": 143.63,
            "amount_yi": 0.1608
          },
          {
            "time": "10:04",
            "open": 143.3,
            "high": 143.3,
            "low": 143.3,
            "close": 143.3,
            "amount_yi": 0.1295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 143.3,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 139.65,
        "bid1": 143.12,
        "ask1": 143.29,
        "bid_qty1": 4,
        "ask_qty1": 134
      },
      "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": "2026-06-29T10:04:16",
      "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": 55.0434,
      "price_vs_vwap_pct": -3.1673,
      "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": 4.3599,
        "prev_amount_yi": 5.1655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.844,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 53.84,
            "high": 53.84,
            "low": 53.79,
            "close": 53.79,
            "amount_yi": 0.8347
          },
          {
            "time": "10:01",
            "open": 53.89,
            "high": 54.19,
            "low": 53.89,
            "close": 54.19,
            "amount_yi": 0.7589
          },
          {
            "time": "10:02",
            "open": 54.34,
            "high": 54.34,
            "low": 54.05,
            "close": 54.05,
            "amount_yi": 0.8738
          },
          {
            "time": "10:03",
            "open": 53.83,
            "high": 53.83,
            "low": 53.55,
            "close": 53.55,
            "amount_yi": 1.2188
          },
          {
            "time": "10:04",
            "open": 53.3,
            "high": 53.3,
            "low": 53.3,
            "close": 53.3,
            "amount_yi": 0.6737
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.3,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 53.2,
        "bid1": 53.2,
        "ask1": 53.3,
        "bid_qty1": 375,
        "ask_qty1": 1244
      },
      "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": "2026-06-29T10:04:16",
      "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": 9.661,
      "price_vs_vwap_pct": 1.4388,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4668,
        "prev_amount_yi": 0.2412,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9353,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 9.72,
            "high": 9.74,
            "low": 9.72,
            "close": 9.74,
            "amount_yi": 0.0675
          },
          {
            "time": "10:01",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0398
          },
          {
            "time": "10:02",
            "open": 9.71,
            "high": 9.72,
            "low": 9.71,
            "close": 9.72,
            "amount_yi": 0.0469
          },
          {
            "time": "10:03",
            "open": 9.74,
            "high": 9.78,
            "low": 9.74,
            "close": 9.78,
            "amount_yi": 0.2636
          },
          {
            "time": "10:04",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.8,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.8,
        "low": 9.59,
        "bid1": 9.79,
        "ask1": 9.8,
        "bid_qty1": 1975,
        "ask_qty1": 2262
      },
      "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": "2026-06-29T10:04:16",
      "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": 40.804,
      "price_vs_vwap_pct": 1.9263,
      "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": 0.0332,
        "prev_amount_yi": 0.0315,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 40.85,
            "high": 40.85,
            "low": 40.85,
            "close": 40.85,
            "amount_yi": 0.0038
          },
          {
            "time": "10:01",
            "open": 40.95,
            "high": 40.96,
            "low": 40.95,
            "close": 40.96,
            "amount_yi": 0.0101
          },
          {
            "time": "10:02",
            "open": 40.94,
            "high": 41.12,
            "low": 40.94,
            "close": 41.12,
            "amount_yi": 0.0065
          },
          {
            "time": "10:03",
            "open": 41.35,
            "high": 41.58,
            "low": 41.35,
            "close": 41.58,
            "amount_yi": 0.0084
          },
          {
            "time": "10:04",
            "open": 41.59,
            "high": 41.59,
            "low": 41.59,
            "close": 41.59,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.59,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 41.51,
        "ask1": 41.59,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "2026-06-29T10:04:16",
      "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": 4.645,
      "price_vs_vwap_pct": 0.5382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5345,
        "prev_amount_yi": 0.4876,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 4.64,
            "high": 4.64,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.1192
          },
          {
            "time": "10:01",
            "open": 4.65,
            "high": 4.66,
            "low": 4.65,
            "close": 4.66,
            "amount_yi": 0.1085
          },
          {
            "time": "10:02",
            "open": 4.64,
            "high": 4.65,
            "low": 4.64,
            "close": 4.65,
            "amount_yi": 0.084
          },
          {
            "time": "10:03",
            "open": 4.66,
            "high": 4.66,
            "low": 4.66,
            "close": 4.66,
            "amount_yi": 0.1942
          },
          {
            "time": "10:04",
            "open": 4.67,
            "high": 4.67,
            "low": 4.67,
            "close": 4.67,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.67,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.58,
        "bid1": 4.66,
        "ask1": 4.67,
        "bid_qty1": 2642,
        "ask_qty1": 374
      },
      "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": "2026-06-29T10:04:16",
      "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": 10.9112,
      "price_vs_vwap_pct": 1.0888,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3815,
        "prev_amount_yi": 0.2816,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 10.97,
            "high": 10.98,
            "low": 10.97,
            "close": 10.98,
            "amount_yi": 0.1095
          },
          {
            "time": "10:01",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0579
          },
          {
            "time": "10:02",
            "open": 10.99,
            "high": 11.01,
            "low": 10.99,
            "close": 11.01,
            "amount_yi": 0.0977
          },
          {
            "time": "10:03",
            "open": 11.01,
            "high": 11.02,
            "low": 11.01,
            "close": 11.02,
            "amount_yi": 0.0952
          },
          {
            "time": "10:04",
            "open": 11.03,
            "high": 11.03,
            "low": 11.03,
            "close": 11.03,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.03,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 11.02,
        "ask1": 11.03,
        "bid_qty1": 1893,
        "ask_qty1": 489
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.3,
      "entry_zone_high": 43.58,
      "entry_risk_pct": null,
      "intraday_vwap": 41.577,
      "price_vs_vwap_pct": 1.5946,
      "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": 0.0922,
        "prev_amount_yi": 0.0541,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 41.66,
            "high": 41.66,
            "low": 41.66,
            "close": 41.66,
            "amount_yi": 0.0076
          },
          {
            "time": "10:01",
            "open": 41.83,
            "high": 41.85,
            "low": 41.83,
            "close": 41.85,
            "amount_yi": 0.0218
          },
          {
            "time": "10:02",
            "open": 41.87,
            "high": 42.07,
            "low": 41.87,
            "close": 42.07,
            "amount_yi": 0.0221
          },
          {
            "time": "10:03",
            "open": 42.21,
            "high": 42.23,
            "low": 42.21,
            "close": 42.23,
            "amount_yi": 0.0331
          },
          {
            "time": "10:04",
            "open": 42.24,
            "high": 42.24,
            "low": 42.24,
            "close": 42.24,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.24,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.39,
        "low": 41.01,
        "bid1": 42.2,
        "ask1": 42.24,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601077:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601077:VWAP_RECLAIM",
      "symbol": "SHSE.601077",
      "name": "渝农商行",
      "side": "BUY",
      "priority": "W102",
      "status": "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": "2026-06-29T10:04:16",
      "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": 6.2048,
      "price_vs_vwap_pct": 1.0508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1381,
        "prev_amount_yi": 0.0949,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 6.26,
            "high": 6.26,
            "low": 6.25,
            "close": 6.25,
            "amount_yi": 0.0375
          },
          {
            "time": "10:01",
            "open": 6.26,
            "high": 6.26,
            "low": 6.26,
            "close": 6.26,
            "amount_yi": 0.0095
          },
          {
            "time": "10:02",
            "open": 6.26,
            "high": 6.27,
            "low": 6.26,
            "close": 6.27,
            "amount_yi": 0.045
          },
          {
            "time": "10:03",
            "open": 6.27,
            "high": 6.27,
            "low": 6.26,
            "close": 6.26,
            "amount_yi": 0.0366
          },
          {
            "time": "10:04",
            "open": 6.27,
            "high": 6.27,
            "low": 6.27,
            "close": 6.27,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.27,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.12,
        "bid1": 6.26,
        "ask1": 6.27,
        "bid_qty1": 1804,
        "ask_qty1": 17
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:04:16",
      "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": 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": 5.8241,
      "price_vs_vwap_pct": 1.99,
      "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": 0.1112,
        "prev_amount_yi": 0.0762,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0233
          },
          {
            "time": "10:01",
            "open": 5.91,
            "high": 5.92,
            "low": 5.91,
            "close": 5.92,
            "amount_yi": 0.0278
          },
          {
            "time": "10:02",
            "open": 5.91,
            "high": 5.93,
            "low": 5.91,
            "close": 5.93,
            "amount_yi": 0.0172
          },
          {
            "time": "10:03",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0396
          },
          {
            "time": "10:04",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.94,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.95,
        "low": 5.72,
        "bid1": 5.93,
        "ask1": 5.94,
        "bid_qty1": 1918,
        "ask_qty1": 608
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "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": 6.07,
      "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": 5.6715,
      "price_vs_vwap_pct": 1.2078,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5584,
        "prev_amount_yi": 0.4633,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 5.72,
            "high": 5.72,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0727
          },
          {
            "time": "10:01",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0311
          },
          {
            "time": "10:02",
            "open": 5.71,
            "high": 5.72,
            "low": 5.71,
            "close": 5.72,
            "amount_yi": 0.3021
          },
          {
            "time": "10:03",
            "open": 5.72,
            "high": 5.73,
            "low": 5.72,
            "close": 5.73,
            "amount_yi": 0.0725
          },
          {
            "time": "10:04",
            "open": 5.74,
            "high": 5.74,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.08
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.74,
        "ts": "2026-06-29T10:04:13",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.62,
        "bid1": 5.73,
        "ask1": 5.74,
        "bid_qty1": 12499,
        "ask_qty1": 12400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688777:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688777:VWAP_RECLAIM",
      "symbol": "SHSE.688777",
      "name": "中控技术",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 121.88,
      "exec_low": 123.71,
      "exec_high": 123.71,
      "invalid_price": 118.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 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": 4.3992,
      "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": 2.2598,
        "prev_amount_yi": 1.8228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 123.0,
            "high": 123.0,
            "low": 122.48,
            "close": 122.48,
            "amount_yi": 0.4054
          },
          {
            "time": "10:01",
            "open": 123.1,
            "high": 124.3,
            "low": 123.1,
            "close": 124.3,
            "amount_yi": 0.6344
          },
          {
            "time": "10:02",
            "open": 125.0,
            "high": 125.0,
            "low": 123.65,
            "close": 123.65,
            "amount_yi": 0.6725
          },
          {
            "time": "10:03",
            "open": 123.89,
            "high": 123.89,
            "low": 123.71,
            "close": 123.71,
            "amount_yi": 0.3737
          },
          {
            "time": "10:04",
            "open": 123.39,
            "high": 123.39,
            "low": 123.39,
            "close": 123.39,
            "amount_yi": 0.1738
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "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": 123.39,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 116.0,
        "bid1": 123.38,
        "ask1": 123.66,
        "bid_qty1": 29,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM",
      "symbol": "SHSE.601398",
      "name": "工商银行",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.25,
      "exec_low": 7.36,
      "exec_high": 7.36,
      "invalid_price": 7.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "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": 7.0961,
      "price_vs_vwap_pct": 0.9005,
      "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": 0.8205,
        "prev_amount_yi": 0.8554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 7.13,
            "high": 7.15,
            "low": 7.13,
            "close": 7.15,
            "amount_yi": 0.1829
          },
          {
            "time": "10:01",
            "open": 7.14,
            "high": 7.15,
            "low": 7.14,
            "close": 7.15,
            "amount_yi": 0.1548
          },
          {
            "time": "10:02",
            "open": 7.13,
            "high": 7.14,
            "low": 7.13,
            "close": 7.14,
            "amount_yi": 0.1925
          },
          {
            "time": "10:03",
            "open": 7.14,
            "high": 7.16,
            "low": 7.14,
            "close": 7.16,
            "amount_yi": 0.2255
          },
          {
            "time": "10:04",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.16,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.16,
        "low": 7.05,
        "bid1": 7.15,
        "ask1": 7.16,
        "bid_qty1": 7882,
        "ask_qty1": 9048
      },
      "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": "2026-06-29T10:04:16",
      "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": 35.6242,
      "price_vs_vwap_pct": 1.3356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6015,
        "prev_amount_yi": 1.2042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3299,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 35.82,
            "high": 35.88,
            "low": 35.82,
            "close": 35.88,
            "amount_yi": 0.3907
          },
          {
            "time": "10:01",
            "open": 35.87,
            "high": 35.91,
            "low": 35.87,
            "close": 35.91,
            "amount_yi": 0.3562
          },
          {
            "time": "10:02",
            "open": 35.91,
            "high": 35.96,
            "low": 35.91,
            "close": 35.96,
            "amount_yi": 0.2742
          },
          {
            "time": "10:03",
            "open": 36.02,
            "high": 36.06,
            "low": 36.02,
            "close": 36.06,
            "amount_yi": 0.3902
          },
          {
            "time": "10:04",
            "open": 36.1,
            "high": 36.1,
            "low": 36.1,
            "close": 36.1,
            "amount_yi": 0.1902
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.1,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.1,
        "low": 35.4,
        "bid1": 36.08,
        "ask1": 36.1,
        "bid_qty1": 136,
        "ask_qty1": 29
      },
      "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": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 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": 0.9611,
        "prev_amount_yi": 0.6432,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 108.96,
            "high": 109.18,
            "low": 108.96,
            "close": 109.18,
            "amount_yi": 0.2207
          },
          {
            "time": "10:01",
            "open": 109.87,
            "high": 109.87,
            "low": 109.74,
            "close": 109.74,
            "amount_yi": 0.169
          },
          {
            "time": "10:02",
            "open": 110.2,
            "high": 110.51,
            "low": 110.2,
            "close": 110.51,
            "amount_yi": 0.1511
          },
          {
            "time": "10:03",
            "open": 110.77,
            "high": 110.77,
            "low": 110.5,
            "close": 110.5,
            "amount_yi": 0.2876
          },
          {
            "time": "10:04",
            "open": 111.13,
            "high": 111.13,
            "low": 111.13,
            "close": 111.13,
            "amount_yi": 0.1327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.13,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 111.5,
        "low": 102.81,
        "bid1": 111.16,
        "ask1": 111.39,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-29T10:04:16",
      "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": 8.7087,
      "price_vs_vwap_pct": -3.6596,
      "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": 0.1412,
        "prev_amount_yi": 0.2578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5477,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 8.36,
            "high": 8.36,
            "low": 8.32,
            "close": 8.32,
            "amount_yi": 0.0419
          },
          {
            "time": "10:01",
            "open": 8.35,
            "high": 8.43,
            "low": 8.35,
            "close": 8.43,
            "amount_yi": 0.0347
          },
          {
            "time": "10:02",
            "open": 8.42,
            "high": 8.44,
            "low": 8.42,
            "close": 8.44,
            "amount_yi": 0.0237
          },
          {
            "time": "10:03",
            "open": 8.42,
            "high": 8.42,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.0247
          },
          {
            "time": "10:04",
            "open": 8.39,
            "high": 8.39,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.39,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.3,
        "bid1": 8.38,
        "ask1": 8.39,
        "bid_qty1": 127,
        "ask_qty1": 83
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "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": 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": 3.9189,
      "intraday_vwap": 799.2998,
      "price_vs_vwap_pct": -1.6076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 16.3666,
        "prev_amount_yi": 10.5308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5542,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 818.0,
            "high": 818.0,
            "low": 811.47,
            "close": 811.47,
            "amount_yi": 2.6261
          },
          {
            "time": "10:01",
            "open": 809.61,
            "high": 811.0,
            "low": 809.61,
            "close": 811.0,
            "amount_yi": 2.463
          },
          {
            "time": "10:02",
            "open": 809.0,
            "high": 809.0,
            "low": 800.01,
            "close": 800.01,
            "amount_yi": 4.4169
          },
          {
            "time": "10:03",
            "open": 797.95,
            "high": 797.95,
            "low": 792.9,
            "close": 792.9,
            "amount_yi": 4.2707
          },
          {
            "time": "10:04",
            "open": 786.45,
            "high": 786.45,
            "low": 786.45,
            "close": 786.45,
            "amount_yi": 2.5899
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "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": 786.45,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 761.3,
        "bid1": 786.36,
        "ask1": 786.45,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "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": 19.9003,
      "price_vs_vwap_pct": -0.303,
      "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": 0.1817,
        "prev_amount_yi": 0.1718,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 19.88,
            "high": 19.88,
            "low": 19.83,
            "close": 19.83,
            "amount_yi": 0.0392
          },
          {
            "time": "10:01",
            "open": 19.83,
            "high": 19.83,
            "low": 19.81,
            "close": 19.81,
            "amount_yi": 0.0471
          },
          {
            "time": "10:02",
            "open": 19.76,
            "high": 19.77,
            "low": 19.76,
            "close": 19.77,
            "amount_yi": 0.0433
          },
          {
            "time": "10:03",
            "open": 19.81,
            "high": 19.84,
            "low": 19.81,
            "close": 19.84,
            "amount_yi": 0.0336
          },
          {
            "time": "10:04",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.84,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.72,
        "bid1": 19.84,
        "ask1": 19.85,
        "bid_qty1": 152,
        "ask_qty1": 201
      },
      "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": "2026-06-29T10:04:16",
      "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": 48.9063,
      "price_vs_vwap_pct": -2.8755,
      "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": 0.1109,
        "prev_amount_yi": 0.0995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 47.68,
            "high": 47.8,
            "low": 47.68,
            "close": 47.8,
            "amount_yi": 0.0309
          },
          {
            "time": "10:01",
            "open": 47.84,
            "high": 48.1,
            "low": 47.84,
            "close": 48.1,
            "amount_yi": 0.0043
          },
          {
            "time": "10:02",
            "open": 48.19,
            "high": 48.19,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.0138
          },
          {
            "time": "10:03",
            "open": 47.98,
            "high": 47.98,
            "low": 47.55,
            "close": 47.55,
            "amount_yi": 0.0124
          },
          {
            "time": "10:04",
            "open": 47.5,
            "high": 47.5,
            "low": 47.5,
            "close": 47.5,
            "amount_yi": 0.0495
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.5,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.5,
        "bid1": 47.31,
        "ask1": 47.49,
        "bid_qty1": 1,
        "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.64,
      "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": 22.2027,
      "price_vs_vwap_pct": 1.6543,
      "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": 0.0453,
        "prev_amount_yi": 0.0277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6354,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 22.48,
            "high": 22.48,
            "low": 22.46,
            "close": 22.46,
            "amount_yi": 0.0188
          },
          {
            "time": "10:01",
            "open": 22.45,
            "high": 22.45,
            "low": 22.41,
            "close": 22.41,
            "amount_yi": 0.0066
          },
          {
            "time": "10:02",
            "open": 22.37,
            "high": 22.44,
            "low": 22.37,
            "close": 22.44,
            "amount_yi": 0.0071
          },
          {
            "time": "10:03",
            "open": 22.49,
            "high": 22.49,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0064
          },
          {
            "time": "10:04",
            "open": 22.57,
            "high": 22.57,
            "low": 22.57,
            "close": 22.57,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.57,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 21.89,
        "bid1": 22.55,
        "ask1": 22.57,
        "bid_qty1": 12,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.9339,
      "intraday_vwap": 32.703,
      "price_vs_vwap_pct": 1.7949,
      "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": 0.0378,
        "prev_amount_yi": 0.029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 32.85,
            "high": 32.91,
            "low": 32.85,
            "close": 32.91,
            "amount_yi": 0.0083
          },
          {
            "time": "10:01",
            "open": 32.9,
            "high": 33.0,
            "low": 32.9,
            "close": 33.0,
            "amount_yi": 0.0073
          },
          {
            "time": "10:02",
            "open": 32.99,
            "high": 32.99,
            "low": 32.91,
            "close": 32.91,
            "amount_yi": 0.0035
          },
          {
            "time": "10:03",
            "open": 33.23,
            "high": 33.23,
            "low": 33.23,
            "close": 33.23,
            "amount_yi": 0.0141
          },
          {
            "time": "10:04",
            "open": 33.29,
            "high": 33.29,
            "low": 33.29,
            "close": 33.29,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.18,
      "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": 33.29,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 33.35,
        "low": 32.07,
        "bid1": 33.29,
        "ask1": 33.3,
        "bid_qty1": 1,
        "ask_qty1": 31
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:04:16",
      "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": 6.5,
      "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": 6.0711,
      "price_vs_vwap_pct": 1.629,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0885,
        "prev_amount_yi": 0.764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 6.14,
            "high": 6.14,
            "low": 6.13,
            "close": 6.13,
            "amount_yi": 0.1749
          },
          {
            "time": "10:01",
            "open": 6.13,
            "high": 6.13,
            "low": 6.12,
            "close": 6.12,
            "amount_yi": 0.2262
          },
          {
            "time": "10:02",
            "open": 6.11,
            "high": 6.14,
            "low": 6.11,
            "close": 6.14,
            "amount_yi": 0.3315
          },
          {
            "time": "10:03",
            "open": 6.15,
            "high": 6.16,
            "low": 6.15,
            "close": 6.16,
            "amount_yi": 0.2566
          },
          {
            "time": "10:04",
            "open": 6.17,
            "high": 6.17,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.0993
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.17,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.17,
        "low": 6.0,
        "bid1": 6.16,
        "ask1": 6.17,
        "bid_qty1": 9719,
        "ask_qty1": 1601
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM",
      "symbol": "SHSE.603899",
      "name": "晨光股份",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.9,
      "exec_low": 21.21,
      "exec_high": 21.21,
      "invalid_price": 20.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:04:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.59,
      "entry_zone_high": 21.21,
      "entry_risk_pct": null,
      "intraday_vwap": 20.1041,
      "price_vs_vwap_pct": 1.4718,
      "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": 0.0695,
        "prev_amount_yi": 0.0331,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0997,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 20.07,
            "high": 20.11,
            "low": 20.07,
            "close": 20.11,
            "amount_yi": 0.0078
          },
          {
            "time": "10:01",
            "open": 20.12,
            "high": 20.14,
            "low": 20.12,
            "close": 20.14,
            "amount_yi": 0.0067
          },
          {
            "time": "10:02",
            "open": 20.15,
            "high": 20.25,
            "low": 20.15,
            "close": 20.25,
            "amount_yi": 0.0178
          },
          {
            "time": "10:03",
            "open": 20.32,
            "high": 20.32,
            "low": 20.28,
            "close": 20.28,
            "amount_yi": 0.0162
          },
          {
            "time": "10:04",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.4,
        "ts": "2026-06-29T10:04:16",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 19.85,
        "bid1": 20.39,
        "ask1": 20.41,
        "bid_qty1": 1,
        "ask_qty1": 31
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM",
      "symbol": "SHSE.601166",
      "name": "兴业银行",
      "side": "BUY",
      "priority": "W117",
      "status": "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": "2026-06-29T10:04:16",
      "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": 16.5331,
      "price_vs_vwap_pct": 0.7071,
      "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": 0.3324,
        "prev_amount_yi": 0.491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 16.58,
            "high": 16.58,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0915
          },
          {
            "time": "10:01",
            "open": 16.58,
            "high": 16.59,
            "low": 16.58,
            "close": 16.59,
            "amount_yi": 0.0438
          },
          {
            "time": "10:02",
            "open": 16.55,
            "high": 16.59,
            "low": 16.55,
            "close": 16.59,
            "amount_yi": 0.0917
          },
          {
            "time": "10:03",
            "open": 16.61,
            "high": 16.64,
            "low": 16.61,
            "close": 16.64,
            "amount_yi": 0.0857
          },
          {
            "time": "10:04",
            "open": 16.65,
            "high": 16.65,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.65,
        "ts": "2026-06-29T10:04:15",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.44,
        "bid1": 16.64,
        "ask1": 16.65,
        "bid_qty1": 413,
        "ask_qty1": 230
      },
      "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": "2026-06-29T10:04:16",
      "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": 4.8948,
      "price_vs_vwap_pct": 0.5148,
      "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": 0.0966,
        "prev_amount_yi": 0.1749,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5523,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0222
          },
          {
            "time": "10:01",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0116
          },
          {
            "time": "10:02",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0062
          },
          {
            "time": "10:03",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0173
          },
          {
            "time": "10:04",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.92,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.91,
        "ask1": 4.92,
        "bid_qty1": 2993,
        "ask_qty1": 15691
      },
      "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": "2026-06-29T10:04:16",
      "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": 22.2528,
      "price_vs_vwap_pct": 1.021,
      "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": 0.1202,
        "prev_amount_yi": 0.0669,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7967,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:00",
            "open": 22.25,
            "high": 22.25,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0214
          },
          {
            "time": "10:01",
            "open": 22.28,
            "high": 22.28,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.0221
          },
          {
            "time": "10:02",
            "open": 22.2,
            "high": 22.34,
            "low": 22.2,
            "close": 22.34,
            "amount_yi": 0.0182
          },
          {
            "time": "10:03",
            "open": 22.38,
            "high": 22.4,
            "low": 22.38,
            "close": 22.4,
            "amount_yi": 0.05
          },
          {
            "time": "10:04",
            "open": 22.48,
            "high": 22.48,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.35,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.48,
        "ts": "2026-06-29T10:04:14",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.65,
        "low": 22.03,
        "bid1": 22.48,
        "ask1": 22.49,
        "bid_qty1": 20,
        "ask_qty1": 33
      },
      "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": 526772.0,
    "total_value": 1071265.0,
    "unrealized_pnl": 79960.0,
    "unrealized_pnl_pct_of_initial": 7.996,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 71265.0,
    "total_pnl_pct": 7.126499999999991
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 97.81,
      "market_value": 234744.0,
      "unrealized_pnl": 42024.000000000015,
      "unrealized_pnl_pct": 21.805728518057286,
      "updated_at": "2026-06-29T10:04:16",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 21.912785351897057
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 122.46,
      "market_value": 220428.0,
      "unrealized_pnl": 25055.999999999978,
      "unrealized_pnl_pct": 12.82476506357102,
      "updated_at": "2026-06-29T10:04:16",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.57642133365694
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 44.75,
      "market_value": 71600.0,
      "unrealized_pnl": 12879.999999999996,
      "unrealized_pnl_pct": 21.93460490463215,
      "updated_at": "2026-06-29T10:04:16",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.683687042888548
    }
  ],
  "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": 0.3985,
          "active_up_ratio": 0.6154,
          "active_positive": 8,
          "active_positive_min": 1,
          "active_above_vwap": 3,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8033,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SZSE.300260",
            "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": 13.799283154121866,
              "last": 88.9,
              "vwap": 88.01484790411031,
              "above_vwap": true,
              "amount": 5704048660.0
            },
            {
              "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": 41.23010416297106,
              "above_vwap": true,
              "amount": 581068227.0
            },
            {
              "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": 54.16772658832281,
              "above_vwap": true,
              "amount": 4514907095.0
            },
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 10.000000000000009,
              "last": 33.99,
              "vwap": 34.08223805709119,
              "above_vwap": false,
              "amount": 1722863439.0
            },
            {
              "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": 57.669180238467064,
              "above_vwap": true,
              "amount": 3722291840.0
            },
            {
              "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": 92.82173526417486,
              "above_vwap": true,
              "amount": 893520588.0
            },
            {
              "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": 9.755178198673871,
              "above_vwap": true,
              "amount": 572012433.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 9.623250807319694,
              "last": 101.84,
              "vwap": 99.93570004280762,
              "above_vwap": true,
              "amount": 2171113077.0
            },
            {
              "symbol": "SHSE.600857",
              "name": "宁波中百",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.065472859541114,
              "last": 19.49,
              "vwap": 18.278939718540165,
              "above_vwap": true,
              "amount": 241459310.0
            },
            {
              "symbol": "SZSE.300759",
              "name": "康龙化成",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 7.2188449848024305,
              "last": 28.22,
              "vwap": 27.232709224077034,
              "above_vwap": true,
              "amount": 1025469452.0
            },
            {
              "symbol": "SZSE.002354",
              "name": "天娱数科",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.455266138165339,
              "last": 9.4,
              "vwap": 9.296256419594652,
              "above_vwap": true,
              "amount": 3869702460.0
            },
            {
              "symbol": "SHSE.603155",
              "name": "新亚强",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.19573796369377,
              "last": 26.91,
              "vwap": 26.612006196609045,
              "above_vwap": true,
              "amount": 449215987.0
            }
          ]
        }
      }
    },
    "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
  }
}