{
  "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": 0.4586,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8088,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 15.95469255663431,
          "last": 35.83,
          "vwap": 34.46799822986428,
          "above_vwap": true,
          "amount": 2686272645.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.79027355623101,
          "last": 29.16,
          "vwap": 28.364573132799887,
          "above_vwap": true,
          "amount": 2526029752.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.08704557091653,
          "last": 86.0,
          "vwap": 87.580685578294,
          "above_vwap": false,
          "amount": 8949966598.0
        },
        {
          "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": 18.547351690821255,
          "above_vwap": true,
          "amount": 307144144.0
        },
        {
          "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": 41.46262837682899,
          "above_vwap": true,
          "amount": 849830470.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 167.75,
          "vwap": 160.11276641623573,
          "above_vwap": true,
          "amount": 1640995743.0
        },
        {
          "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": 9.770697213765263,
          "above_vwap": true,
          "amount": 753220117.0
        },
        {
          "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": 9.250936329588022,
          "last": 116.68,
          "vwap": 111.22273868564163,
          "above_vwap": true,
          "amount": 912385373.0
        },
        {
          "symbol": "SZSE.300347",
          "name": "泰格医药",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.211986681465056,
          "last": 49.2,
          "vwap": 46.948647991199394,
          "above_vwap": true,
          "amount": 1515056345.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.653234358430527,
          "last": 204.92,
          "vwap": 201.92179781014858,
          "above_vwap": true,
          "amount": 7122145268.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.771797631862221,
          "last": 100.12,
          "vwap": 100.09885250521002,
          "above_vwap": true,
          "amount": 3410267806.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.1762287422911575,
          "last": 57.35,
          "vwap": 57.31875144383301,
          "above_vwap": true,
          "amount": 11363843705.0
        }
      ]
    },
    "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": 0.4586,
        "active_up_ratio": 0.3077,
        "active_positive": 4,
        "active_positive_min": 1,
        "active_above_vwap": 2,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8088,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 15.95469255663431,
            "last": 35.83,
            "vwap": 34.46799822986428,
            "above_vwap": true,
            "amount": 2686272645.0
          },
          {
            "symbol": "SZSE.300759",
            "name": "康龙化成",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.79027355623101,
            "last": 29.16,
            "vwap": 28.364573132799887,
            "above_vwap": true,
            "amount": 2526029752.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.08704557091653,
            "last": 86.0,
            "vwap": 87.580685578294,
            "above_vwap": false,
            "amount": 8949966598.0
          },
          {
            "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": 18.547351690821255,
            "above_vwap": true,
            "amount": 307144144.0
          },
          {
            "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": 41.46262837682899,
            "above_vwap": true,
            "amount": 849830470.0
          },
          {
            "symbol": "SZSE.002821",
            "name": "凯莱英",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.000000000000009,
            "last": 167.75,
            "vwap": 160.11276641623573,
            "above_vwap": true,
            "amount": 1640995743.0
          },
          {
            "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": 9.770697213765263,
            "above_vwap": true,
            "amount": 753220117.0
          },
          {
            "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": 9.250936329588022,
            "last": 116.68,
            "vwap": 111.22273868564163,
            "above_vwap": true,
            "amount": 912385373.0
          },
          {
            "symbol": "SZSE.300347",
            "name": "泰格医药",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.211986681465056,
            "last": 49.2,
            "vwap": 46.948647991199394,
            "above_vwap": true,
            "amount": 1515056345.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 8.653234358430527,
            "last": 204.92,
            "vwap": 201.92179781014858,
            "above_vwap": true,
            "amount": 7122145268.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 7.771797631862221,
            "last": 100.12,
            "vwap": 100.09885250521002,
            "above_vwap": true,
            "amount": 3410267806.0
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.1762287422911575,
            "last": 57.35,
            "vwap": 57.31875144383301,
            "above_vwap": true,
            "amount": 11363843705.0
          }
        ]
      },
      "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": 0.4586,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8088,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 15.95469255663431,
          "last": 35.83,
          "vwap": 34.46799822986428,
          "above_vwap": true,
          "amount": 2686272645.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.79027355623101,
          "last": 29.16,
          "vwap": 28.364573132799887,
          "above_vwap": true,
          "amount": 2526029752.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.08704557091653,
          "last": 86.0,
          "vwap": 87.580685578294,
          "above_vwap": false,
          "amount": 8949966598.0
        },
        {
          "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": 18.547351690821255,
          "above_vwap": true,
          "amount": 307144144.0
        },
        {
          "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": 41.46262837682899,
          "above_vwap": true,
          "amount": 849830470.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 167.75,
          "vwap": 160.11276641623573,
          "above_vwap": true,
          "amount": 1640995743.0
        },
        {
          "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": 9.770697213765263,
          "above_vwap": true,
          "amount": 753220117.0
        },
        {
          "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": 9.250936329588022,
          "last": 116.68,
          "vwap": 111.22273868564163,
          "above_vwap": true,
          "amount": 912385373.0
        },
        {
          "symbol": "SZSE.300347",
          "name": "泰格医药",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.211986681465056,
          "last": 49.2,
          "vwap": 46.948647991199394,
          "above_vwap": true,
          "amount": 1515056345.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.653234358430527,
          "last": 204.92,
          "vwap": 201.92179781014858,
          "above_vwap": true,
          "amount": 7122145268.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.771797631862221,
          "last": 100.12,
          "vwap": 100.09885250521002,
          "above_vwap": true,
          "amount": 3410267806.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.1762287422911575,
          "last": 57.35,
          "vwap": 57.31875144383301,
          "above_vwap": true,
          "amount": 11363843705.0
        }
      ]
    },
    "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": 0.4586,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8088,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 15.95469255663431,
          "last": 35.83,
          "vwap": 34.46799822986428,
          "above_vwap": true,
          "amount": 2686272645.0
        },
        {
          "symbol": "SZSE.300759",
          "name": "康龙化成",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.79027355623101,
          "last": 29.16,
          "vwap": 28.364573132799887,
          "above_vwap": true,
          "amount": 2526029752.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.08704557091653,
          "last": 86.0,
          "vwap": 87.580685578294,
          "above_vwap": false,
          "amount": 8949966598.0
        },
        {
          "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": 18.547351690821255,
          "above_vwap": true,
          "amount": 307144144.0
        },
        {
          "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": 41.46262837682899,
          "above_vwap": true,
          "amount": 849830470.0
        },
        {
          "symbol": "SZSE.002821",
          "name": "凯莱英",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 167.75,
          "vwap": 160.11276641623573,
          "above_vwap": true,
          "amount": 1640995743.0
        },
        {
          "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": 9.770697213765263,
          "above_vwap": true,
          "amount": 753220117.0
        },
        {
          "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": 9.250936329588022,
          "last": 116.68,
          "vwap": 111.22273868564163,
          "above_vwap": true,
          "amount": 912385373.0
        },
        {
          "symbol": "SZSE.300347",
          "name": "泰格医药",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.211986681465056,
          "last": 49.2,
          "vwap": 46.948647991199394,
          "above_vwap": true,
          "amount": 1515056345.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 8.653234358430527,
          "last": 204.92,
          "vwap": 201.92179781014858,
          "above_vwap": true,
          "amount": 7122145268.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.771797631862221,
          "last": 100.12,
          "vwap": 100.09885250521002,
          "above_vwap": true,
          "amount": 3410267806.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.1762287422911575,
          "last": 57.35,
          "vwap": 57.31875144383301,
          "above_vwap": true,
          "amount": 11363843705.0
        }
      ]
    },
    "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": "2026-06-29T11:22:41",
  "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": "2026-06-29T11:22:41",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0938,
        "prev_amount_yi": 0.1078,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 35.82,
            "high": 35.82,
            "low": 35.76,
            "close": 35.76,
            "amount_yi": 0.0406
          },
          {
            "time": "11:21",
            "open": 35.8,
            "high": 35.8,
            "low": 35.77,
            "close": 35.77,
            "amount_yi": 0.0272
          },
          {
            "time": "11:22",
            "open": 35.79,
            "high": 35.83,
            "low": 35.79,
            "close": 35.83,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.83,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 36.69,
        "low": 31.53,
        "bid1": 35.82,
        "ask1": 35.83,
        "bid_qty1": 29,
        "ask_qty1": 65
      },
      "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": "2026-06-29T11:22:41",
      "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": 5.7032,
      "intraday_vwap": 100.0989,
      "price_vs_vwap_pct": 0.0211,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3902,
        "prev_amount_yi": 0.228,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7114,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:20",
            "open": 99.89,
            "high": 99.89,
            "low": 99.62,
            "close": 99.62,
            "amount_yi": 0.0689
          },
          {
            "time": "11:21",
            "open": 99.9,
            "high": 99.9,
            "low": 99.78,
            "close": 99.78,
            "amount_yi": 0.1038
          },
          {
            "time": "11:22",
            "open": 100.44,
            "high": 100.44,
            "low": 100.12,
            "close": 100.12,
            "amount_yi": 0.2175
          }
        ]
      },
      "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": 100.12,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 100.1,
        "ask1": 100.12,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "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": "2026-06-29T11:22:41",
      "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": 27.8494,
      "price_vs_vwap_pct": -2.7268,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0248,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7343,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:20",
            "open": 27.14,
            "high": 27.15,
            "low": 27.14,
            "close": 27.15,
            "amount_yi": 0.0048
          },
          {
            "time": "11:21",
            "open": 27.11,
            "high": 27.11,
            "low": 27.08,
            "close": 27.08,
            "amount_yi": 0.0065
          },
          {
            "time": "11:22",
            "open": 27.11,
            "high": 27.11,
            "low": 27.09,
            "close": 27.09,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.09,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 26.95,
        "bid1": 27.07,
        "ask1": 27.1,
        "bid_qty1": 15,
        "ask_qty1": 11
      },
      "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": "2026-06-29T11:22:41",
      "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": 11.3838,
      "price_vs_vwap_pct": -3.9864,
      "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": 0.1587,
        "prev_amount_yi": 0.2538,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:20",
            "open": 11.02,
            "high": 11.02,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0599
          },
          {
            "time": "11:21",
            "open": 10.98,
            "high": 10.98,
            "low": 10.96,
            "close": 10.96,
            "amount_yi": 0.0563
          },
          {
            "time": "11:22",
            "open": 10.95,
            "high": 10.95,
            "low": 10.93,
            "close": 10.93,
            "amount_yi": 0.0425
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.93,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.73,
        "bid1": 10.93,
        "ask1": 10.95,
        "bid_qty1": 781,
        "ask_qty1": 79
      },
      "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": "2026-06-29T11:22:41",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.069,
        "prev_amount_yi": 0.0948,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:20",
            "open": 192.5,
            "high": 192.5,
            "low": 192.46,
            "close": 192.46,
            "amount_yi": 0.0284
          },
          {
            "time": "11:21",
            "open": 191.14,
            "high": 191.14,
            "low": 191.14,
            "close": 191.14,
            "amount_yi": 0.0031
          },
          {
            "time": "11:22",
            "open": 191.16,
            "high": 192.2,
            "low": 191.16,
            "close": 192.2,
            "amount_yi": 0.0375
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.2,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 206.5,
        "low": 183.0,
        "bid1": 192.16,
        "ask1": 192.2,
        "bid_qty1": 35,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 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": 14.1387,
      "price_vs_vwap_pct": -1.1932,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0728,
        "prev_amount_yi": 0.0646,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 14.01,
            "high": 14.01,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.016
          },
          {
            "time": "11:21",
            "open": 13.95,
            "high": 13.96,
            "low": 13.95,
            "close": 13.96,
            "amount_yi": 0.0119
          },
          {
            "time": "11:22",
            "open": 14.03,
            "high": 14.03,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.0449
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.97,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.96,
        "ask1": 13.97,
        "bid_qty1": 490,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "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": "2026-06-29T11:22:41",
      "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": 35.6622,
      "price_vs_vwap_pct": -5.9508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1174,
        "prev_amount_yi": 0.0951,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 33.89,
            "high": 33.89,
            "low": 33.86,
            "close": 33.86,
            "amount_yi": 0.044
          },
          {
            "time": "11:21",
            "open": 33.83,
            "high": 33.83,
            "low": 33.8,
            "close": 33.8,
            "amount_yi": 0.0309
          },
          {
            "time": "11:22",
            "open": 33.74,
            "high": 33.74,
            "low": 33.54,
            "close": 33.54,
            "amount_yi": 0.0425
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.54,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 33.32,
        "bid1": 33.53,
        "ask1": 33.54,
        "bid_qty1": 22,
        "ask_qty1": 31
      },
      "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": "2026-06-29T11:22:41",
      "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": 27.2876,
      "price_vs_vwap_pct": -6.1478,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0211,
        "prev_amount_yi": 0.0292,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7226,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0113
          },
          {
            "time": "11:21",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0033
          },
          {
            "time": "11:22",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.61,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.61,
        "bid1": 0.0,
        "ask1": 25.61,
        "bid_qty1": 0,
        "ask_qty1": 48917
      },
      "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": "2026-06-29T11:22:41",
      "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": 12.4575,
      "price_vs_vwap_pct": -2.4684,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0484,
        "prev_amount_yi": 0.0487,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 12.18,
            "high": 12.2,
            "low": 12.18,
            "close": 12.2,
            "amount_yi": 0.0199
          },
          {
            "time": "11:21",
            "open": 12.18,
            "high": 12.18,
            "low": 12.16,
            "close": 12.16,
            "amount_yi": 0.0193
          },
          {
            "time": "11:22",
            "open": 12.16,
            "high": 12.16,
            "low": 12.15,
            "close": 12.15,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.15,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.14,
        "ask1": 12.15,
        "bid_qty1": 253,
        "ask_qty1": 96
      },
      "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": "2026-06-29T11:22:41",
      "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": 5.838,
      "intraday_vwap": 31.0951,
      "price_vs_vwap_pct": -1.9781,
      "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": 0.1706,
        "prev_amount_yi": 0.3458,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4933,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 30.64,
            "high": 30.64,
            "low": 30.55,
            "close": 30.55,
            "amount_yi": 0.0473
          },
          {
            "time": "11:21",
            "open": 30.55,
            "high": 30.55,
            "low": 30.48,
            "close": 30.48,
            "amount_yi": 0.056
          },
          {
            "time": "11:22",
            "open": 30.49,
            "high": 30.49,
            "low": 30.48,
            "close": 30.48,
            "amount_yi": 0.0673
          }
        ]
      },
      "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": 30.48,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 29.48,
        "bid1": 30.47,
        "ask1": 30.49,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "near_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": 221.8371,
      "price_vs_vwap_pct": -0.5937,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2092,
        "prev_amount_yi": 0.1962,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 221.07,
            "high": 221.07,
            "low": 220.89,
            "close": 220.89,
            "amount_yi": 0.1311
          },
          {
            "time": "11:21",
            "open": 220.76,
            "high": 220.76,
            "low": 220.6,
            "close": 220.6,
            "amount_yi": 0.047
          },
          {
            "time": "11:22",
            "open": 220.59,
            "high": 220.59,
            "low": 220.52,
            "close": 220.52,
            "amount_yi": 0.0311
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 220.52,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 220.5,
        "ask1": 220.55,
        "bid_qty1": 5,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 60.03,
      "max_chase_pct": 3.0,
      "base_exec_high": 60.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.41,
      "entry_zone_high": 59.15,
      "entry_risk_pct": null,
      "intraday_vwap": 59.5439,
      "price_vs_vwap_pct": -4.7593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2952,
        "prev_amount_yi": 0.1567,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 57.34,
            "high": 57.34,
            "low": 57.22,
            "close": 57.22,
            "amount_yi": 0.0884
          },
          {
            "time": "11:21",
            "open": 57.09,
            "high": 57.09,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 0.0625
          },
          {
            "time": "11:22",
            "open": 56.77,
            "high": 56.77,
            "low": 56.71,
            "close": 56.71,
            "amount_yi": 0.1443
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.71,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 56.69,
        "bid1": 56.71,
        "ask1": 56.75,
        "bid_qty1": 42,
        "ask_qty1": 16
      },
      "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": "2026-06-29T11:22:41",
      "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": 92.1173,
      "price_vs_vwap_pct": -0.4313,
      "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": 0.1642,
        "prev_amount_yi": 0.2132,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7702,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:20",
            "open": 92.0,
            "high": 92.0,
            "low": 91.81,
            "close": 91.81,
            "amount_yi": 0.0596
          },
          {
            "time": "11:21",
            "open": 91.68,
            "high": 91.68,
            "low": 91.63,
            "close": 91.63,
            "amount_yi": 0.0677
          },
          {
            "time": "11:22",
            "open": 91.64,
            "high": 91.72,
            "low": 91.64,
            "close": 91.72,
            "amount_yi": 0.0369
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127464.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 91.72,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 91.72,
        "ask1": 91.73,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "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": "2026-06-29T11:22:41",
      "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": 41.4626,
      "price_vs_vwap_pct": 1.5614,
      "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": 0.0059,
        "prev_amount_yi": 0.0464,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0003
          },
          {
            "time": "11:19",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0018
          },
          {
            "time": "11:20",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0005
          },
          {
            "time": "11:21",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0026
          },
          {
            "time": "11:22",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:33",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 43595,
        "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": "2026-06-29T11:22:41",
      "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": 41.4146,
      "price_vs_vwap_pct": -2.3533,
      "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": 0.1316,
        "prev_amount_yi": 0.1564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 40.78,
            "high": 40.78,
            "low": 40.78,
            "close": 40.78,
            "amount_yi": 0.0706
          },
          {
            "time": "11:19",
            "open": 40.83,
            "high": 40.83,
            "low": 40.62,
            "close": 40.62,
            "amount_yi": 0.0187
          },
          {
            "time": "11:20",
            "open": 40.59,
            "high": 40.59,
            "low": 40.59,
            "close": 40.59,
            "amount_yi": 0.0177
          },
          {
            "time": "11:21",
            "open": 40.55,
            "high": 40.55,
            "low": 40.48,
            "close": 40.48,
            "amount_yi": 0.0124
          },
          {
            "time": "11:22",
            "open": 40.4,
            "high": 40.44,
            "low": 40.4,
            "close": 40.44,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.44,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 40.43,
        "ask1": 40.44,
        "bid_qty1": 3,
        "ask_qty1": 38
      },
      "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": "2026-06-29T11:22:41",
      "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": 29.5054,
      "price_vs_vwap_pct": 0.6256,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1436,
        "prev_amount_yi": 0.0445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.227,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 29.76,
            "high": 29.76,
            "low": 29.76,
            "close": 29.76,
            "amount_yi": 0.0137
          },
          {
            "time": "11:19",
            "open": 29.7,
            "high": 29.7,
            "low": 29.53,
            "close": 29.53,
            "amount_yi": 0.0353
          },
          {
            "time": "11:20",
            "open": 29.51,
            "high": 29.51,
            "low": 29.5,
            "close": 29.5,
            "amount_yi": 0.0387
          },
          {
            "time": "11:21",
            "open": 29.47,
            "high": 29.56,
            "low": 29.47,
            "close": 29.56,
            "amount_yi": 0.0243
          },
          {
            "time": "11:22",
            "open": 29.56,
            "high": 29.69,
            "low": 29.56,
            "close": 29.69,
            "amount_yi": 0.0316
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.69,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.68,
        "low": 27.33,
        "bid1": 29.6,
        "ask1": 29.69,
        "bid_qty1": 10,
        "ask_qty1": 59
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM",
      "symbol": "SHSE.603155",
      "name": "新亚强",
      "side": "BUY",
      "priority": "W3",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 25.34,
      "exec_low": 25.34,
      "exec_high": 25.72,
      "invalid_price": 24.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 26.754,
      "price_vs_vwap_pct": 0.9195,
      "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": 0.0603,
        "prev_amount_yi": 0.0582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0361,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 27.16,
            "high": 27.16,
            "low": 27.16,
            "close": 27.16,
            "amount_yi": 0.0121
          },
          {
            "time": "11:19",
            "open": 27.2,
            "high": 27.2,
            "low": 27.12,
            "close": 27.12,
            "amount_yi": 0.0102
          },
          {
            "time": "11:20",
            "open": 27.08,
            "high": 27.08,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0159
          },
          {
            "time": "11:21",
            "open": 26.98,
            "high": 27.01,
            "low": 26.98,
            "close": 27.01,
            "amount_yi": 0.0129
          },
          {
            "time": "11:22",
            "open": 27.03,
            "high": 27.03,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.0,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.0,
        "ask1": 27.01,
        "bid_qty1": 41,
        "ask_qty1": 20
      },
      "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": "2026-06-29T11:22:41",
      "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": 3.2914,
      "price_vs_vwap_pct": -4.296,
      "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": 0.1488,
        "prev_amount_yi": 0.1643,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9057,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 3.16,
            "high": 3.16,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0437
          },
          {
            "time": "11:19",
            "open": 3.16,
            "high": 3.17,
            "low": 3.16,
            "close": 3.17,
            "amount_yi": 0.0437
          },
          {
            "time": "11:20",
            "open": 3.17,
            "high": 3.17,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0154
          },
          {
            "time": "11:21",
            "open": 3.17,
            "high": 3.17,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.016
          },
          {
            "time": "11:22",
            "open": 3.16,
            "high": 3.16,
            "low": 3.15,
            "close": 3.15,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.15,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.11,
        "bid1": 3.15,
        "ask1": 3.16,
        "bid_qty1": 9929,
        "ask_qty1": 4211
      },
      "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": "2026-06-29T11:22:41",
      "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": 9.2857,
      "price_vs_vwap_pct": -1.8922,
      "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": 0.2008,
        "prev_amount_yi": 0.3263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6154,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 9.08,
            "high": 9.08,
            "low": 9.08,
            "close": 9.08,
            "amount_yi": 0.0475
          },
          {
            "time": "11:19",
            "open": 9.11,
            "high": 9.12,
            "low": 9.11,
            "close": 9.12,
            "amount_yi": 0.0421
          },
          {
            "time": "11:20",
            "open": 9.14,
            "high": 9.14,
            "low": 9.13,
            "close": 9.13,
            "amount_yi": 0.0329
          },
          {
            "time": "11:21",
            "open": 9.14,
            "high": 9.14,
            "low": 9.12,
            "close": 9.12,
            "amount_yi": 0.0477
          },
          {
            "time": "11:22",
            "open": 9.13,
            "high": 9.13,
            "low": 9.11,
            "close": 9.11,
            "amount_yi": 0.0306
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.11,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.1,
        "ask1": 9.11,
        "bid_qty1": 1567,
        "ask_qty1": 419
      },
      "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": "2026-06-29T11:22:41",
      "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": 5.4864,
      "price_vs_vwap_pct": -4.4911,
      "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": 0.0251,
        "prev_amount_yi": 0.0492,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5102,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:18",
            "open": 5.22,
            "high": 5.22,
            "low": 5.22,
            "close": 5.22,
            "amount_yi": 0.0038
          },
          {
            "time": "11:19",
            "open": 5.23,
            "high": 5.23,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.0046
          },
          {
            "time": "11:20",
            "open": 5.24,
            "high": 5.24,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.0063
          },
          {
            "time": "11:21",
            "open": 5.23,
            "high": 5.23,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.0062
          },
          {
            "time": "11:22",
            "open": 5.23,
            "high": 5.24,
            "low": 5.23,
            "close": 5.24,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.24,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.18,
        "bid1": 5.23,
        "ask1": 5.25,
        "bid_qty1": 533,
        "ask_qty1": 418
      },
      "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": "2026-06-29T11:22:41",
      "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_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2446,
        "prev_amount_yi": 0.1784,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 183.53,
            "high": 183.53,
            "low": 183.53,
            "close": 183.53,
            "amount_yi": 0.0676
          },
          {
            "time": "11:19",
            "open": 183.19,
            "high": 183.19,
            "low": 182.25,
            "close": 182.25,
            "amount_yi": 0.0439
          },
          {
            "time": "11:20",
            "open": 183.16,
            "high": 183.61,
            "low": 183.16,
            "close": 183.61,
            "amount_yi": 0.0378
          },
          {
            "time": "11:21",
            "open": 183.91,
            "high": 183.92,
            "low": 183.91,
            "close": 183.92,
            "amount_yi": 0.0599
          },
          {
            "time": "11:22",
            "open": 183.94,
            "high": 185.03,
            "low": 183.94,
            "close": 185.03,
            "amount_yi": 0.0354
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 185.03,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 177.77,
        "bid1": 185.03,
        "ask1": 185.13,
        "bid_qty1": 0,
        "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": "2026-06-29T11:22:41",
      "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": 48.4705,
      "price_vs_vwap_pct": -3.9622,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.756,
        "prev_amount_yi": 0.6174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 46.71,
            "high": 46.71,
            "low": 46.71,
            "close": 46.71,
            "amount_yi": 0.2075
          },
          {
            "time": "11:19",
            "open": 46.71,
            "high": 46.71,
            "low": 46.6,
            "close": 46.6,
            "amount_yi": 0.1027
          },
          {
            "time": "11:20",
            "open": 46.6,
            "high": 46.6,
            "low": 46.59,
            "close": 46.59,
            "amount_yi": 0.1708
          },
          {
            "time": "11:21",
            "open": 46.54,
            "high": 46.54,
            "low": 46.4,
            "close": 46.4,
            "amount_yi": 0.1554
          },
          {
            "time": "11:22",
            "open": 46.55,
            "high": 46.55,
            "low": 46.55,
            "close": 46.55,
            "amount_yi": 0.1196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.55,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 45.7,
        "bid1": 46.55,
        "ask1": 46.56,
        "bid_qty1": 1,
        "ask_qty1": 25
      },
      "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": "2026-06-29T11:22:41",
      "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": 75.6832,
      "price_vs_vwap_pct": -6.0426,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3127,
        "prev_amount_yi": 0.2623,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 71.43,
            "high": 71.43,
            "low": 71.43,
            "close": 71.43,
            "amount_yi": 0.0322
          },
          {
            "time": "11:19",
            "open": 71.42,
            "high": 71.42,
            "low": 71.25,
            "close": 71.25,
            "amount_yi": 0.0493
          },
          {
            "time": "11:20",
            "open": 71.18,
            "high": 71.18,
            "low": 71.07,
            "close": 71.07,
            "amount_yi": 0.0946
          },
          {
            "time": "11:21",
            "open": 71.26,
            "high": 71.26,
            "low": 71.18,
            "close": 71.18,
            "amount_yi": 0.0838
          },
          {
            "time": "11:22",
            "open": 71.04,
            "high": 71.11,
            "low": 71.04,
            "close": 71.11,
            "amount_yi": 0.0528
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 71.11,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 70.73,
        "bid1": 71.15,
        "ask1": 71.16,
        "bid_qty1": 1,
        "ask_qty1": 11
      },
      "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": "2026-06-29T11:22:41",
      "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": 20.4735,
      "price_vs_vwap_pct": -3.9246,
      "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": 0.0099,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0032
          },
          {
            "time": "11:19",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0009
          },
          {
            "time": "11:20",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.003
          },
          {
            "time": "11:21",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0018
          },
          {
            "time": "11:22",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:39",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 0.0,
        "ask1": 19.67,
        "bid_qty1": 0,
        "ask_qty1": 30933
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "W11",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 61.63,
      "exec_low": 61.63,
      "exec_high": 62.55,
      "invalid_price": 59.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 63.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 62.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 60.71,
      "entry_zone_high": 62.55,
      "entry_risk_pct": null,
      "intraday_vwap": 61.3025,
      "price_vs_vwap_pct": 2.2797,
      "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": 0.4653,
        "prev_amount_yi": 0.6282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 62.5,
            "high": 62.5,
            "low": 62.5,
            "close": 62.5,
            "amount_yi": 0.077
          },
          {
            "time": "11:19",
            "open": 62.4,
            "high": 62.44,
            "low": 62.4,
            "close": 62.44,
            "amount_yi": 0.1118
          },
          {
            "time": "11:20",
            "open": 62.44,
            "high": 62.49,
            "low": 62.44,
            "close": 62.49,
            "amount_yi": 0.1372
          },
          {
            "time": "11:21",
            "open": 62.57,
            "high": 62.68,
            "low": 62.57,
            "close": 62.68,
            "amount_yi": 0.0655
          },
          {
            "time": "11:22",
            "open": 62.77,
            "high": 62.77,
            "low": 62.7,
            "close": 62.7,
            "amount_yi": 0.0738
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.7,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 64.65,
        "low": 57.6,
        "bid1": 62.7,
        "ask1": 62.73,
        "bid_qty1": 19,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH",
      "symbol": "SZSE.300398",
      "name": "飞凯材料",
      "side": "BUY",
      "priority": "W12",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 63.95,
      "exec_low": 63.95,
      "exec_high": 64.91,
      "invalid_price": 62.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 59.8095,
      "price_vs_vwap_pct": -3.2428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3029,
        "prev_amount_yi": 0.8142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 58.38,
            "high": 58.38,
            "low": 58.38,
            "close": 58.38,
            "amount_yi": 0.2713
          },
          {
            "time": "11:19",
            "open": 58.41,
            "high": 58.58,
            "low": 58.41,
            "close": 58.58,
            "amount_yi": 0.4182
          },
          {
            "time": "11:20",
            "open": 58.59,
            "high": 58.59,
            "low": 58.03,
            "close": 58.03,
            "amount_yi": 0.2997
          },
          {
            "time": "11:21",
            "open": 57.96,
            "high": 57.96,
            "low": 57.86,
            "close": 57.86,
            "amount_yi": 0.1787
          },
          {
            "time": "11:22",
            "open": 57.8,
            "high": 57.87,
            "low": 57.8,
            "close": 57.87,
            "amount_yi": 0.135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.87,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 55.27,
        "bid1": 57.89,
        "ask1": 57.91,
        "bid_qty1": 21,
        "ask_qty1": 2
      },
      "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": "2026-06-29T11:22:41",
      "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": 20.4962,
      "price_vs_vwap_pct": -3.2016,
      "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": 0.0191,
        "prev_amount_yi": 0.032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0022
          },
          {
            "time": "11:19",
            "open": 19.92,
            "high": 19.93,
            "low": 19.92,
            "close": 19.93,
            "amount_yi": 0.0056
          },
          {
            "time": "11:20",
            "open": 19.88,
            "high": 19.89,
            "low": 19.88,
            "close": 19.89,
            "amount_yi": 0.0023
          },
          {
            "time": "11:21",
            "open": 19.82,
            "high": 19.82,
            "low": 19.82,
            "close": 19.82,
            "amount_yi": 0.0068
          },
          {
            "time": "11:22",
            "open": 19.81,
            "high": 19.84,
            "low": 19.81,
            "close": 19.84,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.84,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 19.5,
        "bid1": 19.81,
        "ask1": 19.85,
        "bid_qty1": 371,
        "ask_qty1": 11
      },
      "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": "2026-06-29T11:22:41",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5159,
        "prev_amount_yi": 0.38,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 378.0,
            "high": 378.0,
            "low": 378.0,
            "close": 378.0,
            "amount_yi": 0.3002
          },
          {
            "time": "11:19",
            "open": 375.04,
            "high": 375.04,
            "low": 374.0,
            "close": 374.0,
            "amount_yi": 0.0676
          },
          {
            "time": "11:20",
            "open": 374.43,
            "high": 374.92,
            "low": 374.43,
            "close": 374.92,
            "amount_yi": 0.0469
          },
          {
            "time": "11:21",
            "open": 373.11,
            "high": 373.11,
            "low": 373.07,
            "close": 373.07,
            "amount_yi": 0.0864
          },
          {
            "time": "11:22",
            "open": 372.0,
            "high": 372.61,
            "low": 372.0,
            "close": 372.61,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 372.61,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 358.01,
        "bid1": 372.61,
        "ask1": 372.62,
        "bid_qty1": 7,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 366.65,
      "exec_low": 366.65,
      "exec_high": 372.15,
      "invalid_price": 355.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 377.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 372.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 361.15,
      "entry_zone_high": 372.15,
      "entry_risk_pct": null,
      "intraday_vwap": 365.6316,
      "price_vs_vwap_pct": 3.112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2547,
        "prev_amount_yi": 0.8007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 373.82,
            "high": 373.82,
            "low": 373.82,
            "close": 373.82,
            "amount_yi": 0.1969
          },
          {
            "time": "11:19",
            "open": 374.6,
            "high": 374.81,
            "low": 374.6,
            "close": 374.81,
            "amount_yi": 0.2182
          },
          {
            "time": "11:20",
            "open": 374.81,
            "high": 374.81,
            "low": 374.3,
            "close": 374.3,
            "amount_yi": 0.1641
          },
          {
            "time": "11:21",
            "open": 375.97,
            "high": 377.32,
            "low": 375.97,
            "close": 377.32,
            "amount_yi": 0.4077
          },
          {
            "time": "11:22",
            "open": 378.0,
            "high": 378.0,
            "low": 377.01,
            "close": 377.01,
            "amount_yi": 0.2678
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 377.01,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 339.02,
        "bid1": 377.0,
        "ask1": 377.01,
        "bid_qty1": 10,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 68.5595,
      "price_vs_vwap_pct": -5.4836,
      "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": 0.1236,
        "prev_amount_yi": 0.1249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9896,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 65.1,
            "high": 65.1,
            "low": 65.1,
            "close": 65.1,
            "amount_yi": 0.0191
          },
          {
            "time": "11:19",
            "open": 65.01,
            "high": 65.08,
            "low": 65.01,
            "close": 65.08,
            "amount_yi": 0.0223
          },
          {
            "time": "11:20",
            "open": 65.0,
            "high": 65.0,
            "low": 64.6,
            "close": 64.6,
            "amount_yi": 0.0365
          },
          {
            "time": "11:21",
            "open": 64.6,
            "high": 64.95,
            "low": 64.6,
            "close": 64.95,
            "amount_yi": 0.0251
          },
          {
            "time": "11:22",
            "open": 64.87,
            "high": 64.87,
            "low": 64.8,
            "close": 64.8,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.8,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 64.0,
        "bid1": 64.74,
        "ask1": 64.8,
        "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.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": "2026-06-29T11:22:41",
      "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": 15.3005,
      "price_vs_vwap_pct": -1.964,
      "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": 0.0228,
        "prev_amount_yi": 0.0109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0015
          },
          {
            "time": "11:19",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0017
          },
          {
            "time": "11:20",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0068
          },
          {
            "time": "11:21",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0068
          },
          {
            "time": "11:22",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:39",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 122224
      },
      "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": "2026-06-29T11:22:41",
      "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": 271.867,
      "price_vs_vwap_pct": -1.6799,
      "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": 0.1145,
        "prev_amount_yi": 0.2783,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4114,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0396
          },
          {
            "time": "11:19",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0278
          },
          {
            "time": "11:20",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0227
          },
          {
            "time": "11:21",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0118
          },
          {
            "time": "11:22",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:40",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 632
      },
      "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": "2026-06-29T11:22:41",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1207,
        "prev_amount_yi": 0.11,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 96.83,
            "high": 96.83,
            "low": 96.83,
            "close": 96.83,
            "amount_yi": 0.0387
          },
          {
            "time": "11:19",
            "open": 96.95,
            "high": 97.01,
            "low": 96.95,
            "close": 97.01,
            "amount_yi": 0.0304
          },
          {
            "time": "11:20",
            "open": 96.7,
            "high": 96.7,
            "low": 96.67,
            "close": 96.67,
            "amount_yi": 0.0133
          },
          {
            "time": "11:21",
            "open": 96.85,
            "high": 96.85,
            "low": 96.6,
            "close": 96.6,
            "amount_yi": 0.0125
          },
          {
            "time": "11:22",
            "open": 96.5,
            "high": 96.5,
            "low": 96.0,
            "close": 96.0,
            "amount_yi": 0.0258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.0,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 93.0,
        "bid1": 96.0,
        "ask1": 96.33,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.52,
      "exec_low": 15.52,
      "exec_high": 15.75,
      "invalid_price": 15.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.29,
      "entry_zone_high": 15.75,
      "entry_risk_pct": null,
      "intraday_vwap": 15.1823,
      "price_vs_vwap_pct": 0.907,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9431,
        "prev_amount_yi": 0.1476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.3896,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 15.69,
            "high": 15.69,
            "low": 15.69,
            "close": 15.69,
            "amount_yi": 0.496
          },
          {
            "time": "11:19",
            "open": 15.58,
            "high": 15.58,
            "low": 15.49,
            "close": 15.49,
            "amount_yi": 0.1856
          },
          {
            "time": "11:20",
            "open": 15.43,
            "high": 15.43,
            "low": 15.42,
            "close": 15.42,
            "amount_yi": 0.1045
          },
          {
            "time": "11:21",
            "open": 15.44,
            "high": 15.44,
            "low": 15.38,
            "close": 15.38,
            "amount_yi": 0.1028
          },
          {
            "time": "11:22",
            "open": 15.37,
            "high": 15.37,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.32,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.75,
        "low": 14.76,
        "bid1": 15.34,
        "ask1": 15.36,
        "bid_qty1": 1,
        "ask_qty1": 30
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH",
      "symbol": "SHSE.605376",
      "name": "博迁新材",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 3.0873,
      "intraday_vwap": 276.3428,
      "price_vs_vwap_pct": -1.6584,
      "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": 0.2853,
        "prev_amount_yi": 0.2751,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 272.58,
            "high": 272.58,
            "low": 272.58,
            "close": 272.58,
            "amount_yi": 0.0677
          },
          {
            "time": "11:19",
            "open": 272.0,
            "high": 272.0,
            "low": 271.2,
            "close": 271.2,
            "amount_yi": 0.0841
          },
          {
            "time": "11:20",
            "open": 271.51,
            "high": 272.13,
            "low": 271.51,
            "close": 272.13,
            "amount_yi": 0.0264
          },
          {
            "time": "11:21",
            "open": 271.64,
            "high": 271.64,
            "low": 270.95,
            "close": 270.95,
            "amount_yi": 0.051
          },
          {
            "time": "11:22",
            "open": 270.67,
            "high": 271.76,
            "low": 270.67,
            "close": 271.76,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 271.76,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 266.0,
        "bid1": 271.52,
        "ask1": 271.76,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-06-29T11:22:41",
      "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": 21.4185,
      "price_vs_vwap_pct": -4.2883,
      "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": 0.0493,
        "prev_amount_yi": 0.0702,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7023,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0119
          },
          {
            "time": "11:19",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0079
          },
          {
            "time": "11:20",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0096
          },
          {
            "time": "11:21",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0083
          },
          {
            "time": "11:22",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.5,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 0.0,
        "ask1": 20.5,
        "bid_qty1": 0,
        "ask_qty1": 4496
      },
      "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": "2026-06-29T11:22:41",
      "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": 9.7707,
      "price_vs_vwap_pct": 0.5046,
      "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": 0.0117,
        "prev_amount_yi": 0.0508,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0028
          },
          {
            "time": "11:19",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0028
          },
          {
            "time": "11:20",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.001
          },
          {
            "time": "11:21",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.003
          },
          {
            "time": "11:22",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:40",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 418013,
        "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": "2026-06-29T11:22:41",
      "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": 75.3535,
      "price_vs_vwap_pct": -2.3536,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4882,
        "prev_amount_yi": 0.4502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0844,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 74.2,
            "high": 74.2,
            "low": 74.2,
            "close": 74.2,
            "amount_yi": 0.0733
          },
          {
            "time": "11:19",
            "open": 74.13,
            "high": 74.13,
            "low": 74.06,
            "close": 74.06,
            "amount_yi": 0.1259
          },
          {
            "time": "11:20",
            "open": 74.01,
            "high": 74.01,
            "low": 73.98,
            "close": 73.98,
            "amount_yi": 0.0865
          },
          {
            "time": "11:21",
            "open": 73.57,
            "high": 73.77,
            "low": 73.57,
            "close": 73.77,
            "amount_yi": 0.0958
          },
          {
            "time": "11:22",
            "open": 74.03,
            "high": 74.03,
            "low": 73.58,
            "close": 73.58,
            "amount_yi": 0.1067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.58,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 70.0,
        "bid1": 73.51,
        "ask1": 73.55,
        "bid_qty1": 56,
        "ask_qty1": 4
      },
      "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": "2026-06-29T11:22:41",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 53.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.37,
      "entry_zone_high": 52.93,
      "entry_risk_pct": 4.1675,
      "intraday_vwap": 52.572,
      "price_vs_vwap_pct": 0.4147,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0477,
        "prev_amount_yi": 0.0896,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5324,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 52.87,
            "high": 52.87,
            "low": 52.87,
            "close": 52.87,
            "amount_yi": 0.0069
          },
          {
            "time": "11:19",
            "open": 52.86,
            "high": 52.92,
            "low": 52.86,
            "close": 52.92,
            "amount_yi": 0.007
          },
          {
            "time": "11:20",
            "open": 53.06,
            "high": 53.07,
            "low": 53.06,
            "close": 53.07,
            "amount_yi": 0.0165
          },
          {
            "time": "11:21",
            "open": 52.94,
            "high": 52.94,
            "low": 52.92,
            "close": 52.92,
            "amount_yi": 0.0138
          },
          {
            "time": "11:22",
            "open": 52.81,
            "high": 52.81,
            "low": 52.79,
            "close": 52.79,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.79,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 52.77,
        "ask1": 52.79,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "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": "2026-06-29T11:22:41",
      "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": 30.4783,
      "price_vs_vwap_pct": -4.6207,
      "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": 0.0153,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9808,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 29.12,
            "high": 29.12,
            "low": 29.12,
            "close": 29.12,
            "amount_yi": 0.0006
          },
          {
            "time": "11:19",
            "open": 29.24,
            "high": 29.24,
            "low": 29.2,
            "close": 29.2,
            "amount_yi": 0.0034
          },
          {
            "time": "11:20",
            "open": 29.15,
            "high": 29.15,
            "low": 29.12,
            "close": 29.12,
            "amount_yi": 0.0076
          },
          {
            "time": "11:21",
            "open": 29.1,
            "high": 29.1,
            "low": 29.09,
            "close": 29.09,
            "amount_yi": 0.0022
          },
          {
            "time": "11:22",
            "open": 29.07,
            "high": 29.07,
            "low": 29.07,
            "close": 29.07,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.07,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.02,
        "bid1": 29.07,
        "ask1": 29.08,
        "bid_qty1": 310,
        "ask_qty1": 2
      },
      "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": "2026-06-29T11:22:41",
      "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": 932.6123,
      "price_vs_vwap_pct": -0.6125,
      "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": 0.8837,
        "prev_amount_yi": 1.0528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 939.0,
            "high": 939.0,
            "low": 939.0,
            "close": 939.0,
            "amount_yi": 0.3062
          },
          {
            "time": "11:19",
            "open": 938.98,
            "high": 938.98,
            "low": 935.89,
            "close": 935.89,
            "amount_yi": 0.1565
          },
          {
            "time": "11:20",
            "open": 935.0,
            "high": 935.0,
            "low": 932.98,
            "close": 932.98,
            "amount_yi": 0.1373
          },
          {
            "time": "11:21",
            "open": 932.9,
            "high": 932.9,
            "low": 931.0,
            "close": 931.0,
            "amount_yi": 0.1379
          },
          {
            "time": "11:22",
            "open": 927.0,
            "high": 927.0,
            "low": 926.9,
            "close": 926.9,
            "amount_yi": 0.1458
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 926.9,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 886.66,
        "bid1": 926.9,
        "ask1": 926.99,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 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": 27.5544,
      "price_vs_vwap_pct": 0.2744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6793,
        "prev_amount_yi": 0.644,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 27.52,
            "high": 27.52,
            "low": 27.52,
            "close": 27.52,
            "amount_yi": 0.0837
          },
          {
            "time": "11:19",
            "open": 27.49,
            "high": 27.53,
            "low": 27.49,
            "close": 27.53,
            "amount_yi": 0.089
          },
          {
            "time": "11:20",
            "open": 27.59,
            "high": 27.59,
            "low": 27.54,
            "close": 27.54,
            "amount_yi": 0.17
          },
          {
            "time": "11:21",
            "open": 27.51,
            "high": 27.52,
            "low": 27.51,
            "close": 27.52,
            "amount_yi": 0.109
          },
          {
            "time": "11:22",
            "open": 27.65,
            "high": 27.65,
            "low": 27.63,
            "close": 27.63,
            "amount_yi": 0.2276
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.63,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.01,
        "low": 25.98,
        "bid1": 27.53,
        "ask1": 27.63,
        "bid_qty1": 5,
        "ask_qty1": 166
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 41.5718,
      "price_vs_vwap_pct": -3.0593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3024,
        "prev_amount_yi": 0.2476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2213,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 40.3,
            "high": 40.3,
            "low": 40.3,
            "close": 40.3,
            "amount_yi": 0.0915
          },
          {
            "time": "11:19",
            "open": 40.31,
            "high": 40.31,
            "low": 40.26,
            "close": 40.26,
            "amount_yi": 0.066
          },
          {
            "time": "11:20",
            "open": 40.31,
            "high": 40.31,
            "low": 40.15,
            "close": 40.15,
            "amount_yi": 0.0404
          },
          {
            "time": "11:21",
            "open": 40.2,
            "high": 40.24,
            "low": 40.2,
            "close": 40.24,
            "amount_yi": 0.0397
          },
          {
            "time": "11:22",
            "open": 40.4,
            "high": 40.4,
            "low": 40.3,
            "close": 40.3,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.3,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 39.28,
        "bid1": 40.26,
        "ask1": 40.34,
        "bid_qty1": 20,
        "ask_qty1": 75
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 99.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.53,
      "entry_zone_high": 99.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0429,
        "prev_amount_yi": 0.0373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 94.02,
            "high": 94.02,
            "low": 94.02,
            "close": 94.02,
            "amount_yi": 0.0122
          },
          {
            "time": "11:19",
            "open": 93.93,
            "high": 94.06,
            "low": 93.93,
            "close": 94.06,
            "amount_yi": 0.0101
          },
          {
            "time": "11:20",
            "open": 94.05,
            "high": 94.06,
            "low": 94.05,
            "close": 94.06,
            "amount_yi": 0.0053
          },
          {
            "time": "11:21",
            "open": 93.99,
            "high": 93.99,
            "low": 93.89,
            "close": 93.89,
            "amount_yi": 0.002
          },
          {
            "time": "11:22",
            "open": 93.88,
            "high": 93.88,
            "low": 93.88,
            "close": 93.88,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.88,
        "ts": "2026-06-29T11:22:36",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 90.5,
        "bid1": 93.81,
        "ask1": 93.88,
        "bid_qty1": 3,
        "ask_qty1": 0
      },
      "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": "2026-06-29T11:22:41",
      "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": 80.854,
      "price_vs_vwap_pct": -4.1606,
      "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": 0.2808,
        "prev_amount_yi": 0.4257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 77.91,
            "high": 77.91,
            "low": 77.91,
            "close": 77.91,
            "amount_yi": 0.0807
          },
          {
            "time": "11:19",
            "open": 77.98,
            "high": 77.98,
            "low": 77.74,
            "close": 77.74,
            "amount_yi": 0.0334
          },
          {
            "time": "11:20",
            "open": 77.9,
            "high": 78.0,
            "low": 77.9,
            "close": 78.0,
            "amount_yi": 0.0444
          },
          {
            "time": "11:21",
            "open": 77.77,
            "high": 77.77,
            "low": 77.68,
            "close": 77.68,
            "amount_yi": 0.069
          },
          {
            "time": "11:22",
            "open": 77.4,
            "high": 77.49,
            "low": 77.4,
            "close": 77.49,
            "amount_yi": 0.0533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.49,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 77.39,
        "ask1": 77.49,
        "bid_qty1": 4,
        "ask_qty1": 7
      },
      "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": "2026-06-29T11:22:41",
      "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": 22.9918,
      "price_vs_vwap_pct": -2.3565,
      "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": 0.0205,
        "prev_amount_yi": 0.0145,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0037
          },
          {
            "time": "11:19",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0025
          },
          {
            "time": "11:20",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0104
          },
          {
            "time": "11:21",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.002
          },
          {
            "time": "11:22",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:36",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 142941
      },
      "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": "2026-06-29T11:22:41",
      "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": 25.1255,
      "price_vs_vwap_pct": -2.8477,
      "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": 0.4208,
        "prev_amount_yi": 0.7494,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 24.67,
            "high": 24.67,
            "low": 24.67,
            "close": 24.67,
            "amount_yi": 0.2105
          },
          {
            "time": "11:19",
            "open": 24.46,
            "high": 24.46,
            "low": 24.42,
            "close": 24.42,
            "amount_yi": 0.0641
          },
          {
            "time": "11:20",
            "open": 24.37,
            "high": 24.5,
            "low": 24.37,
            "close": 24.5,
            "amount_yi": 0.0507
          },
          {
            "time": "11:21",
            "open": 24.43,
            "high": 24.43,
            "low": 24.34,
            "close": 24.34,
            "amount_yi": 0.0559
          },
          {
            "time": "11:22",
            "open": 24.33,
            "high": 24.41,
            "low": 24.33,
            "close": 24.41,
            "amount_yi": 0.0396
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.41,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.61,
        "bid1": 24.4,
        "ask1": 24.42,
        "bid_qty1": 9,
        "ask_qty1": 34
      },
      "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": "2026-06-29T11:22:41",
      "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": 43.3215,
      "price_vs_vwap_pct": -1.1115,
      "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": 0.1338,
        "prev_amount_yi": 0.1087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 42.96,
            "high": 42.96,
            "low": 42.96,
            "close": 42.96,
            "amount_yi": 0.0236
          },
          {
            "time": "11:19",
            "open": 42.95,
            "high": 42.95,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.0292
          },
          {
            "time": "11:20",
            "open": 42.98,
            "high": 43.03,
            "low": 42.98,
            "close": 43.03,
            "amount_yi": 0.0406
          },
          {
            "time": "11:21",
            "open": 42.99,
            "high": 42.99,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.0198
          },
          {
            "time": "11:22",
            "open": 42.9,
            "high": 42.9,
            "low": 42.84,
            "close": 42.84,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.84,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.76,
        "bid1": 42.83,
        "ask1": 42.84,
        "bid_qty1": 24,
        "ask_qty1": 34
      },
      "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": "2026-06-29T11:22:41",
      "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": 92.6054,
      "price_vs_vwap_pct": -2.9754,
      "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": 0.6536,
        "prev_amount_yi": 0.7402,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 89.7,
            "high": 89.7,
            "low": 89.7,
            "close": 89.7,
            "amount_yi": 0.1173
          },
          {
            "time": "11:19",
            "open": 89.81,
            "high": 89.81,
            "low": 89.5,
            "close": 89.5,
            "amount_yi": 0.1427
          },
          {
            "time": "11:20",
            "open": 89.8,
            "high": 89.83,
            "low": 89.8,
            "close": 89.83,
            "amount_yi": 0.1453
          },
          {
            "time": "11:21",
            "open": 89.84,
            "high": 89.84,
            "low": 89.67,
            "close": 89.67,
            "amount_yi": 0.1459
          },
          {
            "time": "11:22",
            "open": 89.79,
            "high": 89.85,
            "low": 89.79,
            "close": 89.85,
            "amount_yi": 0.1024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.85,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 87.9,
        "bid1": 89.83,
        "ask1": 89.85,
        "bid_qty1": 1,
        "ask_qty1": 41
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.46,
      "exec_low": 19.46,
      "exec_high": 19.75,
      "invalid_price": 18.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.17,
      "entry_zone_high": 19.75,
      "entry_risk_pct": null,
      "intraday_vwap": 18.9719,
      "price_vs_vwap_pct": 0.4117,
      "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": 0.008,
        "prev_amount_yi": 0.0039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:18",
            "open": 19.12,
            "high": 19.12,
            "low": 19.12,
            "close": 19.12,
            "amount_yi": 0.001
          },
          {
            "time": "11:19",
            "open": 19.12,
            "high": 19.12,
            "low": 19.09,
            "close": 19.09,
            "amount_yi": 0.003
          },
          {
            "time": "11:20",
            "open": 19.05,
            "high": 19.05,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.0012
          },
          {
            "time": "11:21",
            "open": 19.06,
            "high": 19.06,
            "low": 19.06,
            "close": 19.06,
            "amount_yi": 0.0014
          },
          {
            "time": "11:22",
            "open": 19.05,
            "high": 19.05,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.05,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.35,
        "low": 18.54,
        "bid1": 19.05,
        "ask1": 19.06,
        "bid_qty1": 1,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM",
      "symbol": "SHSE.600176",
      "name": "中国巨石",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.2,
      "exec_low": 78.36,
      "exec_high": 78.36,
      "invalid_price": 74.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 70.0544,
      "price_vs_vwap_pct": -3.0896,
      "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": 1.1841,
        "prev_amount_yi": 1.2989,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9116,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 68.02,
            "high": 68.02,
            "low": 68.02,
            "close": 68.02,
            "amount_yi": 0.2907
          },
          {
            "time": "11:19",
            "open": 68.0,
            "high": 68.0,
            "low": 67.94,
            "close": 67.94,
            "amount_yi": 0.1751
          },
          {
            "time": "11:20",
            "open": 67.9,
            "high": 67.9,
            "low": 67.9,
            "close": 67.9,
            "amount_yi": 0.2495
          },
          {
            "time": "11:21",
            "open": 67.85,
            "high": 67.85,
            "low": 67.65,
            "close": 67.65,
            "amount_yi": 0.28
          },
          {
            "time": "11:22",
            "open": 67.77,
            "high": 67.89,
            "low": 67.77,
            "close": 67.89,
            "amount_yi": 0.1888
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.89,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 67.89,
        "ask1": 67.92,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688126:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688126:VWAP_RECLAIM",
      "symbol": "SHSE.688126",
      "name": "沪硅产业",
      "side": "BUY",
      "priority": "W38",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.06,
      "exec_low": 36.6,
      "exec_high": 36.6,
      "invalid_price": 34.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.52,
      "entry_zone_high": 36.6,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4416,
        "prev_amount_yi": 0.5624,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7852,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 37.38,
            "high": 37.38,
            "low": 37.38,
            "close": 37.38,
            "amount_yi": 0.0629
          },
          {
            "time": "11:19",
            "open": 37.43,
            "high": 37.43,
            "low": 37.4,
            "close": 37.4,
            "amount_yi": 0.0878
          },
          {
            "time": "11:20",
            "open": 37.38,
            "high": 37.38,
            "low": 37.35,
            "close": 37.35,
            "amount_yi": 0.0738
          },
          {
            "time": "11:21",
            "open": 37.38,
            "high": 37.38,
            "low": 37.1,
            "close": 37.1,
            "amount_yi": 0.0966
          },
          {
            "time": "11:22",
            "open": 36.94,
            "high": 36.94,
            "low": 36.93,
            "close": 36.93,
            "amount_yi": 0.1205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.93,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 36.93,
        "ask1": 36.97,
        "bid_qty1": 7,
        "ask_qty1": 74
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "W39",
      "status": "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": "2026-06-29T11:22:41",
      "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": 51.0088,
      "price_vs_vwap_pct": -7.1729,
      "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": 0.3961,
        "prev_amount_yi": 0.637,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 47.89,
            "high": 47.89,
            "low": 47.89,
            "close": 47.89,
            "amount_yi": 0.0655
          },
          {
            "time": "11:19",
            "open": 48.0,
            "high": 48.01,
            "low": 48.0,
            "close": 48.01,
            "amount_yi": 0.1104
          },
          {
            "time": "11:20",
            "open": 47.94,
            "high": 47.94,
            "low": 47.87,
            "close": 47.87,
            "amount_yi": 0.0624
          },
          {
            "time": "11:21",
            "open": 47.57,
            "high": 47.57,
            "low": 47.46,
            "close": 47.46,
            "amount_yi": 0.0804
          },
          {
            "time": "11:22",
            "open": 47.48,
            "high": 47.48,
            "low": 47.35,
            "close": 47.35,
            "amount_yi": 0.0774
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.35,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 47.08,
        "bid1": 47.35,
        "ask1": 47.38,
        "bid_qty1": 214,
        "ask_qty1": 53
      },
      "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": "2026-06-29T11:22:41",
      "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": 87.5807,
      "price_vs_vwap_pct": -1.8048,
      "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": 0.7448,
        "prev_amount_yi": 1.3582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 86.49,
            "high": 86.49,
            "low": 86.49,
            "close": 86.49,
            "amount_yi": 0.1797
          },
          {
            "time": "11:19",
            "open": 86.7,
            "high": 86.7,
            "low": 86.65,
            "close": 86.65,
            "amount_yi": 0.1536
          },
          {
            "time": "11:20",
            "open": 86.55,
            "high": 86.55,
            "low": 86.17,
            "close": 86.17,
            "amount_yi": 0.2492
          },
          {
            "time": "11:21",
            "open": 86.05,
            "high": 86.05,
            "low": 85.95,
            "close": 85.95,
            "amount_yi": 0.0889
          },
          {
            "time": "11:22",
            "open": 86.05,
            "high": 86.05,
            "low": 86.0,
            "close": 86.0,
            "amount_yi": 0.0734
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.0,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 85.99,
        "ask1": 86.0,
        "bid_qty1": 7,
        "ask_qty1": 323
      },
      "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": "2026-06-29T11:22:41",
      "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": 46.9392,
      "price_vs_vwap_pct": -8.03,
      "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": 0.2471,
        "prev_amount_yi": 0.3254,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 43.16,
            "high": 43.16,
            "low": 43.16,
            "close": 43.16,
            "amount_yi": 0.0605
          },
          {
            "time": "11:19",
            "open": 43.16,
            "high": 43.16,
            "low": 43.16,
            "close": 43.16,
            "amount_yi": 0.0619
          },
          {
            "time": "11:20",
            "open": 43.17,
            "high": 43.17,
            "low": 43.16,
            "close": 43.16,
            "amount_yi": 0.0277
          },
          {
            "time": "11:21",
            "open": 43.16,
            "high": 43.16,
            "low": 43.16,
            "close": 43.16,
            "amount_yi": 0.0541
          },
          {
            "time": "11:22",
            "open": 43.16,
            "high": 43.17,
            "low": 43.16,
            "close": 43.17,
            "amount_yi": 0.0429
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.17,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.16,
        "bid1": 43.16,
        "ask1": 43.17,
        "bid_qty1": 34,
        "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 105.99,
      "exec_low": 107.58,
      "exec_high": 107.58,
      "invalid_price": 102.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": 4.3539,
      "intraday_vwap": 107.1324,
      "price_vs_vwap_pct": 0.3338,
      "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": 0.7875,
        "prev_amount_yi": 1.1838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 108.29,
            "high": 108.29,
            "low": 108.29,
            "close": 108.29,
            "amount_yi": 0.1392
          },
          {
            "time": "11:19",
            "open": 108.25,
            "high": 108.25,
            "low": 107.9,
            "close": 107.9,
            "amount_yi": 0.2356
          },
          {
            "time": "11:20",
            "open": 107.71,
            "high": 107.71,
            "low": 107.57,
            "close": 107.57,
            "amount_yi": 0.0831
          },
          {
            "time": "11:21",
            "open": 107.34,
            "high": 107.34,
            "low": 107.06,
            "close": 107.06,
            "amount_yi": 0.1691
          },
          {
            "time": "11:22",
            "open": 107.22,
            "high": 107.49,
            "low": 107.22,
            "close": 107.49,
            "amount_yi": 0.1605
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.49,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 100.66,
        "bid1": 107.45,
        "ask1": 107.49,
        "bid_qty1": 1,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.72,
      "exec_low": 57.57,
      "exec_high": 57.57,
      "invalid_price": 55.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.87,
      "entry_zone_high": 57.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1247,
        "prev_amount_yi": 0.0953,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 55.8,
            "high": 55.8,
            "low": 55.8,
            "close": 55.8,
            "amount_yi": 0.0364
          },
          {
            "time": "11:19",
            "open": 55.6,
            "high": 55.6,
            "low": 55.5,
            "close": 55.5,
            "amount_yi": 0.0379
          },
          {
            "time": "11:20",
            "open": 55.35,
            "high": 55.35,
            "low": 55.21,
            "close": 55.21,
            "amount_yi": 0.0278
          },
          {
            "time": "11:21",
            "open": 55.2,
            "high": 55.2,
            "low": 55.16,
            "close": 55.16,
            "amount_yi": 0.0135
          },
          {
            "time": "11:22",
            "open": 55.06,
            "high": 55.07,
            "low": 55.06,
            "close": 55.07,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.07,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 58.85,
        "low": 51.51,
        "bid1": 55.06,
        "ask1": 55.07,
        "bid_qty1": 38,
        "ask_qty1": 72
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "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": "2026-06-29T11:22:41",
      "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": 1.0507,
        "prev_amount_yi": 1.2338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 496.05,
            "high": 496.05,
            "low": 496.05,
            "close": 496.05,
            "amount_yi": 0.1982
          },
          {
            "time": "11:19",
            "open": 494.99,
            "high": 494.99,
            "low": 494.0,
            "close": 494.0,
            "amount_yi": 0.3058
          },
          {
            "time": "11:20",
            "open": 493.62,
            "high": 493.67,
            "low": 493.62,
            "close": 493.67,
            "amount_yi": 0.1994
          },
          {
            "time": "11:21",
            "open": 493.63,
            "high": 493.63,
            "low": 493.55,
            "close": 493.55,
            "amount_yi": 0.1782
          },
          {
            "time": "11:22",
            "open": 492.0,
            "high": 492.0,
            "low": 491.55,
            "close": 491.55,
            "amount_yi": 0.1691
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 491.55,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 472.1,
        "bid1": 491.51,
        "ask1": 491.6,
        "bid_qty1": 2,
        "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": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 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": 201.9218,
      "price_vs_vwap_pct": 1.4848,
      "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": 0.3472,
        "prev_amount_yi": 0.6124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5669,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 205.02,
            "high": 205.02,
            "low": 205.02,
            "close": 205.02,
            "amount_yi": 0.1011
          },
          {
            "time": "11:19",
            "open": 205.2,
            "high": 205.21,
            "low": 205.2,
            "close": 205.21,
            "amount_yi": 0.073
          },
          {
            "time": "11:20",
            "open": 205.21,
            "high": 205.21,
            "low": 205.0,
            "close": 205.0,
            "amount_yi": 0.0644
          },
          {
            "time": "11:21",
            "open": 204.75,
            "high": 204.8,
            "low": 204.75,
            "close": 204.8,
            "amount_yi": 0.0694
          },
          {
            "time": "11:22",
            "open": 204.93,
            "high": 204.93,
            "low": 204.92,
            "close": 204.92,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 204.92,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 191.18,
        "bid1": 204.92,
        "ask1": 204.93,
        "bid_qty1": 1,
        "ask_qty1": 46
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 83.4627,
      "price_vs_vwap_pct": -3.8612,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0763,
        "prev_amount_yi": 0.0515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 80.35,
            "high": 80.35,
            "low": 80.35,
            "close": 80.35,
            "amount_yi": 0.0133
          },
          {
            "time": "11:19",
            "open": 80.42,
            "high": 80.42,
            "low": 80.25,
            "close": 80.25,
            "amount_yi": 0.0122
          },
          {
            "time": "11:20",
            "open": 80.32,
            "high": 80.45,
            "low": 80.32,
            "close": 80.45,
            "amount_yi": 0.0058
          },
          {
            "time": "11:21",
            "open": 80.47,
            "high": 80.47,
            "low": 80.47,
            "close": 80.47,
            "amount_yi": 0.0374
          },
          {
            "time": "11:22",
            "open": 80.34,
            "high": 80.34,
            "low": 80.24,
            "close": 80.24,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.24,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 79.61,
        "bid1": 80.21,
        "ask1": 80.24,
        "bid_qty1": 202,
        "ask_qty1": 9
      },
      "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": "2026-06-29T11:22:41",
      "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": 75.9437,
      "price_vs_vwap_pct": -2.296,
      "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": 0.0537,
        "prev_amount_yi": 0.0649,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8274,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 74.5,
            "high": 74.5,
            "low": 74.5,
            "close": 74.5,
            "amount_yi": 0.0079
          },
          {
            "time": "11:19",
            "open": 74.65,
            "high": 74.65,
            "low": 74.52,
            "close": 74.52,
            "amount_yi": 0.0086
          },
          {
            "time": "11:20",
            "open": 74.48,
            "high": 74.48,
            "low": 74.48,
            "close": 74.48,
            "amount_yi": 0.0186
          },
          {
            "time": "11:21",
            "open": 74.48,
            "high": 74.48,
            "low": 74.43,
            "close": 74.43,
            "amount_yi": 0.0086
          },
          {
            "time": "11:22",
            "open": 74.36,
            "high": 74.36,
            "low": 74.2,
            "close": 74.2,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.2,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 71.1,
        "bid1": 74.21,
        "ask1": 74.29,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "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": "2026-06-29T11:22:41",
      "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": 34.2227,
      "price_vs_vwap_pct": 1.9207,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.0361,
        "prev_amount_yi": 0.6153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.9343,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 35.76,
            "high": 35.76,
            "low": 35.76,
            "close": 35.76,
            "amount_yi": 1.4677
          },
          {
            "time": "11:19",
            "open": 35.75,
            "high": 35.75,
            "low": 35.67,
            "close": 35.67,
            "amount_yi": 0.545
          },
          {
            "time": "11:20",
            "open": 35.35,
            "high": 35.38,
            "low": 35.35,
            "close": 35.38,
            "amount_yi": 0.501
          },
          {
            "time": "11:21",
            "open": 35.31,
            "high": 35.31,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.2932
          },
          {
            "time": "11:22",
            "open": 35.08,
            "high": 35.08,
            "low": 34.88,
            "close": 34.88,
            "amount_yi": 0.2292
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.88,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 36.37,
        "low": 32.88,
        "bid1": 34.87,
        "ask1": 34.88,
        "bid_qty1": 3,
        "ask_qty1": 116
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T11:22:41",
      "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": 17.1036,
      "price_vs_vwap_pct": -6.3355,
      "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": 0.0651,
        "prev_amount_yi": 0.1035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0337
          },
          {
            "time": "11:19",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0103
          },
          {
            "time": "11:20",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0066
          },
          {
            "time": "11:21",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0067
          },
          {
            "time": "11:22",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.02,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.02,
        "bid1": 0.0,
        "ask1": 16.02,
        "bid_qty1": 0,
        "ask_qty1": 14423
      },
      "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": "2026-06-29T11:22:41",
      "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": 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": 4.2654,
      "intraday_vwap": 12.4426,
      "price_vs_vwap_pct": 1.6669,
      "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": 0.1214,
        "prev_amount_yi": 0.1509,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 12.61,
            "high": 12.61,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.0293
          },
          {
            "time": "11:19",
            "open": 12.63,
            "high": 12.63,
            "low": 12.62,
            "close": 12.62,
            "amount_yi": 0.0268
          },
          {
            "time": "11:20",
            "open": 12.63,
            "high": 12.64,
            "low": 12.63,
            "close": 12.64,
            "amount_yi": 0.0179
          },
          {
            "time": "11:21",
            "open": 12.65,
            "high": 12.66,
            "low": 12.65,
            "close": 12.66,
            "amount_yi": 0.0203
          },
          {
            "time": "11:22",
            "open": 12.66,
            "high": 12.66,
            "low": 12.65,
            "close": 12.65,
            "amount_yi": 0.0271
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.65,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.91,
        "low": 11.95,
        "bid1": 12.65,
        "ask1": 12.66,
        "bid_qty1": 166,
        "ask_qty1": 78
      },
      "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": "2026-06-29T11:22:41",
      "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": 28.3646,
      "price_vs_vwap_pct": 2.8042,
      "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": 0.2188,
        "prev_amount_yi": 0.2504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 29.37,
            "high": 29.37,
            "low": 29.37,
            "close": 29.37,
            "amount_yi": 0.0367
          },
          {
            "time": "11:19",
            "open": 29.36,
            "high": 29.36,
            "low": 29.23,
            "close": 29.23,
            "amount_yi": 0.0508
          },
          {
            "time": "11:20",
            "open": 29.29,
            "high": 29.29,
            "low": 29.27,
            "close": 29.27,
            "amount_yi": 0.0374
          },
          {
            "time": "11:21",
            "open": 29.22,
            "high": 29.22,
            "low": 29.22,
            "close": 29.22,
            "amount_yi": 0.0519
          },
          {
            "time": "11:22",
            "open": 29.21,
            "high": 29.21,
            "low": 29.16,
            "close": 29.16,
            "amount_yi": 0.042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.16,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 30.0,
        "low": 26.0,
        "bid1": 29.16,
        "ask1": 29.17,
        "bid_qty1": 7,
        "ask_qty1": 14
      },
      "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": "2026-06-29T11:22:41",
      "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": 85.0292,
      "price_vs_vwap_pct": -3.2097,
      "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": 0.1569,
        "prev_amount_yi": 0.2419,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 82.97,
            "high": 82.97,
            "low": 82.97,
            "close": 82.97,
            "amount_yi": 0.0268
          },
          {
            "time": "11:19",
            "open": 82.98,
            "high": 82.98,
            "low": 82.95,
            "close": 82.95,
            "amount_yi": 0.031
          },
          {
            "time": "11:20",
            "open": 82.83,
            "high": 82.83,
            "low": 82.66,
            "close": 82.66,
            "amount_yi": 0.0355
          },
          {
            "time": "11:21",
            "open": 82.44,
            "high": 82.44,
            "low": 82.14,
            "close": 82.14,
            "amount_yi": 0.0346
          },
          {
            "time": "11:22",
            "open": 82.33,
            "high": 82.33,
            "low": 82.3,
            "close": 82.3,
            "amount_yi": 0.029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 82.3,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 80.78,
        "bid1": 82.3,
        "ask1": 82.33,
        "bid_qty1": 9,
        "ask_qty1": 2
      },
      "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": "2026-06-29T11:22:41",
      "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": 7.8623,
      "price_vs_vwap_pct": -1.9371,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8351,
        "prev_amount_yi": 1.3159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.412
          },
          {
            "time": "11:19",
            "open": 7.73,
            "high": 7.75,
            "low": 7.73,
            "close": 7.75,
            "amount_yi": 0.2732
          },
          {
            "time": "11:20",
            "open": 7.76,
            "high": 7.76,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.5412
          },
          {
            "time": "11:21",
            "open": 7.72,
            "high": 7.72,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.3882
          },
          {
            "time": "11:22",
            "open": 7.71,
            "high": 7.71,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.2205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.71,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.56,
        "bid1": 7.7,
        "ask1": 7.71,
        "bid_qty1": 21896,
        "ask_qty1": 2295
      },
      "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": "2026-06-29T11:22:41",
      "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": 172.4774,
      "price_vs_vwap_pct": -2.8278,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1515,
        "prev_amount_yi": 0.1034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 168.5,
            "high": 168.5,
            "low": 168.5,
            "close": 168.5,
            "amount_yi": 0.0374
          },
          {
            "time": "11:19",
            "open": 168.47,
            "high": 168.47,
            "low": 168.33,
            "close": 168.33,
            "amount_yi": 0.0288
          },
          {
            "time": "11:20",
            "open": 168.33,
            "high": 168.33,
            "low": 168.31,
            "close": 168.31,
            "amount_yi": 0.0382
          },
          {
            "time": "11:21",
            "open": 168.0,
            "high": 168.01,
            "low": 168.0,
            "close": 168.01,
            "amount_yi": 0.0197
          },
          {
            "time": "11:22",
            "open": 167.99,
            "high": 167.99,
            "low": 167.6,
            "close": 167.6,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 167.6,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 160.2,
        "bid1": 167.54,
        "ask1": 167.57,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 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": 16.6567,
      "price_vs_vwap_pct": 2.7815,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0167,
        "prev_amount_yi": 0.0378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 17.08,
            "high": 17.08,
            "low": 17.08,
            "close": 17.08,
            "amount_yi": 0.0048
          },
          {
            "time": "11:19",
            "open": 17.1,
            "high": 17.1,
            "low": 17.1,
            "close": 17.1,
            "amount_yi": 0.0025
          },
          {
            "time": "11:20",
            "open": 17.08,
            "high": 17.1,
            "low": 17.08,
            "close": 17.1,
            "amount_yi": 0.0042
          },
          {
            "time": "11:21",
            "open": 17.13,
            "high": 17.13,
            "low": 17.13,
            "close": 17.13,
            "amount_yi": 0.0028
          },
          {
            "time": "11:22",
            "open": 17.14,
            "high": 17.14,
            "low": 17.12,
            "close": 17.12,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.12,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 17.35,
        "low": 15.98,
        "bid1": 17.12,
        "ask1": 17.13,
        "bid_qty1": 91,
        "ask_qty1": 55
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 20.3439,
      "price_vs_vwap_pct": -3.5583,
      "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": 0.0327,
        "prev_amount_yi": 0.0297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 19.8,
            "high": 19.8,
            "low": 19.8,
            "close": 19.8,
            "amount_yi": 0.0077
          },
          {
            "time": "11:19",
            "open": 19.81,
            "high": 19.81,
            "low": 19.77,
            "close": 19.77,
            "amount_yi": 0.0051
          },
          {
            "time": "11:20",
            "open": 19.73,
            "high": 19.76,
            "low": 19.73,
            "close": 19.76,
            "amount_yi": 0.0046
          },
          {
            "time": "11:21",
            "open": 19.71,
            "high": 19.71,
            "low": 19.65,
            "close": 19.65,
            "amount_yi": 0.011
          },
          {
            "time": "11:22",
            "open": 19.64,
            "high": 19.64,
            "low": 19.62,
            "close": 19.62,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.62,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.16,
        "bid1": 19.62,
        "ask1": 19.64,
        "bid_qty1": 36,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM",
      "symbol": "SHSE.688200",
      "name": "华峰测控",
      "side": "BUY",
      "priority": "W57",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 475.0,
      "exec_low": 482.12,
      "exec_high": 482.12,
      "invalid_price": 460.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 489.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 482.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 467.88,
      "entry_zone_high": 482.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.355,
        "prev_amount_yi": 0.3899,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9105,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 496.98,
            "high": 496.98,
            "low": 496.98,
            "close": 496.98,
            "amount_yi": 0.1189
          },
          {
            "time": "11:19",
            "open": 499.91,
            "high": 499.98,
            "low": 499.91,
            "close": 499.98,
            "amount_yi": 0.0584
          },
          {
            "time": "11:20",
            "open": 500.0,
            "high": 500.0,
            "low": 499.8,
            "close": 499.8,
            "amount_yi": 0.0453
          },
          {
            "time": "11:21",
            "open": 500.02,
            "high": 500.02,
            "low": 499.18,
            "close": 499.18,
            "amount_yi": 0.072
          },
          {
            "time": "11:22",
            "open": 498.21,
            "high": 498.21,
            "low": 496.96,
            "close": 496.96,
            "amount_yi": 0.0604
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 496.96,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 506.0,
        "low": 470.5,
        "bid1": 495.72,
        "ask1": 496.6,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM",
      "symbol": "SHSE.600857",
      "name": "宁波中百",
      "side": "BUY",
      "priority": "W58",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.1,
      "exec_low": 19.39,
      "exec_high": 19.39,
      "invalid_price": 18.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 18.5474,
      "price_vs_vwap_pct": 5.9987,
      "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": 0.0067,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4815,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:15",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0029
          },
          {
            "time": "11:16",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0029
          },
          {
            "time": "11:19",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0006
          },
          {
            "time": "11:22",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:38",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 44894,
        "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "near_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": 9.714,
      "price_vs_vwap_pct": 1.2971,
      "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": 0.1161,
        "prev_amount_yi": 0.104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0282
          },
          {
            "time": "11:19",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0191
          },
          {
            "time": "11:20",
            "open": 9.83,
            "high": 9.84,
            "low": 9.83,
            "close": 9.84,
            "amount_yi": 0.0288
          },
          {
            "time": "11:21",
            "open": 9.82,
            "high": 9.85,
            "low": 9.82,
            "close": 9.85,
            "amount_yi": 0.0207
          },
          {
            "time": "11:22",
            "open": 9.85,
            "high": 9.85,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.84,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.83,
        "ask1": 9.84,
        "bid_qty1": 343,
        "ask_qty1": 77
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 48.2226,
      "price_vs_vwap_pct": -2.5146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4757,
        "prev_amount_yi": 0.304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5648,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 46.93,
            "high": 46.93,
            "low": 46.93,
            "close": 46.93,
            "amount_yi": 0.0843
          },
          {
            "time": "11:19",
            "open": 46.89,
            "high": 46.89,
            "low": 46.64,
            "close": 46.64,
            "amount_yi": 0.1179
          },
          {
            "time": "11:20",
            "open": 46.6,
            "high": 46.65,
            "low": 46.6,
            "close": 46.65,
            "amount_yi": 0.104
          },
          {
            "time": "11:21",
            "open": 46.66,
            "high": 46.81,
            "low": 46.66,
            "close": 46.81,
            "amount_yi": 0.0846
          },
          {
            "time": "11:22",
            "open": 46.92,
            "high": 47.01,
            "low": 46.92,
            "close": 47.01,
            "amount_yi": 0.0849
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.01,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 45.8,
        "bid1": 47.01,
        "ask1": 47.02,
        "bid_qty1": 11,
        "ask_qty1": 5
      },
      "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": "2026-06-29T11:22:41",
      "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": 46.9486,
      "price_vs_vwap_pct": 4.7955,
      "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": 0.1171,
        "prev_amount_yi": 0.1125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0409,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 49.21,
            "high": 49.21,
            "low": 49.21,
            "close": 49.21,
            "amount_yi": 0.026
          },
          {
            "time": "11:19",
            "open": 49.28,
            "high": 49.28,
            "low": 49.28,
            "close": 49.28,
            "amount_yi": 0.0195
          },
          {
            "time": "11:20",
            "open": 49.35,
            "high": 49.4,
            "low": 49.35,
            "close": 49.4,
            "amount_yi": 0.0198
          },
          {
            "time": "11:21",
            "open": 49.32,
            "high": 49.32,
            "low": 49.3,
            "close": 49.3,
            "amount_yi": 0.0283
          },
          {
            "time": "11:22",
            "open": 49.24,
            "high": 49.24,
            "low": 49.2,
            "close": 49.2,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.2,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 50.1,
        "low": 43.58,
        "bid1": 49.2,
        "ask1": 49.21,
        "bid_qty1": 186,
        "ask_qty1": 73
      },
      "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": "2026-06-29T11:22:41",
      "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": 50.8201,
      "price_vs_vwap_pct": -2.3811,
      "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": 0.0189,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0022
          },
          {
            "time": "11:19",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.002
          },
          {
            "time": "11:20",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0009
          },
          {
            "time": "11:21",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0002
          },
          {
            "time": "11:22",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T11:22:39",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 8980
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM",
      "symbol": "SHSE.688147",
      "name": "微导纳米",
      "side": "BUY",
      "priority": "W63",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 132.87,
      "exec_low": 134.86,
      "exec_high": 134.86,
      "invalid_price": 128.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.541,
        "prev_amount_yi": 0.5346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.012,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 135.97,
            "high": 135.97,
            "low": 135.97,
            "close": 135.97,
            "amount_yi": 0.114
          },
          {
            "time": "11:19",
            "open": 135.99,
            "high": 136.0,
            "low": 135.99,
            "close": 136.0,
            "amount_yi": 0.0513
          },
          {
            "time": "11:20",
            "open": 136.12,
            "high": 136.32,
            "low": 136.12,
            "close": 136.32,
            "amount_yi": 0.2005
          },
          {
            "time": "11:21",
            "open": 136.37,
            "high": 136.77,
            "low": 136.37,
            "close": 136.77,
            "amount_yi": 0.0863
          },
          {
            "time": "11:22",
            "open": 136.72,
            "high": 136.72,
            "low": 136.49,
            "close": 136.49,
            "amount_yi": 0.0889
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 136.49,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 127.83,
        "bid1": 135.43,
        "ask1": 136.48,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.93,
      "entry_zone_high": 31.87,
      "entry_risk_pct": null,
      "intraday_vwap": 29.8873,
      "price_vs_vwap_pct": -1.7643,
      "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": 0.1558,
        "prev_amount_yi": 0.1576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9886,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 29.33,
            "high": 29.33,
            "low": 29.33,
            "close": 29.33,
            "amount_yi": 0.0519
          },
          {
            "time": "11:19",
            "open": 29.4,
            "high": 29.4,
            "low": 29.37,
            "close": 29.37,
            "amount_yi": 0.0266
          },
          {
            "time": "11:20",
            "open": 29.39,
            "high": 29.39,
            "low": 29.35,
            "close": 29.35,
            "amount_yi": 0.0203
          },
          {
            "time": "11:21",
            "open": 29.4,
            "high": 29.4,
            "low": 29.36,
            "close": 29.36,
            "amount_yi": 0.0356
          },
          {
            "time": "11:22",
            "open": 29.36,
            "high": 29.36,
            "low": 29.36,
            "close": 29.36,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.36,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.36,
        "ask1": 29.37,
        "bid_qty1": 17,
        "ask_qty1": 61
      },
      "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": "2026-06-29T11:22:41",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 3.7051,
      "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": 0.2362,
        "prev_amount_yi": 0.4639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5092,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 679.19,
            "high": 679.19,
            "low": 679.19,
            "close": 679.19,
            "amount_yi": 0.0373
          },
          {
            "time": "11:19",
            "open": 681.2,
            "high": 681.2,
            "low": 681.2,
            "close": 681.2,
            "amount_yi": 0.0444
          },
          {
            "time": "11:20",
            "open": 681.2,
            "high": 681.2,
            "low": 677.16,
            "close": 677.16,
            "amount_yi": 0.0472
          },
          {
            "time": "11:21",
            "open": 681.0,
            "high": 681.0,
            "low": 678.0,
            "close": 678.0,
            "amount_yi": 0.07
          },
          {
            "time": "11:22",
            "open": 679.49,
            "high": 679.49,
            "low": 678.12,
            "close": 678.12,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 678.12,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 704.0,
        "low": 642.03,
        "bid1": 678.12,
        "ask1": 680.95,
        "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.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.49,
      "exec_low": 49.22,
      "exec_high": 49.22,
      "invalid_price": 47.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.76,
      "entry_zone_high": 49.22,
      "entry_risk_pct": null,
      "intraday_vwap": 47.3371,
      "price_vs_vwap_pct": -0.1206,
      "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": 0.1129,
        "prev_amount_yi": 0.069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6362,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 47.54,
            "high": 47.54,
            "low": 47.54,
            "close": 47.54,
            "amount_yi": 0.0602
          },
          {
            "time": "11:19",
            "open": 47.54,
            "high": 47.54,
            "low": 47.42,
            "close": 47.42,
            "amount_yi": 0.0089
          },
          {
            "time": "11:20",
            "open": 47.46,
            "high": 47.46,
            "low": 47.33,
            "close": 47.33,
            "amount_yi": 0.0112
          },
          {
            "time": "11:21",
            "open": 47.26,
            "high": 47.33,
            "low": 47.26,
            "close": 47.33,
            "amount_yi": 0.02
          },
          {
            "time": "11:22",
            "open": 47.3,
            "high": 47.3,
            "low": 47.28,
            "close": 47.28,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.28,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 47.25,
        "ask1": 47.29,
        "bid_qty1": 11,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W67",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.5,
      "exec_low": 24.87,
      "exec_high": 24.87,
      "invalid_price": 23.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 22.5156,
      "price_vs_vwap_pct": -1.5793,
      "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": 0.0881,
        "prev_amount_yi": 0.2129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 22.19,
            "high": 22.19,
            "low": 22.19,
            "close": 22.19,
            "amount_yi": 0.0168
          },
          {
            "time": "11:19",
            "open": 22.2,
            "high": 22.22,
            "low": 22.2,
            "close": 22.22,
            "amount_yi": 0.0062
          },
          {
            "time": "11:20",
            "open": 22.2,
            "high": 22.21,
            "low": 22.2,
            "close": 22.21,
            "amount_yi": 0.0145
          },
          {
            "time": "11:21",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0313
          },
          {
            "time": "11:22",
            "open": 22.2,
            "high": 22.2,
            "low": 22.16,
            "close": 22.16,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.16,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 21.9,
        "bid1": 22.16,
        "ask1": 22.18,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "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": "2026-06-29T11:22:41",
      "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": 12.9397,
      "price_vs_vwap_pct": -3.939,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4324,
        "prev_amount_yi": 0.3403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.2092,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 12.57,
            "high": 12.57,
            "low": 12.57,
            "close": 12.57,
            "amount_yi": 0.2455
          },
          {
            "time": "11:19",
            "open": 12.56,
            "high": 12.56,
            "low": 12.5,
            "close": 12.5,
            "amount_yi": 0.3217
          },
          {
            "time": "11:20",
            "open": 12.48,
            "high": 12.48,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.4632
          },
          {
            "time": "11:21",
            "open": 12.44,
            "high": 12.44,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.2591
          },
          {
            "time": "11:22",
            "open": 12.44,
            "high": 12.44,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.1429
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.43,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.4,
        "bid1": 12.43,
        "ask1": 12.44,
        "bid_qty1": 31,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-29T11:22:41",
      "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": 160.1128,
      "price_vs_vwap_pct": 4.7699,
      "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": 0.0204,
        "prev_amount_yi": 0.0348,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5862,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0037
          },
          {
            "time": "11:19",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0036
          },
          {
            "time": "11:20",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0057
          },
          {
            "time": "11:21",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0062
          },
          {
            "time": "11:22",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 167.75,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 167.75,
        "low": 151.0,
        "bid1": 167.75,
        "ask1": 0.0,
        "bid_qty1": 17481,
        "ask_qty1": 0
      },
      "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": "2026-06-29T11:22:41",
      "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": 19.084,
      "price_vs_vwap_pct": -5.523,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2478,
        "prev_amount_yi": 0.1618,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5315,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 18.13,
            "high": 18.13,
            "low": 18.13,
            "close": 18.13,
            "amount_yi": 0.0693
          },
          {
            "time": "11:19",
            "open": 18.11,
            "high": 18.11,
            "low": 18.11,
            "close": 18.11,
            "amount_yi": 0.0332
          },
          {
            "time": "11:20",
            "open": 18.13,
            "high": 18.13,
            "low": 18.12,
            "close": 18.12,
            "amount_yi": 0.0489
          },
          {
            "time": "11:21",
            "open": 18.1,
            "high": 18.1,
            "low": 18.07,
            "close": 18.07,
            "amount_yi": 0.0564
          },
          {
            "time": "11:22",
            "open": 18.05,
            "high": 18.05,
            "low": 18.03,
            "close": 18.03,
            "amount_yi": 0.04
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.03,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 17.97,
        "bid1": 18.03,
        "ask1": 18.04,
        "bid_qty1": 125,
        "ask_qty1": 58
      },
      "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": "2026-06-29T11:22:41",
      "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": 130.2917,
      "price_vs_vwap_pct": -5.0055,
      "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": 0.0215,
        "prev_amount_yi": 0.0665,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3233,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 124.33,
            "high": 124.33,
            "low": 124.33,
            "close": 124.33,
            "amount_yi": 0.0009
          },
          {
            "time": "11:19",
            "open": 124.32,
            "high": 124.32,
            "low": 124.0,
            "close": 124.0,
            "amount_yi": 0.0007
          },
          {
            "time": "11:20",
            "open": 124.03,
            "high": 124.03,
            "low": 124.01,
            "close": 124.01,
            "amount_yi": 0.002
          },
          {
            "time": "11:21",
            "open": 123.74,
            "high": 123.77,
            "low": 123.74,
            "close": 123.77,
            "amount_yi": 0.0059
          },
          {
            "time": "11:22",
            "open": 123.86,
            "high": 123.86,
            "low": 123.77,
            "close": 123.77,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.77,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 123.44,
        "bid1": 123.77,
        "ask1": 123.78,
        "bid_qty1": 10,
        "ask_qty1": 9
      },
      "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": "2026-06-29T11:22:41",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1133,
        "prev_amount_yi": 0.1084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0452,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 104.6,
            "high": 104.6,
            "low": 104.6,
            "close": 104.6,
            "amount_yi": 0.021
          },
          {
            "time": "11:19",
            "open": 104.37,
            "high": 104.39,
            "low": 104.37,
            "close": 104.39,
            "amount_yi": 0.0143
          },
          {
            "time": "11:20",
            "open": 104.3,
            "high": 104.3,
            "low": 104.04,
            "close": 104.04,
            "amount_yi": 0.0259
          },
          {
            "time": "11:21",
            "open": 103.89,
            "high": 103.89,
            "low": 103.72,
            "close": 103.72,
            "amount_yi": 0.0428
          },
          {
            "time": "11:22",
            "open": 103.8,
            "high": 103.81,
            "low": 103.8,
            "close": 103.81,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 103.81,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 103.0,
        "bid1": 103.8,
        "ask1": 104.33,
        "bid_qty1": 22,
        "ask_qty1": 14
      },
      "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": "CANCELLED",
      "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": "2026-06-29T11:22:41",
      "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": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.3098,
      "price_vs_vwap_pct": -2.6821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1305,
        "prev_amount_yi": 0.9107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 52.38,
            "high": 52.38,
            "low": 52.38,
            "close": 52.38,
            "amount_yi": 0.2496
          },
          {
            "time": "11:19",
            "open": 52.42,
            "high": 52.42,
            "low": 52.33,
            "close": 52.33,
            "amount_yi": 0.4313
          },
          {
            "time": "11:20",
            "open": 52.37,
            "high": 52.37,
            "low": 52.18,
            "close": 52.18,
            "amount_yi": 0.1324
          },
          {
            "time": "11:21",
            "open": 51.97,
            "high": 51.97,
            "low": 51.93,
            "close": 51.93,
            "amount_yi": 0.2078
          },
          {
            "time": "11:22",
            "open": 51.87,
            "high": 51.88,
            "low": 51.87,
            "close": 51.88,
            "amount_yi": 0.1094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.88,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 50.85,
        "bid1": 51.88,
        "ask1": 51.89,
        "bid_qty1": 10,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T11:22:41",
      "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": 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": 3.2757,
      "intraday_vwap": 10.7678,
      "price_vs_vwap_pct": 2.0636,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0557,
        "prev_amount_yi": 0.0478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 10.99,
            "high": 10.99,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0059
          },
          {
            "time": "11:19",
            "open": 10.99,
            "high": 10.99,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0059
          },
          {
            "time": "11:20",
            "open": 10.99,
            "high": 10.99,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0032
          },
          {
            "time": "11:21",
            "open": 10.99,
            "high": 10.99,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0287
          },
          {
            "time": "11:22",
            "open": 11.0,
            "high": 11.0,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 10.99,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 11.08,
        "low": 10.46,
        "bid1": 10.98,
        "ask1": 10.99,
        "bid_qty1": 123,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.51,
      "exec_low": 7.62,
      "exec_high": 7.62,
      "invalid_price": 7.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 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": 3.5762,
      "intraday_vwap": 7.4431,
      "price_vs_vwap_pct": 1.4362,
      "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": 0.0159,
        "prev_amount_yi": 0.014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0028
          },
          {
            "time": "11:19",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0026
          },
          {
            "time": "11:20",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0013
          },
          {
            "time": "11:21",
            "open": 7.54,
            "high": 7.55,
            "low": 7.54,
            "close": 7.55,
            "amount_yi": 0.0002
          },
          {
            "time": "11:22",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 7.55,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.58,
        "low": 7.29,
        "bid1": 7.54,
        "ask1": 7.55,
        "bid_qty1": 927,
        "ask_qty1": 52
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM",
      "symbol": "SHSE.603259",
      "name": "药明康德",
      "side": "BUY",
      "priority": "W76",
      "status": "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": "2026-06-29T11:22:41",
      "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": 122.8241,
      "price_vs_vwap_pct": 2.5694,
      "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": 2.5308,
        "prev_amount_yi": 3.7292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6786,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 126.33,
            "high": 126.33,
            "low": 126.33,
            "close": 126.33,
            "amount_yi": 0.5324
          },
          {
            "time": "11:19",
            "open": 126.33,
            "high": 126.33,
            "low": 126.17,
            "close": 126.17,
            "amount_yi": 0.4423
          },
          {
            "time": "11:20",
            "open": 126.5,
            "high": 126.5,
            "low": 126.38,
            "close": 126.38,
            "amount_yi": 0.7647
          },
          {
            "time": "11:21",
            "open": 126.13,
            "high": 126.13,
            "low": 125.93,
            "close": 125.93,
            "amount_yi": 0.4009
          },
          {
            "time": "11:22",
            "open": 125.99,
            "high": 125.99,
            "low": 125.98,
            "close": 125.98,
            "amount_yi": 0.3905
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 125.98,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 126.58,
        "low": 116.8,
        "bid1": 125.91,
        "ask1": 125.97,
        "bid_qty1": 27,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 151.99,
      "exec_low": 154.27,
      "exec_high": 154.27,
      "invalid_price": 147.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2094,
        "prev_amount_yi": 0.158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 134.18,
            "high": 134.18,
            "low": 134.18,
            "close": 134.18,
            "amount_yi": 0.0482
          },
          {
            "time": "11:19",
            "open": 134.08,
            "high": 134.08,
            "low": 133.9,
            "close": 133.9,
            "amount_yi": 0.0412
          },
          {
            "time": "11:20",
            "open": 133.96,
            "high": 133.96,
            "low": 133.93,
            "close": 133.93,
            "amount_yi": 0.0389
          },
          {
            "time": "11:21",
            "open": 133.66,
            "high": 133.66,
            "low": 133.3,
            "close": 133.3,
            "amount_yi": 0.0508
          },
          {
            "time": "11:22",
            "open": 133.23,
            "high": 133.32,
            "low": 133.23,
            "close": 133.32,
            "amount_yi": 0.0303
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 133.32,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 133.0,
        "bid1": 133.32,
        "ask1": 133.37,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM",
      "symbol": "SHSE.600909",
      "name": "华安证券",
      "side": "BUY",
      "priority": "W78",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.91,
      "exec_low": 13.1,
      "exec_high": 13.1,
      "invalid_price": 12.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 11.9637,
      "price_vs_vwap_pct": -5.2133,
      "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": 0.5127,
        "prev_amount_yi": 0.8438,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6076,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 11.34,
            "high": 11.34,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.1165
          },
          {
            "time": "11:19",
            "open": 11.36,
            "high": 11.36,
            "low": 11.35,
            "close": 11.35,
            "amount_yi": 0.1204
          },
          {
            "time": "11:20",
            "open": 11.35,
            "high": 11.35,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.0811
          },
          {
            "time": "11:21",
            "open": 11.36,
            "high": 11.36,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.0813
          },
          {
            "time": "11:22",
            "open": 11.33,
            "high": 11.34,
            "low": 11.33,
            "close": 11.34,
            "amount_yi": 0.1134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.34,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.26,
        "bid1": 11.34,
        "ask1": 11.35,
        "bid_qty1": 424,
        "ask_qty1": 3
      },
      "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": "2026-06-29T11:22:41",
      "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": 22.048,
      "price_vs_vwap_pct": -4.5718,
      "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": 0.4833,
        "prev_amount_yi": 0.6822,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 21.22,
            "high": 21.22,
            "low": 21.22,
            "close": 21.22,
            "amount_yi": 0.0978
          },
          {
            "time": "11:19",
            "open": 21.2,
            "high": 21.2,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0798
          },
          {
            "time": "11:20",
            "open": 21.16,
            "high": 21.16,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.1158
          },
          {
            "time": "11:21",
            "open": 21.1,
            "high": 21.1,
            "low": 21.09,
            "close": 21.09,
            "amount_yi": 0.1099
          },
          {
            "time": "11:22",
            "open": 21.05,
            "high": 21.05,
            "low": 21.04,
            "close": 21.04,
            "amount_yi": 0.08
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.04,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 20.58,
        "bid1": 21.04,
        "ask1": 21.05,
        "bid_qty1": 10,
        "ask_qty1": 259
      },
      "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": "2026-06-29T11:22:41",
      "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": 0.0123,
        "prev_amount_yi": 0.0034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 64.83,
            "high": 64.83,
            "low": 64.83,
            "close": 64.83,
            "amount_yi": 0.0016
          },
          {
            "time": "11:19",
            "open": 64.75,
            "high": 64.9,
            "low": 64.75,
            "close": 64.9,
            "amount_yi": 0.0014
          },
          {
            "time": "11:20",
            "open": 64.7,
            "high": 64.7,
            "low": 64.7,
            "close": 64.7,
            "amount_yi": 0.005
          },
          {
            "time": "11:21",
            "open": 64.7,
            "high": 64.7,
            "low": 64.62,
            "close": 64.62,
            "amount_yi": 0.0027
          },
          {
            "time": "11:22",
            "open": 64.61,
            "high": 64.61,
            "low": 64.61,
            "close": 64.61,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.61,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 64.0,
        "bid1": 64.61,
        "ask1": 64.79,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 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": 57.3188,
      "price_vs_vwap_pct": 0.0544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7404,
        "prev_amount_yi": 0.6917,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 57.75,
            "high": 57.75,
            "low": 57.75,
            "close": 57.75,
            "amount_yi": 0.1626
          },
          {
            "time": "11:19",
            "open": 57.78,
            "high": 57.78,
            "low": 57.7,
            "close": 57.7,
            "amount_yi": 0.1264
          },
          {
            "time": "11:20",
            "open": 57.5,
            "high": 57.5,
            "low": 57.48,
            "close": 57.48,
            "amount_yi": 0.2124
          },
          {
            "time": "11:21",
            "open": 57.38,
            "high": 57.38,
            "low": 57.37,
            "close": 57.37,
            "amount_yi": 0.1279
          },
          {
            "time": "11:22",
            "open": 57.38,
            "high": 57.38,
            "low": 57.35,
            "close": 57.35,
            "amount_yi": 0.1111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.35,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.55,
        "bid1": 57.34,
        "ask1": 57.35,
        "bid_qty1": 3,
        "ask_qty1": 227
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 26.6069,
      "price_vs_vwap_pct": 0.3499,
      "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": 0.067,
        "prev_amount_yi": 0.0584,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 26.66,
            "high": 26.66,
            "low": 26.66,
            "close": 26.66,
            "amount_yi": 0.0147
          },
          {
            "time": "11:19",
            "open": 26.66,
            "high": 26.66,
            "low": 26.65,
            "close": 26.65,
            "amount_yi": 0.0091
          },
          {
            "time": "11:20",
            "open": 26.67,
            "high": 26.7,
            "low": 26.67,
            "close": 26.7,
            "amount_yi": 0.0163
          },
          {
            "time": "11:21",
            "open": 26.69,
            "high": 26.69,
            "low": 26.69,
            "close": 26.69,
            "amount_yi": 0.0173
          },
          {
            "time": "11:22",
            "open": 26.72,
            "high": 26.72,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.7,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 27.28,
        "low": 25.27,
        "bid1": 26.71,
        "ask1": 26.73,
        "bid_qty1": 1,
        "ask_qty1": 11
      },
      "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": "2026-06-29T11:22:41",
      "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": 73.5883,
      "price_vs_vwap_pct": -0.9353,
      "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": 0.0291,
        "prev_amount_yi": 0.0597,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4874,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 73.21,
            "high": 73.21,
            "low": 73.21,
            "close": 73.21,
            "amount_yi": 0.0073
          },
          {
            "time": "11:19",
            "open": 73.07,
            "high": 73.07,
            "low": 73.05,
            "close": 73.05,
            "amount_yi": 0.0042
          },
          {
            "time": "11:20",
            "open": 73.15,
            "high": 73.15,
            "low": 73.08,
            "close": 73.08,
            "amount_yi": 0.0024
          },
          {
            "time": "11:21",
            "open": 72.97,
            "high": 72.97,
            "low": 72.94,
            "close": 72.94,
            "amount_yi": 0.0088
          },
          {
            "time": "11:22",
            "open": 72.91,
            "high": 72.91,
            "low": 72.9,
            "close": 72.9,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.9,
        "ts": "2026-06-29T11:22:37",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 71.81,
        "bid1": 72.9,
        "ask1": 72.91,
        "bid_qty1": 19,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.02,
      "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": 56.6889,
      "price_vs_vwap_pct": 3.7769,
      "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": 0.1368,
        "prev_amount_yi": 0.1755,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7795,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 58.67,
            "high": 58.67,
            "low": 58.67,
            "close": 58.67,
            "amount_yi": 0.0191
          },
          {
            "time": "11:19",
            "open": 58.72,
            "high": 58.75,
            "low": 58.72,
            "close": 58.75,
            "amount_yi": 0.0127
          },
          {
            "time": "11:20",
            "open": 58.79,
            "high": 58.79,
            "low": 58.68,
            "close": 58.68,
            "amount_yi": 0.0307
          },
          {
            "time": "11:21",
            "open": 58.85,
            "high": 58.93,
            "low": 58.85,
            "close": 58.93,
            "amount_yi": 0.0382
          },
          {
            "time": "11:22",
            "open": 58.93,
            "high": 58.93,
            "low": 58.83,
            "close": 58.83,
            "amount_yi": 0.0361
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.83,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 58.96,
        "low": 54.3,
        "bid1": 58.84,
        "ask1": 58.87,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM",
      "symbol": "SHSE.601658",
      "name": "邮储银行",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.94,
      "exec_low": 5.01,
      "exec_high": 5.01,
      "invalid_price": 4.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 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": 3.4274,
      "intraday_vwap": 4.8945,
      "price_vs_vwap_pct": 1.1339,
      "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": 0.0715,
        "prev_amount_yi": 0.0781,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9155,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0072
          },
          {
            "time": "11:19",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0106
          },
          {
            "time": "11:20",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.0233
          },
          {
            "time": "11:21",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.017
          },
          {
            "time": "11:22",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 4.95,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.97,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 10005,
        "ask_qty1": 10560
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600877:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600877:VWAP_RECLAIM",
      "symbol": "SHSE.600877",
      "name": "电科芯片",
      "side": "BUY",
      "priority": "W86",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.98,
      "exec_low": 17.23,
      "exec_high": 17.23,
      "invalid_price": 16.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 16.0319,
      "price_vs_vwap_pct": -3.193,
      "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": 0.0582,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 15.59,
            "high": 15.59,
            "low": 15.59,
            "close": 15.59,
            "amount_yi": 0.0048
          },
          {
            "time": "11:19",
            "open": 15.6,
            "high": 15.61,
            "low": 15.6,
            "close": 15.61,
            "amount_yi": 0.0144
          },
          {
            "time": "11:20",
            "open": 15.62,
            "high": 15.62,
            "low": 15.58,
            "close": 15.58,
            "amount_yi": 0.0101
          },
          {
            "time": "11:21",
            "open": 15.56,
            "high": 15.56,
            "low": 15.55,
            "close": 15.55,
            "amount_yi": 0.0062
          },
          {
            "time": "11:22",
            "open": 15.53,
            "high": 15.53,
            "low": 15.52,
            "close": 15.52,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.52,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.4,
        "bid1": 15.51,
        "ask1": 15.52,
        "bid_qty1": 127,
        "ask_qty1": 19
      },
      "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": "2026-06-29T11:22:41",
      "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": 2.9369,
      "price_vs_vwap_pct": 0.1056,
      "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": 0.0844,
        "prev_amount_yi": 0.0368,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0072
          },
          {
            "time": "11:19",
            "open": 2.95,
            "high": 2.95,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0039
          },
          {
            "time": "11:20",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0385
          },
          {
            "time": "11:21",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.028
          },
          {
            "time": "11:22",
            "open": 2.95,
            "high": 2.95,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.94,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.94,
        "ask1": 2.95,
        "bid_qty1": 596,
        "ask_qty1": 4088
      },
      "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": "2026-06-29T11:22:41",
      "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": 193.6952,
      "price_vs_vwap_pct": -5.754,
      "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": 0.0718,
        "prev_amount_yi": 0.1149,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 183.32,
            "high": 183.32,
            "low": 183.32,
            "close": 183.32,
            "amount_yi": 0.0136
          },
          {
            "time": "11:19",
            "open": 183.39,
            "high": 183.41,
            "low": 183.39,
            "close": 183.41,
            "amount_yi": 0.0169
          },
          {
            "time": "11:20",
            "open": 183.34,
            "high": 183.34,
            "low": 182.31,
            "close": 182.31,
            "amount_yi": 0.0286
          },
          {
            "time": "11:21",
            "open": 182.31,
            "high": 182.4,
            "low": 182.31,
            "close": 182.4,
            "amount_yi": 0.0058
          },
          {
            "time": "11:22",
            "open": 182.36,
            "high": 182.55,
            "low": 182.36,
            "close": 182.55,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 182.55,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 180.68,
        "bid1": 182.51,
        "ask1": 182.55,
        "bid_qty1": 36,
        "ask_qty1": 40
      },
      "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": "2026-06-29T11:22:41",
      "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": 21.5262,
      "price_vs_vwap_pct": -4.442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5964,
        "prev_amount_yi": 0.5272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 20.74,
            "high": 20.74,
            "low": 20.74,
            "close": 20.74,
            "amount_yi": 0.112
          },
          {
            "time": "11:19",
            "open": 20.75,
            "high": 20.75,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.1018
          },
          {
            "time": "11:20",
            "open": 20.72,
            "high": 20.72,
            "low": 20.68,
            "close": 20.68,
            "amount_yi": 0.1387
          },
          {
            "time": "11:21",
            "open": 20.63,
            "high": 20.63,
            "low": 20.58,
            "close": 20.58,
            "amount_yi": 0.1357
          },
          {
            "time": "11:22",
            "open": 20.57,
            "high": 20.57,
            "low": 20.57,
            "close": 20.57,
            "amount_yi": 0.1082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.57,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.07,
        "bid1": 20.56,
        "ask1": 20.57,
        "bid_qty1": 10,
        "ask_qty1": 245
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM",
      "symbol": "SHSE.688082",
      "name": "盛美上海",
      "side": "BUY",
      "priority": "W90",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 427.99,
      "exec_low": 434.41,
      "exec_high": 434.41,
      "invalid_price": 415.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 440.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 434.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 421.57,
      "entry_zone_high": 434.41,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8575,
        "prev_amount_yi": 1.2848,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6674,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 440.0,
            "high": 440.0,
            "low": 440.0,
            "close": 440.0,
            "amount_yi": 0.084
          },
          {
            "time": "11:19",
            "open": 441.0,
            "high": 442.0,
            "low": 441.0,
            "close": 442.0,
            "amount_yi": 0.2113
          },
          {
            "time": "11:20",
            "open": 443.0,
            "high": 443.0,
            "low": 442.85,
            "close": 442.85,
            "amount_yi": 0.3176
          },
          {
            "time": "11:21",
            "open": 443.88,
            "high": 443.88,
            "low": 443.57,
            "close": 443.57,
            "amount_yi": 0.1427
          },
          {
            "time": "11:22",
            "open": 442.96,
            "high": 442.96,
            "low": 441.03,
            "close": 441.03,
            "amount_yi": 0.1019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 441.03,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 441.03,
        "ask1": 441.65,
        "bid_qty1": 25,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM",
      "symbol": "SHSE.601838",
      "name": "成都银行",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.07,
      "exec_low": 18.34,
      "exec_high": 18.34,
      "invalid_price": 17.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 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": 3.2561,
      "intraday_vwap": 17.8456,
      "price_vs_vwap_pct": 1.4816,
      "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": 0.0416,
        "prev_amount_yi": 0.0432,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 18.08,
            "high": 18.08,
            "low": 18.08,
            "close": 18.08,
            "amount_yi": 0.0062
          },
          {
            "time": "11:19",
            "open": 18.08,
            "high": 18.08,
            "low": 18.07,
            "close": 18.07,
            "amount_yi": 0.0081
          },
          {
            "time": "11:20",
            "open": 18.08,
            "high": 18.09,
            "low": 18.08,
            "close": 18.09,
            "amount_yi": 0.0107
          },
          {
            "time": "11:21",
            "open": 18.1,
            "high": 18.12,
            "low": 18.1,
            "close": 18.12,
            "amount_yi": 0.011
          },
          {
            "time": "11:22",
            "open": 18.12,
            "high": 18.12,
            "low": 18.11,
            "close": 18.11,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 18.11,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 18.2,
        "low": 17.5,
        "bid1": 18.11,
        "ask1": 18.12,
        "bid_qty1": 207,
        "ask_qty1": 63
      },
      "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": "2026-06-29T11:22:41",
      "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": 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": 3.3557,
      "intraday_vwap": 5.865,
      "price_vs_vwap_pct": 1.4493,
      "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": 0.0351,
        "prev_amount_yi": 0.0197,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 5.96,
            "high": 5.96,
            "low": 5.96,
            "close": 5.96,
            "amount_yi": 0.0083
          },
          {
            "time": "11:19",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0099
          },
          {
            "time": "11:20",
            "open": 5.95,
            "high": 5.95,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0138
          },
          {
            "time": "11:21",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.002
          },
          {
            "time": "11:22",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 5.95,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.98,
        "low": 5.76,
        "bid1": 5.95,
        "ask1": 5.96,
        "bid_qty1": 1153,
        "ask_qty1": 867
      },
      "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": "2026-06-29T11:22:41",
      "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": 8.7324,
      "price_vs_vwap_pct": 1.3467,
      "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": 0.0478,
        "prev_amount_yi": 0.0458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 8.83,
            "high": 8.83,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0095
          },
          {
            "time": "11:19",
            "open": 8.82,
            "high": 8.82,
            "low": 8.82,
            "close": 8.82,
            "amount_yi": 0.0037
          },
          {
            "time": "11:20",
            "open": 8.82,
            "high": 8.82,
            "low": 8.82,
            "close": 8.82,
            "amount_yi": 0.0037
          },
          {
            "time": "11:21",
            "open": 8.82,
            "high": 8.84,
            "low": 8.82,
            "close": 8.84,
            "amount_yi": 0.0249
          },
          {
            "time": "11:22",
            "open": 8.84,
            "high": 8.85,
            "low": 8.84,
            "close": 8.85,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.85,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.9,
        "low": 8.61,
        "bid1": 8.85,
        "ask1": 8.86,
        "bid_qty1": 43,
        "ask_qty1": 665
      },
      "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": "2026-06-29T11:22:41",
      "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": 7.7845,
      "price_vs_vwap_pct": 0.9699,
      "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": 0.0517,
        "prev_amount_yi": 0.0265,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0276
          },
          {
            "time": "11:19",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.007
          },
          {
            "time": "11:20",
            "open": 7.85,
            "high": 7.87,
            "low": 7.85,
            "close": 7.87,
            "amount_yi": 0.0054
          },
          {
            "time": "11:21",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0096
          },
          {
            "time": "11:22",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.86,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.86,
        "ask1": 7.87,
        "bid_qty1": 420,
        "ask_qty1": 152
      },
      "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": "2026-06-29T11:22:41",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1887,
        "prev_amount_yi": 0.1872,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.008,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 140.18,
            "high": 140.18,
            "low": 140.18,
            "close": 140.18,
            "amount_yi": 0.0318
          },
          {
            "time": "11:19",
            "open": 140.3,
            "high": 140.3,
            "low": 140.3,
            "close": 140.3,
            "amount_yi": 0.0612
          },
          {
            "time": "11:20",
            "open": 140.19,
            "high": 140.19,
            "low": 139.77,
            "close": 139.77,
            "amount_yi": 0.0184
          },
          {
            "time": "11:21",
            "open": 139.47,
            "high": 139.47,
            "low": 139.27,
            "close": 139.27,
            "amount_yi": 0.0325
          },
          {
            "time": "11:22",
            "open": 139.23,
            "high": 139.23,
            "low": 139.09,
            "close": 139.09,
            "amount_yi": 0.0448
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 139.09,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 134.12,
        "bid1": 138.78,
        "ask1": 139.06,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W96",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.48,
      "exec_low": 58.34,
      "exec_high": 58.34,
      "invalid_price": 55.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 53.3047,
      "price_vs_vwap_pct": -3.1793,
      "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": 0.5997,
        "prev_amount_yi": 0.7454,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 51.88,
            "high": 51.88,
            "low": 51.88,
            "close": 51.88,
            "amount_yi": 0.1163
          },
          {
            "time": "11:19",
            "open": 51.89,
            "high": 51.89,
            "low": 51.88,
            "close": 51.88,
            "amount_yi": 0.1479
          },
          {
            "time": "11:20",
            "open": 51.89,
            "high": 51.89,
            "low": 51.81,
            "close": 51.81,
            "amount_yi": 0.1299
          },
          {
            "time": "11:21",
            "open": 51.84,
            "high": 51.84,
            "low": 51.61,
            "close": 51.61,
            "amount_yi": 0.1192
          },
          {
            "time": "11:22",
            "open": 51.59,
            "high": 51.61,
            "low": 51.59,
            "close": 51.61,
            "amount_yi": 0.0864
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.61,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 50.5,
        "bid1": 51.54,
        "ask1": 51.61,
        "bid_qty1": 4,
        "ask_qty1": 49
      },
      "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": "2026-06-29T11:22:41",
      "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": 9.7281,
      "price_vs_vwap_pct": 0.8419,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1208,
        "prev_amount_yi": 0.0744,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0111
          },
          {
            "time": "11:19",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0349
          },
          {
            "time": "11:20",
            "open": 9.79,
            "high": 9.81,
            "low": 9.79,
            "close": 9.81,
            "amount_yi": 0.0571
          },
          {
            "time": "11:21",
            "open": 9.8,
            "high": 9.82,
            "low": 9.8,
            "close": 9.82,
            "amount_yi": 0.0137
          },
          {
            "time": "11:22",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.81,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.89,
        "low": 9.59,
        "bid1": 9.81,
        "ask1": 9.82,
        "bid_qty1": 236,
        "ask_qty1": 492
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 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": 41.8972,
      "price_vs_vwap_pct": 2.3935,
      "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": 0.0133,
        "prev_amount_yi": 0.0128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 42.93,
            "high": 42.93,
            "low": 42.93,
            "close": 42.93,
            "amount_yi": 0.0001
          },
          {
            "time": "11:19",
            "open": 42.94,
            "high": 42.94,
            "low": 42.89,
            "close": 42.89,
            "amount_yi": 0.0032
          },
          {
            "time": "11:20",
            "open": 42.9,
            "high": 42.9,
            "low": 42.9,
            "close": 42.9,
            "amount_yi": 0.0061
          },
          {
            "time": "11:21",
            "open": 42.88,
            "high": 42.91,
            "low": 42.88,
            "close": 42.91,
            "amount_yi": 0.0021
          },
          {
            "time": "11:22",
            "open": 42.88,
            "high": 42.9,
            "low": 42.88,
            "close": 42.9,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.9,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 43.25,
        "low": 40.4,
        "bid1": 42.88,
        "ask1": 42.9,
        "bid_qty1": 38,
        "ask_qty1": 17
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 4.6814,
      "price_vs_vwap_pct": 1.2518,
      "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": 0.0154,
        "prev_amount_yi": 0.0709,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 4.74,
            "high": 4.74,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.0032
          },
          {
            "time": "11:19",
            "open": 4.74,
            "high": 4.74,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.0027
          },
          {
            "time": "11:20",
            "open": 4.74,
            "high": 4.74,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.0049
          },
          {
            "time": "11:21",
            "open": 4.75,
            "high": 4.75,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.0024
          },
          {
            "time": "11:22",
            "open": 4.75,
            "high": 4.75,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.74,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.77,
        "low": 4.58,
        "bid1": 4.74,
        "ask1": 4.75,
        "bid_qty1": 7426,
        "ask_qty1": 11447
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T11:22:41",
      "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": 10.9759,
      "price_vs_vwap_pct": 0.7662,
      "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": 0.1577,
        "prev_amount_yi": 0.1485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.062,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0472
          },
          {
            "time": "11:19",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0111
          },
          {
            "time": "11:20",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0151
          },
          {
            "time": "11:21",
            "open": 11.06,
            "high": 11.07,
            "low": 11.06,
            "close": 11.07,
            "amount_yi": 0.0617
          },
          {
            "time": "11:22",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.06,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.14,
        "low": 10.79,
        "bid1": 11.06,
        "ask1": 11.07,
        "bid_qty1": 182,
        "ask_qty1": 695
      },
      "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": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 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": 43.2883,
      "price_vs_vwap_pct": 1.852,
      "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": 0.046,
        "prev_amount_yi": 0.0366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 44.16,
            "high": 44.16,
            "low": 44.16,
            "close": 44.16,
            "amount_yi": 0.0064
          },
          {
            "time": "11:19",
            "open": 44.01,
            "high": 44.08,
            "low": 44.01,
            "close": 44.08,
            "amount_yi": 0.0104
          },
          {
            "time": "11:20",
            "open": 44.1,
            "high": 44.1,
            "low": 44.08,
            "close": 44.08,
            "amount_yi": 0.0115
          },
          {
            "time": "11:21",
            "open": 44.08,
            "high": 44.08,
            "low": 44.06,
            "close": 44.06,
            "amount_yi": 0.0049
          },
          {
            "time": "11:22",
            "open": 44.04,
            "high": 44.09,
            "low": 44.04,
            "close": 44.09,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.09,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 44.84,
        "low": 41.01,
        "bid1": 44.09,
        "ask1": 44.1,
        "bid_qty1": 6,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.58,
      "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": 6.2617,
      "price_vs_vwap_pct": 1.5699,
      "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": 0.0334,
        "prev_amount_yi": 0.056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0014
          },
          {
            "time": "11:19",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.004
          },
          {
            "time": "11:20",
            "open": 6.35,
            "high": 6.36,
            "low": 6.35,
            "close": 6.36,
            "amount_yi": 0.0091
          },
          {
            "time": "11:21",
            "open": 6.36,
            "high": 6.37,
            "low": 6.36,
            "close": 6.37,
            "amount_yi": 0.0137
          },
          {
            "time": "11:22",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.36,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.39,
        "low": 6.12,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 2420,
        "ask_qty1": 428
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM",
      "symbol": "SHSE.600901",
      "name": "江苏金租",
      "side": "BUY",
      "priority": "W103",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.96,
      "exec_low": 6.05,
      "exec_high": 6.05,
      "invalid_price": 5.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.87,
      "entry_zone_high": 6.05,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8795,
      "price_vs_vwap_pct": 1.1991,
      "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": 0.0249,
        "prev_amount_yi": 0.0189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0113
          },
          {
            "time": "11:19",
            "open": 5.95,
            "high": 5.95,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0037
          },
          {
            "time": "11:20",
            "open": 5.94,
            "high": 5.95,
            "low": 5.94,
            "close": 5.95,
            "amount_yi": 0.0057
          },
          {
            "time": "11:21",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0011
          },
          {
            "time": "11:22",
            "open": 5.95,
            "high": 5.95,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.95,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.99,
        "low": 5.72,
        "bid1": 5.95,
        "ask1": 5.96,
        "bid_qty1": 698,
        "ask_qty1": 322
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM",
      "symbol": "SHSE.601988",
      "name": "中国银行",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.89,
      "exec_low": 5.98,
      "exec_high": 5.98,
      "invalid_price": 5.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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": 5.721,
      "price_vs_vwap_pct": 1.0313,
      "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": 0.1995,
        "prev_amount_yi": 0.2361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0206
          },
          {
            "time": "11:19",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0101
          },
          {
            "time": "11:20",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0313
          },
          {
            "time": "11:21",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0978
          },
          {
            "time": "11:22",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0397
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.82,
        "low": 5.62,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 11134,
        "ask_qty1": 3660
      },
      "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": "CANCELLED",
      "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": "2026-06-29T11:22:41",
      "sim_reason": "invalid_price_broken",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2343,
        "prev_amount_yi": 0.2168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0807,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 117.61,
            "high": 117.61,
            "low": 117.61,
            "close": 117.61,
            "amount_yi": 0.0346
          },
          {
            "time": "11:19",
            "open": 118.18,
            "high": 118.18,
            "low": 117.94,
            "close": 117.94,
            "amount_yi": 0.04
          },
          {
            "time": "11:20",
            "open": 118.07,
            "high": 118.07,
            "low": 118.03,
            "close": 118.03,
            "amount_yi": 0.0408
          },
          {
            "time": "11:21",
            "open": 117.53,
            "high": 117.53,
            "low": 117.52,
            "close": 117.52,
            "amount_yi": 0.077
          },
          {
            "time": "11:22",
            "open": 117.35,
            "high": 117.35,
            "low": 117.07,
            "close": 117.07,
            "amount_yi": 0.0419
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.07,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 115.51,
        "bid1": 117.03,
        "ask1": 117.07,
        "bid_qty1": 63,
        "ask_qty1": 0
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 7.47,
      "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": 7.1552,
      "price_vs_vwap_pct": 0.9056,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3354,
        "prev_amount_yi": 0.245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.369,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.0366
          },
          {
            "time": "11:19",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.1015
          },
          {
            "time": "11:20",
            "open": 7.2,
            "high": 7.21,
            "low": 7.2,
            "close": 7.21,
            "amount_yi": 0.0999
          },
          {
            "time": "11:21",
            "open": 7.22,
            "high": 7.22,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0529
          },
          {
            "time": "11:22",
            "open": 7.23,
            "high": 7.23,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.22,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.27,
        "low": 7.05,
        "bid1": 7.22,
        "ask1": 7.23,
        "bid_qty1": 4152,
        "ask_qty1": 10362
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM",
      "symbol": "SHSE.600036",
      "name": "招商银行",
      "side": "BUY",
      "priority": "W107",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.47,
      "exec_low": 37.02,
      "exec_high": 37.02,
      "invalid_price": 35.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 3.254,
      "intraday_vwap": 36.0799,
      "price_vs_vwap_pct": 1.3584,
      "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": 0.2924,
        "prev_amount_yi": 0.6073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4815,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 36.52,
            "high": 36.52,
            "low": 36.52,
            "close": 36.52,
            "amount_yi": 0.0672
          },
          {
            "time": "11:19",
            "open": 36.51,
            "high": 36.51,
            "low": 36.51,
            "close": 36.51,
            "amount_yi": 0.0693
          },
          {
            "time": "11:20",
            "open": 36.52,
            "high": 36.54,
            "low": 36.52,
            "close": 36.54,
            "amount_yi": 0.0606
          },
          {
            "time": "11:21",
            "open": 36.55,
            "high": 36.56,
            "low": 36.55,
            "close": 36.56,
            "amount_yi": 0.0595
          },
          {
            "time": "11:22",
            "open": 36.57,
            "high": 36.57,
            "low": 36.57,
            "close": 36.57,
            "amount_yi": 0.0358
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 36.57,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.72,
        "low": 35.4,
        "bid1": 36.56,
        "ask1": 36.57,
        "bid_qty1": 238,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W108",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 109.36,
      "exec_low": 111.0,
      "exec_high": 111.0,
      "invalid_price": 106.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "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_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1693,
        "prev_amount_yi": 0.1319,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 116.39,
            "high": 116.39,
            "low": 116.39,
            "close": 116.39,
            "amount_yi": 0.0252
          },
          {
            "time": "11:19",
            "open": 116.88,
            "high": 116.88,
            "low": 116.58,
            "close": 116.58,
            "amount_yi": 0.0552
          },
          {
            "time": "11:20",
            "open": 116.68,
            "high": 116.71,
            "low": 116.68,
            "close": 116.71,
            "amount_yi": 0.0272
          },
          {
            "time": "11:21",
            "open": 116.7,
            "high": 116.7,
            "low": 116.33,
            "close": 116.33,
            "amount_yi": 0.0107
          },
          {
            "time": "11:22",
            "open": 116.71,
            "high": 116.71,
            "low": 116.68,
            "close": 116.68,
            "amount_yi": 0.051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 116.68,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 117.54,
        "low": 102.81,
        "bid1": 116.58,
        "ask1": 116.68,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-06-29T11:22:41",
      "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": 8.511,
      "price_vs_vwap_pct": -4.2416,
      "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": 0.0282,
        "prev_amount_yi": 0.0531,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5311,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 8.17,
            "high": 8.17,
            "low": 8.17,
            "close": 8.17,
            "amount_yi": 0.003
          },
          {
            "time": "11:19",
            "open": 8.16,
            "high": 8.17,
            "low": 8.16,
            "close": 8.17,
            "amount_yi": 0.0029
          },
          {
            "time": "11:20",
            "open": 8.15,
            "high": 8.15,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 0.0101
          },
          {
            "time": "11:21",
            "open": 8.14,
            "high": 8.15,
            "low": 8.14,
            "close": 8.15,
            "amount_yi": 0.0078
          },
          {
            "time": "11:22",
            "open": 8.14,
            "high": 8.15,
            "low": 8.14,
            "close": 8.15,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.15,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.14,
        "bid1": 8.14,
        "ask1": 8.15,
        "bid_qty1": 3848,
        "ask_qty1": 255
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM",
      "symbol": "SHSE.603986",
      "name": "兆易创新",
      "side": "BUY",
      "priority": "W110",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 779.0,
      "exec_low": 790.68,
      "exec_high": 790.68,
      "invalid_price": 755.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T11:22:41",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 802.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 790.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 767.31,
      "entry_zone_high": 790.68,
      "entry_risk_pct": null,
      "intraday_vwap": 788.8723,
      "price_vs_vwap_pct": 0.7501,
      "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": 2.9087,
        "prev_amount_yi": 3.1706,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9174,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 799.68,
            "high": 799.68,
            "low": 799.68,
            "close": 799.68,
            "amount_yi": 0.4375
          },
          {
            "time": "11:19",
            "open": 800.0,
            "high": 800.0,
            "low": 799.75,
            "close": 799.75,
            "amount_yi": 0.8696
          },
          {
            "time": "11:20",
            "open": 799.75,
            "high": 799.87,
            "low": 799.75,
            "close": 799.87,
            "amount_yi": 0.4084
          },
          {
            "time": "11:21",
            "open": 798.99,
            "high": 798.99,
            "low": 798.0,
            "close": 798.0,
            "amount_yi": 0.6441
          },
          {
            "time": "11:22",
            "open": 797.0,
            "high": 797.0,
            "low": 794.79,
            "close": 794.79,
            "amount_yi": 0.5491
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 794.79,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 750.0,
        "bid1": 794.79,
        "ask1": 794.8,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM",
      "symbol": "SHSE.600690",
      "name": "海尔智家",
      "side": "BUY",
      "priority": "W111",
      "status": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 20.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.6,
      "entry_zone_high": 20.2,
      "entry_risk_pct": null,
      "intraday_vwap": 20.2356,
      "price_vs_vwap_pct": 1.2078,
      "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": 0.1301,
        "prev_amount_yi": 0.1935,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 20.43,
            "high": 20.43,
            "low": 20.43,
            "close": 20.43,
            "amount_yi": 0.0206
          },
          {
            "time": "11:19",
            "open": 20.42,
            "high": 20.45,
            "low": 20.42,
            "close": 20.45,
            "amount_yi": 0.0356
          },
          {
            "time": "11:20",
            "open": 20.46,
            "high": 20.49,
            "low": 20.46,
            "close": 20.49,
            "amount_yi": 0.0412
          },
          {
            "time": "11:21",
            "open": 20.49,
            "high": 20.49,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0199
          },
          {
            "time": "11:22",
            "open": 20.49,
            "high": 20.49,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.48,
        "ts": "2026-06-29T11:22:41",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.58,
        "low": 19.72,
        "bid1": 20.47,
        "ask1": 20.48,
        "bid_qty1": 195,
        "ask_qty1": 56
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T11:22:41",
      "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": 48.7046,
      "price_vs_vwap_pct": 0.1959,
      "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": 0.0048,
        "prev_amount_yi": 0.0178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 48.87,
            "high": 48.87,
            "low": 48.87,
            "close": 48.87,
            "amount_yi": 0.0008
          },
          {
            "time": "11:19",
            "open": 48.87,
            "high": 48.91,
            "low": 48.87,
            "close": 48.91,
            "amount_yi": 0.0011
          },
          {
            "time": "11:20",
            "open": 48.9,
            "high": 48.9,
            "low": 48.87,
            "close": 48.87,
            "amount_yi": 0.0003
          },
          {
            "time": "11:21",
            "open": 48.87,
            "high": 48.87,
            "low": 48.8,
            "close": 48.8,
            "amount_yi": 0.0017
          },
          {
            "time": "11:22",
            "open": 48.8,
            "high": 48.8,
            "low": 48.8,
            "close": 48.8,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.8,
        "ts": "2026-06-29T11:22:37",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 48.8,
        "ask1": 48.87,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T11:22:41",
      "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": 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": 3.886,
      "intraday_vwap": 22.6236,
      "price_vs_vwap_pct": 2.371,
      "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": 0.0099,
        "prev_amount_yi": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 23.16,
            "high": 23.16,
            "low": 23.16,
            "close": 23.16,
            "amount_yi": 0.0043
          },
          {
            "time": "11:19",
            "open": 23.16,
            "high": 23.16,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0012
          },
          {
            "time": "11:20",
            "open": 23.13,
            "high": 23.13,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.0019
          },
          {
            "time": "11:21",
            "open": 23.13,
            "high": 23.17,
            "low": 23.13,
            "close": 23.17,
            "amount_yi": 0.0017
          },
          {
            "time": "11:22",
            "open": 23.17,
            "high": 23.17,
            "low": 23.16,
            "close": 23.16,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 424.88,
      "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": 23.16,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 23.2,
        "low": 21.89,
        "bid1": 23.15,
        "ask1": 23.16,
        "bid_qty1": 23,
        "ask_qty1": 17
      },
      "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": "2026-06-29T11:22:41",
      "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": 33.5454,
      "price_vs_vwap_pct": 0.9676,
      "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": 0.0061,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 33.85,
            "high": 33.85,
            "low": 33.85,
            "close": 33.85,
            "amount_yi": 0.0017
          },
          {
            "time": "11:19",
            "open": 33.85,
            "high": 33.89,
            "low": 33.85,
            "close": 33.89,
            "amount_yi": 0.0009
          },
          {
            "time": "11:20",
            "open": 33.9,
            "high": 33.9,
            "low": 33.79,
            "close": 33.79,
            "amount_yi": 0.0006
          },
          {
            "time": "11:21",
            "open": 33.79,
            "high": 33.8,
            "low": 33.79,
            "close": 33.8,
            "amount_yi": 0.0014
          },
          {
            "time": "11:22",
            "open": 33.82,
            "high": 33.87,
            "low": 33.82,
            "close": 33.87,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.87,
        "ts": "2026-06-29T11:22:34",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 34.54,
        "low": 32.07,
        "bid1": 33.85,
        "ask1": 33.88,
        "bid_qty1": 29,
        "ask_qty1": 2
      },
      "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": "2026-06-29T11:22:41",
      "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": 6.1464,
      "price_vs_vwap_pct": 1.3601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2422,
        "prev_amount_yi": 0.1841,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3156,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0587
          },
          {
            "time": "11:19",
            "open": 6.22,
            "high": 6.23,
            "low": 6.22,
            "close": 6.23,
            "amount_yi": 0.0464
          },
          {
            "time": "11:20",
            "open": 6.22,
            "high": 6.23,
            "low": 6.22,
            "close": 6.23,
            "amount_yi": 0.1045
          },
          {
            "time": "11:21",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0191
          },
          {
            "time": "11:22",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.23,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.3,
        "low": 6.0,
        "bid1": 6.23,
        "ask1": 6.24,
        "bid_qty1": 5830,
        "ask_qty1": 4537
      },
      "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": "2026-06-29T11:22:41",
      "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": 20.3212,
      "price_vs_vwap_pct": 1.1259,
      "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": 0.017,
        "prev_amount_yi": 0.0134,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2687,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0032
          },
          {
            "time": "11:19",
            "open": 20.51,
            "high": 20.51,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0055
          },
          {
            "time": "11:20",
            "open": 20.49,
            "high": 20.53,
            "low": 20.49,
            "close": 20.53,
            "amount_yi": 0.004
          },
          {
            "time": "11:21",
            "open": 20.53,
            "high": 20.54,
            "low": 20.53,
            "close": 20.54,
            "amount_yi": 0.0013
          },
          {
            "time": "11:22",
            "open": 20.55,
            "high": 20.55,
            "low": 20.55,
            "close": 20.55,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.55,
        "ts": "2026-06-29T11:22:40",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.78,
        "low": 19.85,
        "bid1": 20.54,
        "ask1": 20.56,
        "bid_qty1": 20,
        "ask_qty1": 34
      },
      "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": "2026-06-29T11:22:41",
      "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": 16.6433,
      "price_vs_vwap_pct": 1.2419,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1495,
        "prev_amount_yi": 0.2154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 16.82,
            "high": 16.82,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.026
          },
          {
            "time": "11:19",
            "open": 16.81,
            "high": 16.81,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0404
          },
          {
            "time": "11:20",
            "open": 16.81,
            "high": 16.82,
            "low": 16.81,
            "close": 16.82,
            "amount_yi": 0.0491
          },
          {
            "time": "11:21",
            "open": 16.84,
            "high": 16.85,
            "low": 16.84,
            "close": 16.85,
            "amount_yi": 0.0152
          },
          {
            "time": "11:22",
            "open": 16.85,
            "high": 16.85,
            "low": 16.85,
            "close": 16.85,
            "amount_yi": 0.0188
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.85,
        "ts": "2026-06-29T11:22:39",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.89,
        "low": 16.44,
        "bid1": 16.84,
        "ask1": 16.85,
        "bid_qty1": 581,
        "ask_qty1": 217
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 5.16,
      "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": 4.9126,
      "price_vs_vwap_pct": 0.9649,
      "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": 0.0443,
        "prev_amount_yi": 0.0333,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0078
          },
          {
            "time": "11:19",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0196
          },
          {
            "time": "11:20",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0056
          },
          {
            "time": "11:21",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0083
          },
          {
            "time": "11:22",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.96,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.97,
        "low": 4.87,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 3568,
        "ask_qty1": 30603
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T11:22:41",
      "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": 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": 22.6779,
      "price_vs_vwap_pct": 1.729,
      "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": 0.033,
        "prev_amount_yi": 0.0378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:18",
            "open": 23.07,
            "high": 23.07,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0058
          },
          {
            "time": "11:19",
            "open": 23.09,
            "high": 23.09,
            "low": 23.06,
            "close": 23.06,
            "amount_yi": 0.008
          },
          {
            "time": "11:20",
            "open": 23.04,
            "high": 23.07,
            "low": 23.04,
            "close": 23.07,
            "amount_yi": 0.0055
          },
          {
            "time": "11:21",
            "open": 23.07,
            "high": 23.09,
            "low": 23.07,
            "close": 23.09,
            "amount_yi": 0.0082
          },
          {
            "time": "11:22",
            "open": 23.09,
            "high": 23.09,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 849.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.07,
        "ts": "2026-06-29T11:22:38",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
        "low": 22.03,
        "bid1": 23.07,
        "ask1": 23.08,
        "bid_qty1": 27,
        "ask_qty1": 18
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 517948.0,
    "total_value": 1062441.0,
    "unrealized_pnl": 71136.00000000001,
    "unrealized_pnl_pct_of_initial": 7.113600000000002,
    "realized_pnl": -8695.000000000015,
    "realized_pnl_pct_of_initial": -0.8695000000000015,
    "total_pnl": 62441.0,
    "total_pnl_pct": 6.244099999999997
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 96.65,
      "market_value": 231960.0,
      "unrealized_pnl": 39240.00000000002,
      "unrealized_pnl_pct": 20.36114570361147,
      "updated_at": "2026-06-29T11:22:41",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 21.832741771072463
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 120.5,
      "market_value": 216900.0,
      "unrealized_pnl": 21527.99999999999,
      "unrealized_pnl_pct": 11.018979178183152,
      "updated_at": "2026-06-29T11:22:41",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.415251293954206
    },
    {
      "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": "2026-06-29T11:22:41",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.502761094498425
    }
  ],
  "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
  }
}