{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "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": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.3233,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8068,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": 10.330261136712737,
          "last": 86.19,
          "vwap": 87.97789915327891,
          "above_vwap": false,
          "amount": 6599996421.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.01678791270284,
          "last": 19.66,
          "vwap": 18.50294916637885,
          "above_vwap": true,
          "amount": 294650214.0
        },
        {
          "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": 41.2888758434816,
          "above_vwap": true,
          "amount": 623507443.0
        },
        {
          "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": 9.761096712805985,
          "above_vwap": true,
          "amount": 629875762.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.773462783171528,
          "last": 33.92,
          "vwap": 34.10943647554595,
          "above_vwap": false,
          "amount": 1943719518.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.232522796352583,
          "last": 28.75,
          "vwap": 27.653024497321315,
          "above_vwap": true,
          "amount": 1463851566.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.954098360655726,
          "last": 164.63,
          "vwap": 157.98908581400386,
          "above_vwap": true,
          "amount": 1240324916.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.072120559741646,
          "last": 99.47,
          "vwap": 100.01950750798454,
          "above_vwap": false,
          "amount": 2392586643.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.72910163024627,
          "last": 30.77,
          "vwap": 29.304470116909105,
          "above_vwap": true,
          "amount": 1313710604.0
        },
        {
          "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": 9.298725806260741,
          "above_vwap": true,
          "amount": 4085964265.0
        },
        {
          "symbol": "SHSE.688266",
          "name": "泽璟制药-U",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.235955056179776,
          "last": 113.46,
          "vwap": 108.1588426349044,
          "above_vwap": true,
          "amount": 513731681.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.014291385470405,
          "last": 53.41,
          "vwap": 54.2088640861456,
          "above_vwap": false,
          "amount": 5861777942.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,active_mainline_not_confirmed",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "MAINLINE_BREAK",
        "label": "主线承接断裂",
        "entry_policy": "no_official_buy",
        "official_buy_allowed": false,
        "reason": "active_mainline_not_confirmed",
        "pool_up_ratio": 0.3233,
        "active_up_ratio": 0.3846,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 0,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8068,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "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": 10.330261136712737,
            "last": 86.19,
            "vwap": 87.97789915327891,
            "above_vwap": false,
            "amount": 6599996421.0
          },
          {
            "symbol": "SHSE.600857",
            "name": "宁波中百",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.01678791270284,
            "last": 19.66,
            "vwap": 18.50294916637885,
            "above_vwap": true,
            "amount": 294650214.0
          },
          {
            "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": 41.2888758434816,
            "above_vwap": true,
            "amount": 623507443.0
          },
          {
            "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": 9.761096712805985,
            "above_vwap": true,
            "amount": 629875762.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 9.773462783171528,
            "last": 33.92,
            "vwap": 34.10943647554595,
            "above_vwap": false,
            "amount": 1943719518.0
          },
          {
            "symbol": "SZSE.300759",
            "name": "康龙化成",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.232522796352583,
            "last": 28.75,
            "vwap": 27.653024497321315,
            "above_vwap": true,
            "amount": 1463851566.0
          },
          {
            "symbol": "SZSE.002821",
            "name": "凯莱英",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.954098360655726,
            "last": 164.63,
            "vwap": 157.98908581400386,
            "above_vwap": true,
            "amount": 1240324916.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 7.072120559741646,
            "last": 99.47,
            "vwap": 100.01950750798454,
            "above_vwap": false,
            "amount": 2392586643.0
          },
          {
            "symbol": "SZSE.002674",
            "name": "兴业科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.72910163024627,
            "last": 30.77,
            "vwap": 29.304470116909105,
            "above_vwap": true,
            "amount": 1313710604.0
          },
          {
            "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": 9.298725806260741,
            "above_vwap": true,
            "amount": 4085964265.0
          },
          {
            "symbol": "SHSE.688266",
            "name": "泽璟制药-U",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.235955056179776,
            "last": 113.46,
            "vwap": 108.1588426349044,
            "above_vwap": true,
            "amount": 513731681.0
          },
          {
            "symbol": "SHSE.600460",
            "name": "士兰微",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.014291385470405,
            "last": 53.41,
            "vwap": 54.2088640861456,
            "above_vwap": false,
            "amount": 5861777942.0
          }
        ]
      },
      "style_code": "MAINLINE_BREAK",
      "style_label": "主线承接断裂",
      "entry_policy": "no_official_buy"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "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": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.3233,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8068,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": 10.330261136712737,
          "last": 86.19,
          "vwap": 87.97789915327891,
          "above_vwap": false,
          "amount": 6599996421.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.01678791270284,
          "last": 19.66,
          "vwap": 18.50294916637885,
          "above_vwap": true,
          "amount": 294650214.0
        },
        {
          "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": 41.2888758434816,
          "above_vwap": true,
          "amount": 623507443.0
        },
        {
          "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": 9.761096712805985,
          "above_vwap": true,
          "amount": 629875762.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.773462783171528,
          "last": 33.92,
          "vwap": 34.10943647554595,
          "above_vwap": false,
          "amount": 1943719518.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.232522796352583,
          "last": 28.75,
          "vwap": 27.653024497321315,
          "above_vwap": true,
          "amount": 1463851566.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.954098360655726,
          "last": 164.63,
          "vwap": 157.98908581400386,
          "above_vwap": true,
          "amount": 1240324916.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.072120559741646,
          "last": 99.47,
          "vwap": 100.01950750798454,
          "above_vwap": false,
          "amount": 2392586643.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.72910163024627,
          "last": 30.77,
          "vwap": 29.304470116909105,
          "above_vwap": true,
          "amount": 1313710604.0
        },
        {
          "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": 9.298725806260741,
          "above_vwap": true,
          "amount": 4085964265.0
        },
        {
          "symbol": "SHSE.688266",
          "name": "泽璟制药-U",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.235955056179776,
          "last": 113.46,
          "vwap": 108.1588426349044,
          "above_vwap": true,
          "amount": 513731681.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.014291385470405,
          "last": 53.41,
          "vwap": 54.2088640861456,
          "above_vwap": false,
          "amount": 5861777942.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,active_mainline_not_confirmed",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.3233,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8068,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": 10.330261136712737,
          "last": 86.19,
          "vwap": 87.97789915327891,
          "above_vwap": false,
          "amount": 6599996421.0
        },
        {
          "symbol": "SHSE.600857",
          "name": "宁波中百",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.01678791270284,
          "last": 19.66,
          "vwap": 18.50294916637885,
          "above_vwap": true,
          "amount": 294650214.0
        },
        {
          "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": 41.2888758434816,
          "above_vwap": true,
          "amount": 623507443.0
        },
        {
          "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": 9.761096712805985,
          "above_vwap": true,
          "amount": 629875762.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.773462783171528,
          "last": 33.92,
          "vwap": 34.10943647554595,
          "above_vwap": false,
          "amount": 1943719518.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.232522796352583,
          "last": 28.75,
          "vwap": 27.653024497321315,
          "above_vwap": true,
          "amount": 1463851566.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.954098360655726,
          "last": 164.63,
          "vwap": 157.98908581400386,
          "above_vwap": true,
          "amount": 1240324916.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.072120559741646,
          "last": 99.47,
          "vwap": 100.01950750798454,
          "above_vwap": false,
          "amount": 2392586643.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.72910163024627,
          "last": 30.77,
          "vwap": 29.304470116909105,
          "above_vwap": true,
          "amount": 1313710604.0
        },
        {
          "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": 9.298725806260741,
          "above_vwap": true,
          "amount": 4085964265.0
        },
        {
          "symbol": "SHSE.688266",
          "name": "泽璟制药-U",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.235955056179776,
          "last": 113.46,
          "vwap": 108.1588426349044,
          "above_vwap": true,
          "amount": 513731681.0
        },
        {
          "symbol": "SHSE.600460",
          "name": "士兰微",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.014291385470405,
          "last": 53.41,
          "vwap": 54.2088640861456,
          "above_vwap": false,
          "amount": 5861777942.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T10:13:38",
  "signals": [
    {
      "event_id": "20260626:20260629:SHSE.688432:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.688432:WATCH_CONFIRM",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "P0",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 30.9,
      "exec_low": 30.9,
      "exec_high": 31.83,
      "invalid_price": 29.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5757,
        "prev_amount_yi": 0.4966,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 34.49,
            "high": 34.49,
            "low": 34.4,
            "close": 34.4,
            "amount_yi": 0.1646
          },
          {
            "time": "10:12",
            "open": 34.46,
            "high": 34.46,
            "low": 34.19,
            "close": 34.19,
            "amount_yi": 0.0881
          },
          {
            "time": "10:13",
            "open": 34.2,
            "high": 34.2,
            "low": 33.92,
            "close": 33.92,
            "amount_yi": 0.323
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.92,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 35.58,
        "low": 31.53,
        "bid1": 33.92,
        "ask1": 34.04,
        "bid_qty1": 17,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 100.25,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.87,
      "entry_zone_high": 98.79,
      "entry_risk_pct": 5.106,
      "intraday_vwap": 100.0195,
      "price_vs_vwap_pct": -0.5494,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7631,
        "prev_amount_yi": 0.6008,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:11",
            "open": 100.38,
            "high": 100.38,
            "low": 100.1,
            "close": 100.1,
            "amount_yi": 0.2479
          },
          {
            "time": "10:12",
            "open": 99.79,
            "high": 99.79,
            "low": 99.62,
            "close": 99.62,
            "amount_yi": 0.2696
          },
          {
            "time": "10:13",
            "open": 99.56,
            "high": 99.56,
            "low": 99.47,
            "close": 99.47,
            "amount_yi": 0.2456
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.47,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 99.47,
        "ask1": 99.49,
        "bid_qty1": 4,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 29.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.99,
      "entry_zone_high": 28.85,
      "entry_risk_pct": null,
      "intraday_vwap": 28.0749,
      "price_vs_vwap_pct": -2.7957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0937,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:11",
            "open": 27.39,
            "high": 27.4,
            "low": 27.39,
            "close": 27.4,
            "amount_yi": 0.041
          },
          {
            "time": "10:12",
            "open": 27.46,
            "high": 27.46,
            "low": 27.33,
            "close": 27.33,
            "amount_yi": 0.0309
          },
          {
            "time": "10:13",
            "open": 27.26,
            "high": 27.29,
            "low": 27.26,
            "close": 27.29,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.29,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 27.11,
        "bid1": 27.23,
        "ask1": 27.27,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 12.72,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.16,
      "entry_zone_high": 12.54,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5519,
      "price_vs_vwap_pct": -5.5567,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.2208,
        "prev_amount_yi": 1.0294,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1859,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:11",
            "open": 11.06,
            "high": 11.06,
            "low": 11.03,
            "close": 11.03,
            "amount_yi": 0.3185
          },
          {
            "time": "10:12",
            "open": 11.01,
            "high": 11.02,
            "low": 11.01,
            "close": 11.02,
            "amount_yi": 0.5464
          },
          {
            "time": "10:13",
            "open": 11.02,
            "high": 11.02,
            "low": 10.91,
            "close": 10.91,
            "amount_yi": 0.3559
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.91,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.91,
        "bid1": 10.91,
        "ask1": 10.92,
        "bid_qty1": 471,
        "ask_qty1": 1482
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3472,
        "prev_amount_yi": 0.3471,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:11",
            "open": 190.0,
            "high": 190.0,
            "low": 189.2,
            "close": 189.2,
            "amount_yi": 0.0772
          },
          {
            "time": "10:12",
            "open": 188.88,
            "high": 188.88,
            "low": 188.88,
            "close": 188.88,
            "amount_yi": 0.1417
          },
          {
            "time": "10:13",
            "open": 189.34,
            "high": 189.34,
            "low": 187.62,
            "close": 187.62,
            "amount_yi": 0.1283
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 187.62,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 187.61,
        "bid1": 187.61,
        "ask1": 187.62,
        "bid_qty1": 0,
        "ask_qty1": 25
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 14.1847,
      "price_vs_vwap_pct": -1.8661,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2372,
        "prev_amount_yi": 0.1653,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.435,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 13.86,
            "high": 13.87,
            "low": 13.86,
            "close": 13.87,
            "amount_yi": 0.0888
          },
          {
            "time": "10:12",
            "open": 13.86,
            "high": 13.92,
            "low": 13.86,
            "close": 13.92,
            "amount_yi": 0.0687
          },
          {
            "time": "10:13",
            "open": 14.0,
            "high": 14.0,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.0797
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.92,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.93,
        "ask1": 13.94,
        "bid_qty1": 128,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": null,
      "intraday_vwap": 36.5756,
      "price_vs_vwap_pct": -5.9482,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0697,
        "prev_amount_yi": 1.0138,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 34.75,
            "high": 34.75,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.2484
          },
          {
            "time": "10:12",
            "open": 34.57,
            "high": 34.57,
            "low": 34.1,
            "close": 34.1,
            "amount_yi": 0.25
          },
          {
            "time": "10:13",
            "open": 34.06,
            "high": 34.4,
            "low": 34.06,
            "close": 34.4,
            "amount_yi": 0.5713
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.4,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 34.0,
        "bid1": 34.31,
        "ask1": 34.4,
        "bid_qty1": 18,
        "ask_qty1": 75
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 27.567,
      "price_vs_vwap_pct": -6.6638,
      "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": 0.4555,
        "prev_amount_yi": 0.7866,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 26.11,
            "high": 26.11,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.1042
          },
          {
            "time": "10:12",
            "open": 26.01,
            "high": 26.01,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.1419
          },
          {
            "time": "10:13",
            "open": 25.8,
            "high": 25.8,
            "low": 25.73,
            "close": 25.73,
            "amount_yi": 0.2094
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.73,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.71,
        "bid1": 25.73,
        "ask1": 25.74,
        "bid_qty1": 35,
        "ask_qty1": 1072
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 12.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.13,
      "entry_zone_high": 12.49,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5008,
      "price_vs_vwap_pct": -2.7262,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1752,
        "prev_amount_yi": 0.2121,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 12.24,
            "high": 12.27,
            "low": 12.24,
            "close": 12.27,
            "amount_yi": 0.0504
          },
          {
            "time": "10:12",
            "open": 12.26,
            "high": 12.26,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0491
          },
          {
            "time": "10:13",
            "open": 12.15,
            "high": 12.16,
            "low": 12.15,
            "close": 12.16,
            "amount_yi": 0.0757
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.16,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.16,
        "ask1": 12.17,
        "bid_qty1": 3,
        "ask_qty1": 168
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 30.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.16,
      "entry_zone_high": 30.04,
      "entry_risk_pct": 5.0595,
      "intraday_vwap": 31.3829,
      "price_vs_vwap_pct": -3.7055,
      "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": 1.3077,
        "prev_amount_yi": 2.1321,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 30.51,
            "high": 30.51,
            "low": 30.36,
            "close": 30.36,
            "amount_yi": 0.4141
          },
          {
            "time": "10:12",
            "open": 30.38,
            "high": 30.38,
            "low": 30.23,
            "close": 30.23,
            "amount_yi": 0.5237
          },
          {
            "time": "10:13",
            "open": 30.24,
            "high": 30.24,
            "low": 30.22,
            "close": 30.22,
            "amount_yi": 0.3699
          }
        ]
      },
      "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": 30.22,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 30.01,
        "bid1": 30.23,
        "ask1": 30.24,
        "bid_qty1": 4,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 227.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 227.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 217.57,
      "entry_zone_high": 224.19,
      "entry_risk_pct": null,
      "intraday_vwap": 222.0657,
      "price_vs_vwap_pct": -1.5697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7223,
        "prev_amount_yi": 0.4893,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4762,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 220.75,
            "high": 220.75,
            "low": 219.93,
            "close": 219.93,
            "amount_yi": 0.2606
          },
          {
            "time": "10:12",
            "open": 219.13,
            "high": 219.13,
            "low": 218.95,
            "close": 218.95,
            "amount_yi": 0.2461
          },
          {
            "time": "10:13",
            "open": 218.99,
            "high": 218.99,
            "low": 218.58,
            "close": 218.58,
            "amount_yi": 0.2156
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 218.58,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 218.54,
        "ask1": 218.68,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": 4.3971,
      "intraday_vwap": 59.7911,
      "price_vs_vwap_pct": -1.2562,
      "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": 0.5538,
        "prev_amount_yi": 0.5505,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.006,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 59.12,
            "high": 59.49,
            "low": 59.12,
            "close": 59.49,
            "amount_yi": 0.169
          },
          {
            "time": "10:12",
            "open": 59.45,
            "high": 59.45,
            "low": 59.22,
            "close": 59.22,
            "amount_yi": 0.1815
          },
          {
            "time": "10:13",
            "open": 59.0,
            "high": 59.04,
            "low": 59.0,
            "close": 59.04,
            "amount_yi": 0.2033
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 63435.78,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.04,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 57.07,
        "bid1": 59.04,
        "ask1": 59.13,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 88.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 88.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.54,
      "entry_zone_high": 87.12,
      "entry_risk_pct": null,
      "intraday_vwap": 92.6069,
      "price_vs_vwap_pct": -2.2751,
      "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": 4.2609,
        "prev_amount_yi": 4.5364,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:11",
            "open": 91.76,
            "high": 91.76,
            "low": 91.5,
            "close": 91.5,
            "amount_yi": 1.6605
          },
          {
            "time": "10:12",
            "open": 91.55,
            "high": 91.75,
            "low": 91.55,
            "close": 91.75,
            "amount_yi": 1.2753
          },
          {
            "time": "10:13",
            "open": 91.35,
            "high": 91.35,
            "low": 90.5,
            "close": 90.5,
            "amount_yi": 1.3251
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 126871.56,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.5,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 90.2,
        "ask1": 90.5,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.71,
      "entry_zone_high": 38.85,
      "entry_risk_pct": null,
      "intraday_vwap": 41.2889,
      "price_vs_vwap_pct": 1.9887,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3528,
        "prev_amount_yi": 0.0794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.4433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.2736
          },
          {
            "time": "10:10",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0077
          },
          {
            "time": "10:11",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0326
          },
          {
            "time": "10:12",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0192
          },
          {
            "time": "10:13",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 31141,
        "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.9,
      "entry_zone_high": 44.2,
      "entry_risk_pct": null,
      "intraday_vwap": 41.6074,
      "price_vs_vwap_pct": -1.4358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5431,
        "prev_amount_yi": 0.4422,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 40.7,
            "high": 41.32,
            "low": 40.7,
            "close": 41.32,
            "amount_yi": 0.2281
          },
          {
            "time": "10:10",
            "open": 41.0,
            "high": 41.0,
            "low": 41.0,
            "close": 41.0,
            "amount_yi": 0.0773
          },
          {
            "time": "10:11",
            "open": 41.1,
            "high": 41.1,
            "low": 40.93,
            "close": 40.93,
            "amount_yi": 0.0638
          },
          {
            "time": "10:12",
            "open": 40.89,
            "high": 41.04,
            "low": 40.89,
            "close": 41.04,
            "amount_yi": 0.0942
          },
          {
            "time": "10:13",
            "open": 41.06,
            "high": 41.06,
            "low": 41.01,
            "close": 41.01,
            "amount_yi": 0.0797
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.01,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 41.0,
        "ask1": 41.04,
        "bid_qty1": 9,
        "ask_qty1": 37
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM",
      "symbol": "SZSE.002674",
      "name": "兴业科技",
      "side": "BUY",
      "priority": "W2",
      "status": "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 29.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.4,
      "entry_zone_high": 29.26,
      "entry_risk_pct": null,
      "intraday_vwap": 29.3045,
      "price_vs_vwap_pct": 5.0009,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8745,
        "prev_amount_yi": 0.4158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 30.38,
            "high": 30.55,
            "low": 30.38,
            "close": 30.55,
            "amount_yi": 0.2264
          },
          {
            "time": "10:10",
            "open": 30.68,
            "high": 30.68,
            "low": 30.68,
            "close": 30.68,
            "amount_yi": 0.0393
          },
          {
            "time": "10:11",
            "open": 30.9,
            "high": 31.18,
            "low": 30.9,
            "close": 31.18,
            "amount_yi": 0.2678
          },
          {
            "time": "10:12",
            "open": 30.99,
            "high": 30.99,
            "low": 30.82,
            "close": 30.82,
            "amount_yi": 0.2399
          },
          {
            "time": "10:13",
            "open": 30.78,
            "high": 30.78,
            "low": 30.77,
            "close": 30.77,
            "amount_yi": 0.1011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.36,
        "low": 27.33,
        "bid1": 30.79,
        "ask1": 30.85,
        "bid_qty1": 5,
        "ask_qty1": 284
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.96,
      "entry_zone_high": 25.72,
      "entry_risk_pct": null,
      "intraday_vwap": 26.6195,
      "price_vs_vwap_pct": 0.8659,
      "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": 0.1546,
        "prev_amount_yi": 0.1822,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8485,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 26.72,
            "high": 26.72,
            "low": 26.69,
            "close": 26.69,
            "amount_yi": 0.0265
          },
          {
            "time": "10:10",
            "open": 26.76,
            "high": 26.76,
            "low": 26.76,
            "close": 26.76,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 26.73,
            "high": 26.76,
            "low": 26.73,
            "close": 26.76,
            "amount_yi": 0.0265
          },
          {
            "time": "10:12",
            "open": 26.66,
            "high": 26.72,
            "low": 26.66,
            "close": 26.72,
            "amount_yi": 0.0585
          },
          {
            "time": "10:13",
            "open": 26.79,
            "high": 26.85,
            "low": 26.79,
            "close": 26.85,
            "amount_yi": 0.0343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.85,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 26.85,
        "ask1": 26.86,
        "bid_qty1": 28,
        "ask_qty1": 15
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.37,
      "entry_zone_high": 3.47,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3398,
      "price_vs_vwap_pct": -3.8865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6519,
        "prev_amount_yi": 0.6912,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 3.21,
            "high": 3.21,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.1098
          },
          {
            "time": "10:10",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0488
          },
          {
            "time": "10:11",
            "open": 3.22,
            "high": 3.23,
            "low": 3.22,
            "close": 3.23,
            "amount_yi": 0.0918
          },
          {
            "time": "10:12",
            "open": 3.22,
            "high": 3.22,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.1435
          },
          {
            "time": "10:13",
            "open": 3.22,
            "high": 3.22,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.21,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.19,
        "bid1": 3.21,
        "ask1": 3.22,
        "bid_qty1": 845,
        "ask_qty1": 6252
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.7,
      "entry_zone_high": 8.96,
      "entry_risk_pct": null,
      "intraday_vwap": 9.2987,
      "price_vs_vwap_pct": 1.0894,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9757,
        "prev_amount_yi": 1.2926,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 9.36,
            "high": 9.39,
            "low": 9.36,
            "close": 9.39,
            "amount_yi": 0.1975
          },
          {
            "time": "10:10",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.147
          },
          {
            "time": "10:11",
            "open": 9.35,
            "high": 9.35,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.1556
          },
          {
            "time": "10:12",
            "open": 9.37,
            "high": 9.37,
            "low": 9.34,
            "close": 9.34,
            "amount_yi": 0.1811
          },
          {
            "time": "10:13",
            "open": 9.46,
            "high": 9.46,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.2945
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.39,
        "ask1": 9.4,
        "bid_qty1": 1765,
        "ask_qty1": 28
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "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": 5.5655,
      "price_vs_vwap_pct": -6.2079,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4793,
        "prev_amount_yi": 0.51,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9398,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 5.24,
            "high": 5.24,
            "low": 5.24,
            "close": 5.24,
            "amount_yi": 0.2242
          },
          {
            "time": "10:10",
            "open": 5.27,
            "high": 5.27,
            "low": 5.27,
            "close": 5.27,
            "amount_yi": 0.0273
          },
          {
            "time": "10:11",
            "open": 5.28,
            "high": 5.28,
            "low": 5.24,
            "close": 5.24,
            "amount_yi": 0.0819
          },
          {
            "time": "10:12",
            "open": 5.24,
            "high": 5.24,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.0605
          },
          {
            "time": "10:13",
            "open": 5.22,
            "high": 5.22,
            "low": 5.22,
            "close": 5.22,
            "amount_yi": 0.0854
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.22,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.2,
        "bid1": 5.22,
        "ask1": 5.23,
        "bid_qty1": 220,
        "ask_qty1": 443
      },
      "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": "2026-06-29T10:13:38",
      "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": 0.5266,
        "prev_amount_yi": 0.489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 184.94,
            "high": 184.94,
            "low": 184.93,
            "close": 184.93,
            "amount_yi": 0.1436
          },
          {
            "time": "10:10",
            "open": 184.08,
            "high": 184.08,
            "low": 184.08,
            "close": 184.08,
            "amount_yi": 0.0659
          },
          {
            "time": "10:11",
            "open": 183.55,
            "high": 183.55,
            "low": 183.1,
            "close": 183.1,
            "amount_yi": 0.1099
          },
          {
            "time": "10:12",
            "open": 183.58,
            "high": 183.58,
            "low": 183.0,
            "close": 183.0,
            "amount_yi": 0.1284
          },
          {
            "time": "10:13",
            "open": 182.0,
            "high": 182.0,
            "low": 180.5,
            "close": 180.5,
            "amount_yi": 0.0788
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 180.5,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 180.5,
        "bid1": 180.5,
        "ask1": 180.66,
        "bid_qty1": 9,
        "ask_qty1": 2
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.29,
      "entry_zone_high": 54.91,
      "entry_risk_pct": null,
      "intraday_vwap": 49.1784,
      "price_vs_vwap_pct": -6.158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.1906,
        "prev_amount_yi": 3.5092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9092,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 46.98,
            "high": 46.98,
            "low": 46.82,
            "close": 46.82,
            "amount_yi": 0.5796
          },
          {
            "time": "10:10",
            "open": 47.0,
            "high": 47.0,
            "low": 47.0,
            "close": 47.0,
            "amount_yi": 0.4649
          },
          {
            "time": "10:11",
            "open": 46.99,
            "high": 46.99,
            "low": 46.92,
            "close": 46.92,
            "amount_yi": 0.4224
          },
          {
            "time": "10:12",
            "open": 46.65,
            "high": 46.65,
            "low": 46.52,
            "close": 46.52,
            "amount_yi": 0.7031
          },
          {
            "time": "10:13",
            "open": 46.4,
            "high": 46.4,
            "low": 46.15,
            "close": 46.15,
            "amount_yi": 1.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.15,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 46.13,
        "bid1": 46.14,
        "ask1": 46.15,
        "bid_qty1": 42,
        "ask_qty1": 101
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.95,
      "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": 76.9965,
      "price_vs_vwap_pct": -6.3594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2809,
        "prev_amount_yi": 1.1997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 73.18,
            "high": 73.18,
            "low": 72.7,
            "close": 72.7,
            "amount_yi": 0.3684
          },
          {
            "time": "10:10",
            "open": 71.97,
            "high": 71.97,
            "low": 71.97,
            "close": 71.97,
            "amount_yi": 0.1373
          },
          {
            "time": "10:11",
            "open": 72.4,
            "high": 72.6,
            "low": 72.4,
            "close": 72.6,
            "amount_yi": 0.3513
          },
          {
            "time": "10:12",
            "open": 72.73,
            "high": 72.73,
            "low": 72.33,
            "close": 72.33,
            "amount_yi": 0.1628
          },
          {
            "time": "10:13",
            "open": 71.99,
            "high": 72.1,
            "low": 71.99,
            "close": 72.1,
            "amount_yi": 0.2611
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.1,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 71.88,
        "bid1": 72.02,
        "ask1": 72.1,
        "bid_qty1": 3,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.78,
      "entry_zone_high": 22.44,
      "entry_risk_pct": null,
      "intraday_vwap": 20.586,
      "price_vs_vwap_pct": -4.4496,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.584,
        "prev_amount_yi": 0.2695,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 19.94,
            "high": 19.95,
            "low": 19.94,
            "close": 19.95,
            "amount_yi": 0.0586
          },
          {
            "time": "10:10",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0401
          },
          {
            "time": "10:11",
            "open": 19.8,
            "high": 19.8,
            "low": 19.71,
            "close": 19.71,
            "amount_yi": 0.107
          },
          {
            "time": "10:12",
            "open": 19.72,
            "high": 19.72,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.2637
          },
          {
            "time": "10:13",
            "open": 19.69,
            "high": 19.69,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.1146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.67,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 19.67,
        "ask1": 19.68,
        "bid_qty1": 3182,
        "ask_qty1": 4
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 61.2141,
      "price_vs_vwap_pct": -3.568,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.5573,
        "prev_amount_yi": 4.2534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 60.97,
            "high": 60.97,
            "low": 60.4,
            "close": 60.4,
            "amount_yi": 0.7606
          },
          {
            "time": "10:10",
            "open": 59.9,
            "high": 59.9,
            "low": 59.9,
            "close": 59.9,
            "amount_yi": 0.4722
          },
          {
            "time": "10:11",
            "open": 59.4,
            "high": 59.4,
            "low": 58.88,
            "close": 58.88,
            "amount_yi": 0.9551
          },
          {
            "time": "10:12",
            "open": 58.51,
            "high": 58.51,
            "low": 58.01,
            "close": 58.01,
            "amount_yi": 1.9252
          },
          {
            "time": "10:13",
            "open": 57.7,
            "high": 59.03,
            "low": 57.7,
            "close": 59.03,
            "amount_yi": 2.4442
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.03,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 64.65,
        "low": 57.6,
        "bid1": 59.0,
        "ask1": 59.03,
        "bid_qty1": 109,
        "ask_qty1": 71
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.99,
      "entry_zone_high": 64.91,
      "entry_risk_pct": null,
      "intraday_vwap": 61.5942,
      "price_vs_vwap_pct": -6.0951,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6493,
        "prev_amount_yi": 3.944,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6717,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 58.35,
            "high": 58.35,
            "low": 58.33,
            "close": 58.33,
            "amount_yi": 0.6451
          },
          {
            "time": "10:10",
            "open": 58.27,
            "high": 58.27,
            "low": 58.27,
            "close": 58.27,
            "amount_yi": 0.3619
          },
          {
            "time": "10:11",
            "open": 58.23,
            "high": 58.23,
            "low": 58.22,
            "close": 58.22,
            "amount_yi": 0.4951
          },
          {
            "time": "10:12",
            "open": 58.02,
            "high": 58.02,
            "low": 57.9,
            "close": 57.9,
            "amount_yi": 0.5398
          },
          {
            "time": "10:13",
            "open": 58.21,
            "high": 58.21,
            "low": 57.84,
            "close": 57.84,
            "amount_yi": 0.6074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.84,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 57.8,
        "bid1": 57.79,
        "ask1": 57.84,
        "bid_qty1": 19,
        "ask_qty1": 10
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.42,
      "entry_zone_high": 23.1,
      "entry_risk_pct": null,
      "intraday_vwap": 20.7537,
      "price_vs_vwap_pct": -3.1498,
      "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": 0.0668,
        "prev_amount_yi": 0.1053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6344,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 20.06,
            "high": 20.06,
            "low": 20.03,
            "close": 20.03,
            "amount_yi": 0.0142
          },
          {
            "time": "10:10",
            "open": 20.08,
            "high": 20.08,
            "low": 20.08,
            "close": 20.08,
            "amount_yi": 0.0147
          },
          {
            "time": "10:11",
            "open": 20.1,
            "high": 20.1,
            "low": 20.08,
            "close": 20.08,
            "amount_yi": 0.0059
          },
          {
            "time": "10:12",
            "open": 20.09,
            "high": 20.21,
            "low": 20.09,
            "close": 20.21,
            "amount_yi": 0.0173
          },
          {
            "time": "10:13",
            "open": 20.17,
            "high": 20.17,
            "low": 20.1,
            "close": 20.1,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.1,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 20.01,
        "bid1": 20.1,
        "ask1": 20.11,
        "bid_qty1": 68,
        "ask_qty1": 14
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2892,
        "prev_amount_yi": 1.6704,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7718,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 373.35,
            "high": 373.35,
            "low": 372.01,
            "close": 372.01,
            "amount_yi": 0.4485
          },
          {
            "time": "10:10",
            "open": 372.16,
            "high": 372.16,
            "low": 372.16,
            "close": 372.16,
            "amount_yi": 0.2042
          },
          {
            "time": "10:11",
            "open": 374.85,
            "high": 374.85,
            "low": 372.9,
            "close": 372.9,
            "amount_yi": 0.2075
          },
          {
            "time": "10:12",
            "open": 373.0,
            "high": 373.0,
            "low": 370.2,
            "close": 370.2,
            "amount_yi": 0.187
          },
          {
            "time": "10:13",
            "open": 370.0,
            "high": 370.0,
            "low": 369.02,
            "close": 369.02,
            "amount_yi": 0.242
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 369.02,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 369.0,
        "bid1": 369.0,
        "ask1": 369.02,
        "bid_qty1": 34,
        "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 369.6199,
      "price_vs_vwap_pct": -6.6609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.6431,
        "prev_amount_yi": 5.0097,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 349.0,
            "high": 349.0,
            "low": 349.0,
            "close": 349.0,
            "amount_yi": 0.8023
          },
          {
            "time": "10:10",
            "open": 351.88,
            "high": 351.88,
            "low": 351.88,
            "close": 351.88,
            "amount_yi": 0.2492
          },
          {
            "time": "10:11",
            "open": 353.02,
            "high": 353.1,
            "low": 353.02,
            "close": 353.1,
            "amount_yi": 0.5109
          },
          {
            "time": "10:12",
            "open": 350.09,
            "high": 350.09,
            "low": 349.0,
            "close": 349.0,
            "amount_yi": 0.4886
          },
          {
            "time": "10:13",
            "open": 348.17,
            "high": 348.17,
            "low": 345.0,
            "close": 345.0,
            "amount_yi": 1.5921
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 345.0,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 344.99,
        "bid1": 344.99,
        "ask1": 345.0,
        "bid_qty1": 69,
        "ask_qty1": 348
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.16,
      "entry_zone_high": 77.44,
      "entry_risk_pct": null,
      "intraday_vwap": 70.4067,
      "price_vs_vwap_pct": -7.3952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8145,
        "prev_amount_yi": 0.7466,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 67.23,
            "high": 67.23,
            "low": 66.99,
            "close": 66.99,
            "amount_yi": 0.1873
          },
          {
            "time": "10:10",
            "open": 66.68,
            "high": 66.68,
            "low": 66.68,
            "close": 66.68,
            "amount_yi": 0.1105
          },
          {
            "time": "10:11",
            "open": 66.6,
            "high": 66.6,
            "low": 66.39,
            "close": 66.39,
            "amount_yi": 0.1002
          },
          {
            "time": "10:12",
            "open": 66.4,
            "high": 66.4,
            "low": 66.04,
            "close": 66.04,
            "amount_yi": 0.1067
          },
          {
            "time": "10:13",
            "open": 65.58,
            "high": 65.58,
            "low": 65.2,
            "close": 65.2,
            "amount_yi": 0.3098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.2,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 64.88,
        "bid1": 65.27,
        "ask1": 65.51,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.82,
      "entry_zone_high": 17.34,
      "entry_risk_pct": null,
      "intraday_vwap": 15.3085,
      "price_vs_vwap_pct": -2.0152,
      "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": 0.0415,
        "prev_amount_yi": 0.3429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0114
          },
          {
            "time": "10:10",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0063
          },
          {
            "time": "10:11",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0066
          },
          {
            "time": "10:12",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.009
          },
          {
            "time": "10:13",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 91166
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 313.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 308.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 299.44,
      "entry_zone_high": 308.56,
      "entry_risk_pct": null,
      "intraday_vwap": 272.4777,
      "price_vs_vwap_pct": -1.9002,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0675,
        "prev_amount_yi": 1.8167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 267.3,
            "high": 267.31,
            "low": 267.3,
            "close": 267.31,
            "amount_yi": 0.2809
          },
          {
            "time": "10:10",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1085
          },
          {
            "time": "10:11",
            "open": 267.31,
            "high": 267.31,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.4404
          },
          {
            "time": "10:12",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1506
          },
          {
            "time": "10:13",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0871
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 267.3,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 387
      },
      "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": "2026-06-29T10:13:38",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5369,
        "prev_amount_yi": 0.3486,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5402,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 96.01,
            "high": 96.06,
            "low": 96.01,
            "close": 96.06,
            "amount_yi": 0.1032
          },
          {
            "time": "10:10",
            "open": 95.9,
            "high": 95.9,
            "low": 95.9,
            "close": 95.9,
            "amount_yi": 0.019
          },
          {
            "time": "10:11",
            "open": 95.53,
            "high": 95.53,
            "low": 95.25,
            "close": 95.25,
            "amount_yi": 0.1057
          },
          {
            "time": "10:12",
            "open": 94.81,
            "high": 94.81,
            "low": 94.28,
            "close": 94.28,
            "amount_yi": 0.1816
          },
          {
            "time": "10:13",
            "open": 94.09,
            "high": 94.09,
            "low": 93.8,
            "close": 93.8,
            "amount_yi": 0.1274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.8,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 93.66,
        "bid1": 93.67,
        "ask1": 93.8,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 15.1992,
      "price_vs_vwap_pct": -2.0343,
      "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": 0.1708,
        "prev_amount_yi": 0.1702,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0035,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 14.91,
            "high": 14.96,
            "low": 14.91,
            "close": 14.96,
            "amount_yi": 0.0286
          },
          {
            "time": "10:10",
            "open": 14.96,
            "high": 14.96,
            "low": 14.96,
            "close": 14.96,
            "amount_yi": 0.0165
          },
          {
            "time": "10:11",
            "open": 14.98,
            "high": 14.98,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0459
          },
          {
            "time": "10:12",
            "open": 14.92,
            "high": 14.92,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.0308
          },
          {
            "time": "10:13",
            "open": 14.91,
            "high": 14.91,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.89,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.55,
        "low": 14.87,
        "bid1": 14.87,
        "ask1": 14.88,
        "bid_qty1": 30,
        "ask_qty1": 22
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": null,
      "intraday_vwap": 280.6769,
      "price_vs_vwap_pct": -3.8182,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5576,
        "prev_amount_yi": 1.3547,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1498,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 275.65,
            "high": 275.65,
            "low": 274.83,
            "close": 274.83,
            "amount_yi": 0.2165
          },
          {
            "time": "10:10",
            "open": 274.1,
            "high": 274.1,
            "low": 274.1,
            "close": 274.1,
            "amount_yi": 0.1624
          },
          {
            "time": "10:11",
            "open": 273.9,
            "high": 274.42,
            "low": 273.9,
            "close": 274.42,
            "amount_yi": 0.4086
          },
          {
            "time": "10:12",
            "open": 273.82,
            "high": 273.82,
            "low": 272.22,
            "close": 272.22,
            "amount_yi": 0.3159
          },
          {
            "time": "10:13",
            "open": 271.49,
            "high": 271.49,
            "low": 269.96,
            "close": 269.96,
            "amount_yi": 0.4542
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 269.96,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 269.01,
        "bid1": 269.04,
        "ask1": 269.96,
        "bid_qty1": 33,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.05,
      "entry_zone_high": 23.75,
      "entry_risk_pct": null,
      "intraday_vwap": 21.6205,
      "price_vs_vwap_pct": -5.0901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3714,
        "prev_amount_yi": 0.655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 20.9,
            "high": 20.98,
            "low": 20.9,
            "close": 20.98,
            "amount_yi": 0.1933
          },
          {
            "time": "10:10",
            "open": 20.84,
            "high": 20.84,
            "low": 20.84,
            "close": 20.84,
            "amount_yi": 0.0892
          },
          {
            "time": "10:11",
            "open": 20.81,
            "high": 20.81,
            "low": 20.72,
            "close": 20.72,
            "amount_yi": 0.1843
          },
          {
            "time": "10:12",
            "open": 20.65,
            "high": 20.65,
            "low": 20.61,
            "close": 20.61,
            "amount_yi": 0.2343
          },
          {
            "time": "10:13",
            "open": 20.51,
            "high": 20.52,
            "low": 20.51,
            "close": 20.52,
            "amount_yi": 0.6703
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.52,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 20.51,
        "ask1": 20.52,
        "bid_qty1": 22,
        "ask_qty1": 29
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.05,
      "entry_zone_high": 9.33,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7611,
      "price_vs_vwap_pct": 0.6034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4737,
        "prev_amount_yi": 0.1062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.4605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0223
          },
          {
            "time": "10:10",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0147
          },
          {
            "time": "10:11",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.2756
          },
          {
            "time": "10:12",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0735
          },
          {
            "time": "10:13",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0876
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:37",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 510974,
        "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": "2026-06-29T10:13:38",
      "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": 76.5148,
      "price_vs_vwap_pct": -5.1817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4501,
        "prev_amount_yi": 5.1688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.474,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 72.7,
            "high": 73.2,
            "low": 72.7,
            "close": 73.2,
            "amount_yi": 0.7662
          },
          {
            "time": "10:10",
            "open": 72.05,
            "high": 72.05,
            "low": 72.05,
            "close": 72.05,
            "amount_yi": 0.2541
          },
          {
            "time": "10:11",
            "open": 71.99,
            "high": 72.31,
            "low": 71.99,
            "close": 72.31,
            "amount_yi": 0.4883
          },
          {
            "time": "10:12",
            "open": 72.58,
            "high": 72.58,
            "low": 72.41,
            "close": 72.41,
            "amount_yi": 0.5955
          },
          {
            "time": "10:13",
            "open": 72.55,
            "high": 72.55,
            "low": 72.55,
            "close": 72.55,
            "amount_yi": 0.346
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.55,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 71.61,
        "bid1": 72.55,
        "ask1": 72.56,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 53.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.37,
      "entry_zone_high": 52.93,
      "entry_risk_pct": null,
      "intraday_vwap": 52.7073,
      "price_vs_vwap_pct": -2.1008,
      "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": 0.2923,
        "prev_amount_yi": 0.2861,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0217,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 52.18,
            "high": 52.18,
            "low": 52.13,
            "close": 52.13,
            "amount_yi": 0.0434
          },
          {
            "time": "10:10",
            "open": 52.12,
            "high": 52.12,
            "low": 52.12,
            "close": 52.12,
            "amount_yi": 0.0238
          },
          {
            "time": "10:11",
            "open": 52.41,
            "high": 52.41,
            "low": 51.93,
            "close": 51.93,
            "amount_yi": 0.0703
          },
          {
            "time": "10:12",
            "open": 51.91,
            "high": 51.91,
            "low": 51.5,
            "close": 51.5,
            "amount_yi": 0.0747
          },
          {
            "time": "10:13",
            "open": 51.38,
            "high": 51.6,
            "low": 51.38,
            "close": 51.6,
            "amount_yi": 0.0801
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.6,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 51.49,
        "ask1": 51.6,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.35,
      "entry_zone_high": 34.37,
      "entry_risk_pct": null,
      "intraday_vwap": 31.1146,
      "price_vs_vwap_pct": -4.2572,
      "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": 0.072,
        "prev_amount_yi": 0.0326,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 30.28,
            "high": 30.28,
            "low": 30.07,
            "close": 30.07,
            "amount_yi": 0.0188
          },
          {
            "time": "10:10",
            "open": 30.14,
            "high": 30.14,
            "low": 30.14,
            "close": 30.14,
            "amount_yi": 0.0017
          },
          {
            "time": "10:11",
            "open": 30.13,
            "high": 30.13,
            "low": 30.1,
            "close": 30.1,
            "amount_yi": 0.0119
          },
          {
            "time": "10:12",
            "open": 30.02,
            "high": 30.02,
            "low": 29.96,
            "close": 29.96,
            "amount_yi": 0.0282
          },
          {
            "time": "10:13",
            "open": 29.86,
            "high": 29.86,
            "low": 29.79,
            "close": 29.79,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.79,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.79,
        "bid1": 29.79,
        "ask1": 29.85,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 938.2451,
      "price_vs_vwap_pct": -3.2236,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.3169,
        "prev_amount_yi": 6.3677,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 918.88,
            "high": 918.88,
            "low": 913.0,
            "close": 913.0,
            "amount_yi": 1.5383
          },
          {
            "time": "10:10",
            "open": 919.0,
            "high": 919.0,
            "low": 919.0,
            "close": 919.0,
            "amount_yi": 0.6745
          },
          {
            "time": "10:11",
            "open": 923.8,
            "high": 923.8,
            "low": 920.91,
            "close": 920.91,
            "amount_yi": 0.9141
          },
          {
            "time": "10:12",
            "open": 918.88,
            "high": 918.88,
            "low": 916.0,
            "close": 916.0,
            "amount_yi": 0.9588
          },
          {
            "time": "10:13",
            "open": 911.11,
            "high": 911.11,
            "low": 908.0,
            "close": 908.0,
            "amount_yi": 1.2312
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 908.0,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 900.95,
        "bid1": 908.0,
        "ask1": 908.27,
        "bid_qty1": 21,
        "ask_qty1": 5
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.68,
      "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": 27.6517,
      "price_vs_vwap_pct": -5.2499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.5648,
        "prev_amount_yi": 6.292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 26.26,
            "high": 26.26,
            "low": 26.19,
            "close": 26.19,
            "amount_yi": 1.3928
          },
          {
            "time": "10:10",
            "open": 26.22,
            "high": 26.22,
            "low": 26.22,
            "close": 26.22,
            "amount_yi": 0.3869
          },
          {
            "time": "10:11",
            "open": 26.27,
            "high": 26.27,
            "low": 26.11,
            "close": 26.11,
            "amount_yi": 0.4988
          },
          {
            "time": "10:12",
            "open": 26.07,
            "high": 26.08,
            "low": 26.07,
            "close": 26.08,
            "amount_yi": 1.1913
          },
          {
            "time": "10:13",
            "open": 26.12,
            "high": 26.2,
            "low": 26.12,
            "close": 26.2,
            "amount_yi": 1.095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.2,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 25.98,
        "bid1": 26.18,
        "ask1": 26.2,
        "bid_qty1": 58,
        "ask_qty1": 89
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "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": 42.3714,
      "price_vs_vwap_pct": -4.2751,
      "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": 0.6743,
        "prev_amount_yi": 0.7881,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8556,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 40.63,
            "high": 40.79,
            "low": 40.63,
            "close": 40.79,
            "amount_yi": 0.1852
          },
          {
            "time": "10:10",
            "open": 40.62,
            "high": 40.62,
            "low": 40.62,
            "close": 40.62,
            "amount_yi": 0.1519
          },
          {
            "time": "10:11",
            "open": 40.84,
            "high": 40.84,
            "low": 40.6,
            "close": 40.6,
            "amount_yi": 0.216
          },
          {
            "time": "10:12",
            "open": 40.7,
            "high": 40.74,
            "low": 40.7,
            "close": 40.74,
            "amount_yi": 0.0636
          },
          {
            "time": "10:13",
            "open": 40.8,
            "high": 40.8,
            "low": 40.56,
            "close": 40.56,
            "amount_yi": 0.0576
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.56,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 40.0,
        "bid1": 40.55,
        "ask1": 40.56,
        "bid_qty1": 47,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3146,
        "prev_amount_yi": 0.198,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 94.3,
            "high": 94.3,
            "low": 94.29,
            "close": 94.29,
            "amount_yi": 0.0711
          },
          {
            "time": "10:10",
            "open": 93.7,
            "high": 93.7,
            "low": 93.7,
            "close": 93.7,
            "amount_yi": 0.0127
          },
          {
            "time": "10:11",
            "open": 93.61,
            "high": 93.7,
            "low": 93.61,
            "close": 93.7,
            "amount_yi": 0.0411
          },
          {
            "time": "10:12",
            "open": 93.92,
            "high": 93.92,
            "low": 93.0,
            "close": 93.0,
            "amount_yi": 0.0546
          },
          {
            "time": "10:13",
            "open": 92.73,
            "high": 92.73,
            "low": 92.62,
            "close": 92.62,
            "amount_yi": 0.1351
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 92.62,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 92.55,
        "bid1": 92.64,
        "ask1": 92.65,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 81.7805,
      "price_vs_vwap_pct": -5.014,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4757,
        "prev_amount_yi": 0.5954,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 77.83,
            "high": 77.83,
            "low": 77.52,
            "close": 77.52,
            "amount_yi": 0.1037
          },
          {
            "time": "10:10",
            "open": 77.92,
            "high": 77.92,
            "low": 77.92,
            "close": 77.92,
            "amount_yi": 0.0934
          },
          {
            "time": "10:11",
            "open": 77.85,
            "high": 77.85,
            "low": 77.66,
            "close": 77.66,
            "amount_yi": 0.0829
          },
          {
            "time": "10:12",
            "open": 77.7,
            "high": 77.7,
            "low": 77.65,
            "close": 77.65,
            "amount_yi": 0.09
          },
          {
            "time": "10:13",
            "open": 77.71,
            "high": 77.71,
            "low": 77.68,
            "close": 77.68,
            "amount_yi": 0.1057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.68,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 77.67,
        "ask1": 77.68,
        "bid_qty1": 12,
        "ask_qty1": 5
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.56,
      "entry_zone_high": 26.34,
      "entry_risk_pct": null,
      "intraday_vwap": 23.0289,
      "price_vs_vwap_pct": -2.5138,
      "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": 0.0148,
        "prev_amount_yi": 0.0337,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4392,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0055
          },
          {
            "time": "10:10",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0021
          },
          {
            "time": "10:12",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0025
          },
          {
            "time": "10:13",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 114780
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.04,
      "entry_zone_high": 27.86,
      "entry_risk_pct": null,
      "intraday_vwap": 25.6992,
      "price_vs_vwap_pct": -7.5458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1838,
        "prev_amount_yi": 1.0933,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 24.21,
            "high": 24.21,
            "low": 24.19,
            "close": 24.19,
            "amount_yi": 0.3065
          },
          {
            "time": "10:10",
            "open": 24.2,
            "high": 24.2,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.2203
          },
          {
            "time": "10:11",
            "open": 24.21,
            "high": 24.28,
            "low": 24.21,
            "close": 24.28,
            "amount_yi": 0.1202
          },
          {
            "time": "10:12",
            "open": 24.28,
            "high": 24.28,
            "low": 24.15,
            "close": 24.15,
            "amount_yi": 0.167
          },
          {
            "time": "10:13",
            "open": 24.01,
            "high": 24.01,
            "low": 23.76,
            "close": 23.76,
            "amount_yi": 0.3698
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.76,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.73,
        "bid1": 23.76,
        "ask1": 23.77,
        "bid_qty1": 165,
        "ask_qty1": 5
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 46.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 46.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.88,
      "entry_zone_high": 46.24,
      "entry_risk_pct": null,
      "intraday_vwap": 43.4195,
      "price_vs_vwap_pct": -0.3673,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.424,
        "prev_amount_yi": 0.4961,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 43.59,
            "high": 43.59,
            "low": 43.5,
            "close": 43.5,
            "amount_yi": 0.1056
          },
          {
            "time": "10:10",
            "open": 43.58,
            "high": 43.58,
            "low": 43.58,
            "close": 43.58,
            "amount_yi": 0.0757
          },
          {
            "time": "10:11",
            "open": 43.59,
            "high": 43.59,
            "low": 43.47,
            "close": 43.47,
            "amount_yi": 0.0848
          },
          {
            "time": "10:12",
            "open": 43.44,
            "high": 43.44,
            "low": 43.2,
            "close": 43.2,
            "amount_yi": 0.0552
          },
          {
            "time": "10:13",
            "open": 43.28,
            "high": 43.28,
            "low": 43.26,
            "close": 43.26,
            "amount_yi": 0.1027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.26,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.77,
        "bid1": 43.24,
        "ask1": 43.26,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 105.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 103.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 100.69,
      "entry_zone_high": 103.75,
      "entry_risk_pct": null,
      "intraday_vwap": 94.2824,
      "price_vs_vwap_pct": -5.8255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.6019,
        "prev_amount_yi": 3.0431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 90.2,
            "high": 90.2,
            "low": 90.05,
            "close": 90.05,
            "amount_yi": 0.8965
          },
          {
            "time": "10:10",
            "open": 90.31,
            "high": 90.31,
            "low": 90.31,
            "close": 90.31,
            "amount_yi": 0.4427
          },
          {
            "time": "10:11",
            "open": 90.58,
            "high": 90.58,
            "low": 90.08,
            "close": 90.08,
            "amount_yi": 0.6191
          },
          {
            "time": "10:12",
            "open": 90.14,
            "high": 90.14,
            "low": 89.48,
            "close": 89.48,
            "amount_yi": 0.4458
          },
          {
            "time": "10:13",
            "open": 89.29,
            "high": 89.29,
            "low": 88.79,
            "close": 88.79,
            "amount_yi": 1.1978
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 88.79,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 88.52,
        "bid1": 88.79,
        "ask1": 88.91,
        "bid_qty1": 13,
        "ask_qty1": 1737
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.46,
      "exec_low": 19.46,
      "exec_high": 19.75,
      "invalid_price": 18.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.17,
      "entry_zone_high": 19.75,
      "entry_risk_pct": null,
      "intraday_vwap": 18.8594,
      "price_vs_vwap_pct": -0.315,
      "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": 0.0109,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9316,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:09",
            "open": 18.83,
            "high": 18.83,
            "low": 18.82,
            "close": 18.82,
            "amount_yi": 0.0056
          },
          {
            "time": "10:10",
            "open": 18.83,
            "high": 18.83,
            "low": 18.83,
            "close": 18.83,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 18.82,
            "high": 18.82,
            "low": 18.81,
            "close": 18.81,
            "amount_yi": 0.0027
          },
          {
            "time": "10:12",
            "open": 18.81,
            "high": 18.82,
            "low": 18.81,
            "close": 18.82,
            "amount_yi": 0.0008
          },
          {
            "time": "10:13",
            "open": 18.81,
            "high": 18.81,
            "low": 18.8,
            "close": 18.8,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.8,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.04,
        "low": 18.54,
        "bid1": 18.8,
        "ask1": 18.81,
        "bid_qty1": 20,
        "ask_qty1": 31
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM",
      "symbol": "SHSE.600176",
      "name": "中国巨石",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.2,
      "exec_low": 78.36,
      "exec_high": 78.36,
      "invalid_price": 74.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.04,
      "entry_zone_high": 78.36,
      "entry_risk_pct": null,
      "intraday_vwap": 71.0922,
      "price_vs_vwap_pct": -5.5311,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.2456,
        "prev_amount_yi": 8.7693,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 67.72,
            "high": 67.74,
            "low": 67.72,
            "close": 67.74,
            "amount_yi": 2.1289
          },
          {
            "time": "10:10",
            "open": 68.25,
            "high": 68.25,
            "low": 68.25,
            "close": 68.25,
            "amount_yi": 1.0344
          },
          {
            "time": "10:11",
            "open": 68.33,
            "high": 68.33,
            "low": 68.0,
            "close": 68.0,
            "amount_yi": 1.6312
          },
          {
            "time": "10:12",
            "open": 67.56,
            "high": 67.56,
            "low": 67.4,
            "close": 67.4,
            "amount_yi": 1.4447
          },
          {
            "time": "10:13",
            "open": 67.01,
            "high": 67.16,
            "low": 67.01,
            "close": 67.16,
            "amount_yi": 3.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.16,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 67.14,
        "ask1": 67.16,
        "bid_qty1": 46,
        "ask_qty1": 82
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 3.6629,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.6091,
        "prev_amount_yi": 4.8446,
        "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": "10:09",
            "open": 35.9,
            "high": 35.9,
            "low": 35.73,
            "close": 35.73,
            "amount_yi": 1.6044
          },
          {
            "time": "10:10",
            "open": 36.1,
            "high": 36.1,
            "low": 36.1,
            "close": 36.1,
            "amount_yi": 0.6094
          },
          {
            "time": "10:11",
            "open": 36.47,
            "high": 36.59,
            "low": 36.47,
            "close": 36.59,
            "amount_yi": 0.8968
          },
          {
            "time": "10:12",
            "open": 36.53,
            "high": 36.7,
            "low": 36.53,
            "close": 36.7,
            "amount_yi": 0.8703
          },
          {
            "time": "10:13",
            "open": 36.83,
            "high": 36.83,
            "low": 36.31,
            "close": 36.31,
            "amount_yi": 0.6282
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 422.91,
      "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": 36.31,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 36.3,
        "ask1": 36.31,
        "bid_qty1": 116,
        "ask_qty1": 116
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "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": 52.8973,
      "price_vs_vwap_pct": -7.2732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.7029,
        "prev_amount_yi": 4.1663,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1288,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 50.02,
            "high": 50.4,
            "low": 50.02,
            "close": 50.4,
            "amount_yi": 0.8878
          },
          {
            "time": "10:10",
            "open": 49.95,
            "high": 49.95,
            "low": 49.95,
            "close": 49.95,
            "amount_yi": 0.7631
          },
          {
            "time": "10:11",
            "open": 49.31,
            "high": 49.31,
            "low": 48.8,
            "close": 48.8,
            "amount_yi": 1.0344
          },
          {
            "time": "10:12",
            "open": 48.37,
            "high": 48.84,
            "low": 48.37,
            "close": 48.84,
            "amount_yi": 1.2209
          },
          {
            "time": "10:13",
            "open": 49.38,
            "high": 49.38,
            "low": 49.05,
            "close": 49.05,
            "amount_yi": 0.7967
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.05,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 48.0,
        "bid1": 49.03,
        "ask1": 49.05,
        "bid_qty1": 42,
        "ask_qty1": 41
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 83.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 82.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.78,
      "entry_zone_high": 82.21,
      "entry_risk_pct": null,
      "intraday_vwap": 87.9779,
      "price_vs_vwap_pct": -2.0322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.1432,
        "prev_amount_yi": 3.0014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 87.78,
            "high": 87.78,
            "low": 87.76,
            "close": 87.76,
            "amount_yi": 1.5202
          },
          {
            "time": "10:10",
            "open": 88.19,
            "high": 88.19,
            "low": 88.19,
            "close": 88.19,
            "amount_yi": 0.7131
          },
          {
            "time": "10:11",
            "open": 87.78,
            "high": 87.78,
            "low": 87.3,
            "close": 87.3,
            "amount_yi": 0.7376
          },
          {
            "time": "10:12",
            "open": 86.89,
            "high": 86.89,
            "low": 86.76,
            "close": 86.76,
            "amount_yi": 1.4872
          },
          {
            "time": "10:13",
            "open": 86.6,
            "high": 86.6,
            "low": 86.19,
            "close": 86.19,
            "amount_yi": 1.6851
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.19,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 86.16,
        "ask1": 86.19,
        "bid_qty1": 5,
        "ask_qty1": 5
      },
      "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": "2026-06-29T10:13:38",
      "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": 48.5014,
      "price_vs_vwap_pct": -9.3222,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5205,
        "prev_amount_yi": 1.6926,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8983,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 44.8,
            "high": 44.8,
            "low": 44.72,
            "close": 44.72,
            "amount_yi": 0.3864
          },
          {
            "time": "10:10",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.171
          },
          {
            "time": "10:11",
            "open": 44.25,
            "high": 44.25,
            "low": 44.17,
            "close": 44.17,
            "amount_yi": 0.2199
          },
          {
            "time": "10:12",
            "open": 44.07,
            "high": 44.07,
            "low": 43.6,
            "close": 43.6,
            "amount_yi": 0.3221
          },
          {
            "time": "10:13",
            "open": 43.45,
            "high": 43.98,
            "low": 43.45,
            "close": 43.98,
            "amount_yi": 0.4211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.98,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.35,
        "bid1": 43.97,
        "ask1": 43.98,
        "bid_qty1": 2,
        "ask_qty1": 17
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 107.8102,
      "price_vs_vwap_pct": -6.2612,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.2604,
        "prev_amount_yi": 6.8393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 103.7,
            "high": 103.7,
            "low": 102.9,
            "close": 102.9,
            "amount_yi": 1.0102
          },
          {
            "time": "10:10",
            "open": 103.0,
            "high": 103.0,
            "low": 103.0,
            "close": 103.0,
            "amount_yi": 0.5497
          },
          {
            "time": "10:11",
            "open": 102.94,
            "high": 102.94,
            "low": 102.77,
            "close": 102.77,
            "amount_yi": 0.9622
          },
          {
            "time": "10:12",
            "open": 103.3,
            "high": 103.3,
            "low": 102.8,
            "close": 102.8,
            "amount_yi": 0.7125
          },
          {
            "time": "10:13",
            "open": 102.46,
            "high": 102.46,
            "low": 101.06,
            "close": 101.06,
            "amount_yi": 2.0258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 101.06,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 101.02,
        "bid1": 101.06,
        "ask1": 101.1,
        "bid_qty1": 14,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "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": 0.8829,
        "prev_amount_yi": 0.8877,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 54.02,
            "high": 54.02,
            "low": 54.01,
            "close": 54.01,
            "amount_yi": 0.2755
          },
          {
            "time": "10:10",
            "open": 53.8,
            "high": 53.8,
            "low": 53.8,
            "close": 53.8,
            "amount_yi": 0.0685
          },
          {
            "time": "10:11",
            "open": 53.4,
            "high": 53.4,
            "low": 53.03,
            "close": 53.03,
            "amount_yi": 0.1609
          },
          {
            "time": "10:12",
            "open": 53.2,
            "high": 53.2,
            "low": 53.16,
            "close": 53.16,
            "amount_yi": 0.153
          },
          {
            "time": "10:13",
            "open": 53.09,
            "high": 53.09,
            "low": 52.37,
            "close": 52.37,
            "amount_yi": 0.225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.37,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.85,
        "low": 52.37,
        "bid1": 52.37,
        "ask1": 52.49,
        "bid_qty1": 84,
        "ask_qty1": 27
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 532.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 524.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 509.25,
      "entry_zone_high": 524.75,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 10.8619,
        "prev_amount_yi": 11.5147,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 489.37,
            "high": 489.37,
            "low": 487.0,
            "close": 487.0,
            "amount_yi": 2.4428
          },
          {
            "time": "10:10",
            "open": 484.8,
            "high": 484.8,
            "low": 484.8,
            "close": 484.8,
            "amount_yi": 1.7649
          },
          {
            "time": "10:11",
            "open": 481.16,
            "high": 485.56,
            "low": 481.16,
            "close": 485.56,
            "amount_yi": 3.1059
          },
          {
            "time": "10:12",
            "open": 485.56,
            "high": 485.56,
            "low": 485.4,
            "close": 485.4,
            "amount_yi": 1.6079
          },
          {
            "time": "10:13",
            "open": 481.99,
            "high": 481.99,
            "low": 480.87,
            "close": 480.87,
            "amount_yi": 1.9404
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 480.87,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 480.0,
        "bid1": 480.0,
        "ask1": 480.87,
        "bid_qty1": 758,
        "ask_qty1": 0
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.27,
      "entry_zone_high": 198.13,
      "entry_risk_pct": null,
      "intraday_vwap": 202.4074,
      "price_vs_vwap_pct": -4.1438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.886,
        "prev_amount_yi": 5.8639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6627,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 195.66,
            "high": 196.91,
            "low": 195.66,
            "close": 196.91,
            "amount_yi": 1.5592
          },
          {
            "time": "10:10",
            "open": 196.7,
            "high": 196.7,
            "low": 196.7,
            "close": 196.7,
            "amount_yi": 0.4741
          },
          {
            "time": "10:11",
            "open": 195.61,
            "high": 195.61,
            "low": 194.87,
            "close": 194.87,
            "amount_yi": 0.5916
          },
          {
            "time": "10:12",
            "open": 195.52,
            "high": 195.52,
            "low": 195.0,
            "close": 195.0,
            "amount_yi": 0.6498
          },
          {
            "time": "10:13",
            "open": 194.97,
            "high": 194.97,
            "low": 194.02,
            "close": 194.02,
            "amount_yi": 0.6113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 194.02,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 193.0,
        "bid1": 194.0,
        "ask1": 194.02,
        "bid_qty1": 195,
        "ask_qty1": 40
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 95.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 93.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 90.85,
      "entry_zone_high": 93.61,
      "entry_risk_pct": null,
      "intraday_vwap": 85.4454,
      "price_vs_vwap_pct": -5.9165,
      "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": 0.359,
        "prev_amount_yi": 0.3745,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9586,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 82.0,
            "high": 82.0,
            "low": 81.83,
            "close": 81.83,
            "amount_yi": 0.082
          },
          {
            "time": "10:10",
            "open": 81.72,
            "high": 81.72,
            "low": 81.72,
            "close": 81.72,
            "amount_yi": 0.0805
          },
          {
            "time": "10:11",
            "open": 81.64,
            "high": 81.66,
            "low": 81.64,
            "close": 81.66,
            "amount_yi": 0.0358
          },
          {
            "time": "10:12",
            "open": 81.0,
            "high": 81.0,
            "low": 80.88,
            "close": 80.88,
            "amount_yi": 0.1226
          },
          {
            "time": "10:13",
            "open": 80.72,
            "high": 80.72,
            "low": 80.39,
            "close": 80.39,
            "amount_yi": 0.0381
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.39,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 80.39,
        "bid1": 80.39,
        "ask1": 80.49,
        "bid_qty1": 19,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "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": 76.9554,
      "price_vs_vwap_pct": -5.1269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6932,
        "prev_amount_yi": 0.8276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 75.24,
            "high": 75.24,
            "low": 75.0,
            "close": 75.0,
            "amount_yi": 0.1888
          },
          {
            "time": "10:10",
            "open": 75.04,
            "high": 75.04,
            "low": 75.04,
            "close": 75.04,
            "amount_yi": 0.0549
          },
          {
            "time": "10:11",
            "open": 74.59,
            "high": 74.59,
            "low": 74.55,
            "close": 74.55,
            "amount_yi": 0.141
          },
          {
            "time": "10:12",
            "open": 74.8,
            "high": 74.8,
            "low": 74.33,
            "close": 74.33,
            "amount_yi": 0.0989
          },
          {
            "time": "10:13",
            "open": 73.7,
            "high": 73.7,
            "low": 73.01,
            "close": 73.01,
            "amount_yi": 0.2096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.01,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 73.0,
        "bid1": 73.0,
        "ask1": 73.01,
        "bid_qty1": 233,
        "ask_qty1": 43
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.44,
      "entry_zone_high": 36.52,
      "entry_risk_pct": null,
      "intraday_vwap": 34.2672,
      "price_vs_vwap_pct": -2.2097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4829,
        "prev_amount_yi": 0.4898,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9859,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 33.71,
            "high": 33.72,
            "low": 33.71,
            "close": 33.72,
            "amount_yi": 0.1317
          },
          {
            "time": "10:10",
            "open": 33.87,
            "high": 33.87,
            "low": 33.87,
            "close": 33.87,
            "amount_yi": 0.0427
          },
          {
            "time": "10:11",
            "open": 33.82,
            "high": 33.82,
            "low": 33.62,
            "close": 33.62,
            "amount_yi": 0.0921
          },
          {
            "time": "10:12",
            "open": 33.59,
            "high": 33.59,
            "low": 33.54,
            "close": 33.54,
            "amount_yi": 0.1117
          },
          {
            "time": "10:13",
            "open": 33.5,
            "high": 33.51,
            "low": 33.5,
            "close": 33.51,
            "amount_yi": 0.1047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.51,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 34.86,
        "low": 33.5,
        "bid1": 33.51,
        "ask1": 33.53,
        "bid_qty1": 4,
        "ask_qty1": 48
      },
      "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": "2026-06-29T10:13:38",
      "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": 17.7465,
      "price_vs_vwap_pct": -4.5446,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9366,
        "prev_amount_yi": 1.1088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 17.09,
            "high": 17.09,
            "low": 17.05,
            "close": 17.05,
            "amount_yi": 0.2161
          },
          {
            "time": "10:10",
            "open": 17.0,
            "high": 17.0,
            "low": 17.0,
            "close": 17.0,
            "amount_yi": 0.1612
          },
          {
            "time": "10:11",
            "open": 16.95,
            "high": 17.03,
            "low": 16.95,
            "close": 17.03,
            "amount_yi": 0.2548
          },
          {
            "time": "10:12",
            "open": 17.03,
            "high": 17.03,
            "low": 16.99,
            "close": 16.99,
            "amount_yi": 0.1649
          },
          {
            "time": "10:13",
            "open": 16.99,
            "high": 16.99,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.1396
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.94,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.93,
        "bid1": 16.94,
        "ask1": 16.95,
        "bid_qty1": 269,
        "ask_qty1": 17
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 12.158,
      "price_vs_vwap_pct": 0.839,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5127,
        "prev_amount_yi": 0.3751,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3668,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 12.33,
            "high": 12.35,
            "low": 12.33,
            "close": 12.35,
            "amount_yi": 0.1801
          },
          {
            "time": "10:10",
            "open": 12.32,
            "high": 12.32,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.0387
          },
          {
            "time": "10:11",
            "open": 12.3,
            "high": 12.3,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.0896
          },
          {
            "time": "10:12",
            "open": 12.31,
            "high": 12.31,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.0975
          },
          {
            "time": "10:13",
            "open": 12.25,
            "high": 12.26,
            "low": 12.25,
            "close": 12.26,
            "amount_yi": 0.1068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.26,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.35,
        "low": 11.95,
        "bid1": 12.25,
        "ask1": 12.26,
        "bid_qty1": 7,
        "ask_qty1": 165
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 27.653,
      "price_vs_vwap_pct": 3.967,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1017,
        "prev_amount_yi": 2.4944,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 28.6,
            "high": 28.82,
            "low": 28.6,
            "close": 28.82,
            "amount_yi": 0.4492
          },
          {
            "time": "10:10",
            "open": 28.73,
            "high": 28.73,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.3258
          },
          {
            "time": "10:11",
            "open": 28.98,
            "high": 28.99,
            "low": 28.98,
            "close": 28.99,
            "amount_yi": 0.7799
          },
          {
            "time": "10:12",
            "open": 28.9,
            "high": 28.9,
            "low": 28.84,
            "close": 28.84,
            "amount_yi": 0.3253
          },
          {
            "time": "10:13",
            "open": 28.85,
            "high": 28.85,
            "low": 28.75,
            "close": 28.75,
            "amount_yi": 0.2215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.75,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 29.1,
        "low": 26.0,
        "bid1": 28.72,
        "ask1": 28.74,
        "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.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": "2026-06-29T10:13:38",
      "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": 86.3184,
      "price_vs_vwap_pct": -4.0761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3909,
        "prev_amount_yi": 1.4797,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.94,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 82.9,
            "high": 82.9,
            "low": 82.56,
            "close": 82.56,
            "amount_yi": 0.3153
          },
          {
            "time": "10:10",
            "open": 81.99,
            "high": 81.99,
            "low": 81.99,
            "close": 81.99,
            "amount_yi": 0.3318
          },
          {
            "time": "10:11",
            "open": 82.44,
            "high": 82.64,
            "low": 82.44,
            "close": 82.64,
            "amount_yi": 0.2815
          },
          {
            "time": "10:12",
            "open": 83.0,
            "high": 83.41,
            "low": 83.0,
            "close": 83.41,
            "amount_yi": 0.2022
          },
          {
            "time": "10:13",
            "open": 83.22,
            "high": 83.22,
            "low": 82.8,
            "close": 82.8,
            "amount_yi": 0.2601
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 82.8,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 81.89,
        "bid1": 82.8,
        "ask1": 82.81,
        "bid_qty1": 58,
        "ask_qty1": 71
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.49,
      "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": 7.9174,
      "price_vs_vwap_pct": -4.2615,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 13.5211,
        "prev_amount_yi": 13.0604,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0353,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 7.64,
            "high": 7.64,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 3.9476
          },
          {
            "time": "10:10",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 1.6099
          },
          {
            "time": "10:11",
            "open": 7.65,
            "high": 7.65,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 1.942
          },
          {
            "time": "10:12",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 2.52
          },
          {
            "time": "10:13",
            "open": 7.59,
            "high": 7.59,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 3.5016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.58,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.56,
        "bid1": 7.57,
        "ask1": 7.58,
        "bid_qty1": 5392,
        "ask_qty1": 1012
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 193.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 190.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 185.18,
      "entry_zone_high": 190.82,
      "entry_risk_pct": null,
      "intraday_vwap": 175.2206,
      "price_vs_vwap_pct": -5.833,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.2227,
        "prev_amount_yi": 2.0719,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5554,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 163.73,
            "high": 163.93,
            "low": 163.73,
            "close": 163.93,
            "amount_yi": 1.2394
          },
          {
            "time": "10:10",
            "open": 165.64,
            "high": 165.64,
            "low": 165.64,
            "close": 165.64,
            "amount_yi": 0.4805
          },
          {
            "time": "10:11",
            "open": 167.76,
            "high": 169.3,
            "low": 167.76,
            "close": 169.3,
            "amount_yi": 0.3819
          },
          {
            "time": "10:12",
            "open": 169.92,
            "high": 169.92,
            "low": 166.0,
            "close": 166.0,
            "amount_yi": 0.7068
          },
          {
            "time": "10:13",
            "open": 165.01,
            "high": 165.01,
            "low": 165.0,
            "close": 165.0,
            "amount_yi": 0.4141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 165.0,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 162.0,
        "bid1": 165.01,
        "ask1": 165.06,
        "bid_qty1": 9,
        "ask_qty1": 72
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 16.2924,
      "price_vs_vwap_pct": 2.0721,
      "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": 0.0971,
        "prev_amount_yi": 0.0726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 16.69,
            "high": 16.7,
            "low": 16.69,
            "close": 16.7,
            "amount_yi": 0.0236
          },
          {
            "time": "10:10",
            "open": 16.72,
            "high": 16.72,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 16.6,
            "high": 16.6,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0172
          },
          {
            "time": "10:12",
            "open": 16.6,
            "high": 16.61,
            "low": 16.6,
            "close": 16.61,
            "amount_yi": 0.0353
          },
          {
            "time": "10:13",
            "open": 16.64,
            "high": 16.64,
            "low": 16.63,
            "close": 16.63,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.63,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 16.72,
        "low": 15.98,
        "bid1": 16.59,
        "ask1": 16.64,
        "bid_qty1": 2,
        "ask_qty1": 185
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.78,
      "entry_zone_high": 22.44,
      "entry_risk_pct": null,
      "intraday_vwap": 20.6919,
      "price_vs_vwap_pct": -6.0502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4114,
        "prev_amount_yi": 0.3111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 20.06,
            "high": 20.06,
            "low": 20.02,
            "close": 20.02,
            "amount_yi": 0.0861
          },
          {
            "time": "10:10",
            "open": 19.86,
            "high": 19.86,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.0821
          },
          {
            "time": "10:11",
            "open": 19.8,
            "high": 19.8,
            "low": 19.73,
            "close": 19.73,
            "amount_yi": 0.0642
          },
          {
            "time": "10:12",
            "open": 19.79,
            "high": 19.79,
            "low": 19.5,
            "close": 19.5,
            "amount_yi": 0.0971
          },
          {
            "time": "10:13",
            "open": 19.5,
            "high": 19.5,
            "low": 19.44,
            "close": 19.44,
            "amount_yi": 0.0819
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.44,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.31,
        "bid1": 19.44,
        "ask1": 19.5,
        "bid_qty1": 15,
        "ask_qty1": 3
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 4.1322,
      "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": 1.2138,
        "prev_amount_yi": 1.1978,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 484.99,
            "high": 484.99,
            "low": 483.93,
            "close": 483.93,
            "amount_yi": 0.2154
          },
          {
            "time": "10:10",
            "open": 483.05,
            "high": 483.05,
            "low": 483.05,
            "close": 483.05,
            "amount_yi": 0.0687
          },
          {
            "time": "10:11",
            "open": 487.0,
            "high": 487.0,
            "low": 486.5,
            "close": 486.5,
            "amount_yi": 0.1978
          },
          {
            "time": "10:12",
            "open": 484.78,
            "high": 484.78,
            "low": 483.56,
            "close": 483.56,
            "amount_yi": 0.3588
          },
          {
            "time": "10:13",
            "open": 480.37,
            "high": 480.37,
            "low": 478.0,
            "close": 478.0,
            "amount_yi": 0.3731
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 422.91,
      "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": 478.0,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 506.0,
        "low": 470.5,
        "bid1": 478.54,
        "ask1": 480.61,
        "bid_qty1": 4,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 18.5029,
      "price_vs_vwap_pct": 6.2536,
      "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": 0.1359,
        "prev_amount_yi": 0.4154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0461
          },
          {
            "time": "10:10",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0059
          },
          {
            "time": "10:11",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0581
          },
          {
            "time": "10:12",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.016
          },
          {
            "time": "10:13",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.66,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 53265,
        "ask_qty1": 0
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7422,
      "price_vs_vwap_pct": -1.1517,
      "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": 0.114,
        "prev_amount_yi": 0.1383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 9.69,
            "high": 9.69,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0254
          },
          {
            "time": "10:10",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0083
          },
          {
            "time": "10:11",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0288
          },
          {
            "time": "10:12",
            "open": 9.66,
            "high": 9.66,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.0249
          },
          {
            "time": "10:13",
            "open": 9.62,
            "high": 9.63,
            "low": 9.62,
            "close": 9.63,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.63,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.63,
        "ask1": 9.64,
        "bid_qty1": 62,
        "ask_qty1": 165
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.67,
      "entry_zone_high": 52.21,
      "entry_risk_pct": null,
      "intraday_vwap": 48.8178,
      "price_vs_vwap_pct": -4.1333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2085,
        "prev_amount_yi": 2.7632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 47.36,
            "high": 47.36,
            "low": 47.09,
            "close": 47.09,
            "amount_yi": 0.4472
          },
          {
            "time": "10:10",
            "open": 47.3,
            "high": 47.3,
            "low": 47.3,
            "close": 47.3,
            "amount_yi": 0.3137
          },
          {
            "time": "10:11",
            "open": 47.14,
            "high": 47.19,
            "low": 47.14,
            "close": 47.19,
            "amount_yi": 0.2925
          },
          {
            "time": "10:12",
            "open": 47.31,
            "high": 47.31,
            "low": 47.19,
            "close": 47.19,
            "amount_yi": 0.3406
          },
          {
            "time": "10:13",
            "open": 47.04,
            "high": 47.04,
            "low": 46.8,
            "close": 46.8,
            "amount_yi": 0.8145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.8,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 46.7,
        "bid1": 46.72,
        "ask1": 46.8,
        "bid_qty1": 64,
        "ask_qty1": 46
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 45.7315,
      "price_vs_vwap_pct": 4.3482,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1918,
        "prev_amount_yi": 1.301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9161,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 47.73,
            "high": 47.73,
            "low": 47.57,
            "close": 47.57,
            "amount_yi": 0.2557
          },
          {
            "time": "10:10",
            "open": 47.54,
            "high": 47.54,
            "low": 47.54,
            "close": 47.54,
            "amount_yi": 0.1293
          },
          {
            "time": "10:11",
            "open": 47.79,
            "high": 47.92,
            "low": 47.79,
            "close": 47.92,
            "amount_yi": 0.294
          },
          {
            "time": "10:12",
            "open": 47.94,
            "high": 47.95,
            "low": 47.94,
            "close": 47.95,
            "amount_yi": 0.2772
          },
          {
            "time": "10:13",
            "open": 47.6,
            "high": 47.72,
            "low": 47.6,
            "close": 47.72,
            "amount_yi": 0.2356
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.72,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 47.97,
        "low": 43.58,
        "bid1": 47.72,
        "ask1": 47.8,
        "bid_qty1": 31,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.18,
      "entry_zone_high": 57.9,
      "entry_risk_pct": null,
      "intraday_vwap": 50.8673,
      "price_vs_vwap_pct": -2.4717,
      "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": 0.0471,
        "prev_amount_yi": 0.3615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0123
          },
          {
            "time": "10:10",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0064
          },
          {
            "time": "10:11",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0071
          },
          {
            "time": "10:12",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0043
          },
          {
            "time": "10:13",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.61,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 6354
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7161,
        "prev_amount_yi": 0.8638,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 131.55,
            "high": 131.55,
            "low": 131.3,
            "close": 131.3,
            "amount_yi": 0.2128
          },
          {
            "time": "10:10",
            "open": 131.01,
            "high": 131.01,
            "low": 131.01,
            "close": 131.01,
            "amount_yi": 0.0651
          },
          {
            "time": "10:11",
            "open": 131.01,
            "high": 131.01,
            "low": 130.64,
            "close": 130.64,
            "amount_yi": 0.1324
          },
          {
            "time": "10:12",
            "open": 130.63,
            "high": 130.63,
            "low": 130.18,
            "close": 130.18,
            "amount_yi": 0.0679
          },
          {
            "time": "10:13",
            "open": 129.93,
            "high": 129.93,
            "low": 129.14,
            "close": 129.14,
            "amount_yi": 0.2379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 129.14,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 129.0,
        "bid1": 129.14,
        "ask1": 129.81,
        "bid_qty1": 33,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.93,
      "entry_zone_high": 31.87,
      "entry_risk_pct": null,
      "intraday_vwap": 30.063,
      "price_vs_vwap_pct": -1.5734,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8481,
        "prev_amount_yi": 1.3275,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 29.82,
            "high": 29.82,
            "low": 29.81,
            "close": 29.81,
            "amount_yi": 0.1543
          },
          {
            "time": "10:10",
            "open": 29.75,
            "high": 29.75,
            "low": 29.75,
            "close": 29.75,
            "amount_yi": 0.0691
          },
          {
            "time": "10:11",
            "open": 29.9,
            "high": 29.9,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.1768
          },
          {
            "time": "10:12",
            "open": 29.72,
            "high": 29.72,
            "low": 29.66,
            "close": 29.66,
            "amount_yi": 0.2588
          },
          {
            "time": "10:13",
            "open": 29.57,
            "high": 29.59,
            "low": 29.57,
            "close": 29.59,
            "amount_yi": 0.1891
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.59,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.58,
        "ask1": 29.59,
        "bid_qty1": 18,
        "ask_qty1": 13
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3702,
        "prev_amount_yi": 2.0699,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 663.0,
            "high": 665.0,
            "low": 663.0,
            "close": 665.0,
            "amount_yi": 0.225
          },
          {
            "time": "10:10",
            "open": 667.0,
            "high": 667.0,
            "low": 667.0,
            "close": 667.0,
            "amount_yi": 0.0986
          },
          {
            "time": "10:11",
            "open": 668.48,
            "high": 668.48,
            "low": 668.0,
            "close": 668.0,
            "amount_yi": 0.2911
          },
          {
            "time": "10:12",
            "open": 664.03,
            "high": 664.03,
            "low": 663.0,
            "close": 663.0,
            "amount_yi": 0.2831
          },
          {
            "time": "10:13",
            "open": 655.04,
            "high": 661.06,
            "low": 655.04,
            "close": 661.06,
            "amount_yi": 0.4724
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 661.06,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 704.0,
        "low": 650.0,
        "bid1": 661.04,
        "ask1": 662.0,
        "bid_qty1": 12,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 47.4892,
      "price_vs_vwap_pct": -1.5987,
      "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": 0.2064,
        "prev_amount_yi": 0.1862,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 46.71,
            "high": 46.88,
            "low": 46.71,
            "close": 46.88,
            "amount_yi": 0.024
          },
          {
            "time": "10:10",
            "open": 46.71,
            "high": 46.71,
            "low": 46.71,
            "close": 46.71,
            "amount_yi": 0.0379
          },
          {
            "time": "10:11",
            "open": 46.74,
            "high": 46.74,
            "low": 46.74,
            "close": 46.74,
            "amount_yi": 0.0397
          },
          {
            "time": "10:12",
            "open": 46.66,
            "high": 46.66,
            "low": 46.65,
            "close": 46.65,
            "amount_yi": 0.0451
          },
          {
            "time": "10:13",
            "open": 46.62,
            "high": 46.73,
            "low": 46.62,
            "close": 46.73,
            "amount_yi": 0.0597
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.73,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 46.67,
        "ask1": 46.74,
        "bid_qty1": 9,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 25.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.13,
      "entry_zone_high": 24.87,
      "entry_risk_pct": null,
      "intraday_vwap": 22.6361,
      "price_vs_vwap_pct": -1.3964,
      "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": 0.2064,
        "prev_amount_yi": 0.2838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 22.53,
            "high": 22.53,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0432
          },
          {
            "time": "10:10",
            "open": 22.48,
            "high": 22.48,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0202
          },
          {
            "time": "10:11",
            "open": 22.43,
            "high": 22.45,
            "low": 22.43,
            "close": 22.45,
            "amount_yi": 0.0678
          },
          {
            "time": "10:12",
            "open": 22.45,
            "high": 22.45,
            "low": 22.39,
            "close": 22.39,
            "amount_yi": 0.0371
          },
          {
            "time": "10:13",
            "open": 22.36,
            "high": 22.36,
            "low": 22.32,
            "close": 22.32,
            "amount_yi": 0.0381
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.32,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 22.08,
        "bid1": 22.31,
        "ask1": 22.34,
        "bid_qty1": 406,
        "ask_qty1": 230
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM",
      "symbol": "SHSE.600497",
      "name": "驰宏锌锗",
      "side": "BUY",
      "priority": "W68",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.22,
      "exec_low": 13.42,
      "exec_high": 13.42,
      "invalid_price": 12.82,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 13.0395,
      "price_vs_vwap_pct": -1.8367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0456,
        "prev_amount_yi": 2.4717,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8276,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 12.9,
            "high": 12.9,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.4707
          },
          {
            "time": "10:10",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.2672
          },
          {
            "time": "10:11",
            "open": 12.92,
            "high": 12.95,
            "low": 12.92,
            "close": 12.95,
            "amount_yi": 0.3578
          },
          {
            "time": "10:12",
            "open": 12.88,
            "high": 12.88,
            "low": 12.87,
            "close": 12.87,
            "amount_yi": 0.4473
          },
          {
            "time": "10:13",
            "open": 12.85,
            "high": 12.85,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.5026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.8,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.6,
        "bid1": 12.8,
        "ask1": 12.81,
        "bid_qty1": 2127,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 157.9891,
      "price_vs_vwap_pct": 4.2034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1397,
        "prev_amount_yi": 1.9265,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1107,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 163.58,
            "high": 164.19,
            "low": 163.58,
            "close": 164.19,
            "amount_yi": 0.441
          },
          {
            "time": "10:10",
            "open": 164.2,
            "high": 164.2,
            "low": 164.2,
            "close": 164.2,
            "amount_yi": 0.2894
          },
          {
            "time": "10:11",
            "open": 164.5,
            "high": 165.6,
            "low": 164.5,
            "close": 165.6,
            "amount_yi": 0.5041
          },
          {
            "time": "10:12",
            "open": 165.23,
            "high": 165.23,
            "low": 165.0,
            "close": 165.0,
            "amount_yi": 0.6435
          },
          {
            "time": "10:13",
            "open": 164.84,
            "high": 164.84,
            "low": 164.63,
            "close": 164.63,
            "amount_yi": 0.2617
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 164.63,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 166.44,
        "low": 151.0,
        "bid1": 164.62,
        "ask1": 164.63,
        "bid_qty1": 6,
        "ask_qty1": 112
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.29,
      "entry_zone_high": 20.91,
      "entry_risk_pct": null,
      "intraday_vwap": 19.7636,
      "price_vs_vwap_pct": -7.0007,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8318,
        "prev_amount_yi": 1.9086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9598,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 18.45,
            "high": 18.45,
            "low": 18.42,
            "close": 18.42,
            "amount_yi": 0.5141
          },
          {
            "time": "10:10",
            "open": 18.49,
            "high": 18.49,
            "low": 18.49,
            "close": 18.49,
            "amount_yi": 0.1847
          },
          {
            "time": "10:11",
            "open": 18.39,
            "high": 18.39,
            "low": 18.36,
            "close": 18.36,
            "amount_yi": 0.3903
          },
          {
            "time": "10:12",
            "open": 18.44,
            "high": 18.48,
            "low": 18.44,
            "close": 18.48,
            "amount_yi": 0.4365
          },
          {
            "time": "10:13",
            "open": 18.46,
            "high": 18.46,
            "low": 18.38,
            "close": 18.38,
            "amount_yi": 0.3062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.38,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 18.33,
        "bid1": 18.38,
        "ask1": 18.39,
        "bid_qty1": 17,
        "ask_qty1": 120
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 137.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 135.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 131.33,
      "entry_zone_high": 135.33,
      "entry_risk_pct": null,
      "intraday_vwap": 131.9132,
      "price_vs_vwap_pct": -3.7246,
      "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": 0.2107,
        "prev_amount_yi": 0.3144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6702,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 129.02,
            "high": 129.02,
            "low": 128.87,
            "close": 128.87,
            "amount_yi": 0.0339
          },
          {
            "time": "10:10",
            "open": 128.47,
            "high": 128.47,
            "low": 128.47,
            "close": 128.47,
            "amount_yi": 0.0274
          },
          {
            "time": "10:11",
            "open": 127.91,
            "high": 127.91,
            "low": 127.2,
            "close": 127.2,
            "amount_yi": 0.0745
          },
          {
            "time": "10:12",
            "open": 127.5,
            "high": 127.5,
            "low": 127.05,
            "close": 127.05,
            "amount_yi": 0.0238
          },
          {
            "time": "10:13",
            "open": 127.08,
            "high": 127.08,
            "low": 127.0,
            "close": 127.0,
            "amount_yi": 0.0511
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 127.0,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 126.57,
        "bid1": 126.85,
        "ask1": 127.0,
        "bid_qty1": 8,
        "ask_qty1": 40
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "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": 0.3907,
        "prev_amount_yi": 0.5104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 104.79,
            "high": 104.95,
            "low": 104.79,
            "close": 104.95,
            "amount_yi": 0.216
          },
          {
            "time": "10:10",
            "open": 105.04,
            "high": 105.04,
            "low": 105.04,
            "close": 105.04,
            "amount_yi": 0.041
          },
          {
            "time": "10:11",
            "open": 105.17,
            "high": 105.33,
            "low": 105.17,
            "close": 105.33,
            "amount_yi": 0.0587
          },
          {
            "time": "10:12",
            "open": 105.68,
            "high": 105.68,
            "low": 105.66,
            "close": 105.66,
            "amount_yi": 0.0436
          },
          {
            "time": "10:13",
            "open": 106.27,
            "high": 106.27,
            "low": 105.69,
            "close": 105.69,
            "amount_yi": 0.0314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 105.69,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 104.34,
        "bid1": 105.69,
        "ask1": 105.72,
        "bid_qty1": 0,
        "ask_qty1": 4
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 54.2089,
      "price_vs_vwap_pct": -1.4737,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 10.6214,
        "prev_amount_yi": 3.0916,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.1996
          },
          {
            "time": "10:10",
            "open": 55.42,
            "high": 55.42,
            "low": 55.42,
            "close": 55.42,
            "amount_yi": 0.2092
          },
          {
            "time": "10:11",
            "open": 54.92,
            "high": 54.92,
            "low": 54.05,
            "close": 54.05,
            "amount_yi": 3.4195
          },
          {
            "time": "10:12",
            "open": 53.71,
            "high": 53.71,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 3.8726
          },
          {
            "time": "10:13",
            "open": 53.2,
            "high": 53.41,
            "low": 53.2,
            "close": 53.41,
            "amount_yi": 2.9205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.41,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 52.01,
        "bid1": 53.41,
        "ask1": 53.43,
        "bid_qty1": 10,
        "ask_qty1": 377
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 10.6296,
      "price_vs_vwap_pct": 0.0978,
      "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": 0.0901,
        "prev_amount_yi": 0.0907,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 10.68,
            "high": 10.68,
            "low": 10.67,
            "close": 10.67,
            "amount_yi": 0.0116
          },
          {
            "time": "10:10",
            "open": 10.66,
            "high": 10.66,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0057
          },
          {
            "time": "10:11",
            "open": 10.65,
            "high": 10.67,
            "low": 10.65,
            "close": 10.67,
            "amount_yi": 0.0321
          },
          {
            "time": "10:12",
            "open": 10.67,
            "high": 10.67,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0222
          },
          {
            "time": "10:13",
            "open": 10.63,
            "high": 10.64,
            "low": 10.63,
            "close": 10.64,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.64,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 10.88,
        "low": 10.46,
        "bid1": 10.63,
        "ask1": 10.64,
        "bid_qty1": 102,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 7.3875,
      "price_vs_vwap_pct": 1.2521,
      "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": 0.0424,
        "prev_amount_yi": 0.0573,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.74,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 7.47,
            "high": 7.47,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.006
          },
          {
            "time": "10:10",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 7.47,
            "high": 7.48,
            "low": 7.47,
            "close": 7.48,
            "amount_yi": 0.0137
          },
          {
            "time": "10:12",
            "open": 7.49,
            "high": 7.49,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.01
          },
          {
            "time": "10:13",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.48,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.5,
        "low": 7.29,
        "bid1": 7.47,
        "ask1": 7.48,
        "bid_qty1": 559,
        "ask_qty1": 793
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 121.0123,
      "price_vs_vwap_pct": 2.0475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.2107,
        "prev_amount_yi": 6.518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 123.02,
            "high": 123.15,
            "low": 123.02,
            "close": 123.15,
            "amount_yi": 0.9104
          },
          {
            "time": "10:10",
            "open": 123.73,
            "high": 123.73,
            "low": 123.73,
            "close": 123.73,
            "amount_yi": 0.7892
          },
          {
            "time": "10:11",
            "open": 123.95,
            "high": 123.95,
            "low": 123.56,
            "close": 123.56,
            "amount_yi": 1.3606
          },
          {
            "time": "10:12",
            "open": 123.37,
            "high": 123.79,
            "low": 123.37,
            "close": 123.79,
            "amount_yi": 1.4634
          },
          {
            "time": "10:13",
            "open": 123.62,
            "high": 123.62,
            "low": 123.49,
            "close": 123.49,
            "amount_yi": 1.6871
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.49,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 123.98,
        "low": 116.8,
        "bid1": 123.43,
        "ask1": 123.49,
        "bid_qty1": 24,
        "ask_qty1": 98
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 156.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 149.71,
      "entry_zone_high": 154.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9316,
        "prev_amount_yi": 0.5336,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 140.85,
            "high": 140.85,
            "low": 140.3,
            "close": 140.3,
            "amount_yi": 0.1847
          },
          {
            "time": "10:10",
            "open": 140.55,
            "high": 140.55,
            "low": 140.55,
            "close": 140.55,
            "amount_yi": 0.1682
          },
          {
            "time": "10:11",
            "open": 140.55,
            "high": 140.55,
            "low": 140.1,
            "close": 140.1,
            "amount_yi": 0.0902
          },
          {
            "time": "10:12",
            "open": 139.67,
            "high": 139.67,
            "low": 139.0,
            "close": 139.0,
            "amount_yi": 0.2149
          },
          {
            "time": "10:13",
            "open": 139.25,
            "high": 139.25,
            "low": 138.59,
            "close": 138.59,
            "amount_yi": 0.2736
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 138.59,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 138.0,
        "bid1": 138.5,
        "ask1": 138.54,
        "bid_qty1": 122,
        "ask_qty1": 9
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.72,
      "entry_zone_high": 13.1,
      "entry_risk_pct": null,
      "intraday_vwap": 12.2291,
      "price_vs_vwap_pct": -5.6349,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.5012,
        "prev_amount_yi": 3.5443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9878,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 11.73,
            "high": 11.73,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.4834
          },
          {
            "time": "10:10",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.2666
          },
          {
            "time": "10:11",
            "open": 11.77,
            "high": 11.77,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.5934
          },
          {
            "time": "10:12",
            "open": 11.7,
            "high": 11.7,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.8637
          },
          {
            "time": "10:13",
            "open": 11.63,
            "high": 11.63,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 1.2941
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.54,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.51,
        "bid1": 11.53,
        "ask1": 11.54,
        "bid_qty1": 29,
        "ask_qty1": 34
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.5,
      "entry_zone_high": 24.22,
      "entry_risk_pct": null,
      "intraday_vwap": 22.49,
      "price_vs_vwap_pct": -5.6914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.7411,
        "prev_amount_yi": 6.672,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 21.57,
            "high": 21.57,
            "low": 21.56,
            "close": 21.56,
            "amount_yi": 2.6377
          },
          {
            "time": "10:10",
            "open": 21.68,
            "high": 21.68,
            "low": 21.68,
            "close": 21.68,
            "amount_yi": 0.7747
          },
          {
            "time": "10:11",
            "open": 21.65,
            "high": 21.65,
            "low": 21.51,
            "close": 21.51,
            "amount_yi": 0.8393
          },
          {
            "time": "10:12",
            "open": 21.44,
            "high": 21.44,
            "low": 21.24,
            "close": 21.24,
            "amount_yi": 1.2277
          },
          {
            "time": "10:13",
            "open": 21.29,
            "high": 21.29,
            "low": 21.21,
            "close": 21.21,
            "amount_yi": 3.2617
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.21,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 21.06,
        "bid1": 21.2,
        "ask1": 21.21,
        "bid_qty1": 30,
        "ask_qty1": 28
      },
      "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": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "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": 0.1081,
        "prev_amount_yi": 0.1311,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 66.65,
            "high": 66.65,
            "low": 66.28,
            "close": 66.28,
            "amount_yi": 0.024
          },
          {
            "time": "10:10",
            "open": 66.39,
            "high": 66.39,
            "low": 66.39,
            "close": 66.39,
            "amount_yi": 0.0056
          },
          {
            "time": "10:11",
            "open": 67.05,
            "high": 67.05,
            "low": 66.87,
            "close": 66.87,
            "amount_yi": 0.0127
          },
          {
            "time": "10:12",
            "open": 66.3,
            "high": 66.3,
            "low": 66.08,
            "close": 66.08,
            "amount_yi": 0.015
          },
          {
            "time": "10:13",
            "open": 64.6,
            "high": 64.6,
            "low": 64.08,
            "close": 64.08,
            "amount_yi": 0.0508
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.08,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 64.08,
        "bid1": 64.08,
        "ask1": 64.54,
        "bid_qty1": 28,
        "ask_qty1": 36
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 57.5552,
      "price_vs_vwap_pct": -2.1114,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 18.748,
        "prev_amount_yi": 18.5498,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0107,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 57.7,
            "high": 57.7,
            "low": 57.4,
            "close": 57.4,
            "amount_yi": 4.6279
          },
          {
            "time": "10:10",
            "open": 57.0,
            "high": 57.0,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 1.8323
          },
          {
            "time": "10:11",
            "open": 56.74,
            "high": 57.05,
            "low": 56.74,
            "close": 57.05,
            "amount_yi": 4.3919
          },
          {
            "time": "10:12",
            "open": 56.65,
            "high": 56.65,
            "low": 56.23,
            "close": 56.23,
            "amount_yi": 3.3778
          },
          {
            "time": "10:13",
            "open": 56.0,
            "high": 56.34,
            "low": 56.0,
            "close": 56.34,
            "amount_yi": 4.5181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.34,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.9,
        "bid1": 56.27,
        "ask1": 56.34,
        "bid_qty1": 659,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.049,
      "intraday_vwap": 26.4419,
      "price_vs_vwap_pct": 0.371,
      "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": 0.0871,
        "prev_amount_yi": 0.1467,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 26.71,
            "high": 26.71,
            "low": 26.66,
            "close": 26.66,
            "amount_yi": 0.0117
          },
          {
            "time": "10:10",
            "open": 26.58,
            "high": 26.58,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0086
          },
          {
            "time": "10:11",
            "open": 26.72,
            "high": 26.72,
            "low": 26.61,
            "close": 26.61,
            "amount_yi": 0.0122
          },
          {
            "time": "10:12",
            "open": 26.71,
            "high": 26.71,
            "low": 26.57,
            "close": 26.57,
            "amount_yi": 0.0203
          },
          {
            "time": "10:13",
            "open": 26.47,
            "high": 26.54,
            "low": 26.47,
            "close": 26.54,
            "amount_yi": 0.0343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "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": 26.54,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 26.86,
        "low": 25.27,
        "bid1": 26.51,
        "ask1": 26.54,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM",
      "symbol": "SHSE.603713",
      "name": "密尔克卫",
      "side": "BUY",
      "priority": "W83",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.87,
      "exec_low": 79.04,
      "exec_high": 79.04,
      "invalid_price": 75.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 80.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 79.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.7,
      "entry_zone_high": 79.04,
      "entry_risk_pct": null,
      "intraday_vwap": 74.1674,
      "price_vs_vwap_pct": -2.0864,
      "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": 0.1755,
        "prev_amount_yi": 0.1769,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 73.02,
            "high": 73.02,
            "low": 73.01,
            "close": 73.01,
            "amount_yi": 0.0738
          },
          {
            "time": "10:10",
            "open": 73.07,
            "high": 73.07,
            "low": 73.07,
            "close": 73.07,
            "amount_yi": 0.0151
          },
          {
            "time": "10:11",
            "open": 73.11,
            "high": 73.23,
            "low": 73.11,
            "close": 73.23,
            "amount_yi": 0.021
          },
          {
            "time": "10:12",
            "open": 73.01,
            "high": 73.01,
            "low": 72.92,
            "close": 72.92,
            "amount_yi": 0.0178
          },
          {
            "time": "10:13",
            "open": 72.8,
            "high": 72.8,
            "low": 72.62,
            "close": 72.62,
            "amount_yi": 0.0478
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.62,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 72.19,
        "bid1": 72.51,
        "ask1": 72.62,
        "bid_qty1": 4,
        "ask_qty1": 12
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 55.3392,
      "price_vs_vwap_pct": 1.953,
      "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": 0.1153,
        "prev_amount_yi": 0.1571,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 56.8,
            "high": 56.86,
            "low": 56.8,
            "close": 56.86,
            "amount_yi": 0.0209
          },
          {
            "time": "10:10",
            "open": 56.79,
            "high": 56.79,
            "low": 56.79,
            "close": 56.79,
            "amount_yi": 0.021
          },
          {
            "time": "10:11",
            "open": 56.7,
            "high": 56.77,
            "low": 56.7,
            "close": 56.77,
            "amount_yi": 0.0215
          },
          {
            "time": "10:12",
            "open": 56.7,
            "high": 56.7,
            "low": 56.66,
            "close": 56.66,
            "amount_yi": 0.0242
          },
          {
            "time": "10:13",
            "open": 56.53,
            "high": 56.53,
            "low": 56.42,
            "close": 56.42,
            "amount_yi": 0.0277
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.42,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 56.93,
        "low": 54.3,
        "bid1": 56.4,
        "ask1": 56.42,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 4.8527,
      "price_vs_vwap_pct": 1.1808,
      "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": 0.2645,
        "prev_amount_yi": 0.4908,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0512
          },
          {
            "time": "10:10",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0339
          },
          {
            "time": "10:11",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0941
          },
          {
            "time": "10:12",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0616
          },
          {
            "time": "10:13",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0237
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.91,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.9,
        "ask1": 4.91,
        "bid_qty1": 8121,
        "ask_qty1": 18122
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.73,
      "entry_zone_high": 17.23,
      "entry_risk_pct": null,
      "intraday_vwap": 16.2749,
      "price_vs_vwap_pct": -3.1638,
      "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": 0.3447,
        "prev_amount_yi": 0.4747,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 15.89,
            "high": 15.89,
            "low": 15.86,
            "close": 15.86,
            "amount_yi": 0.0673
          },
          {
            "time": "10:10",
            "open": 15.9,
            "high": 15.9,
            "low": 15.9,
            "close": 15.9,
            "amount_yi": 0.0615
          },
          {
            "time": "10:11",
            "open": 15.89,
            "high": 15.89,
            "low": 15.86,
            "close": 15.86,
            "amount_yi": 0.0381
          },
          {
            "time": "10:12",
            "open": 15.85,
            "high": 15.85,
            "low": 15.81,
            "close": 15.81,
            "amount_yi": 0.0507
          },
          {
            "time": "10:13",
            "open": 15.77,
            "high": 15.77,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.1271
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.76,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.75,
        "bid1": 15.76,
        "ask1": 15.79,
        "bid_qty1": 98,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.08,
      "entry_zone_high": 3.18,
      "entry_risk_pct": null,
      "intraday_vwap": 2.9227,
      "price_vs_vwap_pct": 0.2498,
      "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": 0.0985,
        "prev_amount_yi": 0.1217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0072
          },
          {
            "time": "10:10",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0026
          },
          {
            "time": "10:11",
            "open": 2.94,
            "high": 2.94,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0315
          },
          {
            "time": "10:12",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0449
          },
          {
            "time": "10:13",
            "open": 2.94,
            "high": 2.94,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:37",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.93,
        "ask1": 2.94,
        "bid_qty1": 7296,
        "ask_qty1": 5331
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 199.3486,
      "price_vs_vwap_pct": -3.7866,
      "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": 0.4463,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 193.0,
            "high": 193.33,
            "low": 193.0,
            "close": 193.33,
            "amount_yi": 0.0542
          },
          {
            "time": "10:10",
            "open": 193.49,
            "high": 193.49,
            "low": 193.49,
            "close": 193.49,
            "amount_yi": 0.0219
          },
          {
            "time": "10:11",
            "open": 193.85,
            "high": 193.85,
            "low": 192.01,
            "close": 192.01,
            "amount_yi": 0.1364
          },
          {
            "time": "10:12",
            "open": 192.94,
            "high": 192.94,
            "low": 192.33,
            "close": 192.33,
            "amount_yi": 0.0622
          },
          {
            "time": "10:13",
            "open": 192.01,
            "high": 192.01,
            "low": 191.8,
            "close": 191.8,
            "amount_yi": 0.1077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 191.8,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 190.57,
        "bid1": 191.8,
        "ask1": 191.88,
        "bid_qty1": 39,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.83,
      "entry_zone_high": 23.53,
      "entry_risk_pct": null,
      "intraday_vwap": 21.9917,
      "price_vs_vwap_pct": -7.2377,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.5015,
        "prev_amount_yi": 2.9847,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 21.31,
            "high": 21.31,
            "low": 21.07,
            "close": 21.07,
            "amount_yi": 1.783
          },
          {
            "time": "10:10",
            "open": 21.18,
            "high": 21.18,
            "low": 21.18,
            "close": 21.18,
            "amount_yi": 0.8954
          },
          {
            "time": "10:11",
            "open": 21.08,
            "high": 21.08,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 2.0323
          },
          {
            "time": "10:12",
            "open": 20.73,
            "high": 20.73,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 1.8505
          },
          {
            "time": "10:13",
            "open": 20.56,
            "high": 20.56,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 1.9403
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:34",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.4,
        "bid1": 20.39,
        "ask1": 20.4,
        "bid_qty1": 58,
        "ask_qty1": 37
      },
      "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": "2026-06-29T10:13:38",
      "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": 1.035,
        "prev_amount_yi": 1.6722,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 417.97,
            "high": 417.97,
            "low": 417.01,
            "close": 417.01,
            "amount_yi": 0.2698
          },
          {
            "time": "10:10",
            "open": 415.31,
            "high": 415.31,
            "low": 415.31,
            "close": 415.31,
            "amount_yi": 0.1227
          },
          {
            "time": "10:11",
            "open": 416.94,
            "high": 417.0,
            "low": 416.94,
            "close": 417.0,
            "amount_yi": 0.2156
          },
          {
            "time": "10:12",
            "open": 415.09,
            "high": 415.1,
            "low": 415.09,
            "close": 415.1,
            "amount_yi": 0.1784
          },
          {
            "time": "10:13",
            "open": 415.14,
            "high": 417.0,
            "low": 415.14,
            "close": 417.0,
            "amount_yi": 0.2485
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 417.0,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 415.68,
        "ask1": 415.99,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.8,
      "entry_zone_high": 18.34,
      "entry_risk_pct": null,
      "intraday_vwap": 17.6969,
      "price_vs_vwap_pct": 0.4131,
      "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": 0.0668,
        "prev_amount_yi": 0.084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 17.77,
            "high": 17.77,
            "low": 17.76,
            "close": 17.76,
            "amount_yi": 0.0185
          },
          {
            "time": "10:10",
            "open": 17.78,
            "high": 17.78,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.0097
          },
          {
            "time": "10:11",
            "open": 17.8,
            "high": 17.82,
            "low": 17.8,
            "close": 17.82,
            "amount_yi": 0.0127
          },
          {
            "time": "10:12",
            "open": 17.81,
            "high": 17.81,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0115
          },
          {
            "time": "10:13",
            "open": 17.77,
            "high": 17.77,
            "low": 17.77,
            "close": 17.77,
            "amount_yi": 0.0144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.77,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 17.93,
        "low": 17.5,
        "bid1": 17.76,
        "ask1": 17.77,
        "bid_qty1": 25,
        "ask_qty1": 358
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.85,
      "entry_zone_high": 6.03,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8166,
      "price_vs_vwap_pct": 0.9181,
      "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": 0.0391,
        "prev_amount_yi": 0.0589,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 5.86,
            "high": 5.86,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0027
          },
          {
            "time": "10:10",
            "open": 5.86,
            "high": 5.86,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0033
          },
          {
            "time": "10:11",
            "open": 5.87,
            "high": 5.88,
            "low": 5.87,
            "close": 5.88,
            "amount_yi": 0.0162
          },
          {
            "time": "10:12",
            "open": 5.87,
            "high": 5.87,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.006
          },
          {
            "time": "10:13",
            "open": 5.88,
            "high": 5.88,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.92,
        "low": 5.76,
        "bid1": 5.87,
        "ask1": 5.88,
        "bid_qty1": 192,
        "ask_qty1": 1748
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 8.6746,
      "price_vs_vwap_pct": 0.5234,
      "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": 0.0916,
        "prev_amount_yi": 0.1409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 8.75,
            "high": 8.75,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0316
          },
          {
            "time": "10:10",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0056
          },
          {
            "time": "10:11",
            "open": 8.73,
            "high": 8.74,
            "low": 8.73,
            "close": 8.74,
            "amount_yi": 0.0131
          },
          {
            "time": "10:12",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0223
          },
          {
            "time": "10:13",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.72,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.89,
        "low": 8.61,
        "bid1": 8.72,
        "ask1": 8.73,
        "bid_qty1": 265,
        "ask_qty1": 483
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.08,
      "entry_zone_high": 8.32,
      "entry_risk_pct": null,
      "intraday_vwap": 7.7377,
      "price_vs_vwap_pct": 0.6759,
      "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": 0.0396,
        "prev_amount_yi": 0.0552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7174,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0058
          },
          {
            "time": "10:10",
            "open": 7.79,
            "high": 7.79,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.0022
          },
          {
            "time": "10:11",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0075
          },
          {
            "time": "10:12",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0087
          },
          {
            "time": "10:13",
            "open": 7.81,
            "high": 7.81,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.79,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.78,
        "ask1": 7.79,
        "bid_qty1": 131,
        "ask_qty1": 712
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 158.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 156.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 151.68,
      "entry_zone_high": 156.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9143,
        "prev_amount_yi": 0.7325,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2482,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 141.48,
            "high": 141.48,
            "low": 141.23,
            "close": 141.23,
            "amount_yi": 0.0895
          },
          {
            "time": "10:10",
            "open": 141.3,
            "high": 141.3,
            "low": 141.3,
            "close": 141.3,
            "amount_yi": 0.31
          },
          {
            "time": "10:11",
            "open": 140.8,
            "high": 140.8,
            "low": 140.67,
            "close": 140.67,
            "amount_yi": 0.1238
          },
          {
            "time": "10:12",
            "open": 140.95,
            "high": 140.95,
            "low": 140.2,
            "close": 140.2,
            "amount_yi": 0.1451
          },
          {
            "time": "10:13",
            "open": 140.48,
            "high": 140.48,
            "low": 140.36,
            "close": 140.36,
            "amount_yi": 0.2459
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 140.36,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 139.65,
        "bid1": 140.29,
        "ask1": 140.44,
        "bid_qty1": 5,
        "ask_qty1": 15
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.62,
      "entry_zone_high": 58.34,
      "entry_risk_pct": null,
      "intraday_vwap": 54.4418,
      "price_vs_vwap_pct": -4.8158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.4299,
        "prev_amount_yi": 5.2975,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 52.7,
            "high": 52.7,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 1.2011
          },
          {
            "time": "10:10",
            "open": 52.69,
            "high": 52.69,
            "low": 52.69,
            "close": 52.69,
            "amount_yi": 0.9313
          },
          {
            "time": "10:11",
            "open": 52.63,
            "high": 52.63,
            "low": 52.36,
            "close": 52.36,
            "amount_yi": 0.9704
          },
          {
            "time": "10:12",
            "open": 52.06,
            "high": 52.06,
            "low": 51.83,
            "close": 51.83,
            "amount_yi": 1.6414
          },
          {
            "time": "10:13",
            "open": 51.85,
            "high": 51.85,
            "low": 51.82,
            "close": 51.82,
            "amount_yi": 1.6857
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.82,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 51.5,
        "bid1": 51.81,
        "ask1": 51.82,
        "bid_qty1": 153,
        "ask_qty1": 1
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6834,
      "price_vs_vwap_pct": 1.2041,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2968,
        "prev_amount_yi": 0.5469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 9.79,
            "high": 9.79,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0539
          },
          {
            "time": "10:10",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0206
          },
          {
            "time": "10:11",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0978
          },
          {
            "time": "10:12",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0676
          },
          {
            "time": "10:13",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0569
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.81,
        "low": 9.59,
        "bid1": 9.79,
        "ask1": 9.8,
        "bid_qty1": 562,
        "ask_qty1": 1434
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.3,
      "entry_zone_high": 43.58,
      "entry_risk_pct": null,
      "intraday_vwap": 40.8977,
      "price_vs_vwap_pct": 1.4972,
      "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": 0.0185,
        "prev_amount_yi": 0.0384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 41.65,
            "high": 41.65,
            "low": 41.55,
            "close": 41.55,
            "amount_yi": 0.0046
          },
          {
            "time": "10:10",
            "open": 41.46,
            "high": 41.46,
            "low": 41.46,
            "close": 41.46,
            "amount_yi": 0.0024
          },
          {
            "time": "10:11",
            "open": 41.49,
            "high": 41.49,
            "low": 41.49,
            "close": 41.49,
            "amount_yi": 0.0026
          },
          {
            "time": "10:12",
            "open": 41.48,
            "high": 41.48,
            "low": 41.42,
            "close": 41.42,
            "amount_yi": 0.0045
          },
          {
            "time": "10:13",
            "open": 41.51,
            "high": 41.51,
            "low": 41.51,
            "close": 41.51,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.51,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 42.19,
        "low": 40.4,
        "bid1": 41.45,
        "ask1": 41.49,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.82,
      "entry_zone_high": 4.96,
      "entry_risk_pct": null,
      "intraday_vwap": 4.6486,
      "price_vs_vwap_pct": 0.2452,
      "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": 0.3873,
        "prev_amount_yi": 0.4468,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8668,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.65,
            "high": 4.66,
            "low": 4.65,
            "close": 4.66,
            "amount_yi": 0.0763
          },
          {
            "time": "10:10",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.085
          },
          {
            "time": "10:11",
            "open": 4.68,
            "high": 4.68,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0748
          },
          {
            "time": "10:12",
            "open": 4.67,
            "high": 4.67,
            "low": 4.67,
            "close": 4.67,
            "amount_yi": 0.0772
          },
          {
            "time": "10:13",
            "open": 4.66,
            "high": 4.66,
            "low": 4.66,
            "close": 4.66,
            "amount_yi": 0.074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.66,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.76,
        "low": 4.58,
        "bid1": 4.65,
        "ask1": 4.66,
        "bid_qty1": 240,
        "ask_qty1": 1661
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 10.9255,
      "price_vs_vwap_pct": 0.6819,
      "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": 0.3735,
        "prev_amount_yi": 0.3961,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 11.0,
            "high": 11.01,
            "low": 11.0,
            "close": 11.01,
            "amount_yi": 0.0373
          },
          {
            "time": "10:10",
            "open": 11.02,
            "high": 11.02,
            "low": 11.02,
            "close": 11.02,
            "amount_yi": 0.0979
          },
          {
            "time": "10:11",
            "open": 11.02,
            "high": 11.03,
            "low": 11.02,
            "close": 11.03,
            "amount_yi": 0.0699
          },
          {
            "time": "10:12",
            "open": 11.03,
            "high": 11.03,
            "low": 11.02,
            "close": 11.02,
            "amount_yi": 0.1109
          },
          {
            "time": "10:13",
            "open": 11.02,
            "high": 11.02,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0575
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.0,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.08,
        "low": 10.79,
        "bid1": 10.99,
        "ask1": 11.0,
        "bid_qty1": 231,
        "ask_qty1": 133
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 41.8051,
      "price_vs_vwap_pct": 1.3034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1149,
        "prev_amount_yi": 0.1237,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9289,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 42.49,
            "high": 42.49,
            "low": 42.4,
            "close": 42.4,
            "amount_yi": 0.0479
          },
          {
            "time": "10:10",
            "open": 42.33,
            "high": 42.33,
            "low": 42.33,
            "close": 42.33,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 42.39,
            "high": 42.55,
            "low": 42.39,
            "close": 42.55,
            "amount_yi": 0.0245
          },
          {
            "time": "10:12",
            "open": 42.46,
            "high": 42.5,
            "low": 42.46,
            "close": 42.5,
            "amount_yi": 0.0208
          },
          {
            "time": "10:13",
            "open": 42.33,
            "high": 42.35,
            "low": 42.33,
            "close": 42.35,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.35,
        "ts": "2026-06-29T10:13:33",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 42.6,
        "low": 41.01,
        "bid1": 42.35,
        "ask1": 42.39,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.29,
      "entry_zone_high": 6.49,
      "entry_risk_pct": null,
      "intraday_vwap": 6.2101,
      "price_vs_vwap_pct": 0.4815,
      "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": 0.0925,
        "prev_amount_yi": 0.1267,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 6.23,
            "high": 6.24,
            "low": 6.23,
            "close": 6.24,
            "amount_yi": 0.0202
          },
          {
            "time": "10:10",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.01
          },
          {
            "time": "10:11",
            "open": 6.24,
            "high": 6.25,
            "low": 6.24,
            "close": 6.25,
            "amount_yi": 0.0143
          },
          {
            "time": "10:12",
            "open": 6.25,
            "high": 6.25,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0182
          },
          {
            "time": "10:13",
            "open": 6.25,
            "high": 6.25,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0298
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.24,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.3,
        "low": 6.12,
        "bid1": 6.23,
        "ask1": 6.24,
        "bid_qty1": 883,
        "ask_qty1": 711
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM",
      "symbol": "SHSE.600901",
      "name": "江苏金租",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.96,
      "exec_low": 6.05,
      "exec_high": 6.05,
      "invalid_price": 5.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.87,
      "entry_zone_high": 6.05,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8414,
      "price_vs_vwap_pct": 1.0032,
      "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": 0.0513,
        "prev_amount_yi": 0.1047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.49,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0093
          },
          {
            "time": "10:10",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0118
          },
          {
            "time": "10:11",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0111
          },
          {
            "time": "10:12",
            "open": 5.91,
            "high": 5.91,
            "low": 5.9,
            "close": 5.9,
            "amount_yi": 0.0077
          },
          {
            "time": "10:13",
            "open": 5.89,
            "high": 5.9,
            "low": 5.89,
            "close": 5.9,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.9,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.95,
        "low": 5.72,
        "bid1": 5.89,
        "ask1": 5.9,
        "bid_qty1": 868,
        "ask_qty1": 1297
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM",
      "symbol": "SHSE.601988",
      "name": "中国银行",
      "side": "BUY",
      "priority": "W104",
      "status": "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.07,
      "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": 5.6771,
      "price_vs_vwap_pct": 0.9318,
      "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": 0.3247,
        "prev_amount_yi": 0.5069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0735
          },
          {
            "time": "10:10",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0372
          },
          {
            "time": "10:11",
            "open": 5.72,
            "high": 5.73,
            "low": 5.72,
            "close": 5.73,
            "amount_yi": 0.0731
          },
          {
            "time": "10:12",
            "open": 5.73,
            "high": 5.73,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.1024
          },
          {
            "time": "10:13",
            "open": 5.74,
            "high": 5.74,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0385
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.73,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.76,
        "low": 5.62,
        "bid1": 5.73,
        "ask1": 5.74,
        "bid_qty1": 6239,
        "ask_qty1": 14450
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 121.88,
      "exec_low": 123.71,
      "exec_high": 123.71,
      "invalid_price": 118.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.164,
        "prev_amount_yi": 1.5644,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 122.06,
            "high": 122.14,
            "low": 122.06,
            "close": 122.14,
            "amount_yi": 0.2729
          },
          {
            "time": "10:10",
            "open": 122.32,
            "high": 122.32,
            "low": 122.32,
            "close": 122.32,
            "amount_yi": 0.1551
          },
          {
            "time": "10:11",
            "open": 122.5,
            "high": 122.5,
            "low": 122.37,
            "close": 122.37,
            "amount_yi": 0.2959
          },
          {
            "time": "10:12",
            "open": 121.87,
            "high": 121.87,
            "low": 120.98,
            "close": 120.98,
            "amount_yi": 0.185
          },
          {
            "time": "10:13",
            "open": 121.7,
            "high": 121.7,
            "low": 121.32,
            "close": 121.32,
            "amount_yi": 0.2551
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 121.32,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 116.0,
        "bid1": 121.12,
        "ask1": 121.32,
        "bid_qty1": 9,
        "ask_qty1": 23
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM",
      "symbol": "SHSE.601398",
      "name": "工商银行",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.25,
      "exec_low": 7.36,
      "exec_high": 7.36,
      "invalid_price": 7.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.14,
      "entry_zone_high": 7.36,
      "entry_risk_pct": null,
      "intraday_vwap": 7.1054,
      "price_vs_vwap_pct": 0.9092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0779,
        "prev_amount_yi": 0.9898,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 7.15,
            "high": 7.15,
            "low": 7.15,
            "close": 7.15,
            "amount_yi": 0.2875
          },
          {
            "time": "10:10",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0747
          },
          {
            "time": "10:11",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.2175
          },
          {
            "time": "10:12",
            "open": 7.16,
            "high": 7.17,
            "low": 7.16,
            "close": 7.17,
            "amount_yi": 0.2415
          },
          {
            "time": "10:13",
            "open": 7.16,
            "high": 7.17,
            "low": 7.16,
            "close": 7.17,
            "amount_yi": 0.2567
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.17,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.18,
        "low": 7.05,
        "bid1": 7.16,
        "ask1": 7.17,
        "bid_qty1": 5099,
        "ask_qty1": 4521
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 35.7429,
      "price_vs_vwap_pct": 1.6705,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0633,
        "prev_amount_yi": 1.3455,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 36.16,
            "high": 36.16,
            "low": 36.15,
            "close": 36.15,
            "amount_yi": 0.2517
          },
          {
            "time": "10:10",
            "open": 36.27,
            "high": 36.27,
            "low": 36.27,
            "close": 36.27,
            "amount_yi": 0.4008
          },
          {
            "time": "10:11",
            "open": 36.24,
            "high": 36.27,
            "low": 36.24,
            "close": 36.27,
            "amount_yi": 0.4455
          },
          {
            "time": "10:12",
            "open": 36.28,
            "high": 36.34,
            "low": 36.28,
            "close": 36.34,
            "amount_yi": 0.5084
          },
          {
            "time": "10:13",
            "open": 36.33,
            "high": 36.34,
            "low": 36.33,
            "close": 36.34,
            "amount_yi": 0.4569
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.34,
        "ts": "2026-06-29T10:13:34",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.36,
        "low": 35.4,
        "bid1": 36.35,
        "ask1": 36.36,
        "bid_qty1": 2,
        "ask_qty1": 166
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6367,
        "prev_amount_yi": 0.6852,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9292,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 111.66,
            "high": 112.18,
            "low": 111.66,
            "close": 112.18,
            "amount_yi": 0.0665
          },
          {
            "time": "10:10",
            "open": 112.39,
            "high": 112.39,
            "low": 112.39,
            "close": 112.39,
            "amount_yi": 0.0703
          },
          {
            "time": "10:11",
            "open": 112.73,
            "high": 113.56,
            "low": 112.73,
            "close": 113.56,
            "amount_yi": 0.2232
          },
          {
            "time": "10:12",
            "open": 113.55,
            "high": 113.55,
            "low": 113.55,
            "close": 113.55,
            "amount_yi": 0.1397
          },
          {
            "time": "10:13",
            "open": 113.22,
            "high": 113.46,
            "low": 113.22,
            "close": 113.46,
            "amount_yi": 0.137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 113.46,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 113.91,
        "low": 102.81,
        "bid1": 113.35,
        "ask1": 113.46,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.42,
      "entry_zone_high": 9.7,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6421,
      "price_vs_vwap_pct": -5.5785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.309,
        "prev_amount_yi": 0.206,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 8.2,
            "high": 8.2,
            "low": 8.16,
            "close": 8.16,
            "amount_yi": 0.1412
          },
          {
            "time": "10:10",
            "open": 8.16,
            "high": 8.16,
            "low": 8.16,
            "close": 8.16,
            "amount_yi": 0.053
          },
          {
            "time": "10:11",
            "open": 8.19,
            "high": 8.2,
            "low": 8.19,
            "close": 8.2,
            "amount_yi": 0.0268
          },
          {
            "time": "10:12",
            "open": 8.23,
            "high": 8.23,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0343
          },
          {
            "time": "10:13",
            "open": 8.17,
            "high": 8.17,
            "low": 8.16,
            "close": 8.16,
            "amount_yi": 0.0537
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.16,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.15,
        "bid1": 8.15,
        "ask1": 8.16,
        "bid_qty1": 2803,
        "ask_qty1": 198
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 802.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 790.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 767.31,
      "entry_zone_high": 790.68,
      "entry_risk_pct": null,
      "intraday_vwap": 794.6145,
      "price_vs_vwap_pct": -2.593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 17.4075,
        "prev_amount_yi": 28.1098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 771.99,
            "high": 775.38,
            "low": 771.99,
            "close": 775.38,
            "amount_yi": 5.6204
          },
          {
            "time": "10:10",
            "open": 779.98,
            "high": 779.98,
            "low": 779.98,
            "close": 779.98,
            "amount_yi": 1.4175
          },
          {
            "time": "10:11",
            "open": 782.99,
            "high": 782.99,
            "low": 776.74,
            "close": 776.74,
            "amount_yi": 3.703
          },
          {
            "time": "10:12",
            "open": 773.95,
            "high": 773.95,
            "low": 770.2,
            "close": 770.2,
            "amount_yi": 2.5149
          },
          {
            "time": "10:13",
            "open": 766.0,
            "high": 774.01,
            "low": 766.0,
            "close": 774.01,
            "amount_yi": 4.1517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 774.01,
        "ts": "2026-06-29T10:13:38",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 761.3,
        "bid1": 774.0,
        "ask1": 774.99,
        "bid_qty1": 22,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM",
      "symbol": "SHSE.600690",
      "name": "海尔智家",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.9,
      "exec_low": 20.2,
      "exec_high": 20.2,
      "invalid_price": 19.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "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": 20.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.6,
      "entry_zone_high": 20.2,
      "entry_risk_pct": 3.0151,
      "intraday_vwap": 19.8967,
      "price_vs_vwap_pct": 0.0166,
      "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": 0.2224,
        "prev_amount_yi": 0.2353,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9452,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 19.9,
            "high": 19.92,
            "low": 19.9,
            "close": 19.92,
            "amount_yi": 0.0403
          },
          {
            "time": "10:10",
            "open": 19.95,
            "high": 19.95,
            "low": 19.95,
            "close": 19.95,
            "amount_yi": 0.0258
          },
          {
            "time": "10:11",
            "open": 19.95,
            "high": 19.97,
            "low": 19.95,
            "close": 19.97,
            "amount_yi": 0.0467
          },
          {
            "time": "10:12",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0524
          },
          {
            "time": "10:13",
            "open": 19.9,
            "high": 19.9,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.0572
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 422.91,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.9,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.12,
        "low": 19.72,
        "bid1": 19.89,
        "ask1": 19.9,
        "bid_qty1": 27,
        "ask_qty1": 96
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM",
      "symbol": "SHSE.603226",
      "name": "菲林格尔",
      "side": "BUY",
      "priority": "W112",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.85,
      "exec_low": 54.66,
      "exec_high": 54.66,
      "invalid_price": 52.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T10:13:38",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.04,
      "entry_zone_high": 54.66,
      "entry_risk_pct": null,
      "intraday_vwap": 48.8352,
      "price_vs_vwap_pct": -1.8536,
      "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": 0.0381,
        "prev_amount_yi": 0.1099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3467,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 48.13,
            "high": 48.31,
            "low": 48.13,
            "close": 48.31,
            "amount_yi": 0.0094
          },
          {
            "time": "10:10",
            "open": 48.31,
            "high": 48.31,
            "low": 48.31,
            "close": 48.31,
            "amount_yi": 0.0071
          },
          {
            "time": "10:11",
            "open": 48.19,
            "high": 48.26,
            "low": 48.19,
            "close": 48.26,
            "amount_yi": 0.0054
          },
          {
            "time": "10:12",
            "open": 48.18,
            "high": 48.18,
            "low": 47.97,
            "close": 47.97,
            "amount_yi": 0.0086
          },
          {
            "time": "10:13",
            "open": 47.9,
            "high": 47.93,
            "low": 47.9,
            "close": 47.93,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.93,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 47.95,
        "ask1": 48.0,
        "bid_qty1": 1,
        "ask_qty1": 71
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 22.2776,
      "price_vs_vwap_pct": 1.7165,
      "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": 0.0392,
        "prev_amount_yi": 0.0359,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0919,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 22.65,
            "high": 22.65,
            "low": 22.62,
            "close": 22.62,
            "amount_yi": 0.0096
          },
          {
            "time": "10:10",
            "open": 22.61,
            "high": 22.61,
            "low": 22.61,
            "close": 22.61,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 22.59,
            "high": 22.66,
            "low": 22.59,
            "close": 22.66,
            "amount_yi": 0.0065
          },
          {
            "time": "10:12",
            "open": 22.66,
            "high": 22.66,
            "low": 22.63,
            "close": 22.63,
            "amount_yi": 0.0063
          },
          {
            "time": "10:13",
            "open": 22.67,
            "high": 22.67,
            "low": 22.66,
            "close": 22.66,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.66,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 22.79,
        "low": 21.89,
        "bid1": 22.65,
        "ask1": 22.66,
        "bid_qty1": 20,
        "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": "TOUCHED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 33.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.49,
      "entry_zone_high": 33.47,
      "entry_risk_pct": null,
      "intraday_vwap": 32.96,
      "price_vs_vwap_pct": 2.6092,
      "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": 0.0546,
        "prev_amount_yi": 0.0821,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.665,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 33.49,
            "high": 33.49,
            "low": 33.43,
            "close": 33.43,
            "amount_yi": 0.0105
          },
          {
            "time": "10:10",
            "open": 33.34,
            "high": 33.34,
            "low": 33.34,
            "close": 33.34,
            "amount_yi": 0.0035
          },
          {
            "time": "10:11",
            "open": 33.32,
            "high": 33.32,
            "low": 33.32,
            "close": 33.32,
            "amount_yi": 0.0038
          },
          {
            "time": "10:12",
            "open": 33.53,
            "high": 33.56,
            "low": 33.53,
            "close": 33.56,
            "amount_yi": 0.0124
          },
          {
            "time": "10:13",
            "open": 33.69,
            "high": 33.82,
            "low": 33.69,
            "close": 33.82,
            "amount_yi": 0.0244
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.82,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 33.82,
        "low": 32.07,
        "bid1": 33.77,
        "ask1": 33.82,
        "bid_qty1": 17,
        "ask_qty1": 18
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.5,
      "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": 6.0819,
      "price_vs_vwap_pct": 1.613,
      "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": 0.6689,
        "prev_amount_yi": 0.8043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 6.16,
            "high": 6.16,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.1798
          },
          {
            "time": "10:10",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.1065
          },
          {
            "time": "10:11",
            "open": 6.16,
            "high": 6.17,
            "low": 6.16,
            "close": 6.17,
            "amount_yi": 0.0905
          },
          {
            "time": "10:12",
            "open": 6.17,
            "high": 6.17,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.1456
          },
          {
            "time": "10:13",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.1465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.18,
        "ts": "2026-06-29T10:13:36",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.18,
        "low": 6.0,
        "bid1": 6.17,
        "ask1": 6.18,
        "bid_qty1": 10245,
        "ask_qty1": 809
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 20.15,
      "price_vs_vwap_pct": 0.6948,
      "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": 0.024,
        "prev_amount_yi": 0.0816,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 20.41,
            "high": 20.41,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.008
          },
          {
            "time": "10:10",
            "open": 20.39,
            "high": 20.39,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.0016
          },
          {
            "time": "10:11",
            "open": 20.36,
            "high": 20.37,
            "low": 20.36,
            "close": 20.37,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 20.35,
            "high": 20.35,
            "low": 20.34,
            "close": 20.34,
            "amount_yi": 0.0068
          },
          {
            "time": "10:13",
            "open": 20.31,
            "high": 20.31,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.29,
        "ts": "2026-06-29T10:13:37",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.53,
        "low": 19.85,
        "bid1": 20.29,
        "ask1": 20.3,
        "bid_qty1": 11,
        "ask_qty1": 21
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 16.543,
      "price_vs_vwap_pct": 0.6468,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4396,
        "prev_amount_yi": 0.3117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4103,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 16.62,
            "high": 16.62,
            "low": 16.61,
            "close": 16.61,
            "amount_yi": 0.0872
          },
          {
            "time": "10:10",
            "open": 16.63,
            "high": 16.63,
            "low": 16.63,
            "close": 16.63,
            "amount_yi": 0.0318
          },
          {
            "time": "10:11",
            "open": 16.65,
            "high": 16.65,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0715
          },
          {
            "time": "10:12",
            "open": 16.65,
            "high": 16.67,
            "low": 16.65,
            "close": 16.67,
            "amount_yi": 0.1205
          },
          {
            "time": "10:13",
            "open": 16.66,
            "high": 16.66,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.1286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:36",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.78,
        "low": 16.44,
        "bid1": 16.63,
        "ask1": 16.65,
        "bid_qty1": 414,
        "ask_qty1": 325
      },
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 4.8958,
      "price_vs_vwap_pct": 0.4943,
      "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": 0.1037,
        "prev_amount_yi": 0.1485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6983,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0127
          },
          {
            "time": "10:10",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0281
          },
          {
            "time": "10:11",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0051
          },
          {
            "time": "10:12",
            "open": 4.91,
            "high": 4.92,
            "low": 4.91,
            "close": 4.92,
            "amount_yi": 0.0412
          },
          {
            "time": "10:13",
            "open": 4.91,
            "high": 4.92,
            "low": 4.91,
            "close": 4.92,
            "amount_yi": 0.0166
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T10:13:35",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.94,
        "low": 4.87,
        "bid1": 4.91,
        "ask1": 4.92,
        "bid_qty1": 4950,
        "ask_qty1": 18926
      },
      "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": "OBSERVE",
      "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": "2026-06-29T10:13:38",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 22.3513,
      "price_vs_vwap_pct": 1.0232,
      "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": 0.1251,
        "prev_amount_yi": 0.0998,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 22.75,
            "high": 22.75,
            "low": 22.75,
            "close": 22.75,
            "amount_yi": 0.0134
          },
          {
            "time": "10:10",
            "open": 22.78,
            "high": 22.78,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.0048
          },
          {
            "time": "10:11",
            "open": 22.77,
            "high": 22.78,
            "low": 22.77,
            "close": 22.78,
            "amount_yi": 0.0137
          },
          {
            "time": "10:12",
            "open": 22.8,
            "high": 22.8,
            "low": 22.75,
            "close": 22.75,
            "amount_yi": 0.0362
          },
          {
            "time": "10:13",
            "open": 22.67,
            "high": 22.67,
            "low": 22.58,
            "close": 22.58,
            "amount_yi": 0.057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 845.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.58,
        "ts": "2026-06-29T10:13:35",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 22.82,
        "low": 22.03,
        "bid1": 22.53,
        "ask1": 22.56,
        "bid_qty1": 56,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 512068.0,
    "total_value": 1056561.0,
    "unrealized_pnl": 65255.99999999999,
    "unrealized_pnl_pct_of_initial": 6.5256,
    "realized_pnl": -8694.999999999993,
    "realized_pnl_pct_of_initial": -0.8694999999999993,
    "total_pnl": 56561.0,
    "total_pnl_pct": 5.656100000000008
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 94.95,
      "market_value": 227880.0,
      "unrealized_pnl": 35160.000000000015,
      "unrealized_pnl_pct": 18.244084682440853,
      "updated_at": "2026-06-29T10:13:38",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 21.568087408109896
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 119.5,
      "market_value": 215100.0,
      "unrealized_pnl": 19727.99999999999,
      "unrealized_pnl_pct": 10.097659848903628,
      "updated_at": "2026-06-29T10:13:38",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.358502727244332
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 43.18,
      "market_value": 69088.0,
      "unrealized_pnl": 10367.999999999995,
      "unrealized_pnl_pct": 17.656675749318794,
      "updated_at": "2026-06-29T10:13:38",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.538950425010956
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "effective_shadow_total_position_pct": 0.45,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed"
      }
    },
    "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
  }
}