{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": true,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5263,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8086,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "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": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.75892571168262,
          "above_vwap": true,
          "amount": 3130230766.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.927291346646186,
          "last": 89.0,
          "vwap": 87.51753558402537,
          "above_vwap": true,
          "amount": 10485913526.0
        },
        {
          "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": 18.585731751399255,
          "above_vwap": true,
          "amount": 318782471.0
        },
        {
          "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": 41.492697920882826,
          "above_vwap": true,
          "amount": 891873094.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 202.36524735484062,
          "above_vwap": true,
          "amount": 8266256097.0
        },
        {
          "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": 160.22957837806683,
          "above_vwap": true,
          "amount": 1667957865.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.41025947093156,
          "above_vwap": true,
          "amount": 13254737181.0
        },
        {
          "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": 9.772583723402132,
          "above_vwap": true,
          "amount": 783339039.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.86006458557589,
          "last": 102.06,
          "vwap": 100.15787637127804,
          "above_vwap": true,
          "amount": 4089315887.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.810671256454384,
          "last": 38.28,
          "vwap": 37.47675533059549,
          "above_vwap": true,
          "amount": 8818207637.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.781477627471391,
          "last": 31.65,
          "vwap": 29.568743532580445,
          "above_vwap": true,
          "amount": 1695051878.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.622681730974204,
          "last": 514.24,
          "vwap": 493.54154116919125,
          "above_vwap": true,
          "amount": 2692084029.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "CLUSTERED_MAINLINE",
        "label": "抱团分化：指数降权，核心主线优先",
        "entry_policy": "core_mainline_only",
        "official_buy_allowed": true,
        "reason": "clustered_mainline_confirmed_core_only",
        "pool_up_ratio": 0.5263,
        "active_up_ratio": 0.5385,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8086,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.002559"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 45.0,
        "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": 19.999999999999996,
            "last": 37.08,
            "vwap": 34.75892571168262,
            "above_vwap": true,
            "amount": 3130230766.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 13.927291346646186,
            "last": 89.0,
            "vwap": 87.51753558402537,
            "above_vwap": true,
            "amount": 10485913526.0
          },
          {
            "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": 18.585731751399255,
            "above_vwap": true,
            "amount": 318782471.0
          },
          {
            "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": 41.492697920882826,
            "above_vwap": true,
            "amount": 891873094.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.000000000000009,
            "last": 207.46,
            "vwap": 202.36524735484062,
            "above_vwap": true,
            "amount": 8266256097.0
          },
          {
            "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": 160.22957837806683,
            "above_vwap": true,
            "amount": 1667957865.0
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.998131190431693,
            "last": 58.86,
            "vwap": 57.41025947093156,
            "above_vwap": true,
            "amount": 13254737181.0
          },
          {
            "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": 9.772583723402132,
            "above_vwap": true,
            "amount": 783339039.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 9.86006458557589,
            "last": 102.06,
            "vwap": 100.15787637127804,
            "above_vwap": true,
            "amount": 4089315887.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.810671256454384,
            "last": 38.28,
            "vwap": 37.47675533059549,
            "above_vwap": true,
            "amount": 8818207637.0
          },
          {
            "symbol": "SZSE.002674",
            "name": "兴业科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.781477627471391,
            "last": 31.65,
            "vwap": 29.568743532580445,
            "above_vwap": true,
            "amount": 1695051878.0
          },
          {
            "symbol": "SHSE.688200",
            "name": "华峰测控",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.622681730974204,
            "last": 514.24,
            "vwap": 493.54154116919125,
            "above_vwap": true,
            "amount": 2692084029.0
          }
        ]
      },
      "style_code": "CLUSTERED_MAINLINE",
      "style_label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5263,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8086,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "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": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.75892571168262,
          "above_vwap": true,
          "amount": 3130230766.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.927291346646186,
          "last": 89.0,
          "vwap": 87.51753558402537,
          "above_vwap": true,
          "amount": 10485913526.0
        },
        {
          "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": 18.585731751399255,
          "above_vwap": true,
          "amount": 318782471.0
        },
        {
          "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": 41.492697920882826,
          "above_vwap": true,
          "amount": 891873094.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 202.36524735484062,
          "above_vwap": true,
          "amount": 8266256097.0
        },
        {
          "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": 160.22957837806683,
          "above_vwap": true,
          "amount": 1667957865.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.41025947093156,
          "above_vwap": true,
          "amount": 13254737181.0
        },
        {
          "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": 9.772583723402132,
          "above_vwap": true,
          "amount": 783339039.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.86006458557589,
          "last": 102.06,
          "vwap": 100.15787637127804,
          "above_vwap": true,
          "amount": 4089315887.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.810671256454384,
          "last": 38.28,
          "vwap": 37.47675533059549,
          "above_vwap": true,
          "amount": 8818207637.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.781477627471391,
          "last": 31.65,
          "vwap": 29.568743532580445,
          "above_vwap": true,
          "amount": 1695051878.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.622681730974204,
          "last": 514.24,
          "vwap": 493.54154116919125,
          "above_vwap": true,
          "amount": 2692084029.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only",
    "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "CLUSTERED_MAINLINE",
      "label": "抱团分化：指数降权，核心主线优先",
      "entry_policy": "core_mainline_only",
      "official_buy_allowed": true,
      "reason": "clustered_mainline_confirmed_core_only",
      "pool_up_ratio": 0.5263,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8086,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "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": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.75892571168262,
          "above_vwap": true,
          "amount": 3130230766.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.927291346646186,
          "last": 89.0,
          "vwap": 87.51753558402537,
          "above_vwap": true,
          "amount": 10485913526.0
        },
        {
          "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": 18.585731751399255,
          "above_vwap": true,
          "amount": 318782471.0
        },
        {
          "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": 41.492697920882826,
          "above_vwap": true,
          "amount": 891873094.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.000000000000009,
          "last": 207.46,
          "vwap": 202.36524735484062,
          "above_vwap": true,
          "amount": 8266256097.0
        },
        {
          "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": 160.22957837806683,
          "above_vwap": true,
          "amount": 1667957865.0
        },
        {
          "symbol": "SZSE.000021",
          "name": "深科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.998131190431693,
          "last": 58.86,
          "vwap": 57.41025947093156,
          "above_vwap": true,
          "amount": 13254737181.0
        },
        {
          "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": 9.772583723402132,
          "above_vwap": true,
          "amount": 783339039.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.86006458557589,
          "last": 102.06,
          "vwap": 100.15787637127804,
          "above_vwap": true,
          "amount": 4089315887.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.810671256454384,
          "last": 38.28,
          "vwap": 37.47675533059549,
          "above_vwap": true,
          "amount": 8818207637.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.781477627471391,
          "last": 31.65,
          "vwap": 29.568743532580445,
          "above_vwap": true,
          "amount": 1695051878.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.622681730974204,
          "last": 514.24,
          "vwap": 493.54154116919125,
          "above_vwap": true,
          "amount": 2692084029.0
        }
      ]
    },
    "style_code": "CLUSTERED_MAINLINE",
    "style_label": "抱团分化：指数降权，核心主线优先",
    "entry_policy": "core_mainline_only"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T13:56:12",
  "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": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0261,
        "prev_amount_yi": 0.3374,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0063
          },
          {
            "time": "13:55",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0069
          },
          {
            "time": "13:56",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.08,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 37.08,
        "low": 31.53,
        "bid1": 37.08,
        "ask1": 0.0,
        "bid_qty1": 47717,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 100.25,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.87,
      "entry_zone_high": 98.79,
      "entry_risk_pct": null,
      "intraday_vwap": 100.1579,
      "price_vs_vwap_pct": 1.8991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3675,
        "prev_amount_yi": 0.1417,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:54",
            "open": 102.5,
            "high": 102.54,
            "low": 102.5,
            "close": 102.54,
            "amount_yi": 0.1831
          },
          {
            "time": "13:55",
            "open": 102.38,
            "high": 102.38,
            "low": 102.38,
            "close": 102.38,
            "amount_yi": 0.0741
          },
          {
            "time": "13:56",
            "open": 102.06,
            "high": 102.06,
            "low": 102.06,
            "close": 102.06,
            "amount_yi": 0.1103
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 102.06,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 102.07,
        "ask1": 102.2,
        "bid_qty1": 5,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 28.42,
      "exec_low": 28.42,
      "exec_high": 29.27,
      "invalid_price": 27.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 29.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.99,
      "entry_zone_high": 28.85,
      "entry_risk_pct": null,
      "intraday_vwap": 27.711,
      "price_vs_vwap_pct": -2.1327,
      "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": 0.0312,
        "prev_amount_yi": 0.0139,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2446,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:54",
            "open": 27.09,
            "high": 27.1,
            "low": 27.09,
            "close": 27.1,
            "amount_yi": 0.0141
          },
          {
            "time": "13:55",
            "open": 27.11,
            "high": 27.11,
            "low": 27.11,
            "close": 27.11,
            "amount_yi": 0.012
          },
          {
            "time": "13:56",
            "open": 27.12,
            "high": 27.12,
            "low": 27.12,
            "close": 27.12,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.12,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 26.65,
        "bid1": 27.1,
        "ask1": 27.12,
        "bid_qty1": 16,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 12.35,
      "exec_low": 12.35,
      "exec_high": 12.72,
      "invalid_price": 11.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.72,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.16,
      "entry_zone_high": 12.54,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3381,
      "price_vs_vwap_pct": -1.9236,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3079,
        "prev_amount_yi": 0.3035,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:54",
            "open": 11.1,
            "high": 11.11,
            "low": 11.1,
            "close": 11.11,
            "amount_yi": 0.1177
          },
          {
            "time": "13:55",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.1034
          },
          {
            "time": "13:56",
            "open": 11.12,
            "high": 11.12,
            "low": 11.12,
            "close": 11.12,
            "amount_yi": 0.0868
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.12,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.73,
        "bid1": 11.11,
        "ask1": 11.12,
        "bid_qty1": 133,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.311,
        "prev_amount_yi": 0.1044,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:54",
            "open": 212.96,
            "high": 214.0,
            "low": 212.96,
            "close": 214.0,
            "amount_yi": 0.0781
          },
          {
            "time": "13:55",
            "open": 214.97,
            "high": 214.97,
            "low": 214.97,
            "close": 214.97,
            "amount_yi": 0.1377
          },
          {
            "time": "13:56",
            "open": 214.89,
            "high": 214.89,
            "low": 214.89,
            "close": 214.89,
            "amount_yi": 0.0952
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 214.89,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 215.66,
        "low": 183.0,
        "bid1": 214.05,
        "ask1": 214.89,
        "bid_qty1": 2,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": null,
      "intraday_vwap": 14.1147,
      "price_vs_vwap_pct": -1.592,
      "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": 0.0523,
        "prev_amount_yi": 0.0478,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 13.96,
            "high": 13.96,
            "low": 13.96,
            "close": 13.96,
            "amount_yi": 0.0145
          },
          {
            "time": "13:55",
            "open": 13.91,
            "high": 13.91,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.0156
          },
          {
            "time": "13:56",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0222
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.89,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.89,
        "ask1": 13.9,
        "bid_qty1": 59,
        "ask_qty1": 110
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": null,
      "intraday_vwap": 35.5506,
      "price_vs_vwap_pct": 0.9828,
      "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": 0.1788,
        "prev_amount_yi": 0.1709,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 35.57,
            "high": 35.62,
            "low": 35.57,
            "close": 35.62,
            "amount_yi": 0.0467
          },
          {
            "time": "13:55",
            "open": 35.75,
            "high": 35.75,
            "low": 35.75,
            "close": 35.75,
            "amount_yi": 0.0544
          },
          {
            "time": "13:56",
            "open": 35.9,
            "high": 35.9,
            "low": 35.9,
            "close": 35.9,
            "amount_yi": 0.0777
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.9,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 33.32,
        "bid1": 35.92,
        "ask1": 35.94,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 29.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.03,
      "entry_zone_high": 28.89,
      "entry_risk_pct": null,
      "intraday_vwap": 27.1589,
      "price_vs_vwap_pct": -5.7031,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.6089,
        "prev_amount_yi": 0.3116,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.1634,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 25.68,
            "high": 25.68,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 1.3906
          },
          {
            "time": "13:55",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.1372
          },
          {
            "time": "13:56",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0811
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.61,
        "bid1": 0.0,
        "ask1": 25.61,
        "bid_qty1": 0,
        "ask_qty1": 12326
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 12.4652,
      "price_vs_vwap_pct": 2.4452,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1579,
        "prev_amount_yi": 0.0798,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9787,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 12.7,
            "high": 12.7,
            "low": 12.68,
            "close": 12.68,
            "amount_yi": 0.0334
          },
          {
            "time": "13:55",
            "open": 12.74,
            "high": 12.74,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.0304
          },
          {
            "time": "13:56",
            "open": 12.77,
            "high": 12.77,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.0941
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.77,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.76,
        "ask1": 12.77,
        "bid_qty1": 338,
        "ask_qty1": 179
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 29.6,
      "exec_low": 29.6,
      "exec_high": 30.49,
      "invalid_price": 28.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.16,
      "entry_zone_high": 30.04,
      "entry_risk_pct": null,
      "intraday_vwap": 31.0139,
      "price_vs_vwap_pct": -0.9154,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2482,
        "prev_amount_yi": 0.2664,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 30.71,
            "high": 30.74,
            "low": 30.71,
            "close": 30.74,
            "amount_yi": 0.0857
          },
          {
            "time": "13:55",
            "open": 30.62,
            "high": 30.62,
            "low": 30.62,
            "close": 30.62,
            "amount_yi": 0.0891
          },
          {
            "time": "13:56",
            "open": 30.73,
            "high": 30.73,
            "low": 30.73,
            "close": 30.73,
            "amount_yi": 0.0734
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.73,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 29.48,
        "bid1": 30.72,
        "ask1": 30.73,
        "bid_qty1": 255,
        "ask_qty1": 229
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM",
      "symbol": "SZSE.001389",
      "name": "广合科技",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 220.88,
      "exec_low": 220.88,
      "exec_high": 227.51,
      "invalid_price": 214.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "official_entry_blocked_clustered_mainline_non_core",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 227.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 227.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 217.57,
      "entry_zone_high": 224.19,
      "entry_risk_pct": 3.79,
      "intraday_vwap": 221.3614,
      "price_vs_vwap_pct": 0.5957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2649,
        "prev_amount_yi": 0.3258,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8131,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 223.1,
            "high": 223.8,
            "low": 223.1,
            "close": 223.8,
            "amount_yi": 0.1142
          },
          {
            "time": "13:55",
            "open": 223.7,
            "high": 223.7,
            "low": 223.7,
            "close": 223.7,
            "amount_yi": 0.0615
          },
          {
            "time": "13:56",
            "open": 222.68,
            "high": 222.68,
            "low": 222.68,
            "close": 222.68,
            "amount_yi": 0.0892
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1084.37,
      "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": 222.68,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 222.64,
        "ask1": 222.69,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 58.28,
      "exec_low": 58.28,
      "exec_high": 60.03,
      "invalid_price": 56.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 59.1645,
      "price_vs_vwap_pct": -3.4725,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2875,
        "prev_amount_yi": 0.1354,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1233,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 57.17,
            "high": 57.23,
            "low": 57.17,
            "close": 57.23,
            "amount_yi": 0.084
          },
          {
            "time": "13:55",
            "open": 57.2,
            "high": 57.2,
            "low": 57.2,
            "close": 57.2,
            "amount_yi": 0.0638
          },
          {
            "time": "13:56",
            "open": 57.11,
            "high": 57.11,
            "low": 57.11,
            "close": 57.11,
            "amount_yi": 0.1397
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.11,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 55.01,
        "bid1": 57.11,
        "ask1": 57.12,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P12",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 85.83,
      "exec_low": 85.83,
      "exec_high": 88.4,
      "invalid_price": 83.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 88.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 88.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.54,
      "entry_zone_high": 87.12,
      "entry_risk_pct": null,
      "intraday_vwap": 92.1621,
      "price_vs_vwap_pct": 1.4517,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3407,
        "prev_amount_yi": 0.2499,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:54",
            "open": 93.69,
            "high": 93.69,
            "low": 93.68,
            "close": 93.68,
            "amount_yi": 0.0889
          },
          {
            "time": "13:55",
            "open": 93.52,
            "high": 93.52,
            "low": 93.52,
            "close": 93.52,
            "amount_yi": 0.1362
          },
          {
            "time": "13:56",
            "open": 93.5,
            "high": 93.5,
            "low": 93.5,
            "close": 93.5,
            "amount_yi": 0.1156
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2168.73,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.5,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 93.49,
        "ask1": 93.5,
        "bid_qty1": 81,
        "ask_qty1": 162
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 41.4927,
      "price_vs_vwap_pct": 1.4877,
      "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": 0.0043,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:51",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0016
          },
          {
            "time": "13:53",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0009
          },
          {
            "time": "13:54",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0001
          },
          {
            "time": "13:55",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0002
          },
          {
            "time": "13:56",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:09",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 32804,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 41.2607,
      "price_vs_vwap_pct": -2.3526,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1075,
        "prev_amount_yi": 0.0792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 40.32,
            "high": 40.32,
            "low": 40.32,
            "close": 40.32,
            "amount_yi": 0.0035
          },
          {
            "time": "13:53",
            "open": 40.3,
            "high": 40.3,
            "low": 40.29,
            "close": 40.29,
            "amount_yi": 0.0257
          },
          {
            "time": "13:54",
            "open": 40.28,
            "high": 40.32,
            "low": 40.28,
            "close": 40.32,
            "amount_yi": 0.0331
          },
          {
            "time": "13:55",
            "open": 40.3,
            "high": 40.3,
            "low": 40.3,
            "close": 40.3,
            "amount_yi": 0.0133
          },
          {
            "time": "13:56",
            "open": 40.29,
            "high": 40.29,
            "low": 40.29,
            "close": 40.29,
            "amount_yi": 0.0319
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.29,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 40.28,
        "ask1": 40.29,
        "bid_qty1": 6,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 29.5687,
      "price_vs_vwap_pct": 7.0389,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2148,
        "prev_amount_yi": 0.1063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0207,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 31.57,
            "high": 31.57,
            "low": 31.57,
            "close": 31.57,
            "amount_yi": 0.0271
          },
          {
            "time": "13:53",
            "open": 31.6,
            "high": 31.61,
            "low": 31.6,
            "close": 31.61,
            "amount_yi": 0.0432
          },
          {
            "time": "13:54",
            "open": 31.6,
            "high": 31.67,
            "low": 31.6,
            "close": 31.67,
            "amount_yi": 0.0327
          },
          {
            "time": "13:55",
            "open": 31.68,
            "high": 31.68,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0562
          },
          {
            "time": "13:56",
            "open": 31.65,
            "high": 31.65,
            "low": 31.65,
            "close": 31.65,
            "amount_yi": 0.0556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.65,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.68,
        "low": 27.33,
        "bid1": 31.64,
        "ask1": 31.65,
        "bid_qty1": 2,
        "ask_qty1": 84
      },
      "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": "2026-06-29T13:56:12",
      "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": 26.7969,
      "price_vs_vwap_pct": 1.5789,
      "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": 0.0372,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 27.15,
            "high": 27.15,
            "low": 27.15,
            "close": 27.15,
            "amount_yi": 0.004
          },
          {
            "time": "13:53",
            "open": 27.16,
            "high": 27.19,
            "low": 27.16,
            "close": 27.19,
            "amount_yi": 0.0087
          },
          {
            "time": "13:54",
            "open": 27.22,
            "high": 27.22,
            "low": 27.22,
            "close": 27.22,
            "amount_yi": 0.0087
          },
          {
            "time": "13:55",
            "open": 27.17,
            "high": 27.17,
            "low": 27.17,
            "close": 27.17,
            "amount_yi": 0.0083
          },
          {
            "time": "13:56",
            "open": 27.22,
            "high": 27.22,
            "low": 27.22,
            "close": 27.22,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.22,
        "ts": "2026-06-29T13:56:07",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.21,
        "ask1": 27.22,
        "bid_qty1": 15,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 3.2646,
      "price_vs_vwap_pct": -1.9788,
      "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": 0.0716,
        "prev_amount_yi": 0.1285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5572,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0027
          },
          {
            "time": "13:53",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0163
          },
          {
            "time": "13:54",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0331
          },
          {
            "time": "13:55",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.0065
          },
          {
            "time": "13:56",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.2,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.08,
        "bid1": 3.19,
        "ask1": 3.2,
        "bid_qty1": 8812,
        "ask_qty1": 12912
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 9.2636,
      "price_vs_vwap_pct": -2.4137,
      "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": 0.3645,
        "prev_amount_yi": 0.4544,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0641
          },
          {
            "time": "13:53",
            "open": 9.04,
            "high": 9.04,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0508
          },
          {
            "time": "13:54",
            "open": 9.0,
            "high": 9.03,
            "low": 9.0,
            "close": 9.03,
            "amount_yi": 0.1463
          },
          {
            "time": "13:55",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0253
          },
          {
            "time": "13:56",
            "open": 9.04,
            "high": 9.04,
            "low": 9.04,
            "close": 9.04,
            "amount_yi": 0.078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.04,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.03,
        "ask1": 9.04,
        "bid_qty1": 1099,
        "ask_qty1": 378
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 5.4584,
      "price_vs_vwap_pct": -3.6348,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1474,
        "prev_amount_yi": 0.0697,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1148,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:52",
            "open": 5.28,
            "high": 5.28,
            "low": 5.28,
            "close": 5.28,
            "amount_yi": 0.0072
          },
          {
            "time": "13:53",
            "open": 5.27,
            "high": 5.31,
            "low": 5.27,
            "close": 5.31,
            "amount_yi": 0.0335
          },
          {
            "time": "13:54",
            "open": 5.31,
            "high": 5.31,
            "low": 5.28,
            "close": 5.28,
            "amount_yi": 0.0812
          },
          {
            "time": "13:55",
            "open": 5.27,
            "high": 5.27,
            "low": 5.27,
            "close": 5.27,
            "amount_yi": 0.0061
          },
          {
            "time": "13:56",
            "open": 5.26,
            "high": 5.26,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.26,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.18,
        "bid1": 5.25,
        "ask1": 5.26,
        "bid_qty1": 588,
        "ask_qty1": 306
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH",
      "symbol": "SHSE.688359",
      "name": "三孚新科",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.88,
      "exec_low": 195.88,
      "exec_high": 198.82,
      "invalid_price": 190.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 201.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.94,
      "entry_zone_high": 198.82,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1025,
        "prev_amount_yi": 0.241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 192.5,
            "high": 192.5,
            "low": 192.5,
            "close": 192.5,
            "amount_yi": 0.0119
          },
          {
            "time": "13:53",
            "open": 192.38,
            "high": 193.28,
            "low": 192.38,
            "close": 193.28,
            "amount_yi": 0.0276
          },
          {
            "time": "13:54",
            "open": 193.66,
            "high": 193.66,
            "low": 193.28,
            "close": 193.28,
            "amount_yi": 0.0404
          },
          {
            "time": "13:55",
            "open": 192.58,
            "high": 192.58,
            "low": 192.58,
            "close": 192.58,
            "amount_yi": 0.0132
          },
          {
            "time": "13:56",
            "open": 192.06,
            "high": 192.06,
            "low": 192.06,
            "close": 192.06,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.06,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 177.77,
        "bid1": 192.03,
        "ask1": 192.31,
        "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.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": "2026-06-29T13:56:12",
      "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": 48.2712,
      "price_vs_vwap_pct": -0.1889,
      "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": 1.0279,
        "prev_amount_yi": 1.8035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5699,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 47.82,
            "high": 47.82,
            "low": 47.82,
            "close": 47.82,
            "amount_yi": 0.1924
          },
          {
            "time": "13:53",
            "open": 48.07,
            "high": 48.07,
            "low": 48.04,
            "close": 48.04,
            "amount_yi": 0.1793
          },
          {
            "time": "13:54",
            "open": 48.04,
            "high": 48.07,
            "low": 48.04,
            "close": 48.07,
            "amount_yi": 0.2052
          },
          {
            "time": "13:55",
            "open": 47.98,
            "high": 47.98,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.2363
          },
          {
            "time": "13:56",
            "open": 48.18,
            "high": 48.18,
            "low": 48.18,
            "close": 48.18,
            "amount_yi": 0.2147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.18,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 45.7,
        "bid1": 48.18,
        "ask1": 48.19,
        "bid_qty1": 17,
        "ask_qty1": 53
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 75.1745,
      "price_vs_vwap_pct": -1.9747,
      "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": 0.346,
        "prev_amount_yi": 0.3855,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 73.5,
            "high": 73.5,
            "low": 73.5,
            "close": 73.5,
            "amount_yi": 0.0657
          },
          {
            "time": "13:53",
            "open": 73.75,
            "high": 73.75,
            "low": 73.75,
            "close": 73.75,
            "amount_yi": 0.0608
          },
          {
            "time": "13:54",
            "open": 73.77,
            "high": 73.96,
            "low": 73.77,
            "close": 73.96,
            "amount_yi": 0.1022
          },
          {
            "time": "13:55",
            "open": 73.76,
            "high": 73.76,
            "low": 73.76,
            "close": 73.76,
            "amount_yi": 0.0579
          },
          {
            "time": "13:56",
            "open": 73.69,
            "high": 73.69,
            "low": 73.69,
            "close": 73.69,
            "amount_yi": 0.0594
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.69,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 70.31,
        "bid1": 73.65,
        "ask1": 73.69,
        "bid_qty1": 42,
        "ask_qty1": 136
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH",
      "symbol": "SHSE.603065",
      "name": "宿迁联盛",
      "side": "BUY",
      "priority": "W10",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.11,
      "exec_low": 22.11,
      "exec_high": 22.44,
      "invalid_price": 21.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 20.4607,
      "price_vs_vwap_pct": -3.8645,
      "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": 0.0223,
        "prev_amount_yi": 0.0163,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0034
          },
          {
            "time": "13:53",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.008
          },
          {
            "time": "13:54",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0042
          },
          {
            "time": "13:55",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0038
          },
          {
            "time": "13:56",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 0.0,
        "ask1": 19.67,
        "bid_qty1": 0,
        "ask_qty1": 41420
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 61.4913,
      "price_vs_vwap_pct": 3.8033,
      "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": 0.5331,
        "prev_amount_yi": 0.6727,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 63.96,
            "high": 63.96,
            "low": 63.96,
            "close": 63.96,
            "amount_yi": 0.0602
          },
          {
            "time": "13:53",
            "open": 63.98,
            "high": 63.98,
            "low": 63.97,
            "close": 63.97,
            "amount_yi": 0.1509
          },
          {
            "time": "13:54",
            "open": 63.95,
            "high": 63.95,
            "low": 63.93,
            "close": 63.93,
            "amount_yi": 0.1254
          },
          {
            "time": "13:55",
            "open": 63.88,
            "high": 63.88,
            "low": 63.88,
            "close": 63.88,
            "amount_yi": 0.0723
          },
          {
            "time": "13:56",
            "open": 63.83,
            "high": 63.83,
            "low": 63.83,
            "close": 63.83,
            "amount_yi": 0.1243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.83,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 64.65,
        "low": 57.6,
        "bid1": 63.81,
        "ask1": 63.83,
        "bid_qty1": 26,
        "ask_qty1": 240
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 59.6575,
      "price_vs_vwap_pct": 0.3059,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1953,
        "prev_amount_yi": 0.5843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 59.53,
            "high": 59.53,
            "low": 59.53,
            "close": 59.53,
            "amount_yi": 0.16
          },
          {
            "time": "13:53",
            "open": 59.94,
            "high": 59.94,
            "low": 59.85,
            "close": 59.85,
            "amount_yi": 0.3794
          },
          {
            "time": "13:54",
            "open": 59.99,
            "high": 60.03,
            "low": 59.99,
            "close": 60.03,
            "amount_yi": 0.2851
          },
          {
            "time": "13:55",
            "open": 59.98,
            "high": 59.98,
            "low": 59.98,
            "close": 59.98,
            "amount_yi": 0.1424
          },
          {
            "time": "13:56",
            "open": 59.84,
            "high": 59.84,
            "low": 59.84,
            "close": 59.84,
            "amount_yi": 0.2284
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.84,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 55.27,
        "bid1": 59.81,
        "ask1": 59.84,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 20.46,
      "price_vs_vwap_pct": -1.0753,
      "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": 0.0157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 20.15,
            "high": 20.15,
            "low": 20.15,
            "close": 20.15,
            "amount_yi": 0.0023
          },
          {
            "time": "13:53",
            "open": 20.17,
            "high": 20.18,
            "low": 20.17,
            "close": 20.18,
            "amount_yi": 0.0038
          },
          {
            "time": "13:54",
            "open": 20.19,
            "high": 20.2,
            "low": 20.19,
            "close": 20.2,
            "amount_yi": 0.0043
          },
          {
            "time": "13:55",
            "open": 20.21,
            "high": 20.21,
            "low": 20.21,
            "close": 20.21,
            "amount_yi": 0.0053
          },
          {
            "time": "13:56",
            "open": 20.24,
            "high": 20.24,
            "low": 20.24,
            "close": 20.24,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.24,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 19.5,
        "bid1": 20.24,
        "ask1": 20.25,
        "bid_qty1": 10,
        "ask_qty1": 136
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2084,
        "prev_amount_yi": 0.2379,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 376.26,
            "high": 376.26,
            "low": 376.26,
            "close": 376.26,
            "amount_yi": 0.0146
          },
          {
            "time": "13:53",
            "open": 376.25,
            "high": 376.26,
            "low": 376.25,
            "close": 376.26,
            "amount_yi": 0.066
          },
          {
            "time": "13:54",
            "open": 376.35,
            "high": 376.35,
            "low": 376.27,
            "close": 376.27,
            "amount_yi": 0.0353
          },
          {
            "time": "13:55",
            "open": 376.36,
            "high": 376.36,
            "low": 376.36,
            "close": 376.36,
            "amount_yi": 0.0641
          },
          {
            "time": "13:56",
            "open": 376.45,
            "high": 376.45,
            "low": 376.45,
            "close": 376.45,
            "amount_yi": 0.0284
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 376.45,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 358.01,
        "bid1": 376.45,
        "ask1": 376.47,
        "bid_qty1": 6,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 366.3057,
      "price_vs_vwap_pct": 2.7011,
      "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": 0.5413,
        "prev_amount_yi": 0.7421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 375.1,
            "high": 375.1,
            "low": 375.1,
            "close": 375.1,
            "amount_yi": 0.0484
          },
          {
            "time": "13:53",
            "open": 375.14,
            "high": 375.29,
            "low": 375.14,
            "close": 375.29,
            "amount_yi": 0.0961
          },
          {
            "time": "13:54",
            "open": 375.41,
            "high": 375.41,
            "low": 375.34,
            "close": 375.34,
            "amount_yi": 0.2037
          },
          {
            "time": "13:55",
            "open": 375.42,
            "high": 375.42,
            "low": 375.42,
            "close": 375.42,
            "amount_yi": 0.0642
          },
          {
            "time": "13:56",
            "open": 376.2,
            "high": 376.2,
            "low": 376.2,
            "close": 376.2,
            "amount_yi": 0.1289
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 376.2,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 339.02,
        "bid1": 376.2,
        "ask1": 376.29,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 67.3889,
      "price_vs_vwap_pct": -5.4444,
      "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": 0.1898,
        "prev_amount_yi": 0.3234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5869,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 63.95,
            "high": 63.95,
            "low": 63.95,
            "close": 63.95,
            "amount_yi": 0.0513
          },
          {
            "time": "13:53",
            "open": 63.9,
            "high": 63.91,
            "low": 63.9,
            "close": 63.91,
            "amount_yi": 0.0565
          },
          {
            "time": "13:54",
            "open": 63.82,
            "high": 63.86,
            "low": 63.82,
            "close": 63.86,
            "amount_yi": 0.0438
          },
          {
            "time": "13:55",
            "open": 63.7,
            "high": 63.7,
            "low": 63.7,
            "close": 63.7,
            "amount_yi": 0.0182
          },
          {
            "time": "13:56",
            "open": 63.72,
            "high": 63.72,
            "low": 63.72,
            "close": 63.72,
            "amount_yi": 0.02
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.72,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 62.12,
        "bid1": 63.7,
        "ask1": 63.72,
        "bid_qty1": 16,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 15.294,
      "price_vs_vwap_pct": -1.9223,
      "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": 0.035,
        "prev_amount_yi": 0.0154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2727,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0047
          },
          {
            "time": "13:53",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0012
          },
          {
            "time": "13:54",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0235
          },
          {
            "time": "13:55",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0014
          },
          {
            "time": "13:56",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 144623
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 271.679,
      "price_vs_vwap_pct": -1.6118,
      "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": 0.2354,
        "prev_amount_yi": 0.21,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0131
          },
          {
            "time": "13:53",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.047
          },
          {
            "time": "13:54",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0347
          },
          {
            "time": "13:55",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0454
          },
          {
            "time": "13:56",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0952
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:10",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 1788
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH",
      "symbol": "SHSE.688605",
      "name": "先锋精科",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 101.0,
      "exec_low": 101.0,
      "exec_high": 102.51,
      "invalid_price": 97.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": 3.1151,
      "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": 0.0804,
        "prev_amount_yi": 0.0903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8904,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 101.18,
            "high": 101.18,
            "low": 101.18,
            "close": 101.18,
            "amount_yi": 0.0166
          },
          {
            "time": "13:53",
            "open": 101.02,
            "high": 101.02,
            "low": 101.02,
            "close": 101.02,
            "amount_yi": 0.0154
          },
          {
            "time": "13:54",
            "open": 101.09,
            "high": 101.19,
            "low": 101.09,
            "close": 101.19,
            "amount_yi": 0.0085
          },
          {
            "time": "13:55",
            "open": 101.88,
            "high": 101.88,
            "low": 101.88,
            "close": 101.88,
            "amount_yi": 0.0136
          },
          {
            "time": "13:56",
            "open": 101.1,
            "high": 101.1,
            "low": 101.1,
            "close": 101.1,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 101.1,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 103.8,
        "low": 93.0,
        "bid1": 101.11,
        "ask1": 101.12,
        "bid_qty1": 53,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH",
      "symbol": "SHSE.600619",
      "name": "海立股份",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.52,
      "exec_low": 15.52,
      "exec_high": 15.75,
      "invalid_price": 15.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 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": 4.1401,
      "intraday_vwap": 15.3324,
      "price_vs_vwap_pct": 2.3323,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0513,
        "prev_amount_yi": 0.0469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0022
          },
          {
            "time": "13:53",
            "open": 15.73,
            "high": 15.73,
            "low": 15.73,
            "close": 15.73,
            "amount_yi": 0.0218
          },
          {
            "time": "13:54",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0165
          },
          {
            "time": "13:55",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0036
          },
          {
            "time": "13:56",
            "open": 15.69,
            "high": 15.69,
            "low": 15.69,
            "close": 15.69,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 15.69,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.98,
        "low": 14.76,
        "bid1": 15.69,
        "ask1": 15.7,
        "bid_qty1": 150,
        "ask_qty1": 306
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH",
      "symbol": "SHSE.605376",
      "name": "博迁新材",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 271.52,
      "exec_low": 275.81,
      "exec_high": 277.05,
      "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": "2026-06-29T13:56:12",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": 277.05,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": 4.5242,
      "intraday_vwap": 275.8082,
      "price_vs_vwap_pct": 0.0188,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4074,
        "prev_amount_yi": 0.341,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 275.98,
            "high": 275.98,
            "low": 275.98,
            "close": 275.98,
            "amount_yi": 0.0612
          },
          {
            "time": "13:53",
            "open": 276.06,
            "high": 276.07,
            "low": 276.06,
            "close": 276.07,
            "amount_yi": 0.0571
          },
          {
            "time": "13:54",
            "open": 274.61,
            "high": 274.7,
            "low": 274.61,
            "close": 274.7,
            "amount_yi": 0.1842
          },
          {
            "time": "13:55",
            "open": 275.5,
            "high": 275.5,
            "low": 275.5,
            "close": 275.5,
            "amount_yi": 0.0561
          },
          {
            "time": "13:56",
            "open": 275.86,
            "high": 275.86,
            "low": 275.86,
            "close": 275.86,
            "amount_yi": 0.0488
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 275.86,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 266.0,
        "bid1": 275.54,
        "ask1": 275.85,
        "bid_qty1": 1,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 21.3187,
      "price_vs_vwap_pct": -3.8403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3565,
        "prev_amount_yi": 0.1448,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 20.52,
            "high": 20.52,
            "low": 20.52,
            "close": 20.52,
            "amount_yi": 0.0331
          },
          {
            "time": "13:53",
            "open": 20.51,
            "high": 20.51,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0789
          },
          {
            "time": "13:54",
            "open": 20.5,
            "high": 20.51,
            "low": 20.5,
            "close": 20.51,
            "amount_yi": 0.0745
          },
          {
            "time": "13:55",
            "open": 20.51,
            "high": 20.51,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.0361
          },
          {
            "time": "13:56",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.1339
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 20.5,
        "ask1": 20.51,
        "bid_qty1": 243,
        "ask_qty1": 289
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 9.7726,
      "price_vs_vwap_pct": 0.485,
      "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": 0.0094,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          },
          {
            "time": "13:53",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          },
          {
            "time": "13:54",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0035
          },
          {
            "time": "13:55",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0021
          },
          {
            "time": "13:56",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:10",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 375045,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH",
      "symbol": "SHSE.605358",
      "name": "立昂微",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.5,
      "exec_low": 76.5,
      "exec_high": 77.65,
      "invalid_price": 74.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "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": 75.2235,
      "price_vs_vwap_pct": 0.4473,
      "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": 0.5873,
        "prev_amount_yi": 0.7782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 74.62,
            "high": 74.62,
            "low": 74.62,
            "close": 74.62,
            "amount_yi": 0.0791
          },
          {
            "time": "13:53",
            "open": 74.75,
            "high": 74.92,
            "low": 74.75,
            "close": 74.92,
            "amount_yi": 0.1539
          },
          {
            "time": "13:54",
            "open": 74.92,
            "high": 74.94,
            "low": 74.92,
            "close": 74.94,
            "amount_yi": 0.1865
          },
          {
            "time": "13:55",
            "open": 75.07,
            "high": 75.07,
            "low": 75.07,
            "close": 75.07,
            "amount_yi": 0.0499
          },
          {
            "time": "13:56",
            "open": 75.56,
            "high": 75.56,
            "low": 75.56,
            "close": 75.56,
            "amount_yi": 0.1179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.56,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 70.0,
        "bid1": 75.56,
        "ask1": 75.57,
        "bid_qty1": 13,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH",
      "symbol": "SHSE.603324",
      "name": "盛剑科技",
      "side": "BUY",
      "priority": "W25",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 52.15,
      "exec_low": 52.15,
      "exec_high": 52.93,
      "invalid_price": 50.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 53.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.37,
      "entry_zone_high": 52.93,
      "entry_risk_pct": null,
      "intraday_vwap": 52.667,
      "price_vs_vwap_pct": 3.2335,
      "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": 0.1302,
        "prev_amount_yi": 0.0605,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 53.71,
            "high": 53.71,
            "low": 53.71,
            "close": 53.71,
            "amount_yi": 0.0034
          },
          {
            "time": "13:53",
            "open": 53.78,
            "high": 54.19,
            "low": 53.78,
            "close": 54.19,
            "amount_yi": 0.0546
          },
          {
            "time": "13:54",
            "open": 54.17,
            "high": 54.2,
            "low": 54.17,
            "close": 54.2,
            "amount_yi": 0.0288
          },
          {
            "time": "13:55",
            "open": 54.3,
            "high": 54.3,
            "low": 54.3,
            "close": 54.3,
            "amount_yi": 0.0145
          },
          {
            "time": "13:56",
            "open": 54.37,
            "high": 54.37,
            "low": 54.37,
            "close": 54.37,
            "amount_yi": 0.0289
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.37,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 54.32,
        "ask1": 54.47,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH",
      "symbol": "SZSE.301138",
      "name": "华研精机",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.86,
      "exec_low": 33.86,
      "exec_high": 34.37,
      "invalid_price": 32.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 30.3333,
      "price_vs_vwap_pct": -0.6043,
      "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": 0.0157,
        "prev_amount_yi": 0.0113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 30.07,
            "high": 30.07,
            "low": 30.07,
            "close": 30.07,
            "amount_yi": 0.0041
          },
          {
            "time": "13:53",
            "open": 30.09,
            "high": 30.28,
            "low": 30.09,
            "close": 30.28,
            "amount_yi": 0.0036
          },
          {
            "time": "13:54",
            "open": 30.19,
            "high": 30.19,
            "low": 30.12,
            "close": 30.12,
            "amount_yi": 0.0053
          },
          {
            "time": "13:55",
            "open": 30.14,
            "high": 30.14,
            "low": 30.14,
            "close": 30.14,
            "amount_yi": 0.0007
          },
          {
            "time": "13:56",
            "open": 30.15,
            "high": 30.15,
            "low": 30.15,
            "close": 30.15,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.15,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.02,
        "bid1": 30.15,
        "ask1": 30.16,
        "bid_qty1": 65,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 980.0,
      "exec_low": 980.0,
      "exec_high": 994.7,
      "invalid_price": 950.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1009.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 994.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 965.3,
      "entry_zone_high": 994.7,
      "entry_risk_pct": null,
      "intraday_vwap": 932.4916,
      "price_vs_vwap_pct": 3.9141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.3943,
        "prev_amount_yi": 1.3988,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 948.99,
            "high": 948.99,
            "low": 948.99,
            "close": 948.99,
            "amount_yi": 0.2317
          },
          {
            "time": "13:53",
            "open": 950.99,
            "high": 953.86,
            "low": 950.99,
            "close": 953.86,
            "amount_yi": 0.5522
          },
          {
            "time": "13:54",
            "open": 957.0,
            "high": 959.89,
            "low": 957.0,
            "close": 959.89,
            "amount_yi": 0.5005
          },
          {
            "time": "13:55",
            "open": 962.1,
            "high": 962.1,
            "low": 962.1,
            "close": 962.1,
            "amount_yi": 0.3054
          },
          {
            "time": "13:56",
            "open": 968.99,
            "high": 968.99,
            "low": 968.99,
            "close": 968.99,
            "amount_yi": 0.8045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 968.99,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 886.66,
        "bid1": 968.99,
        "ask1": 969.0,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "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": 28.68,
      "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": 27.6346,
      "price_vs_vwap_pct": 5.339,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.8474,
        "prev_amount_yi": 1.9098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 28.37,
            "high": 28.37,
            "low": 28.37,
            "close": 28.37,
            "amount_yi": 0.1434
          },
          {
            "time": "13:53",
            "open": 28.55,
            "high": 28.77,
            "low": 28.55,
            "close": 28.77,
            "amount_yi": 0.9856
          },
          {
            "time": "13:54",
            "open": 28.86,
            "high": 29.1,
            "low": 28.86,
            "close": 29.1,
            "amount_yi": 1.8439
          },
          {
            "time": "13:55",
            "open": 29.19,
            "high": 29.19,
            "low": 29.19,
            "close": 29.19,
            "amount_yi": 0.9013
          },
          {
            "time": "13:56",
            "open": 29.11,
            "high": 29.11,
            "low": 29.11,
            "close": 29.11,
            "amount_yi": 0.9732
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.11,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.39,
        "low": 25.98,
        "bid1": 29.1,
        "ask1": 29.15,
        "bid_qty1": 753,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 43.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.37,
      "entry_zone_high": 42.63,
      "entry_risk_pct": null,
      "intraday_vwap": 41.3974,
      "price_vs_vwap_pct": -1.4914,
      "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": 0.1535,
        "prev_amount_yi": 0.2335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 40.74,
            "high": 40.74,
            "low": 40.74,
            "close": 40.74,
            "amount_yi": 0.0396
          },
          {
            "time": "13:53",
            "open": 40.82,
            "high": 40.87,
            "low": 40.82,
            "close": 40.87,
            "amount_yi": 0.0203
          },
          {
            "time": "13:54",
            "open": 40.87,
            "high": 40.87,
            "low": 40.87,
            "close": 40.87,
            "amount_yi": 0.0335
          },
          {
            "time": "13:55",
            "open": 40.86,
            "high": 40.86,
            "low": 40.86,
            "close": 40.86,
            "amount_yi": 0.0209
          },
          {
            "time": "13:56",
            "open": 40.78,
            "high": 40.78,
            "low": 40.78,
            "close": 40.78,
            "amount_yi": 0.0392
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.78,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 39.28,
        "bid1": 40.78,
        "ask1": 40.8,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 98.0,
      "exec_low": 98.0,
      "exec_high": 99.47,
      "invalid_price": 95.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 99.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.53,
      "entry_zone_high": 99.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0536,
        "prev_amount_yi": 0.0484,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1074,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 96.19,
            "high": 96.19,
            "low": 96.19,
            "close": 96.19,
            "amount_yi": 0.0087
          },
          {
            "time": "13:53",
            "open": 96.71,
            "high": 96.71,
            "low": 96.64,
            "close": 96.64,
            "amount_yi": 0.0121
          },
          {
            "time": "13:54",
            "open": 96.4,
            "high": 96.4,
            "low": 96.38,
            "close": 96.38,
            "amount_yi": 0.0189
          },
          {
            "time": "13:55",
            "open": 96.47,
            "high": 96.47,
            "low": 96.47,
            "close": 96.47,
            "amount_yi": 0.0062
          },
          {
            "time": "13:56",
            "open": 96.46,
            "high": 96.46,
            "low": 96.46,
            "close": 96.46,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.46,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 90.5,
        "bid1": 96.38,
        "ask1": 96.49,
        "bid_qty1": 89,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W31",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T13:56:12",
      "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": 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": 80.4645,
      "price_vs_vwap_pct": -0.0304,
      "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": 0.6331,
        "prev_amount_yi": 0.8981,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 80.25,
            "high": 80.25,
            "low": 80.25,
            "close": 80.25,
            "amount_yi": 0.1359
          },
          {
            "time": "13:53",
            "open": 80.18,
            "high": 80.18,
            "low": 80.0,
            "close": 80.0,
            "amount_yi": 0.1235
          },
          {
            "time": "13:54",
            "open": 80.26,
            "high": 80.26,
            "low": 80.26,
            "close": 80.26,
            "amount_yi": 0.1349
          },
          {
            "time": "13:55",
            "open": 80.29,
            "high": 80.29,
            "low": 80.29,
            "close": 80.29,
            "amount_yi": 0.0738
          },
          {
            "time": "13:56",
            "open": 80.44,
            "high": 80.44,
            "low": 80.44,
            "close": 80.44,
            "amount_yi": 0.165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.44,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 80.39,
        "ask1": 80.47,
        "bid_qty1": 21,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T13:56:12",
      "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": 22.9667,
      "price_vs_vwap_pct": -2.2498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0147,
        "prev_amount_yi": 0.0234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0006
          },
          {
            "time": "13:53",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0028
          },
          {
            "time": "13:54",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0044
          },
          {
            "time": "13:55",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0007
          },
          {
            "time": "13:56",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 159613
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 25.0523,
      "price_vs_vwap_pct": -2.4441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.209,
        "prev_amount_yi": 0.1625,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2862,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 24.34,
            "high": 24.34,
            "low": 24.34,
            "close": 24.34,
            "amount_yi": 0.0232
          },
          {
            "time": "13:53",
            "open": 24.38,
            "high": 24.41,
            "low": 24.38,
            "close": 24.41,
            "amount_yi": 0.0308
          },
          {
            "time": "13:54",
            "open": 24.43,
            "high": 24.45,
            "low": 24.43,
            "close": 24.45,
            "amount_yi": 0.0498
          },
          {
            "time": "13:55",
            "open": 24.48,
            "high": 24.48,
            "low": 24.48,
            "close": 24.48,
            "amount_yi": 0.0223
          },
          {
            "time": "13:56",
            "open": 24.44,
            "high": 24.44,
            "low": 24.44,
            "close": 24.44,
            "amount_yi": 0.0829
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.44,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.61,
        "bid1": 24.44,
        "ask1": 24.45,
        "bid_qty1": 8,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 43.2671,
      "price_vs_vwap_pct": -0.132,
      "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": 0.0949,
        "prev_amount_yi": 0.1169,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 43.26,
            "high": 43.26,
            "low": 43.26,
            "close": 43.26,
            "amount_yi": 0.023
          },
          {
            "time": "13:53",
            "open": 43.27,
            "high": 43.27,
            "low": 43.26,
            "close": 43.26,
            "amount_yi": 0.0263
          },
          {
            "time": "13:54",
            "open": 43.2,
            "high": 43.28,
            "low": 43.2,
            "close": 43.28,
            "amount_yi": 0.0199
          },
          {
            "time": "13:55",
            "open": 43.23,
            "high": 43.23,
            "low": 43.23,
            "close": 43.23,
            "amount_yi": 0.0165
          },
          {
            "time": "13:56",
            "open": 43.21,
            "high": 43.21,
            "low": 43.21,
            "close": 43.21,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.21,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.58,
        "bid1": 43.2,
        "ask1": 43.21,
        "bid_qty1": 117,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 92.1291,
      "price_vs_vwap_pct": -0.7697,
      "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": 0.4859,
        "prev_amount_yi": 0.9653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 91.33,
            "high": 91.33,
            "low": 91.33,
            "close": 91.33,
            "amount_yi": 0.1014
          },
          {
            "time": "13:53",
            "open": 91.42,
            "high": 91.42,
            "low": 91.41,
            "close": 91.41,
            "amount_yi": 0.0769
          },
          {
            "time": "13:54",
            "open": 91.44,
            "high": 91.52,
            "low": 91.44,
            "close": 91.52,
            "amount_yi": 0.0828
          },
          {
            "time": "13:55",
            "open": 91.22,
            "high": 91.22,
            "low": 91.22,
            "close": 91.22,
            "amount_yi": 0.0955
          },
          {
            "time": "13:56",
            "open": 91.42,
            "high": 91.42,
            "low": 91.42,
            "close": 91.42,
            "amount_yi": 0.1293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 91.42,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 87.9,
        "bid1": 91.39,
        "ask1": 91.4,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 19.0096,
      "price_vs_vwap_pct": 0.949,
      "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": 0.0098,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:52",
            "open": 19.2,
            "high": 19.2,
            "low": 19.2,
            "close": 19.2,
            "amount_yi": 0.0006
          },
          {
            "time": "13:53",
            "open": 19.2,
            "high": 19.2,
            "low": 19.2,
            "close": 19.2,
            "amount_yi": 0.0004
          },
          {
            "time": "13:54",
            "open": 19.18,
            "high": 19.22,
            "low": 19.18,
            "close": 19.22,
            "amount_yi": 0.0052
          },
          {
            "time": "13:55",
            "open": 19.22,
            "high": 19.22,
            "low": 19.22,
            "close": 19.22,
            "amount_yi": 0.001
          },
          {
            "time": "13:56",
            "open": 19.19,
            "high": 19.19,
            "low": 19.19,
            "close": 19.19,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.19,
        "ts": "2026-06-29T13:56:07",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.35,
        "low": 18.54,
        "bid1": 19.18,
        "ask1": 19.19,
        "bid_qty1": 38,
        "ask_qty1": 10
      },
      "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": "2026-06-29T13:56:12",
      "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": 69.9439,
      "price_vs_vwap_pct": 0.3947,
      "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": 1.6012,
        "prev_amount_yi": 1.8185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 70.21,
            "high": 70.21,
            "low": 70.21,
            "close": 70.21,
            "amount_yi": 0.2246
          },
          {
            "time": "13:53",
            "open": 70.2,
            "high": 70.29,
            "low": 70.2,
            "close": 70.29,
            "amount_yi": 0.2665
          },
          {
            "time": "13:54",
            "open": 70.25,
            "high": 70.25,
            "low": 70.11,
            "close": 70.11,
            "amount_yi": 0.1746
          },
          {
            "time": "13:55",
            "open": 70.03,
            "high": 70.03,
            "low": 70.03,
            "close": 70.03,
            "amount_yi": 0.2578
          },
          {
            "time": "13:56",
            "open": 70.22,
            "high": 70.22,
            "low": 70.22,
            "close": 70.22,
            "amount_yi": 0.6777
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.22,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 70.22,
        "ask1": 70.3,
        "bid_qty1": 45,
        "ask_qty1": 44
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 0.9321,
        "prev_amount_yi": 0.9656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 38.37,
            "high": 38.37,
            "low": 38.37,
            "close": 38.37,
            "amount_yi": 0.074
          },
          {
            "time": "13:53",
            "open": 38.48,
            "high": 38.63,
            "low": 38.48,
            "close": 38.63,
            "amount_yi": 0.2219
          },
          {
            "time": "13:54",
            "open": 38.68,
            "high": 38.69,
            "low": 38.68,
            "close": 38.69,
            "amount_yi": 0.2793
          },
          {
            "time": "13:55",
            "open": 38.75,
            "high": 38.75,
            "low": 38.75,
            "close": 38.75,
            "amount_yi": 0.0979
          },
          {
            "time": "13:56",
            "open": 38.28,
            "high": 38.28,
            "low": 38.28,
            "close": 38.28,
            "amount_yi": 0.259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.28,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 38.28,
        "ask1": 38.38,
        "bid_qty1": 38,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 50.6835,
      "price_vs_vwap_pct": -1.4078,
      "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": 0.6163,
        "prev_amount_yi": 0.826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7461,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 49.4,
            "high": 49.4,
            "low": 49.4,
            "close": 49.4,
            "amount_yi": 0.0868
          },
          {
            "time": "13:53",
            "open": 49.55,
            "high": 49.68,
            "low": 49.55,
            "close": 49.68,
            "amount_yi": 0.0971
          },
          {
            "time": "13:54",
            "open": 49.82,
            "high": 49.89,
            "low": 49.82,
            "close": 49.89,
            "amount_yi": 0.1157
          },
          {
            "time": "13:55",
            "open": 49.96,
            "high": 49.96,
            "low": 49.96,
            "close": 49.96,
            "amount_yi": 0.0682
          },
          {
            "time": "13:56",
            "open": 49.97,
            "high": 49.97,
            "low": 49.97,
            "close": 49.97,
            "amount_yi": 0.2485
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.97,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 47.08,
        "bid1": 49.97,
        "ask1": 49.98,
        "bid_qty1": 250,
        "ask_qty1": 412
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 87.5175,
      "price_vs_vwap_pct": 1.6939,
      "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": 0.7636,
        "prev_amount_yi": 1.5189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 89.04,
            "high": 89.04,
            "low": 89.04,
            "close": 89.04,
            "amount_yi": 0.1028
          },
          {
            "time": "13:53",
            "open": 89.08,
            "high": 89.2,
            "low": 89.08,
            "close": 89.2,
            "amount_yi": 0.1747
          },
          {
            "time": "13:54",
            "open": 89.19,
            "high": 89.19,
            "low": 89.18,
            "close": 89.18,
            "amount_yi": 0.1465
          },
          {
            "time": "13:55",
            "open": 89.24,
            "high": 89.24,
            "low": 89.24,
            "close": 89.24,
            "amount_yi": 0.0812
          },
          {
            "time": "13:56",
            "open": 89.0,
            "high": 89.0,
            "low": 89.0,
            "close": 89.0,
            "amount_yi": 0.2584
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.0,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 88.98,
        "ask1": 89.0,
        "bid_qty1": 19,
        "ask_qty1": 148
      },
      "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": "2026-06-29T13:56:12",
      "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": 46.5774,
      "price_vs_vwap_pct": -4.3528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3644,
        "prev_amount_yi": 0.3231,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 44.23,
            "high": 44.23,
            "low": 44.23,
            "close": 44.23,
            "amount_yi": 0.0429
          },
          {
            "time": "13:53",
            "open": 44.35,
            "high": 44.47,
            "low": 44.35,
            "close": 44.47,
            "amount_yi": 0.0486
          },
          {
            "time": "13:54",
            "open": 44.55,
            "high": 44.79,
            "low": 44.55,
            "close": 44.79,
            "amount_yi": 0.0618
          },
          {
            "time": "13:55",
            "open": 44.81,
            "high": 44.81,
            "low": 44.81,
            "close": 44.81,
            "amount_yi": 0.0861
          },
          {
            "time": "13:56",
            "open": 44.55,
            "high": 44.55,
            "low": 44.55,
            "close": 44.55,
            "amount_yi": 0.125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.55,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.16,
        "bid1": 44.53,
        "ask1": 44.55,
        "bid_qty1": 7,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 105.99,
      "exec_low": 107.58,
      "exec_high": 107.58,
      "invalid_price": 102.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": null,
      "intraday_vwap": 107.2154,
      "price_vs_vwap_pct": 1.0116,
      "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": 0.7752,
        "prev_amount_yi": 0.8691,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 107.69,
            "high": 107.69,
            "low": 107.69,
            "close": 107.69,
            "amount_yi": 0.0711
          },
          {
            "time": "13:53",
            "open": 107.9,
            "high": 107.9,
            "low": 107.88,
            "close": 107.88,
            "amount_yi": 0.1489
          },
          {
            "time": "13:54",
            "open": 107.81,
            "high": 107.81,
            "low": 107.81,
            "close": 107.81,
            "amount_yi": 0.1888
          },
          {
            "time": "13:55",
            "open": 107.95,
            "high": 107.95,
            "low": 107.95,
            "close": 107.95,
            "amount_yi": 0.1184
          },
          {
            "time": "13:56",
            "open": 108.3,
            "high": 108.3,
            "low": 108.3,
            "close": 108.3,
            "amount_yi": 0.248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 108.3,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 100.66,
        "bid1": 108.28,
        "ask1": 108.3,
        "bid_qty1": 15,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "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": 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": 0.2123,
        "prev_amount_yi": 0.272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 57.54,
            "high": 57.54,
            "low": 57.54,
            "close": 57.54,
            "amount_yi": 0.0279
          },
          {
            "time": "13:53",
            "open": 57.85,
            "high": 57.99,
            "low": 57.85,
            "close": 57.99,
            "amount_yi": 0.0313
          },
          {
            "time": "13:54",
            "open": 57.64,
            "high": 57.7,
            "low": 57.64,
            "close": 57.7,
            "amount_yi": 0.0382
          },
          {
            "time": "13:55",
            "open": 57.9,
            "high": 57.9,
            "low": 57.9,
            "close": 57.9,
            "amount_yi": 0.0301
          },
          {
            "time": "13:56",
            "open": 58.2,
            "high": 58.2,
            "low": 58.2,
            "close": 58.2,
            "amount_yi": 0.0848
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.2,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 59.0,
        "low": 51.51,
        "bid1": 58.2,
        "ask1": 58.24,
        "bid_qty1": 47,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 517.0,
      "exec_low": 524.75,
      "exec_high": 524.75,
      "invalid_price": 501.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 532.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 524.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 509.25,
      "entry_zone_high": 524.75,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1899,
        "prev_amount_yi": 1.7867,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 500.76,
            "high": 500.76,
            "low": 500.76,
            "close": 500.76,
            "amount_yi": 0.1552
          },
          {
            "time": "13:53",
            "open": 501.88,
            "high": 502.02,
            "low": 501.88,
            "close": 502.02,
            "amount_yi": 0.5241
          },
          {
            "time": "13:54",
            "open": 502.8,
            "high": 503.0,
            "low": 502.8,
            "close": 503.0,
            "amount_yi": 0.4669
          },
          {
            "time": "13:55",
            "open": 504.0,
            "high": 504.0,
            "low": 504.0,
            "close": 504.0,
            "amount_yi": 0.3787
          },
          {
            "time": "13:56",
            "open": 506.15,
            "high": 506.15,
            "low": 506.15,
            "close": 506.15,
            "amount_yi": 0.665
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 506.15,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 472.1,
        "bid1": 506.15,
        "ask1": 506.18,
        "bid_qty1": 67,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002409:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002409:VWAP_RECLAIM",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W45",
      "status": "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": "2026-06-29T13:56:12",
      "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": 202.3652,
      "price_vs_vwap_pct": 2.5176,
      "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": 0.1421,
        "prev_amount_yi": 0.3921,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3624,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0189
          },
          {
            "time": "13:53",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0402
          },
          {
            "time": "13:54",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0212
          },
          {
            "time": "13:55",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0116
          },
          {
            "time": "13:56",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0502
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 207.46,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 191.18,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 30191,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 82.9634,
      "price_vs_vwap_pct": -3.1862,
      "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": 0.0861,
        "prev_amount_yi": 0.0925,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 80.15,
            "high": 80.15,
            "low": 80.15,
            "close": 80.15,
            "amount_yi": 0.0074
          },
          {
            "time": "13:53",
            "open": 80.17,
            "high": 80.25,
            "low": 80.17,
            "close": 80.25,
            "amount_yi": 0.0192
          },
          {
            "time": "13:54",
            "open": 80.25,
            "high": 80.29,
            "low": 80.25,
            "close": 80.29,
            "amount_yi": 0.0143
          },
          {
            "time": "13:55",
            "open": 80.44,
            "high": 80.44,
            "low": 80.44,
            "close": 80.44,
            "amount_yi": 0.0113
          },
          {
            "time": "13:56",
            "open": 80.32,
            "high": 80.32,
            "low": 80.32,
            "close": 80.32,
            "amount_yi": 0.0339
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.32,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 79.61,
        "bid1": 80.3,
        "ask1": 80.31,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "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": 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": 75.9327,
      "price_vs_vwap_pct": 3.9473,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2406,
        "prev_amount_yi": 0.197,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 77.77,
            "high": 77.77,
            "low": 77.77,
            "close": 77.77,
            "amount_yi": 0.0187
          },
          {
            "time": "13:53",
            "open": 77.85,
            "high": 77.97,
            "low": 77.85,
            "close": 77.97,
            "amount_yi": 0.0327
          },
          {
            "time": "13:54",
            "open": 78.11,
            "high": 78.28,
            "low": 78.11,
            "close": 78.28,
            "amount_yi": 0.0686
          },
          {
            "time": "13:55",
            "open": 78.5,
            "high": 78.5,
            "low": 78.5,
            "close": 78.5,
            "amount_yi": 0.0284
          },
          {
            "time": "13:56",
            "open": 78.93,
            "high": 78.93,
            "low": 78.93,
            "close": 78.93,
            "amount_yi": 0.0922
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.93,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 71.1,
        "bid1": 78.92,
        "ask1": 78.93,
        "bid_qty1": 6,
        "ask_qty1": 56
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-29T13:56:12",
      "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": 34.3896,
      "price_vs_vwap_pct": 1.3388,
      "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": 0.1334,
        "prev_amount_yi": 0.1348,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 34.83,
            "high": 34.83,
            "low": 34.83,
            "close": 34.83,
            "amount_yi": 0.0078
          },
          {
            "time": "13:53",
            "open": 34.83,
            "high": 34.83,
            "low": 34.83,
            "close": 34.83,
            "amount_yi": 0.0235
          },
          {
            "time": "13:54",
            "open": 34.85,
            "high": 34.87,
            "low": 34.85,
            "close": 34.87,
            "amount_yi": 0.0177
          },
          {
            "time": "13:55",
            "open": 34.89,
            "high": 34.89,
            "low": 34.89,
            "close": 34.89,
            "amount_yi": 0.041
          },
          {
            "time": "13:56",
            "open": 34.85,
            "high": 34.85,
            "low": 34.85,
            "close": 34.85,
            "amount_yi": 0.0434
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.85,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 36.37,
        "low": 32.88,
        "bid1": 34.85,
        "ask1": 34.86,
        "bid_qty1": 20,
        "ask_qty1": 4
      },
      "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": "2026-06-29T13:56:12",
      "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": 16.9862,
      "price_vs_vwap_pct": -5.6293,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3113,
        "prev_amount_yi": 0.2105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0382
          },
          {
            "time": "13:53",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0496
          },
          {
            "time": "13:54",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0698
          },
          {
            "time": "13:55",
            "open": 16.03,
            "high": 16.03,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.055
          },
          {
            "time": "13:56",
            "open": 16.03,
            "high": 16.03,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.0987
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.03,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.02,
        "bid1": 16.02,
        "ask1": 16.03,
        "bid_qty1": 468,
        "ask_qty1": 168
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 3.58,
      "intraday_vwap": 12.4651,
      "price_vs_vwap_pct": 0.7613,
      "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": 0.0749,
        "prev_amount_yi": 0.085,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 12.55,
            "high": 12.55,
            "low": 12.55,
            "close": 12.55,
            "amount_yi": 0.0122
          },
          {
            "time": "13:53",
            "open": 12.55,
            "high": 12.55,
            "low": 12.54,
            "close": 12.54,
            "amount_yi": 0.0203
          },
          {
            "time": "13:54",
            "open": 12.54,
            "high": 12.56,
            "low": 12.54,
            "close": 12.56,
            "amount_yi": 0.0166
          },
          {
            "time": "13:55",
            "open": 12.56,
            "high": 12.56,
            "low": 12.56,
            "close": 12.56,
            "amount_yi": 0.0046
          },
          {
            "time": "13:56",
            "open": 12.56,
            "high": 12.56,
            "low": 12.56,
            "close": 12.56,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 12.56,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.91,
        "low": 11.95,
        "bid1": 12.56,
        "ask1": 12.57,
        "bid_qty1": 235,
        "ask_qty1": 164
      },
      "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": "2026-06-29T13:56:12",
      "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": 28.4161,
      "price_vs_vwap_pct": 0.6824,
      "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": 0.1327,
        "prev_amount_yi": 0.1832,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.0288
          },
          {
            "time": "13:53",
            "open": 28.6,
            "high": 28.6,
            "low": 28.6,
            "close": 28.6,
            "amount_yi": 0.0277
          },
          {
            "time": "13:54",
            "open": 28.57,
            "high": 28.6,
            "low": 28.57,
            "close": 28.6,
            "amount_yi": 0.0282
          },
          {
            "time": "13:55",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.0127
          },
          {
            "time": "13:56",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.0353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.61,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 30.0,
        "low": 26.0,
        "bid1": 28.6,
        "ask1": 28.61,
        "bid_qty1": 38,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 84.8033,
      "price_vs_vwap_pct": -0.0039,
      "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": 0.2833,
        "prev_amount_yi": 0.5114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.554,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 84.94,
            "high": 84.94,
            "low": 84.94,
            "close": 84.94,
            "amount_yi": 0.0323
          },
          {
            "time": "13:53",
            "open": 84.94,
            "high": 84.98,
            "low": 84.94,
            "close": 84.98,
            "amount_yi": 0.0627
          },
          {
            "time": "13:54",
            "open": 85.0,
            "high": 85.0,
            "low": 84.99,
            "close": 84.99,
            "amount_yi": 0.0888
          },
          {
            "time": "13:55",
            "open": 84.98,
            "high": 84.98,
            "low": 84.98,
            "close": 84.98,
            "amount_yi": 0.0312
          },
          {
            "time": "13:56",
            "open": 84.8,
            "high": 84.8,
            "low": 84.8,
            "close": 84.8,
            "amount_yi": 0.0683
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.8,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 80.78,
        "bid1": 84.8,
        "ask1": 84.84,
        "bid_qty1": 97,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 7.8275,
      "price_vs_vwap_pct": -0.6068,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.0199,
        "prev_amount_yi": 2.0932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 7.76,
            "high": 7.76,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.5338
          },
          {
            "time": "13:53",
            "open": 7.76,
            "high": 7.77,
            "low": 7.76,
            "close": 7.77,
            "amount_yi": 0.5628
          },
          {
            "time": "13:54",
            "open": 7.77,
            "high": 7.78,
            "low": 7.77,
            "close": 7.78,
            "amount_yi": 0.7965
          },
          {
            "time": "13:55",
            "open": 7.77,
            "high": 7.77,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.4792
          },
          {
            "time": "13:56",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.6476
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.78,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.51,
        "bid1": 7.77,
        "ask1": 7.78,
        "bid_qty1": 298,
        "ask_qty1": 409
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 171.4504,
      "price_vs_vwap_pct": -2.4791,
      "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": 0.3615,
        "prev_amount_yi": 0.371,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 164.73,
            "high": 164.73,
            "low": 164.73,
            "close": 164.73,
            "amount_yi": 0.0547
          },
          {
            "time": "13:53",
            "open": 164.76,
            "high": 164.76,
            "low": 164.73,
            "close": 164.73,
            "amount_yi": 0.082
          },
          {
            "time": "13:54",
            "open": 164.96,
            "high": 165.45,
            "low": 164.96,
            "close": 165.45,
            "amount_yi": 0.0892
          },
          {
            "time": "13:55",
            "open": 166.16,
            "high": 166.16,
            "low": 166.16,
            "close": 166.16,
            "amount_yi": 0.0204
          },
          {
            "time": "13:56",
            "open": 167.2,
            "high": 167.2,
            "low": 167.2,
            "close": 167.2,
            "amount_yi": 0.1152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 167.2,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 160.2,
        "bid1": 167.19,
        "ask1": 167.2,
        "bid_qty1": 1,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.85,
      "exec_low": 17.1,
      "exec_high": 17.1,
      "invalid_price": 16.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 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": 4.2204,
      "intraday_vwap": 16.7006,
      "price_vs_vwap_pct": 2.0921,
      "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": 0.0263,
        "prev_amount_yi": 0.0172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5291,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 16.99,
            "high": 16.99,
            "low": 16.99,
            "close": 16.99,
            "amount_yi": 0.0006
          },
          {
            "time": "13:53",
            "open": 16.99,
            "high": 16.99,
            "low": 16.98,
            "close": 16.98,
            "amount_yi": 0.0031
          },
          {
            "time": "13:54",
            "open": 16.98,
            "high": 17.0,
            "low": 16.98,
            "close": 17.0,
            "amount_yi": 0.0067
          },
          {
            "time": "13:55",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0106
          },
          {
            "time": "13:56",
            "open": 17.05,
            "high": 17.05,
            "low": 17.05,
            "close": 17.05,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 17.05,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 17.35,
        "low": 15.98,
        "bid1": 17.05,
        "ask1": 17.06,
        "bid_qty1": 82,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603386:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603386:VWAP_RECLAIM",
      "symbol": "SHSE.603386",
      "name": "骏亚科技",
      "side": "BUY",
      "priority": "W56",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.11,
      "exec_low": 22.44,
      "exec_high": 22.44,
      "invalid_price": 21.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 20.2728,
      "price_vs_vwap_pct": -1.4936,
      "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": 0.0442,
        "prev_amount_yi": 0.04,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.105,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 20.04,
            "high": 20.04,
            "low": 20.04,
            "close": 20.04,
            "amount_yi": 0.0093
          },
          {
            "time": "13:53",
            "open": 20.04,
            "high": 20.04,
            "low": 20.02,
            "close": 20.02,
            "amount_yi": 0.0039
          },
          {
            "time": "13:54",
            "open": 19.99,
            "high": 19.99,
            "low": 19.98,
            "close": 19.98,
            "amount_yi": 0.0138
          },
          {
            "time": "13:55",
            "open": 19.96,
            "high": 19.96,
            "low": 19.96,
            "close": 19.96,
            "amount_yi": 0.004
          },
          {
            "time": "13:56",
            "open": 19.97,
            "high": 19.97,
            "low": 19.97,
            "close": 19.97,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.97,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.16,
        "bid1": 19.95,
        "ask1": 19.98,
        "bid_qty1": 71,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1757,
        "prev_amount_yi": 0.3155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 510.2,
            "high": 510.2,
            "low": 510.2,
            "close": 510.2,
            "amount_yi": 0.0075
          },
          {
            "time": "13:53",
            "open": 512.18,
            "high": 514.76,
            "low": 512.18,
            "close": 514.76,
            "amount_yi": 0.0423
          },
          {
            "time": "13:54",
            "open": 514.8,
            "high": 514.89,
            "low": 514.8,
            "close": 514.89,
            "amount_yi": 0.0291
          },
          {
            "time": "13:55",
            "open": 514.88,
            "high": 514.88,
            "low": 514.88,
            "close": 514.88,
            "amount_yi": 0.0456
          },
          {
            "time": "13:56",
            "open": 514.24,
            "high": 514.24,
            "low": 514.24,
            "close": 514.24,
            "amount_yi": 0.0512
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 514.24,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 515.2,
        "low": 470.5,
        "bid1": 514.24,
        "ask1": 514.5,
        "bid_qty1": 2,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 18.5857,
      "price_vs_vwap_pct": 5.7803,
      "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": 0.0008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 15.375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0098
          },
          {
            "time": "13:53",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0015
          },
          {
            "time": "13:54",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0007
          },
          {
            "time": "13:55",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "13:56",
            "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": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:08",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 37392,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7102,
      "price_vs_vwap_pct": -1.1349,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.024,
        "prev_amount_yi": 0.0339,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 9.59,
            "high": 9.59,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.001
          },
          {
            "time": "13:53",
            "open": 9.59,
            "high": 9.59,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.0033
          },
          {
            "time": "13:54",
            "open": 9.58,
            "high": 9.59,
            "low": 9.58,
            "close": 9.59,
            "amount_yi": 0.0062
          },
          {
            "time": "13:55",
            "open": 9.59,
            "high": 9.59,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.0101
          },
          {
            "time": "13:56",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.6,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.59,
        "ask1": 9.6,
        "bid_qty1": 522,
        "ask_qty1": 79
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 47.9371,
      "price_vs_vwap_pct": -1.0161,
      "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": 0.3633,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 47.04,
            "high": 47.04,
            "low": 47.04,
            "close": 47.04,
            "amount_yi": 0.0413
          },
          {
            "time": "13:53",
            "open": 47.07,
            "high": 47.3,
            "low": 47.07,
            "close": 47.3,
            "amount_yi": 0.0882
          },
          {
            "time": "13:54",
            "open": 47.26,
            "high": 47.31,
            "low": 47.26,
            "close": 47.31,
            "amount_yi": 0.1407
          },
          {
            "time": "13:55",
            "open": 47.37,
            "high": 47.37,
            "low": 47.37,
            "close": 47.37,
            "amount_yi": 0.0684
          },
          {
            "time": "13:56",
            "open": 47.45,
            "high": 47.45,
            "low": 47.45,
            "close": 47.45,
            "amount_yi": 0.1371
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.45,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 45.6,
        "bid1": 47.44,
        "ask1": 47.45,
        "bid_qty1": 46,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 47.1511,
      "price_vs_vwap_pct": 2.3942,
      "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": 0.1455,
        "prev_amount_yi": 0.1794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.811,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 48.26,
            "high": 48.26,
            "low": 48.26,
            "close": 48.26,
            "amount_yi": 0.0227
          },
          {
            "time": "13:53",
            "open": 48.25,
            "high": 48.25,
            "low": 48.24,
            "close": 48.24,
            "amount_yi": 0.0414
          },
          {
            "time": "13:54",
            "open": 48.26,
            "high": 48.27,
            "low": 48.26,
            "close": 48.27,
            "amount_yi": 0.0255
          },
          {
            "time": "13:55",
            "open": 48.27,
            "high": 48.27,
            "low": 48.27,
            "close": 48.27,
            "amount_yi": 0.0292
          },
          {
            "time": "13:56",
            "open": 48.28,
            "high": 48.28,
            "low": 48.28,
            "close": 48.28,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.28,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 50.1,
        "low": 43.58,
        "bid1": 48.27,
        "ask1": 48.28,
        "bid_qty1": 19,
        "ask_qty1": 53
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 50.7918,
      "price_vs_vwap_pct": -2.3268,
      "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": 0.0044,
        "prev_amount_yi": 0.0084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0012
          },
          {
            "time": "13:53",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0009
          },
          {
            "time": "13:54",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0007
          },
          {
            "time": "13:55",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0005
          },
          {
            "time": "13:56",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:09",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 11952
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.22,
        "prev_amount_yi": 0.1489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 135.27,
            "high": 135.27,
            "low": 135.27,
            "close": 135.27,
            "amount_yi": 0.008
          },
          {
            "time": "13:53",
            "open": 135.6,
            "high": 135.6,
            "low": 135.36,
            "close": 135.36,
            "amount_yi": 0.0442
          },
          {
            "time": "13:54",
            "open": 135.45,
            "high": 135.45,
            "low": 135.25,
            "close": 135.25,
            "amount_yi": 0.0464
          },
          {
            "time": "13:55",
            "open": 135.54,
            "high": 135.54,
            "low": 135.54,
            "close": 135.54,
            "amount_yi": 0.0745
          },
          {
            "time": "13:56",
            "open": 135.62,
            "high": 135.62,
            "low": 135.62,
            "close": 135.62,
            "amount_yi": 0.0469
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 135.62,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 127.83,
        "bid1": 135.62,
        "ask1": 135.89,
        "bid_qty1": 12,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 29.8102,
      "price_vs_vwap_pct": -1.3425,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3598,
        "prev_amount_yi": 0.1978,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.819,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 29.33,
            "high": 29.33,
            "low": 29.33,
            "close": 29.33,
            "amount_yi": 0.0333
          },
          {
            "time": "13:53",
            "open": 29.36,
            "high": 29.36,
            "low": 29.34,
            "close": 29.34,
            "amount_yi": 0.0855
          },
          {
            "time": "13:54",
            "open": 29.34,
            "high": 29.41,
            "low": 29.34,
            "close": 29.41,
            "amount_yi": 0.0867
          },
          {
            "time": "13:55",
            "open": 29.47,
            "high": 29.47,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.03
          },
          {
            "time": "13:56",
            "open": 29.41,
            "high": 29.41,
            "low": 29.41,
            "close": 29.41,
            "amount_yi": 0.1243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.41,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.4,
        "ask1": 29.41,
        "bid_qty1": 184,
        "ask_qty1": 221
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM",
      "symbol": "SHSE.688627",
      "name": "精智达",
      "side": "BUY",
      "priority": "W65",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 676.0,
      "exec_low": 686.14,
      "exec_high": 686.14,
      "invalid_price": 655.72,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1993,
        "prev_amount_yi": 0.6048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 699.98,
            "high": 699.98,
            "low": 699.98,
            "close": 699.98,
            "amount_yi": 0.0049
          },
          {
            "time": "13:53",
            "open": 699.84,
            "high": 700.38,
            "low": 699.84,
            "close": 700.38,
            "amount_yi": 0.0453
          },
          {
            "time": "13:54",
            "open": 700.0,
            "high": 700.0,
            "low": 699.0,
            "close": 699.0,
            "amount_yi": 0.0525
          },
          {
            "time": "13:55",
            "open": 700.0,
            "high": 700.0,
            "low": 700.0,
            "close": 700.0,
            "amount_yi": 0.0401
          },
          {
            "time": "13:56",
            "open": 701.0,
            "high": 701.0,
            "low": 701.0,
            "close": 701.0,
            "amount_yi": 0.0565
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 701.0,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 709.88,
        "low": 642.03,
        "bid1": 700.03,
        "ask1": 700.99,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.49,
      "exec_low": 49.22,
      "exec_high": 49.22,
      "invalid_price": 47.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 47.3343,
      "price_vs_vwap_pct": 0.8993,
      "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": 0.0419,
        "prev_amount_yi": 0.047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8915,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 47.69,
            "high": 47.69,
            "low": 47.69,
            "close": 47.69,
            "amount_yi": 0.0032
          },
          {
            "time": "13:53",
            "open": 47.75,
            "high": 47.78,
            "low": 47.75,
            "close": 47.78,
            "amount_yi": 0.0084
          },
          {
            "time": "13:54",
            "open": 47.79,
            "high": 47.79,
            "low": 47.76,
            "close": 47.76,
            "amount_yi": 0.0154
          },
          {
            "time": "13:55",
            "open": 47.76,
            "high": 47.76,
            "low": 47.76,
            "close": 47.76,
            "amount_yi": 0.0028
          },
          {
            "time": "13:56",
            "open": 47.76,
            "high": 47.76,
            "low": 47.76,
            "close": 47.76,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.76,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 47.76,
        "ask1": 47.77,
        "bid_qty1": 28,
        "ask_qty1": 10
      },
      "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": "2026-06-29T13:56:12",
      "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": 22.4516,
      "price_vs_vwap_pct": -1.0761,
      "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": 0.1282,
        "prev_amount_yi": 0.1009,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 22.15,
            "high": 22.15,
            "low": 22.15,
            "close": 22.15,
            "amount_yi": 0.005
          },
          {
            "time": "13:53",
            "open": 22.2,
            "high": 22.2,
            "low": 22.16,
            "close": 22.16,
            "amount_yi": 0.0586
          },
          {
            "time": "13:54",
            "open": 22.15,
            "high": 22.17,
            "low": 22.15,
            "close": 22.17,
            "amount_yi": 0.0167
          },
          {
            "time": "13:55",
            "open": 22.18,
            "high": 22.18,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.0314
          },
          {
            "time": "13:56",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.21,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 21.9,
        "bid1": 22.21,
        "ask1": 22.22,
        "bid_qty1": 61,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 12.8257,
      "price_vs_vwap_pct": -1.136,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7824,
        "prev_amount_yi": 0.4626,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 12.59,
            "high": 12.59,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.0797
          },
          {
            "time": "13:53",
            "open": 12.59,
            "high": 12.62,
            "low": 12.59,
            "close": 12.62,
            "amount_yi": 0.1101
          },
          {
            "time": "13:54",
            "open": 12.61,
            "high": 12.65,
            "low": 12.61,
            "close": 12.65,
            "amount_yi": 0.1516
          },
          {
            "time": "13:55",
            "open": 12.68,
            "high": 12.68,
            "low": 12.68,
            "close": 12.68,
            "amount_yi": 0.1517
          },
          {
            "time": "13:56",
            "open": 12.68,
            "high": 12.68,
            "low": 12.68,
            "close": 12.68,
            "amount_yi": 0.2893
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.68,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.16,
        "bid1": 12.67,
        "ask1": 12.68,
        "bid_qty1": 12,
        "ask_qty1": 423
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 158.5,
      "exec_low": 160.88,
      "exec_high": 160.88,
      "invalid_price": 153.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 160.2296,
      "price_vs_vwap_pct": 4.6935,
      "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": 0.0051,
        "prev_amount_yi": 0.0162,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3148,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0002
          },
          {
            "time": "13:53",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0018
          },
          {
            "time": "13:54",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0015
          },
          {
            "time": "13:55",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0008
          },
          {
            "time": "13:56",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 167.75,
        "low": 151.0,
        "bid1": 167.75,
        "ask1": 0.0,
        "bid_qty1": 19437,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM",
      "symbol": "SHSE.600246",
      "name": "万通发展",
      "side": "BUY",
      "priority": "W70",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.6,
      "exec_low": 20.91,
      "exec_high": 20.91,
      "invalid_price": 19.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 18.9542,
      "price_vs_vwap_pct": -3.2404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2979,
        "prev_amount_yi": 0.2646,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1259,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 18.36,
            "high": 18.36,
            "low": 18.36,
            "close": 18.36,
            "amount_yi": 0.0329
          },
          {
            "time": "13:53",
            "open": 18.42,
            "high": 18.42,
            "low": 18.38,
            "close": 18.38,
            "amount_yi": 0.0509
          },
          {
            "time": "13:54",
            "open": 18.34,
            "high": 18.38,
            "low": 18.34,
            "close": 18.38,
            "amount_yi": 0.0775
          },
          {
            "time": "13:55",
            "open": 18.36,
            "high": 18.36,
            "low": 18.36,
            "close": 18.36,
            "amount_yi": 0.0402
          },
          {
            "time": "13:56",
            "open": 18.34,
            "high": 18.34,
            "low": 18.34,
            "close": 18.34,
            "amount_yi": 0.0964
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.34,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 17.97,
        "bid1": 18.34,
        "ask1": 18.35,
        "bid_qty1": 143,
        "ask_qty1": 143
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 129.3556,
      "price_vs_vwap_pct": -2.4627,
      "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": 0.0256,
        "prev_amount_yi": 0.0392,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 125.87,
            "high": 125.87,
            "low": 125.87,
            "close": 125.87,
            "amount_yi": 0.0014
          },
          {
            "time": "13:53",
            "open": 126.25,
            "high": 126.42,
            "low": 126.25,
            "close": 126.42,
            "amount_yi": 0.0151
          },
          {
            "time": "13:54",
            "open": 126.24,
            "high": 126.31,
            "low": 126.24,
            "close": 126.31,
            "amount_yi": 0.0027
          },
          {
            "time": "13:55",
            "open": 126.49,
            "high": 126.49,
            "low": 126.49,
            "close": 126.49,
            "amount_yi": 0.0051
          },
          {
            "time": "13:56",
            "open": 126.17,
            "high": 126.17,
            "low": 126.17,
            "close": 126.17,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 126.17,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 123.11,
        "bid1": 126.17,
        "ask1": 126.22,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM",
      "symbol": "SHSE.688090",
      "name": "瑞松科技",
      "side": "BUY",
      "priority": "W72",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 113.95,
      "exec_low": 115.66,
      "exec_high": 115.66,
      "invalid_price": 110.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 0.0909,
        "prev_amount_yi": 0.1439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 105.91,
            "high": 105.91,
            "low": 105.91,
            "close": 105.91,
            "amount_yi": 0.0138
          },
          {
            "time": "13:53",
            "open": 105.77,
            "high": 105.88,
            "low": 105.77,
            "close": 105.88,
            "amount_yi": 0.0125
          },
          {
            "time": "13:54",
            "open": 106.05,
            "high": 106.05,
            "low": 105.75,
            "close": 105.75,
            "amount_yi": 0.0298
          },
          {
            "time": "13:55",
            "open": 105.89,
            "high": 105.89,
            "low": 105.89,
            "close": 105.89,
            "amount_yi": 0.0128
          },
          {
            "time": "13:56",
            "open": 106.01,
            "high": 106.01,
            "low": 106.01,
            "close": 106.01,
            "amount_yi": 0.022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.01,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 102.57,
        "bid1": 105.9,
        "ask1": 106.02,
        "bid_qty1": 1,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 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": 53.1387,
      "price_vs_vwap_pct": -0.5809,
      "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": 1.3614,
        "prev_amount_yi": 1.3807,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 52.42,
            "high": 52.42,
            "low": 52.42,
            "close": 52.42,
            "amount_yi": 0.1342
          },
          {
            "time": "13:53",
            "open": 52.6,
            "high": 52.75,
            "low": 52.6,
            "close": 52.75,
            "amount_yi": 0.2721
          },
          {
            "time": "13:54",
            "open": 52.75,
            "high": 52.8,
            "low": 52.75,
            "close": 52.8,
            "amount_yi": 0.4383
          },
          {
            "time": "13:55",
            "open": 52.72,
            "high": 52.72,
            "low": 52.72,
            "close": 52.72,
            "amount_yi": 0.3054
          },
          {
            "time": "13:56",
            "open": 52.83,
            "high": 52.83,
            "low": 52.83,
            "close": 52.83,
            "amount_yi": 0.2114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.83,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 50.85,
        "bid1": 52.83,
        "ask1": 52.84,
        "bid_qty1": 49,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 3.4514,
      "intraday_vwap": 10.8008,
      "price_vs_vwap_pct": 1.9369,
      "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": 0.0437,
        "prev_amount_yi": 0.0299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.002
          },
          {
            "time": "13:53",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0042
          },
          {
            "time": "13:54",
            "open": 10.99,
            "high": 11.01,
            "low": 10.99,
            "close": 11.01,
            "amount_yi": 0.0226
          },
          {
            "time": "13:55",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0043
          },
          {
            "time": "13:56",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 11.01,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 11.08,
        "low": 10.46,
        "bid1": 11.0,
        "ask1": 11.01,
        "bid_qty1": 260,
        "ask_qty1": 59
      },
      "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": "2026-06-29T13:56:12",
      "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": 3.7037,
      "intraday_vwap": 7.4774,
      "price_vs_vwap_pct": 0.9709,
      "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": 0.0699,
        "prev_amount_yi": 0.0515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 7.56,
            "high": 7.56,
            "low": 7.56,
            "close": 7.56,
            "amount_yi": 0.0163
          },
          {
            "time": "13:53",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0286
          },
          {
            "time": "13:54",
            "open": 7.54,
            "high": 7.56,
            "low": 7.54,
            "close": 7.56,
            "amount_yi": 0.0095
          },
          {
            "time": "13:55",
            "open": 7.56,
            "high": 7.56,
            "low": 7.56,
            "close": 7.56,
            "amount_yi": 0.0017
          },
          {
            "time": "13:56",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": "2026-06-29T13:56:11",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.61,
        "low": 7.29,
        "bid1": 7.55,
        "ask1": 7.56,
        "bid_qty1": 94,
        "ask_qty1": 222
      },
      "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": "2026-06-29T13:56:12",
      "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": 123.2492,
      "price_vs_vwap_pct": 1.3475,
      "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": 0.894,
        "prev_amount_yi": 1.1598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 125.11,
            "high": 125.11,
            "low": 125.11,
            "close": 125.11,
            "amount_yi": 0.0801
          },
          {
            "time": "13:53",
            "open": 125.09,
            "high": 125.13,
            "low": 125.09,
            "close": 125.13,
            "amount_yi": 0.2197
          },
          {
            "time": "13:54",
            "open": 125.0,
            "high": 125.02,
            "low": 125.0,
            "close": 125.02,
            "amount_yi": 0.201
          },
          {
            "time": "13:55",
            "open": 124.91,
            "high": 124.91,
            "low": 124.91,
            "close": 124.91,
            "amount_yi": 0.1468
          },
          {
            "time": "13:56",
            "open": 124.91,
            "high": 124.91,
            "low": 124.91,
            "close": 124.91,
            "amount_yi": 0.2464
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 124.91,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 126.58,
        "low": 116.8,
        "bid1": 124.9,
        "ask1": 124.91,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2276,
        "prev_amount_yi": 0.2052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1092,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 137.51,
            "high": 137.51,
            "low": 137.51,
            "close": 137.51,
            "amount_yi": 0.015
          },
          {
            "time": "13:53",
            "open": 138.07,
            "high": 138.1,
            "low": 138.07,
            "close": 138.1,
            "amount_yi": 0.0499
          },
          {
            "time": "13:54",
            "open": 137.86,
            "high": 137.97,
            "low": 137.86,
            "close": 137.97,
            "amount_yi": 0.0546
          },
          {
            "time": "13:55",
            "open": 137.77,
            "high": 137.77,
            "low": 137.77,
            "close": 137.77,
            "amount_yi": 0.0304
          },
          {
            "time": "13:56",
            "open": 137.43,
            "high": 137.43,
            "low": 137.43,
            "close": 137.43,
            "amount_yi": 0.0777
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 137.43,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 131.63,
        "bid1": 137.3,
        "ask1": 137.43,
        "bid_qty1": 9,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 11.872,
      "price_vs_vwap_pct": -2.7965,
      "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": 0.3466,
        "prev_amount_yi": 0.3866,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0325
          },
          {
            "time": "13:53",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0643
          },
          {
            "time": "13:54",
            "open": 11.48,
            "high": 11.52,
            "low": 11.48,
            "close": 11.52,
            "amount_yi": 0.0619
          },
          {
            "time": "13:55",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0725
          },
          {
            "time": "13:56",
            "open": 11.54,
            "high": 11.54,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.1154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.54,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.1,
        "bid1": 11.53,
        "ask1": 11.54,
        "bid_qty1": 348,
        "ask_qty1": 163
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 21.935,
      "price_vs_vwap_pct": 0.6155,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5627,
        "prev_amount_yi": 1.3884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 21.59,
            "high": 21.59,
            "low": 21.59,
            "close": 21.59,
            "amount_yi": 0.0665
          },
          {
            "time": "13:53",
            "open": 21.67,
            "high": 21.81,
            "low": 21.67,
            "close": 21.81,
            "amount_yi": 0.3569
          },
          {
            "time": "13:54",
            "open": 21.88,
            "high": 21.88,
            "low": 21.87,
            "close": 21.87,
            "amount_yi": 0.836
          },
          {
            "time": "13:55",
            "open": 21.99,
            "high": 21.99,
            "low": 21.99,
            "close": 21.99,
            "amount_yi": 0.2373
          },
          {
            "time": "13:56",
            "open": 22.07,
            "high": 22.07,
            "low": 22.07,
            "close": 22.07,
            "amount_yi": 1.066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.07,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 20.58,
        "bid1": 22.07,
        "ask1": 22.08,
        "bid_qty1": 38,
        "ask_qty1": 141
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 0.0403,
        "prev_amount_yi": 0.0545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 62.99,
            "high": 62.99,
            "low": 62.99,
            "close": 62.99,
            "amount_yi": 0.0075
          },
          {
            "time": "13:53",
            "open": 62.87,
            "high": 62.87,
            "low": 62.7,
            "close": 62.7,
            "amount_yi": 0.0224
          },
          {
            "time": "13:54",
            "open": 62.5,
            "high": 62.64,
            "low": 62.5,
            "close": 62.64,
            "amount_yi": 0.0019
          },
          {
            "time": "13:55",
            "open": 62.35,
            "high": 62.35,
            "low": 62.35,
            "close": 62.35,
            "amount_yi": 0.002
          },
          {
            "time": "13:56",
            "open": 62.99,
            "high": 62.99,
            "low": 62.99,
            "close": 62.99,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.99,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 60.08,
        "bid1": 62.9,
        "ask1": 62.99,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.63,
      "exec_low": 58.49,
      "exec_high": 58.49,
      "invalid_price": 55.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.77,
      "entry_zone_high": 58.49,
      "entry_risk_pct": null,
      "intraday_vwap": 57.4103,
      "price_vs_vwap_pct": 2.5252,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.3821,
        "prev_amount_yi": 2.003,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 5.0377
          },
          {
            "time": "13:53",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.6791
          },
          {
            "time": "13:54",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.4099
          },
          {
            "time": "13:55",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1508
          },
          {
            "time": "13:56",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.86,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.55,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 350271,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W82",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 26.6419,
      "price_vs_vwap_pct": 1.0438,
      "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": 0.0366,
        "prev_amount_yi": 0.1028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 26.86,
            "high": 26.86,
            "low": 26.86,
            "close": 26.86,
            "amount_yi": 0.0088
          },
          {
            "time": "13:53",
            "open": 26.91,
            "high": 26.92,
            "low": 26.91,
            "close": 26.92,
            "amount_yi": 0.0132
          },
          {
            "time": "13:54",
            "open": 26.9,
            "high": 26.97,
            "low": 26.9,
            "close": 26.97,
            "amount_yi": 0.0081
          },
          {
            "time": "13:55",
            "open": 26.94,
            "high": 26.94,
            "low": 26.94,
            "close": 26.94,
            "amount_yi": 0.001
          },
          {
            "time": "13:56",
            "open": 26.92,
            "high": 26.92,
            "low": 26.92,
            "close": 26.92,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.92,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 27.28,
        "low": 25.27,
        "bid1": 26.91,
        "ask1": 26.92,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM",
      "symbol": "SHSE.603713",
      "name": "密尔克卫",
      "side": "BUY",
      "priority": "W83",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.87,
      "exec_low": 79.04,
      "exec_high": 79.04,
      "invalid_price": 75.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 73.498,
      "price_vs_vwap_pct": -0.6776,
      "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": 0.0233,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 72.91,
            "high": 72.91,
            "low": 72.91,
            "close": 72.91,
            "amount_yi": 0.0015
          },
          {
            "time": "13:53",
            "open": 72.92,
            "high": 72.92,
            "low": 72.86,
            "close": 72.86,
            "amount_yi": 0.0067
          },
          {
            "time": "13:54",
            "open": 72.85,
            "high": 72.95,
            "low": 72.85,
            "close": 72.95,
            "amount_yi": 0.006
          },
          {
            "time": "13:55",
            "open": 73.04,
            "high": 73.04,
            "low": 73.04,
            "close": 73.04,
            "amount_yi": 0.0061
          },
          {
            "time": "13:56",
            "open": 73.0,
            "high": 73.0,
            "low": 73.0,
            "close": 73.0,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.0,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 71.81,
        "bid1": 73.0,
        "ask1": 73.09,
        "bid_qty1": 4,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.3,
      "exec_low": 58.16,
      "exec_high": 58.16,
      "invalid_price": 55.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 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": 3.9737,
      "intraday_vwap": 57.0775,
      "price_vs_vwap_pct": 1.406,
      "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": 0.0306,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6242,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 57.75,
            "high": 57.75,
            "low": 57.75,
            "close": 57.75,
            "amount_yi": 0.0024
          },
          {
            "time": "13:53",
            "open": 57.76,
            "high": 57.76,
            "low": 57.75,
            "close": 57.75,
            "amount_yi": 0.0026
          },
          {
            "time": "13:54",
            "open": 57.75,
            "high": 57.81,
            "low": 57.75,
            "close": 57.81,
            "amount_yi": 0.008
          },
          {
            "time": "13:55",
            "open": 57.84,
            "high": 57.84,
            "low": 57.84,
            "close": 57.84,
            "amount_yi": 0.0012
          },
          {
            "time": "13:56",
            "open": 57.88,
            "high": 57.88,
            "low": 57.88,
            "close": 57.88,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.88,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 59.18,
        "low": 54.3,
        "bid1": 57.84,
        "ask1": 57.88,
        "bid_qty1": 5,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM",
      "symbol": "SHSE.601658",
      "name": "邮储银行",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.94,
      "exec_low": 5.01,
      "exec_high": 5.01,
      "invalid_price": 4.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 4.9081,
      "price_vs_vwap_pct": 0.8537,
      "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": 0.0959,
        "prev_amount_yi": 0.057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0092
          },
          {
            "time": "13:53",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0233
          },
          {
            "time": "13:54",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0386
          },
          {
            "time": "13:55",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0112
          },
          {
            "time": "13:56",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": "2026-06-29T13:56:10",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.99,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 27852,
        "ask_qty1": 3543
      },
      "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": "2026-06-29T13:56:12",
      "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": 15.9774,
      "price_vs_vwap_pct": -0.3593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0405,
        "prev_amount_yi": 0.0397,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 15.88,
            "high": 15.88,
            "low": 15.88,
            "close": 15.88,
            "amount_yi": 0.0015
          },
          {
            "time": "13:53",
            "open": 15.86,
            "high": 15.88,
            "low": 15.86,
            "close": 15.88,
            "amount_yi": 0.0115
          },
          {
            "time": "13:54",
            "open": 15.89,
            "high": 15.89,
            "low": 15.89,
            "close": 15.89,
            "amount_yi": 0.0055
          },
          {
            "time": "13:55",
            "open": 15.91,
            "high": 15.91,
            "low": 15.91,
            "close": 15.91,
            "amount_yi": 0.0088
          },
          {
            "time": "13:56",
            "open": 15.92,
            "high": 15.92,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.92,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.4,
        "bid1": 15.92,
        "ask1": 15.93,
        "bid_qty1": 403,
        "ask_qty1": 39
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 2.935,
      "price_vs_vwap_pct": -0.1704,
      "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": 0.0388,
        "prev_amount_yi": 0.0393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.003
          },
          {
            "time": "13:53",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0142
          },
          {
            "time": "13:54",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0073
          },
          {
            "time": "13:55",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0031
          },
          {
            "time": "13:56",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.93,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.92,
        "ask1": 2.93,
        "bid_qty1": 12460,
        "ask_qty1": 13428
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 192.6678,
      "price_vs_vwap_pct": -1.0681,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0966,
        "prev_amount_yi": 0.0885,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0915,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 189.99,
            "high": 189.99,
            "low": 189.99,
            "close": 189.99,
            "amount_yi": 0.0289
          },
          {
            "time": "13:53",
            "open": 190.02,
            "high": 190.1,
            "low": 190.02,
            "close": 190.1,
            "amount_yi": 0.0129
          },
          {
            "time": "13:54",
            "open": 189.99,
            "high": 189.99,
            "low": 189.91,
            "close": 189.91,
            "amount_yi": 0.028
          },
          {
            "time": "13:55",
            "open": 189.9,
            "high": 189.9,
            "low": 189.9,
            "close": 189.9,
            "amount_yi": 0.0093
          },
          {
            "time": "13:56",
            "open": 190.61,
            "high": 190.61,
            "low": 190.61,
            "close": 190.61,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 190.61,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 180.5,
        "bid1": 190.6,
        "ask1": 190.61,
        "bid_qty1": 29,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 21.3837,
      "price_vs_vwap_pct": -1.6541,
      "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": 1.0673,
        "prev_amount_yi": 1.0941,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 20.86,
            "high": 20.86,
            "low": 20.86,
            "close": 20.86,
            "amount_yi": 0.0802
          },
          {
            "time": "13:53",
            "open": 20.9,
            "high": 20.98,
            "low": 20.9,
            "close": 20.98,
            "amount_yi": 0.2931
          },
          {
            "time": "13:54",
            "open": 21.01,
            "high": 21.01,
            "low": 21.0,
            "close": 21.0,
            "amount_yi": 0.4078
          },
          {
            "time": "13:55",
            "open": 21.02,
            "high": 21.02,
            "low": 21.02,
            "close": 21.02,
            "amount_yi": 0.0881
          },
          {
            "time": "13:56",
            "open": 21.03,
            "high": 21.03,
            "low": 21.03,
            "close": 21.03,
            "amount_yi": 0.1981
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.03,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.07,
        "bid1": 21.02,
        "ask1": 21.03,
        "bid_qty1": 475,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 440.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 434.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 421.57,
      "entry_zone_high": 434.41,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5093,
        "prev_amount_yi": 0.3434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 439.93,
            "high": 439.93,
            "low": 439.93,
            "close": 439.93,
            "amount_yi": 0.0638
          },
          {
            "time": "13:53",
            "open": 440.0,
            "high": 442.0,
            "low": 440.0,
            "close": 442.0,
            "amount_yi": 0.2209
          },
          {
            "time": "13:54",
            "open": 441.99,
            "high": 441.99,
            "low": 441.99,
            "close": 441.99,
            "amount_yi": 0.1418
          },
          {
            "time": "13:55",
            "open": 440.66,
            "high": 440.66,
            "low": 440.66,
            "close": 440.66,
            "amount_yi": 0.042
          },
          {
            "time": "13:56",
            "open": 440.66,
            "high": 440.66,
            "low": 440.66,
            "close": 440.66,
            "amount_yi": 0.0408
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 440.66,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 440.07,
        "ask1": 440.66,
        "bid_qty1": 10,
        "ask_qty1": 180
      },
      "previous_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T13:56:12",
      "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": 18.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.8,
      "entry_zone_high": 18.34,
      "entry_risk_pct": null,
      "intraday_vwap": 17.8974,
      "price_vs_vwap_pct": 0.7409,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0453,
        "prev_amount_yi": 0.0572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.792,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 18.04,
            "high": 18.04,
            "low": 18.04,
            "close": 18.04,
            "amount_yi": 0.0063
          },
          {
            "time": "13:53",
            "open": 18.04,
            "high": 18.04,
            "low": 18.04,
            "close": 18.04,
            "amount_yi": 0.0135
          },
          {
            "time": "13:54",
            "open": 18.03,
            "high": 18.05,
            "low": 18.03,
            "close": 18.05,
            "amount_yi": 0.0191
          },
          {
            "time": "13:55",
            "open": 18.04,
            "high": 18.04,
            "low": 18.04,
            "close": 18.04,
            "amount_yi": 0.002
          },
          {
            "time": "13:56",
            "open": 18.03,
            "high": 18.03,
            "low": 18.03,
            "close": 18.03,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:09",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 18.2,
        "low": 17.5,
        "bid1": 18.03,
        "ask1": 18.04,
        "bid_qty1": 249,
        "ask_qty1": 314
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T13:56:12",
      "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": 6.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.85,
      "entry_zone_high": 6.03,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8784,
      "price_vs_vwap_pct": 0.5376,
      "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": 0.0319,
        "prev_amount_yi": 0.0179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0016
          },
          {
            "time": "13:53",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.021
          },
          {
            "time": "13:54",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0039
          },
          {
            "time": "13:55",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0015
          },
          {
            "time": "13:56",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.91,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.98,
        "low": 5.76,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 2539,
        "ask_qty1": 2212
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T13:56:12",
      "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": 8.757,
      "price_vs_vwap_pct": 0.9478,
      "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": 0.132,
        "prev_amount_yi": 0.1245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0119
          },
          {
            "time": "13:53",
            "open": 8.86,
            "high": 8.86,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0088
          },
          {
            "time": "13:54",
            "open": 8.85,
            "high": 8.86,
            "low": 8.85,
            "close": 8.86,
            "amount_yi": 0.0208
          },
          {
            "time": "13:55",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0123
          },
          {
            "time": "13:56",
            "open": 8.84,
            "high": 8.84,
            "low": 8.84,
            "close": 8.84,
            "amount_yi": 0.0782
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.84,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.9,
        "low": 8.61,
        "bid1": 8.84,
        "ask1": 8.85,
        "bid_qty1": 461,
        "ask_qty1": 332
      },
      "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": "2026-06-29T13:56:12",
      "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": 7.7965,
      "price_vs_vwap_pct": 0.1732,
      "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": 0.0266,
        "prev_amount_yi": 0.0329,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0024
          },
          {
            "time": "13:53",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0076
          },
          {
            "time": "13:54",
            "open": 7.81,
            "high": 7.82,
            "low": 7.81,
            "close": 7.82,
            "amount_yi": 0.0057
          },
          {
            "time": "13:55",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0081
          },
          {
            "time": "13:56",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.81,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 372,
        "ask_qty1": 559
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 158.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 156.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 151.68,
      "entry_zone_high": 156.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.247,
        "prev_amount_yi": 0.1629,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 142.49,
            "high": 142.49,
            "low": 142.49,
            "close": 142.49,
            "amount_yi": 0.0262
          },
          {
            "time": "13:53",
            "open": 142.78,
            "high": 142.78,
            "low": 142.38,
            "close": 142.38,
            "amount_yi": 0.047
          },
          {
            "time": "13:54",
            "open": 142.69,
            "high": 142.69,
            "low": 142.32,
            "close": 142.32,
            "amount_yi": 0.1246
          },
          {
            "time": "13:55",
            "open": 142.16,
            "high": 142.16,
            "low": 142.16,
            "close": 142.16,
            "amount_yi": 0.0137
          },
          {
            "time": "13:56",
            "open": 142.55,
            "high": 142.55,
            "low": 142.55,
            "close": 142.55,
            "amount_yi": 0.0355
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 142.55,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 134.12,
        "bid1": 142.46,
        "ask1": 142.55,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 52.945,
      "price_vs_vwap_pct": -2.1437,
      "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": 0.6331,
        "prev_amount_yi": 0.9018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.702,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 51.38,
            "high": 51.38,
            "low": 51.38,
            "close": 51.38,
            "amount_yi": 0.1081
          },
          {
            "time": "13:53",
            "open": 51.39,
            "high": 51.4,
            "low": 51.39,
            "close": 51.4,
            "amount_yi": 0.151
          },
          {
            "time": "13:54",
            "open": 51.43,
            "high": 51.53,
            "low": 51.43,
            "close": 51.53,
            "amount_yi": 0.1243
          },
          {
            "time": "13:55",
            "open": 51.62,
            "high": 51.62,
            "low": 51.62,
            "close": 51.62,
            "amount_yi": 0.0795
          },
          {
            "time": "13:56",
            "open": 51.81,
            "high": 51.81,
            "low": 51.81,
            "close": 51.81,
            "amount_yi": 0.1702
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.81,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 50.4,
        "bid1": 51.81,
        "ask1": 51.82,
        "bid_qty1": 1,
        "ask_qty1": 367
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 9.7409,
      "price_vs_vwap_pct": 0.4014,
      "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": 0.1158,
        "prev_amount_yi": 0.1274,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.008
          },
          {
            "time": "13:53",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0265
          },
          {
            "time": "13:54",
            "open": 9.78,
            "high": 9.79,
            "low": 9.78,
            "close": 9.79,
            "amount_yi": 0.0133
          },
          {
            "time": "13:55",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0045
          },
          {
            "time": "13:56",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0635
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.78,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.89,
        "low": 9.59,
        "bid1": 9.78,
        "ask1": 9.79,
        "bid_qty1": 3196,
        "ask_qty1": 5491
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 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": 3.117,
      "intraday_vwap": 42.0689,
      "price_vs_vwap_pct": 2.0707,
      "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": 0.0174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4598,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 42.98,
            "high": 42.98,
            "low": 42.98,
            "close": 42.98,
            "amount_yi": 0.0012
          },
          {
            "time": "13:53",
            "open": 43.0,
            "high": 43.0,
            "low": 42.99,
            "close": 42.99,
            "amount_yi": 0.0012
          },
          {
            "time": "13:54",
            "open": 42.99,
            "high": 43.02,
            "low": 42.99,
            "close": 43.02,
            "amount_yi": 0.0021
          },
          {
            "time": "13:55",
            "open": 43.0,
            "high": 43.0,
            "low": 43.0,
            "close": 43.0,
            "amount_yi": 0.0025
          },
          {
            "time": "13:56",
            "open": 42.94,
            "high": 42.94,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 42.94,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 43.25,
        "low": 40.4,
        "bid1": 42.96,
        "ask1": 42.99,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 4.6871,
      "price_vs_vwap_pct": 0.7019,
      "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": 0.0636,
        "prev_amount_yi": 0.0406,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5665,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0006
          },
          {
            "time": "13:53",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0029
          },
          {
            "time": "13:54",
            "open": 4.71,
            "high": 4.73,
            "low": 4.71,
            "close": 4.73,
            "amount_yi": 0.0332
          },
          {
            "time": "13:55",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0181
          },
          {
            "time": "13:56",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.72,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.77,
        "low": 4.58,
        "bid1": 4.72,
        "ask1": 4.73,
        "bid_qty1": 2175,
        "ask_qty1": 1325
      },
      "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": "2026-06-29T13:56:12",
      "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": 11.0032,
      "price_vs_vwap_pct": 0.5162,
      "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": 0.2257,
        "prev_amount_yi": 0.2095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0773,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.019
          },
          {
            "time": "13:53",
            "open": 11.05,
            "high": 11.05,
            "low": 11.04,
            "close": 11.04,
            "amount_yi": 0.0708
          },
          {
            "time": "13:54",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.072
          },
          {
            "time": "13:55",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0432
          },
          {
            "time": "13:56",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0207
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:12",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.14,
        "low": 10.79,
        "bid1": 11.05,
        "ask1": 11.06,
        "bid_qty1": 4061,
        "ask_qty1": 1358
      },
      "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": "2026-06-29T13:56:12",
      "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": 43.4729,
      "price_vs_vwap_pct": 0.4994,
      "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": 0.0646,
        "prev_amount_yi": 0.0763,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8467,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 43.61,
            "high": 43.61,
            "low": 43.61,
            "close": 43.61,
            "amount_yi": 0.0099
          },
          {
            "time": "13:53",
            "open": 43.62,
            "high": 43.62,
            "low": 43.62,
            "close": 43.62,
            "amount_yi": 0.0153
          },
          {
            "time": "13:54",
            "open": 43.61,
            "high": 43.69,
            "low": 43.61,
            "close": 43.69,
            "amount_yi": 0.0225
          },
          {
            "time": "13:55",
            "open": 43.7,
            "high": 43.7,
            "low": 43.7,
            "close": 43.7,
            "amount_yi": 0.0053
          },
          {
            "time": "13:56",
            "open": 43.69,
            "high": 43.69,
            "low": 43.69,
            "close": 43.69,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.69,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 44.84,
        "low": 41.01,
        "bid1": 43.68,
        "ask1": 43.69,
        "bid_qty1": 8,
        "ask_qty1": 67
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 6.2842,
      "price_vs_vwap_pct": 0.8879,
      "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": 0.0313,
        "prev_amount_yi": 0.0641,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0073
          },
          {
            "time": "13:53",
            "open": 6.34,
            "high": 6.34,
            "low": 6.33,
            "close": 6.33,
            "amount_yi": 0.0095
          },
          {
            "time": "13:54",
            "open": 6.33,
            "high": 6.33,
            "low": 6.33,
            "close": 6.33,
            "amount_yi": 0.0087
          },
          {
            "time": "13:55",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.003
          },
          {
            "time": "13:56",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.34,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.41,
        "low": 6.12,
        "bid1": 6.34,
        "ask1": 6.35,
        "bid_qty1": 946,
        "ask_qty1": 1634
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 5.8914,
      "price_vs_vwap_pct": 0.4855,
      "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": 0.0178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0013
          },
          {
            "time": "13:53",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0019
          },
          {
            "time": "13:54",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.0048
          },
          {
            "time": "13:55",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0017
          },
          {
            "time": "13:56",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.92,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.99,
        "low": 5.72,
        "bid1": 5.92,
        "ask1": 5.93,
        "bid_qty1": 579,
        "ask_qty1": 2103
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 5.7363,
      "price_vs_vwap_pct": 0.7618,
      "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": 0.2779,
        "prev_amount_yi": 0.2849,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0192
          },
          {
            "time": "13:53",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0429
          },
          {
            "time": "13:54",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0396
          },
          {
            "time": "13:55",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.1134
          },
          {
            "time": "13:56",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0628
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T13:56:10",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.82,
        "low": 5.62,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 21979,
        "ask_qty1": 4880
      },
      "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": "2026-06-29T13:56:12",
      "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_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2868,
        "prev_amount_yi": 0.2882,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 117.32,
            "high": 117.32,
            "low": 117.32,
            "close": 117.32,
            "amount_yi": 0.0441
          },
          {
            "time": "13:53",
            "open": 117.39,
            "high": 117.64,
            "low": 117.39,
            "close": 117.64,
            "amount_yi": 0.0445
          },
          {
            "time": "13:54",
            "open": 117.99,
            "high": 118.31,
            "low": 117.99,
            "close": 118.31,
            "amount_yi": 0.1059
          },
          {
            "time": "13:55",
            "open": 118.2,
            "high": 118.2,
            "low": 118.2,
            "close": 118.2,
            "amount_yi": 0.0561
          },
          {
            "time": "13:56",
            "open": 117.7,
            "high": 117.7,
            "low": 117.7,
            "close": 117.7,
            "amount_yi": 0.0362
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.7,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 114.0,
        "bid1": 117.7,
        "ask1": 117.85,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 7.1687,
      "price_vs_vwap_pct": 0.4366,
      "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": 0.3208,
        "prev_amount_yi": 0.3413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0701
          },
          {
            "time": "13:53",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0273
          },
          {
            "time": "13:54",
            "open": 7.19,
            "high": 7.2,
            "low": 7.19,
            "close": 7.2,
            "amount_yi": 0.0283
          },
          {
            "time": "13:55",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.1153
          },
          {
            "time": "13:56",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.0798
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.2,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.27,
        "low": 7.05,
        "bid1": 7.2,
        "ask1": 7.21,
        "bid_qty1": 5560,
        "ask_qty1": 12489
      },
      "previous_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.47,
      "exec_low": 37.02,
      "exec_high": 37.02,
      "invalid_price": 35.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.92,
      "entry_zone_high": 37.02,
      "entry_risk_pct": null,
      "intraday_vwap": 36.1505,
      "price_vs_vwap_pct": 0.6348,
      "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": 0.4243,
        "prev_amount_yi": 0.6125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 36.38,
            "high": 36.38,
            "low": 36.38,
            "close": 36.38,
            "amount_yi": 0.0938
          },
          {
            "time": "13:53",
            "open": 36.36,
            "high": 36.36,
            "low": 36.35,
            "close": 36.35,
            "amount_yi": 0.0835
          },
          {
            "time": "13:54",
            "open": 36.35,
            "high": 36.38,
            "low": 36.35,
            "close": 36.38,
            "amount_yi": 0.0932
          },
          {
            "time": "13:55",
            "open": 36.41,
            "high": 36.41,
            "low": 36.41,
            "close": 36.41,
            "amount_yi": 0.0515
          },
          {
            "time": "13:56",
            "open": 36.38,
            "high": 36.38,
            "low": 36.38,
            "close": 36.38,
            "amount_yi": 0.1023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.38,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.72,
        "low": 35.4,
        "bid1": 36.38,
        "ask1": 36.39,
        "bid_qty1": 143,
        "ask_qty1": 323
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W108",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 109.36,
      "exec_low": 111.0,
      "exec_high": 111.0,
      "invalid_price": 106.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1325,
        "prev_amount_yi": 0.196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.676,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 111.88,
            "high": 111.88,
            "low": 111.88,
            "close": 111.88,
            "amount_yi": 0.0228
          },
          {
            "time": "13:53",
            "open": 111.91,
            "high": 112.01,
            "low": 111.91,
            "close": 112.01,
            "amount_yi": 0.0198
          },
          {
            "time": "13:54",
            "open": 111.93,
            "high": 111.93,
            "low": 111.75,
            "close": 111.75,
            "amount_yi": 0.0469
          },
          {
            "time": "13:55",
            "open": 111.68,
            "high": 111.68,
            "low": 111.68,
            "close": 111.68,
            "amount_yi": 0.0144
          },
          {
            "time": "13:56",
            "open": 111.95,
            "high": 111.95,
            "low": 111.95,
            "close": 111.95,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.95,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 117.54,
        "low": 102.81,
        "bid1": 111.95,
        "ask1": 111.96,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM",
      "symbol": "SHSE.603335",
      "name": "迪生力",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.56,
      "exec_low": 9.7,
      "exec_high": 9.7,
      "invalid_price": 9.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "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": 8.4819,
      "price_vs_vwap_pct": -2.852,
      "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": 0.0378,
        "prev_amount_yi": 0.0147,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 8.26,
            "high": 8.26,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0055
          },
          {
            "time": "13:53",
            "open": 8.26,
            "high": 8.26,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0149
          },
          {
            "time": "13:54",
            "open": 8.23,
            "high": 8.26,
            "low": 8.23,
            "close": 8.26,
            "amount_yi": 0.0039
          },
          {
            "time": "13:55",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0022
          },
          {
            "time": "13:56",
            "open": 8.24,
            "high": 8.24,
            "low": 8.24,
            "close": 8.24,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.24,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.14,
        "bid1": 8.24,
        "ask1": 8.26,
        "bid_qty1": 5,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 790.5372,
      "price_vs_vwap_pct": 3.2842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.0406,
        "prev_amount_yi": 3.4043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 808.8,
            "high": 808.8,
            "low": 808.8,
            "close": 808.8,
            "amount_yi": 0.5385
          },
          {
            "time": "13:53",
            "open": 811.0,
            "high": 815.0,
            "low": 811.0,
            "close": 815.0,
            "amount_yi": 2.5013
          },
          {
            "time": "13:54",
            "open": 816.0,
            "high": 816.69,
            "low": 816.0,
            "close": 816.69,
            "amount_yi": 1.1104
          },
          {
            "time": "13:55",
            "open": 818.0,
            "high": 818.0,
            "low": 818.0,
            "close": 818.0,
            "amount_yi": 1.1717
          },
          {
            "time": "13:56",
            "open": 816.5,
            "high": 816.5,
            "low": 816.5,
            "close": 816.5,
            "amount_yi": 1.7187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 816.5,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 750.0,
        "bid1": 816.2,
        "ask1": 816.5,
        "bid_qty1": 14,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 20.2752,
      "price_vs_vwap_pct": 0.7142,
      "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": 0.1349,
        "prev_amount_yi": 0.1764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 20.37,
            "high": 20.37,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.012
          },
          {
            "time": "13:53",
            "open": 20.38,
            "high": 20.38,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.0214
          },
          {
            "time": "13:54",
            "open": 20.37,
            "high": 20.42,
            "low": 20.37,
            "close": 20.42,
            "amount_yi": 0.0629
          },
          {
            "time": "13:55",
            "open": 20.41,
            "high": 20.41,
            "low": 20.41,
            "close": 20.41,
            "amount_yi": 0.0075
          },
          {
            "time": "13:56",
            "open": 20.42,
            "high": 20.42,
            "low": 20.42,
            "close": 20.42,
            "amount_yi": 0.0311
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.42,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.58,
        "low": 19.72,
        "bid1": 20.41,
        "ask1": 20.42,
        "bid_qty1": 461,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 48.8295,
      "price_vs_vwap_pct": 2.3971,
      "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": 0.0034,
        "prev_amount_yi": 0.0333,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1021,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 50.0,
            "high": 50.0,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0001
          },
          {
            "time": "13:53",
            "open": 50.0,
            "high": 50.0,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0001
          },
          {
            "time": "13:54",
            "open": 50.02,
            "high": 50.02,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0011
          },
          {
            "time": "13:55",
            "open": 50.01,
            "high": 50.01,
            "low": 50.01,
            "close": 50.01,
            "amount_yi": 0.0015
          },
          {
            "time": "13:56",
            "open": 50.0,
            "high": 50.0,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.0,
        "ts": "2026-06-29T13:56:04",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 49.88,
        "ask1": 50.02,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 3.3015,
      "intraday_vwap": 22.7159,
      "price_vs_vwap_pct": 1.3387,
      "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": 0.0169,
        "prev_amount_yi": 0.0102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 23.01,
            "high": 23.01,
            "low": 23.01,
            "close": 23.01,
            "amount_yi": 0.0027
          },
          {
            "time": "13:53",
            "open": 23.03,
            "high": 23.03,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.0014
          },
          {
            "time": "13:54",
            "open": 23.02,
            "high": 23.04,
            "low": 23.02,
            "close": 23.04,
            "amount_yi": 0.0035
          },
          {
            "time": "13:55",
            "open": 23.02,
            "high": 23.02,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.0034
          },
          {
            "time": "13:56",
            "open": 23.02,
            "high": 23.02,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.75,
      "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": 23.02,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 23.24,
        "low": 21.89,
        "bid1": 23.01,
        "ask1": 23.02,
        "bid_qty1": 27,
        "ask_qty1": 7
      },
      "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": "2026-06-29T13:56:12",
      "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": 33.601,
      "price_vs_vwap_pct": 1.366,
      "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": 0.0088,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0004
          },
          {
            "time": "13:53",
            "open": 34.0,
            "high": 34.04,
            "low": 34.0,
            "close": 34.04,
            "amount_yi": 0.0037
          },
          {
            "time": "13:54",
            "open": 34.0,
            "high": 34.04,
            "low": 34.0,
            "close": 34.04,
            "amount_yi": 0.003
          },
          {
            "time": "13:55",
            "open": 34.07,
            "high": 34.07,
            "low": 34.07,
            "close": 34.07,
            "amount_yi": 0.0006
          },
          {
            "time": "13:56",
            "open": 34.06,
            "high": 34.06,
            "low": 34.06,
            "close": 34.06,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.06,
        "ts": "2026-06-29T13:56:04",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 34.54,
        "low": 32.07,
        "bid1": 34.06,
        "ask1": 34.07,
        "bid_qty1": 3,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-29T13:56:12",
      "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": 6.1578,
      "price_vs_vwap_pct": 0.8477,
      "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": 0.1,
        "prev_amount_yi": 0.0668,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0128
          },
          {
            "time": "13:53",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0178
          },
          {
            "time": "13:54",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.028
          },
          {
            "time": "13:55",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.012
          },
          {
            "time": "13:56",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.21,
        "ts": "2026-06-29T13:56:12",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.3,
        "low": 6.0,
        "bid1": 6.21,
        "ask1": 6.22,
        "bid_qty1": 16736,
        "ask_qty1": 26804
      },
      "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": "2026-06-29T13:56:12",
      "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": 20.3681,
      "price_vs_vwap_pct": 1.4331,
      "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": 0.0134,
        "prev_amount_yi": 0.014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9571,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 20.68,
            "high": 20.68,
            "low": 20.68,
            "close": 20.68,
            "amount_yi": 0.0077
          },
          {
            "time": "13:53",
            "open": 20.7,
            "high": 20.7,
            "low": 20.69,
            "close": 20.69,
            "amount_yi": 0.0017
          },
          {
            "time": "13:54",
            "open": 20.68,
            "high": 20.7,
            "low": 20.68,
            "close": 20.7,
            "amount_yi": 0.0018
          },
          {
            "time": "13:55",
            "open": 20.69,
            "high": 20.69,
            "low": 20.69,
            "close": 20.69,
            "amount_yi": 0.0015
          },
          {
            "time": "13:56",
            "open": 20.66,
            "high": 20.66,
            "low": 20.66,
            "close": 20.66,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.66,
        "ts": "2026-06-29T13:56:10",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.78,
        "low": 19.85,
        "bid1": 20.66,
        "ask1": 20.67,
        "bid_qty1": 7,
        "ask_qty1": 32
      },
      "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": "2026-06-29T13:56:12",
      "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": 16.6892,
      "price_vs_vwap_pct": 0.7837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2302,
        "prev_amount_yi": 0.1462,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5746,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 16.81,
            "high": 16.81,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.032
          },
          {
            "time": "13:53",
            "open": 16.81,
            "high": 16.81,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.0533
          },
          {
            "time": "13:54",
            "open": 16.8,
            "high": 16.82,
            "low": 16.8,
            "close": 16.82,
            "amount_yi": 0.0718
          },
          {
            "time": "13:55",
            "open": 16.84,
            "high": 16.84,
            "low": 16.84,
            "close": 16.84,
            "amount_yi": 0.0147
          },
          {
            "time": "13:56",
            "open": 16.82,
            "high": 16.82,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.0584
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.82,
        "ts": "2026-06-29T13:56:09",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.96,
        "low": 16.44,
        "bid1": 16.82,
        "ask1": 16.83,
        "bid_qty1": 547,
        "ask_qty1": 506
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601169:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601169:VWAP_RECLAIM",
      "symbol": "SHSE.601169",
      "name": "北京银行",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.01,
      "exec_low": 5.09,
      "exec_high": 5.09,
      "invalid_price": 4.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 4.92,
      "price_vs_vwap_pct": 0.4065,
      "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": 0.0488,
        "prev_amount_yi": 0.0287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0262
          },
          {
            "time": "13:53",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0046
          },
          {
            "time": "13:54",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0088
          },
          {
            "time": "13:55",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0022
          },
          {
            "time": "13:56",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.94,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.97,
        "low": 4.87,
        "bid1": 4.94,
        "ask1": 4.95,
        "bid_qty1": 12655,
        "ask_qty1": 26906
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603816:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603816:VWAP_RECLAIM",
      "symbol": "SHSE.603816",
      "name": "顾家家居",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.27,
      "exec_low": 23.62,
      "exec_high": 23.62,
      "invalid_price": 22.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T13:56:12",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.92,
      "entry_zone_high": 23.62,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7462,
      "price_vs_vwap_pct": 1.1598,
      "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": 0.021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:52",
            "open": 22.96,
            "high": 22.96,
            "low": 22.96,
            "close": 22.96,
            "amount_yi": 0.0014
          },
          {
            "time": "13:53",
            "open": 22.95,
            "high": 22.95,
            "low": 22.93,
            "close": 22.93,
            "amount_yi": 0.0026
          },
          {
            "time": "13:54",
            "open": 22.94,
            "high": 23.0,
            "low": 22.94,
            "close": 23.0,
            "amount_yi": 0.0036
          },
          {
            "time": "13:55",
            "open": 23.0,
            "high": 23.0,
            "low": 23.0,
            "close": 23.0,
            "amount_yi": 0.0028
          },
          {
            "time": "13:56",
            "open": 23.01,
            "high": 23.01,
            "low": 23.01,
            "close": 23.01,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 867.49,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.01,
        "ts": "2026-06-29T13:56:11",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
        "low": 22.03,
        "bid1": 23.01,
        "ask1": 23.02,
        "bid_qty1": 195,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 540544.0,
    "total_value": 1085037.0,
    "unrealized_pnl": 93731.99999999999,
    "unrealized_pnl_pct_of_initial": 9.373199999999999,
    "realized_pnl": -8694.999999999985,
    "realized_pnl_pct_of_initial": -0.8694999999999986,
    "total_pnl": 85037.0,
    "total_pnl_pct": 8.503700000000002
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 101.94,
      "market_value": 244656.0,
      "unrealized_pnl": 51936.0,
      "unrealized_pnl_pct": 26.948941469489405,
      "updated_at": "2026-06-29T13:56:12",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.548171168356472
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 126.0,
      "market_value": 226800.0,
      "unrealized_pnl": 31427.99999999999,
      "unrealized_pnl_pct": 16.086235489220545,
      "updated_at": "2026-06-29T13:56:12",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 20.902513001860765
    },
    {
      "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": "2026-06-29T13:56:12",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.367340468573883
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "CLUSTERED_CORE",
    "dynamic_total_cap_reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "CLUSTERED_CORE",
      "reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "effective_shadow_total_position_pct": 0.45,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": true,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "CLUSTERED_MAINLINE",
          "label": "抱团分化：指数降权，核心主线优先",
          "entry_policy": "core_mainline_only",
          "official_buy_allowed": true,
          "reason": "clustered_mainline_confirmed_core_only",
          "pool_up_ratio": 0.5263,
          "active_up_ratio": 0.5385,
          "active_positive": 7,
          "active_positive_min": 1,
          "active_above_vwap": 7,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8086,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.688432",
            "SZSE.300260",
            "SZSE.002559"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 45.0,
          "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": 19.999999999999996,
              "last": 37.08,
              "vwap": 34.75892571168262,
              "above_vwap": true,
              "amount": 3130230766.0
            },
            {
              "symbol": "SZSE.300346",
              "name": "南大光电",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 13.927291346646186,
              "last": 89.0,
              "vwap": 87.51753558402537,
              "above_vwap": true,
              "amount": 10485913526.0
            },
            {
              "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": 18.585731751399255,
              "above_vwap": true,
              "amount": 318782471.0
            },
            {
              "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": 41.492697920882826,
              "above_vwap": true,
              "amount": 891873094.0
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 10.000000000000009,
              "last": 207.46,
              "vwap": 202.36524735484062,
              "above_vwap": true,
              "amount": 8266256097.0
            },
            {
              "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": 160.22957837806683,
              "above_vwap": true,
              "amount": 1667957865.0
            },
            {
              "symbol": "SZSE.000021",
              "name": "深科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.998131190431693,
              "last": 58.86,
              "vwap": 57.41025947093156,
              "above_vwap": true,
              "amount": 13254737181.0
            },
            {
              "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": 9.772583723402132,
              "above_vwap": true,
              "amount": 783339039.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 9.86006458557589,
              "last": 102.06,
              "vwap": 100.15787637127804,
              "above_vwap": true,
              "amount": 4089315887.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.810671256454384,
              "last": 38.28,
              "vwap": 37.47675533059549,
              "above_vwap": true,
              "amount": 8818207637.0
            },
            {
              "symbol": "SZSE.002674",
              "name": "兴业科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.781477627471391,
              "last": 31.65,
              "vwap": 29.568743532580445,
              "above_vwap": true,
              "amount": 1695051878.0
            },
            {
              "symbol": "SHSE.688200",
              "name": "华峰测控",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.622681730974204,
              "last": 514.24,
              "vwap": 493.54154116919125,
              "above_vwap": true,
              "amount": 2692084029.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}