{
  "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": 0.5489,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8082,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "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": 34.84954647340362,
          "above_vwap": true,
          "amount": 3266017843.0
        },
        {
          "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": 87.54598226721335,
          "above_vwap": true,
          "amount": 10735903879.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.527825588066552,
          "last": 38.53,
          "vwap": 37.499218572914124,
          "above_vwap": true,
          "amount": 9102914909.0
        },
        {
          "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": 18.590985826424465,
          "above_vwap": true,
          "amount": 320439809.0
        },
        {
          "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": 41.493738655891505,
          "above_vwap": true,
          "amount": 893401687.0
        },
        {
          "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": 202.40953514502598,
          "above_vwap": true,
          "amount": 8340568269.0
        },
        {
          "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": 160.25685940446223,
          "above_vwap": true,
          "amount": 1674315590.0
        },
        {
          "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": 57.43415882551405,
          "above_vwap": true,
          "amount": 13482347153.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.989594172736748,
          "last": 31.71,
          "vwap": 29.647426577537413,
          "above_vwap": true,
          "amount": 1765178131.0
        },
        {
          "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": 9.773254837186192,
          "above_vwap": true,
          "amount": 794639895.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.461786867599553,
          "last": 101.69,
          "vwap": 100.21527517821627,
          "above_vwap": true,
          "amount": 4242733933.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 8.889665618082244,
          "last": 93.46,
          "vwap": 92.28834885970029,
          "above_vwap": true,
          "amount": 4857218860.0
        }
      ]
    },
    "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": 0.5489,
        "active_up_ratio": 0.5385,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8082,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.002119",
          "SZSE.002559"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 45.0,
        "sample_rows": [
          {
            "symbol": "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": 34.84954647340362,
            "above_vwap": true,
            "amount": 3266017843.0
          },
          {
            "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": 87.54598226721335,
            "above_vwap": true,
            "amount": 10735903879.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.527825588066552,
            "last": 38.53,
            "vwap": 37.499218572914124,
            "above_vwap": true,
            "amount": 9102914909.0
          },
          {
            "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": 18.590985826424465,
            "above_vwap": true,
            "amount": 320439809.0
          },
          {
            "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": 41.493738655891505,
            "above_vwap": true,
            "amount": 893401687.0
          },
          {
            "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": 202.40953514502598,
            "above_vwap": true,
            "amount": 8340568269.0
          },
          {
            "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": 160.25685940446223,
            "above_vwap": true,
            "amount": 1674315590.0
          },
          {
            "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": 57.43415882551405,
            "above_vwap": true,
            "amount": 13482347153.0
          },
          {
            "symbol": "SZSE.002674",
            "name": "兴业科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.989594172736748,
            "last": 31.71,
            "vwap": 29.647426577537413,
            "above_vwap": true,
            "amount": 1765178131.0
          },
          {
            "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": 9.773254837186192,
            "above_vwap": true,
            "amount": 794639895.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 9.461786867599553,
            "last": 101.69,
            "vwap": 100.21527517821627,
            "above_vwap": true,
            "amount": 4242733933.0
          },
          {
            "symbol": "SHSE.603650",
            "name": "彤程新材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 12,
            "ret_pct": 8.889665618082244,
            "last": 93.46,
            "vwap": 92.28834885970029,
            "above_vwap": true,
            "amount": 4857218860.0
          }
        ]
      },
      "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": 0.5489,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8082,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "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": 34.84954647340362,
          "above_vwap": true,
          "amount": 3266017843.0
        },
        {
          "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": 87.54598226721335,
          "above_vwap": true,
          "amount": 10735903879.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.527825588066552,
          "last": 38.53,
          "vwap": 37.499218572914124,
          "above_vwap": true,
          "amount": 9102914909.0
        },
        {
          "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": 18.590985826424465,
          "above_vwap": true,
          "amount": 320439809.0
        },
        {
          "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": 41.493738655891505,
          "above_vwap": true,
          "amount": 893401687.0
        },
        {
          "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": 202.40953514502598,
          "above_vwap": true,
          "amount": 8340568269.0
        },
        {
          "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": 160.25685940446223,
          "above_vwap": true,
          "amount": 1674315590.0
        },
        {
          "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": 57.43415882551405,
          "above_vwap": true,
          "amount": 13482347153.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.989594172736748,
          "last": 31.71,
          "vwap": 29.647426577537413,
          "above_vwap": true,
          "amount": 1765178131.0
        },
        {
          "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": 9.773254837186192,
          "above_vwap": true,
          "amount": 794639895.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.461786867599553,
          "last": 101.69,
          "vwap": 100.21527517821627,
          "above_vwap": true,
          "amount": 4242733933.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 8.889665618082244,
          "last": 93.46,
          "vwap": 92.28834885970029,
          "above_vwap": true,
          "amount": 4857218860.0
        }
      ]
    },
    "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": 0.5489,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8082,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002119",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 45.0,
      "sample_rows": [
        {
          "symbol": "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": 34.84954647340362,
          "above_vwap": true,
          "amount": 3266017843.0
        },
        {
          "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": 87.54598226721335,
          "above_vwap": true,
          "amount": 10735903879.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.527825588066552,
          "last": 38.53,
          "vwap": 37.499218572914124,
          "above_vwap": true,
          "amount": 9102914909.0
        },
        {
          "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": 18.590985826424465,
          "above_vwap": true,
          "amount": 320439809.0
        },
        {
          "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": 41.493738655891505,
          "above_vwap": true,
          "amount": 893401687.0
        },
        {
          "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": 202.40953514502598,
          "above_vwap": true,
          "amount": 8340568269.0
        },
        {
          "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": 160.25685940446223,
          "above_vwap": true,
          "amount": 1674315590.0
        },
        {
          "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": 57.43415882551405,
          "above_vwap": true,
          "amount": 13482347153.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.989594172736748,
          "last": 31.71,
          "vwap": 29.647426577537413,
          "above_vwap": true,
          "amount": 1765178131.0
        },
        {
          "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": 9.773254837186192,
          "above_vwap": true,
          "amount": 794639895.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 9.461786867599553,
          "last": 101.69,
          "vwap": 100.21527517821627,
          "above_vwap": true,
          "amount": 4242733933.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 8.889665618082244,
          "last": 93.46,
          "vwap": 92.28834885970029,
          "above_vwap": true,
          "amount": 4857218860.0
        }
      ]
    },
    "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": "2026-06-29T14:12:06",
  "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": "2026-06-29T14:12:06",
      "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": 0.0122,
        "prev_amount_yi": 0.1002,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0018
          },
          {
            "time": "14:11",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0073
          },
          {
            "time": "14:12",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:02",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 37.08,
        "low": 31.53,
        "bid1": 37.08,
        "ask1": 0.0,
        "bid_qty1": 46843,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.33,
      "exec_low": 97.33,
      "exec_high": 100.25,
      "invalid_price": 94.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 100.2153,
      "price_vs_vwap_pct": 1.4715,
      "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": 0.1262,
        "prev_amount_yi": 0.3964,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3184,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:10",
            "open": 101.61,
            "high": 101.61,
            "low": 101.61,
            "close": 101.61,
            "amount_yi": 0.0433
          },
          {
            "time": "14:11",
            "open": 101.62,
            "high": 101.74,
            "low": 101.62,
            "close": 101.74,
            "amount_yi": 0.0401
          },
          {
            "time": "14:12",
            "open": 101.69,
            "high": 101.69,
            "low": 101.69,
            "close": 101.69,
            "amount_yi": 0.0428
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 101.69,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 101.53,
        "ask1": 101.69,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH",
      "symbol": "SZSE.300749",
      "name": "顶固集创",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 28.42,
      "exec_low": 28.42,
      "exec_high": 29.27,
      "invalid_price": 27.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 27.6917,
      "price_vs_vwap_pct": -3.0395,
      "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": 0.0126,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:10",
            "open": 26.9,
            "high": 26.9,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0042
          },
          {
            "time": "14:11",
            "open": 26.9,
            "high": 26.9,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0049
          },
          {
            "time": "14:12",
            "open": 26.85,
            "high": 26.85,
            "low": 26.85,
            "close": 26.85,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.85,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 26.65,
        "bid1": 26.85,
        "ask1": 26.86,
        "bid_qty1": 26,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 12.35,
      "exec_low": 12.35,
      "exec_high": 12.72,
      "invalid_price": 11.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 11.33,
      "price_vs_vwap_pct": -2.9126,
      "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": 0.118,
        "prev_amount_yi": 0.1608,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:10",
            "open": 11.02,
            "high": 11.02,
            "low": 11.02,
            "close": 11.02,
            "amount_yi": 0.0293
          },
          {
            "time": "14:11",
            "open": 11.01,
            "high": 11.03,
            "low": 11.01,
            "close": 11.03,
            "amount_yi": 0.034
          },
          {
            "time": "14:12",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.0,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.73,
        "bid1": 11.0,
        "ask1": 11.01,
        "bid_qty1": 2049,
        "ask_qty1": 1017
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH",
      "symbol": "SHSE.688392",
      "name": "骄成超声",
      "side": "BUY",
      "priority": "P4",
      "status": "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": "2026-06-29T14:12:06",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1018,
        "prev_amount_yi": 0.1263,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.806,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:10",
            "open": 215.55,
            "high": 215.55,
            "low": 215.55,
            "close": 215.55,
            "amount_yi": 0.0187
          },
          {
            "time": "14:11",
            "open": 215.89,
            "high": 216.02,
            "low": 215.89,
            "close": 216.02,
            "amount_yi": 0.043
          },
          {
            "time": "14:12",
            "open": 216.03,
            "high": 216.03,
            "low": 216.03,
            "close": 216.03,
            "amount_yi": 0.0401
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 216.03,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 216.18,
        "low": 183.0,
        "bid1": 216.02,
        "ask1": 216.03,
        "bid_qty1": 1,
        "ask_qty1": 64
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-29T14:12:06",
      "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": 14.1087,
      "price_vs_vwap_pct": -1.3375,
      "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": 0.0436,
        "prev_amount_yi": 0.1106,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 13.87,
            "high": 13.87,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.0099
          },
          {
            "time": "14:11",
            "open": 13.85,
            "high": 13.87,
            "low": 13.85,
            "close": 13.87,
            "amount_yi": 0.0127
          },
          {
            "time": "14:12",
            "open": 13.92,
            "high": 13.92,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.92,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.9,
        "ask1": 13.93,
        "bid_qty1": 311,
        "ask_qty1": 73
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 5.2006,
      "intraday_vwap": 35.5998,
      "price_vs_vwap_pct": 6.4051,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5603,
        "prev_amount_yi": 0.1515,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6983,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 36.56,
            "high": 36.56,
            "low": 36.56,
            "close": 36.56,
            "amount_yi": 0.0301
          },
          {
            "time": "14:11",
            "open": 37.26,
            "high": 37.68,
            "low": 37.26,
            "close": 37.68,
            "amount_yi": 0.2386
          },
          {
            "time": "14:12",
            "open": 37.88,
            "high": 37.88,
            "low": 37.88,
            "close": 37.88,
            "amount_yi": 0.2916
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.88,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 38.49,
        "low": 33.32,
        "bid1": 37.84,
        "ask1": 37.88,
        "bid_qty1": 1,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 28.46,
      "exec_low": 28.46,
      "exec_high": 29.31,
      "invalid_price": 27.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 26.9688,
      "price_vs_vwap_pct": -5.0013,
      "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": 0.1831,
        "prev_amount_yi": 0.4562,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0264
          },
          {
            "time": "14:11",
            "open": 25.61,
            "high": 25.62,
            "low": 25.61,
            "close": 25.62,
            "amount_yi": 0.0656
          },
          {
            "time": "14:12",
            "open": 25.62,
            "high": 25.62,
            "low": 25.62,
            "close": 25.62,
            "amount_yi": 0.0911
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.62,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.61,
        "bid1": 25.61,
        "ask1": 25.62,
        "bid_qty1": 7,
        "ask_qty1": 78
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM",
      "symbol": "SZSE.002559",
      "name": "亚威股份",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 12.31,
      "exec_low": 12.31,
      "exec_high": 12.68,
      "invalid_price": 11.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 12.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.13,
      "entry_zone_high": 12.49,
      "entry_risk_pct": 5.2381,
      "intraday_vwap": 12.4715,
      "price_vs_vwap_pct": 1.0303,
      "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": 0.0652,
        "prev_amount_yi": 0.0864,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0233
          },
          {
            "time": "14:11",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0299
          },
          {
            "time": "14:12",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.6,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.05,
        "low": 11.88,
        "bid1": 12.59,
        "ask1": 12.6,
        "bid_qty1": 52,
        "ask_qty1": 64
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 29.6,
      "exec_low": 29.6,
      "exec_high": 30.49,
      "invalid_price": 28.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 31.01,
      "price_vs_vwap_pct": -0.1935,
      "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": 0.2101,
        "prev_amount_yi": 0.2838,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 30.88,
            "high": 30.88,
            "low": 30.88,
            "close": 30.88,
            "amount_yi": 0.0456
          },
          {
            "time": "14:11",
            "open": 30.89,
            "high": 31.01,
            "low": 30.89,
            "close": 31.01,
            "amount_yi": 0.0833
          },
          {
            "time": "14:12",
            "open": 30.95,
            "high": 30.95,
            "low": 30.95,
            "close": 30.95,
            "amount_yi": 0.0812
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.95,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 29.48,
        "bid1": 30.93,
        "ask1": 30.95,
        "bid_qty1": 29,
        "ask_qty1": 178
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM",
      "symbol": "SZSE.001389",
      "name": "广合科技",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 220.88,
      "exec_low": 220.88,
      "exec_high": 227.51,
      "invalid_price": 214.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 227.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 227.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 217.57,
      "entry_zone_high": 224.19,
      "entry_risk_pct": null,
      "intraday_vwap": 221.3425,
      "price_vs_vwap_pct": -1.23,
      "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": 0.1178,
        "prev_amount_yi": 0.2594,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 219.11,
            "high": 219.11,
            "low": 219.11,
            "close": 219.11,
            "amount_yi": 0.0302
          },
          {
            "time": "14:11",
            "open": 219.04,
            "high": 219.15,
            "low": 219.04,
            "close": 219.15,
            "amount_yi": 0.0405
          },
          {
            "time": "14:12",
            "open": 218.62,
            "high": 218.62,
            "low": 218.62,
            "close": 218.62,
            "amount_yi": 0.0471
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 218.62,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 218.62,
        "ask1": 218.98,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 58.28,
      "exec_low": 58.28,
      "exec_high": 60.03,
      "invalid_price": 56.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 59.1042,
      "price_vs_vwap_pct": -4.0677,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1834,
        "prev_amount_yi": 0.1661,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 56.7,
            "high": 56.7,
            "low": 56.7,
            "close": 56.7,
            "amount_yi": 0.0369
          },
          {
            "time": "14:11",
            "open": 56.46,
            "high": 56.68,
            "low": 56.46,
            "close": 56.68,
            "amount_yi": 0.1235
          },
          {
            "time": "14:12",
            "open": 56.7,
            "high": 56.7,
            "low": 56.7,
            "close": 56.7,
            "amount_yi": 0.023
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.7,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 55.01,
        "bid1": 56.7,
        "ask1": 56.71,
        "bid_qty1": 22,
        "ask_qty1": 53
      },
      "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": "2026-06-29T14:12:06",
      "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": 92.2883,
      "price_vs_vwap_pct": 1.2696,
      "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": 0.2107,
        "prev_amount_yi": 0.241,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:10",
            "open": 93.5,
            "high": 93.5,
            "low": 93.5,
            "close": 93.5,
            "amount_yi": 0.083
          },
          {
            "time": "14:11",
            "open": 93.2,
            "high": 93.5,
            "low": 93.2,
            "close": 93.5,
            "amount_yi": 0.0893
          },
          {
            "time": "14:12",
            "open": 93.46,
            "high": 93.46,
            "low": 93.46,
            "close": 93.46,
            "amount_yi": 0.0384
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2163.44,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.46,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 93.45,
        "ask1": 93.5,
        "bid_qty1": 15,
        "ask_qty1": 28
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM",
      "symbol": "SHSE.601133",
      "name": "柏诚股份",
      "side": "BUY",
      "priority": "W0",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 38.28,
      "exec_low": 38.28,
      "exec_high": 38.85,
      "invalid_price": 37.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 41.4937,
      "price_vs_vwap_pct": 1.4853,
      "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": 0.0058,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8923,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0007
          },
          {
            "time": "14:09",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0027
          },
          {
            "time": "14:10",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0005
          },
          {
            "time": "14:11",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0018
          },
          {
            "time": "14:12",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 32509,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603698:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603698:WATCH_CONFIRM",
      "symbol": "SHSE.603698",
      "name": "航天工程",
      "side": "BUY",
      "priority": "W1",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 43.55,
      "exec_low": 43.55,
      "exec_high": 44.2,
      "invalid_price": 42.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 41.2279,
      "price_vs_vwap_pct": -2.76,
      "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": 0.0981,
        "prev_amount_yi": 0.2015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 40.06,
            "high": 40.11,
            "low": 40.06,
            "close": 40.11,
            "amount_yi": 0.0213
          },
          {
            "time": "14:09",
            "open": 40.15,
            "high": 40.15,
            "low": 40.13,
            "close": 40.13,
            "amount_yi": 0.0364
          },
          {
            "time": "14:10",
            "open": 40.13,
            "high": 40.13,
            "low": 40.13,
            "close": 40.13,
            "amount_yi": 0.0075
          },
          {
            "time": "14:11",
            "open": 40.13,
            "high": 40.13,
            "low": 40.12,
            "close": 40.12,
            "amount_yi": 0.0215
          },
          {
            "time": "14:12",
            "open": 40.09,
            "high": 40.09,
            "low": 40.09,
            "close": 40.09,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.09,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 40.08,
        "ask1": 40.09,
        "bid_qty1": 11,
        "ask_qty1": 41
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM",
      "symbol": "SZSE.002674",
      "name": "兴业科技",
      "side": "BUY",
      "priority": "W2",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 28.83,
      "exec_low": 28.83,
      "exec_high": 29.26,
      "invalid_price": 27.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 29.6474,
      "price_vs_vwap_pct": 6.9571,
      "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": 0.1578,
        "prev_amount_yi": 0.3495,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4515,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0315
          },
          {
            "time": "14:09",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0355
          },
          {
            "time": "14:10",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0107
          },
          {
            "time": "14:11",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0767
          },
          {
            "time": "14:12",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.71,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.71,
        "low": 27.33,
        "bid1": 31.71,
        "ask1": 0.0,
        "bid_qty1": 3575,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM",
      "symbol": "SHSE.603155",
      "name": "新亚强",
      "side": "BUY",
      "priority": "W3",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 25.34,
      "exec_low": 25.34,
      "exec_high": 25.72,
      "invalid_price": 24.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 26.8037,
      "price_vs_vwap_pct": 0.7324,
      "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": 0.066,
        "prev_amount_yi": 0.0884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 26.96,
            "high": 26.97,
            "low": 26.96,
            "close": 26.97,
            "amount_yi": 0.0196
          },
          {
            "time": "14:09",
            "open": 26.99,
            "high": 27.03,
            "low": 26.99,
            "close": 27.03,
            "amount_yi": 0.0147
          },
          {
            "time": "14:10",
            "open": 27.05,
            "high": 27.05,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.0035
          },
          {
            "time": "14:11",
            "open": 27.08,
            "high": 27.08,
            "low": 27.03,
            "close": 27.03,
            "amount_yi": 0.0219
          },
          {
            "time": "14:12",
            "open": 27.0,
            "high": 27.0,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0063
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.0,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.0,
        "ask1": 27.01,
        "bid_qty1": 70,
        "ask_qty1": 12
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM",
      "symbol": "SZSE.000620",
      "name": "盈新发展",
      "side": "BUY",
      "priority": "W4",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 3.42,
      "exec_low": 3.42,
      "exec_high": 3.47,
      "invalid_price": 3.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 3.2629,
      "price_vs_vwap_pct": -2.2342,
      "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": 0.0687,
        "prev_amount_yi": 0.1686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 3.18,
            "high": 3.18,
            "low": 3.17,
            "close": 3.17,
            "amount_yi": 0.0145
          },
          {
            "time": "14:09",
            "open": 3.17,
            "high": 3.18,
            "low": 3.17,
            "close": 3.18,
            "amount_yi": 0.0238
          },
          {
            "time": "14:10",
            "open": 3.18,
            "high": 3.18,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0043
          },
          {
            "time": "14:11",
            "open": 3.18,
            "high": 3.19,
            "low": 3.18,
            "close": 3.19,
            "amount_yi": 0.0226
          },
          {
            "time": "14:12",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.19,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.08,
        "bid1": 3.18,
        "ask1": 3.19,
        "bid_qty1": 4721,
        "ask_qty1": 10615
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002354:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002354:WATCH_CONFIRM",
      "symbol": "SZSE.002354",
      "name": "天娱数科",
      "side": "BUY",
      "priority": "W5",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 8.83,
      "exec_low": 8.83,
      "exec_high": 8.96,
      "invalid_price": 8.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 9.2599,
      "price_vs_vwap_pct": -2.5907,
      "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": 0.2843,
        "prev_amount_yi": 0.354,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 9.06,
            "high": 9.07,
            "low": 9.06,
            "close": 9.07,
            "amount_yi": 0.0613
          },
          {
            "time": "14:09",
            "open": 9.07,
            "high": 9.07,
            "low": 9.06,
            "close": 9.06,
            "amount_yi": 0.0509
          },
          {
            "time": "14:10",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0517
          },
          {
            "time": "14:11",
            "open": 9.01,
            "high": 9.03,
            "low": 9.01,
            "close": 9.03,
            "amount_yi": 0.098
          },
          {
            "time": "14:12",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.02,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.02,
        "ask1": 9.03,
        "bid_qty1": 624,
        "ask_qty1": 276
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM",
      "symbol": "SZSE.002141",
      "name": "贤丰控股",
      "side": "BUY",
      "priority": "W6",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 5.76,
      "exec_low": 5.76,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 5.4524,
      "price_vs_vwap_pct": -4.8126,
      "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": 0.0523,
        "prev_amount_yi": 0.1197,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4369,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:08",
            "open": 5.19,
            "high": 5.19,
            "low": 5.19,
            "close": 5.19,
            "amount_yi": 0.0124
          },
          {
            "time": "14:09",
            "open": 5.2,
            "high": 5.2,
            "low": 5.2,
            "close": 5.2,
            "amount_yi": 0.0146
          },
          {
            "time": "14:10",
            "open": 5.2,
            "high": 5.2,
            "low": 5.2,
            "close": 5.2,
            "amount_yi": 0.013
          },
          {
            "time": "14:11",
            "open": 5.2,
            "high": 5.2,
            "low": 5.2,
            "close": 5.2,
            "amount_yi": 0.0073
          },
          {
            "time": "14:12",
            "open": 5.19,
            "high": 5.19,
            "low": 5.19,
            "close": 5.19,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.19,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.18,
        "bid1": 5.19,
        "ask1": 5.2,
        "bid_qty1": 2791,
        "ask_qty1": 199
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH",
      "symbol": "SHSE.688359",
      "name": "三孚新科",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.88,
      "exec_low": 195.88,
      "exec_high": 198.82,
      "invalid_price": 190.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.0886,
        "prev_amount_yi": 0.1151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7698,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 192.24,
            "high": 194.27,
            "low": 192.24,
            "close": 194.27,
            "amount_yi": 0.0507
          },
          {
            "time": "14:09",
            "open": 193.34,
            "high": 193.34,
            "low": 193.33,
            "close": 193.33,
            "amount_yi": 0.006
          },
          {
            "time": "14:10",
            "open": 192.99,
            "high": 192.99,
            "low": 192.99,
            "close": 192.99,
            "amount_yi": 0.0004
          },
          {
            "time": "14:11",
            "open": 192.58,
            "high": 192.6,
            "low": 192.58,
            "close": 192.6,
            "amount_yi": 0.0168
          },
          {
            "time": "14:12",
            "open": 192.33,
            "high": 192.33,
            "low": 192.33,
            "close": 192.33,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.33,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 177.77,
        "bid1": 192.33,
        "ask1": 192.44,
        "bid_qty1": 48,
        "ask_qty1": 16
      },
      "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": "2026-06-29T14:12:06",
      "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": 48.2591,
      "price_vs_vwap_pct": -1.1171,
      "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": 0.6044,
        "prev_amount_yi": 1.2327,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 47.58,
            "high": 47.58,
            "low": 47.56,
            "close": 47.56,
            "amount_yi": 0.104
          },
          {
            "time": "14:09",
            "open": 47.65,
            "high": 47.65,
            "low": 47.55,
            "close": 47.55,
            "amount_yi": 0.1947
          },
          {
            "time": "14:10",
            "open": 47.69,
            "high": 47.69,
            "low": 47.69,
            "close": 47.69,
            "amount_yi": 0.0965
          },
          {
            "time": "14:11",
            "open": 47.86,
            "high": 47.86,
            "low": 47.78,
            "close": 47.78,
            "amount_yi": 0.1059
          },
          {
            "time": "14:12",
            "open": 47.72,
            "high": 47.72,
            "low": 47.72,
            "close": 47.72,
            "amount_yi": 0.1033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.72,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 45.7,
        "bid1": 47.7,
        "ask1": 47.72,
        "bid_qty1": 1,
        "ask_qty1": 26
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603938:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603938:BREAK_PREV_HIGH",
      "symbol": "SHSE.603938",
      "name": "三孚股份",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.65,
      "exec_low": 76.65,
      "exec_high": 77.8,
      "invalid_price": 74.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 75.127,
      "price_vs_vwap_pct": -1.3138,
      "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": 0.2477,
        "prev_amount_yi": 0.5012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 73.28,
            "high": 73.46,
            "low": 73.28,
            "close": 73.46,
            "amount_yi": 0.0593
          },
          {
            "time": "14:09",
            "open": 73.6,
            "high": 73.97,
            "low": 73.6,
            "close": 73.97,
            "amount_yi": 0.0498
          },
          {
            "time": "14:10",
            "open": 73.86,
            "high": 73.86,
            "low": 73.86,
            "close": 73.86,
            "amount_yi": 0.0365
          },
          {
            "time": "14:11",
            "open": 73.9,
            "high": 74.13,
            "low": 73.9,
            "close": 74.13,
            "amount_yi": 0.0558
          },
          {
            "time": "14:12",
            "open": 74.14,
            "high": 74.14,
            "low": 74.14,
            "close": 74.14,
            "amount_yi": 0.0463
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.14,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 70.31,
        "bid1": 74.1,
        "ask1": 74.14,
        "bid_qty1": 1,
        "ask_qty1": 17
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH",
      "symbol": "SHSE.603065",
      "name": "宿迁联盛",
      "side": "BUY",
      "priority": "W10",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.11,
      "exec_low": 22.11,
      "exec_high": 22.44,
      "invalid_price": 21.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 20.4564,
      "price_vs_vwap_pct": -3.8443,
      "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": 0.0177,
        "prev_amount_yi": 0.0104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0011
          },
          {
            "time": "14:09",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0058
          },
          {
            "time": "14:10",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0006
          },
          {
            "time": "14:11",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0045
          },
          {
            "time": "14:12",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 0.0,
        "ask1": 19.67,
        "bid_qty1": 0,
        "ask_qty1": 40598
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "W11",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 61.63,
      "exec_low": 61.63,
      "exec_high": 62.55,
      "invalid_price": 59.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 61.5663,
      "price_vs_vwap_pct": 4.2941,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1858,
        "prev_amount_yi": 1.1024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0757,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 63.63,
            "high": 63.63,
            "low": 63.63,
            "close": 63.63,
            "amount_yi": 0.167
          },
          {
            "time": "14:09",
            "open": 63.97,
            "high": 63.97,
            "low": 63.93,
            "close": 63.93,
            "amount_yi": 0.3242
          },
          {
            "time": "14:10",
            "open": 64.0,
            "high": 64.0,
            "low": 64.0,
            "close": 64.0,
            "amount_yi": 0.3246
          },
          {
            "time": "14:11",
            "open": 64.01,
            "high": 64.15,
            "low": 64.01,
            "close": 64.15,
            "amount_yi": 0.2592
          },
          {
            "time": "14:12",
            "open": 64.21,
            "high": 64.21,
            "low": 64.21,
            "close": 64.21,
            "amount_yi": 0.1108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.21,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 64.65,
        "low": 57.6,
        "bid1": 64.21,
        "ask1": 64.22,
        "bid_qty1": 7,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH",
      "symbol": "SZSE.300398",
      "name": "飞凯材料",
      "side": "BUY",
      "priority": "W12",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 63.95,
      "exec_low": 63.95,
      "exec_high": 64.91,
      "invalid_price": 62.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 59.6454,
      "price_vs_vwap_pct": -1.2833,
      "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": 0.458,
        "prev_amount_yi": 0.7717,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 58.68,
            "high": 58.68,
            "low": 58.66,
            "close": 58.66,
            "amount_yi": 0.1337
          },
          {
            "time": "14:09",
            "open": 58.9,
            "high": 59.02,
            "low": 58.9,
            "close": 59.02,
            "amount_yi": 0.112
          },
          {
            "time": "14:10",
            "open": 58.99,
            "high": 58.99,
            "low": 58.99,
            "close": 58.99,
            "amount_yi": 0.0617
          },
          {
            "time": "14:11",
            "open": 58.9,
            "high": 59.12,
            "low": 58.9,
            "close": 59.12,
            "amount_yi": 0.0607
          },
          {
            "time": "14:12",
            "open": 58.88,
            "high": 58.88,
            "low": 58.88,
            "close": 58.88,
            "amount_yi": 0.0899
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.88,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 55.27,
        "bid1": 58.88,
        "ask1": 58.89,
        "bid_qty1": 2,
        "ask_qty1": 53
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH",
      "symbol": "SZSE.300717",
      "name": "华信新材",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.76,
      "exec_low": 22.76,
      "exec_high": 23.1,
      "invalid_price": 22.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 20.4537,
      "price_vs_vwap_pct": -0.7026,
      "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": 0.018,
        "prev_amount_yi": 0.0175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 20.28,
            "high": 20.33,
            "low": 20.28,
            "close": 20.33,
            "amount_yi": 0.0057
          },
          {
            "time": "14:09",
            "open": 20.33,
            "high": 20.33,
            "low": 20.32,
            "close": 20.32,
            "amount_yi": 0.0045
          },
          {
            "time": "14:10",
            "open": 20.34,
            "high": 20.34,
            "low": 20.34,
            "close": 20.34,
            "amount_yi": 0.0007
          },
          {
            "time": "14:11",
            "open": 20.33,
            "high": 20.35,
            "low": 20.33,
            "close": 20.35,
            "amount_yi": 0.0051
          },
          {
            "time": "14:12",
            "open": 20.31,
            "high": 20.31,
            "low": 20.31,
            "close": 20.31,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.31,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 19.5,
        "bid1": 20.3,
        "ask1": 20.31,
        "bid_qty1": 12,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH",
      "symbol": "SHSE.688519",
      "name": "南亚新材",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 439.82,
      "exec_low": 439.82,
      "exec_high": 446.42,
      "invalid_price": 426.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3387,
        "prev_amount_yi": 0.4792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 368.13,
            "high": 369.59,
            "low": 368.13,
            "close": 369.59,
            "amount_yi": 0.129
          },
          {
            "time": "14:09",
            "open": 368.95,
            "high": 369.1,
            "low": 368.95,
            "close": 369.1,
            "amount_yi": 0.056
          },
          {
            "time": "14:10",
            "open": 369.36,
            "high": 369.36,
            "low": 369.36,
            "close": 369.36,
            "amount_yi": 0.0272
          },
          {
            "time": "14:11",
            "open": 369.3,
            "high": 369.4,
            "low": 369.3,
            "close": 369.4,
            "amount_yi": 0.1027
          },
          {
            "time": "14:12",
            "open": 369.46,
            "high": 369.46,
            "low": 369.46,
            "close": 369.46,
            "amount_yi": 0.0238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 369.46,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 358.01,
        "bid1": 369.45,
        "ask1": 369.46,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 366.65,
      "exec_low": 366.65,
      "exec_high": 372.15,
      "invalid_price": 355.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 366.6491,
      "price_vs_vwap_pct": 3.0304,
      "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": 0.589,
        "prev_amount_yi": 1.5939,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 376.01,
            "high": 376.01,
            "low": 375.86,
            "close": 375.86,
            "amount_yi": 0.1678
          },
          {
            "time": "14:09",
            "open": 375.9,
            "high": 376.2,
            "low": 375.9,
            "close": 376.2,
            "amount_yi": 0.1711
          },
          {
            "time": "14:10",
            "open": 376.32,
            "high": 376.32,
            "low": 376.32,
            "close": 376.32,
            "amount_yi": 0.0598
          },
          {
            "time": "14:11",
            "open": 376.33,
            "high": 376.33,
            "low": 376.31,
            "close": 376.31,
            "amount_yi": 0.0984
          },
          {
            "time": "14:12",
            "open": 377.76,
            "high": 377.76,
            "low": 377.76,
            "close": 377.76,
            "amount_yi": 0.0919
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 377.76,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 339.02,
        "bid1": 377.75,
        "ask1": 377.76,
        "bid_qty1": 20,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 67.2849,
      "price_vs_vwap_pct": -5.5806,
      "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": 0.1151,
        "prev_amount_yi": 0.1532,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 63.01,
            "high": 63.42,
            "low": 63.01,
            "close": 63.42,
            "amount_yi": 0.0525
          },
          {
            "time": "14:09",
            "open": 63.55,
            "high": 63.55,
            "low": 63.49,
            "close": 63.49,
            "amount_yi": 0.0148
          },
          {
            "time": "14:10",
            "open": 63.64,
            "high": 63.64,
            "low": 63.64,
            "close": 63.64,
            "amount_yi": 0.0201
          },
          {
            "time": "14:11",
            "open": 63.54,
            "high": 63.68,
            "low": 63.54,
            "close": 63.68,
            "amount_yi": 0.0165
          },
          {
            "time": "14:12",
            "open": 63.53,
            "high": 63.53,
            "low": 63.53,
            "close": 63.53,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.53,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 62.12,
        "bid1": 63.53,
        "ask1": 63.54,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000703:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.000703:BREAK_PREV_HIGH",
      "symbol": "SZSE.000703",
      "name": "恒逸石化",
      "side": "BUY",
      "priority": "W17",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.08,
      "exec_low": 17.08,
      "exec_high": 17.34,
      "invalid_price": 16.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 15.2897,
      "price_vs_vwap_pct": -1.8947,
      "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": 0.0116,
        "prev_amount_yi": 0.0911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.005
          },
          {
            "time": "14:09",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0042
          },
          {
            "time": "14:10",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0004
          },
          {
            "time": "14:11",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0015
          },
          {
            "time": "14:12",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 143300
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603256:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603256:BREAK_PREV_HIGH",
      "symbol": "SHSE.603256",
      "name": "宏和科技",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 304.0,
      "exec_low": 304.0,
      "exec_high": 308.56,
      "invalid_price": 294.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 271.3748,
      "price_vs_vwap_pct": -1.5015,
      "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": 0.9591,
        "prev_amount_yi": 2.1764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 267.64,
            "high": 267.64,
            "low": 267.62,
            "close": 267.62,
            "amount_yi": 0.2639
          },
          {
            "time": "14:09",
            "open": 267.31,
            "high": 267.31,
            "low": 267.31,
            "close": 267.31,
            "amount_yi": 0.4071
          },
          {
            "time": "14:10",
            "open": 267.34,
            "high": 267.34,
            "low": 267.34,
            "close": 267.34,
            "amount_yi": 0.0722
          },
          {
            "time": "14:11",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.1673
          },
          {
            "time": "14:12",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0486
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:04",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 160
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH",
      "symbol": "SHSE.688605",
      "name": "先锋精科",
      "side": "BUY",
      "priority": "W19",
      "status": "TOUCHED",
      "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": "2026-06-29T14:12:06",
      "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": 104.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 102.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.48,
      "entry_zone_high": 102.51,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2451,
        "prev_amount_yi": 0.2714,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 102.97,
            "high": 103.78,
            "low": 102.97,
            "close": 103.78,
            "amount_yi": 0.0476
          },
          {
            "time": "14:09",
            "open": 104.09,
            "high": 104.09,
            "low": 103.95,
            "close": 103.95,
            "amount_yi": 0.0804
          },
          {
            "time": "14:10",
            "open": 104.01,
            "high": 104.01,
            "low": 104.01,
            "close": 104.01,
            "amount_yi": 0.0521
          },
          {
            "time": "14:11",
            "open": 103.86,
            "high": 104.33,
            "low": 103.86,
            "close": 104.33,
            "amount_yi": 0.0444
          },
          {
            "time": "14:12",
            "open": 104.64,
            "high": 104.64,
            "low": 104.64,
            "close": 104.64,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.64,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 104.75,
        "low": 93.0,
        "bid1": 104.37,
        "ask1": 104.64,
        "bid_qty1": 48,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T14:12:06",
      "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": 15.3406,
      "price_vs_vwap_pct": 2.2776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0424,
        "prev_amount_yi": 0.1097,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 15.69,
            "high": 15.69,
            "low": 15.69,
            "close": 15.69,
            "amount_yi": 0.0095
          },
          {
            "time": "14:09",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0127
          },
          {
            "time": "14:10",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0029
          },
          {
            "time": "14:11",
            "open": 15.7,
            "high": 15.7,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0125
          },
          {
            "time": "14:12",
            "open": 15.69,
            "high": 15.69,
            "low": 15.69,
            "close": 15.69,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": "2026-06-29T14:12:04",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.98,
        "low": 14.76,
        "bid1": 15.69,
        "ask1": 15.7,
        "bid_qty1": 78,
        "ask_qty1": 38
      },
      "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": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 271.52,
      "exec_low": 271.52,
      "exec_high": 275.59,
      "invalid_price": 263.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": null,
      "intraday_vwap": 275.8368,
      "price_vs_vwap_pct": -0.0822,
      "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": 0.2677,
        "prev_amount_yi": 0.673,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 275.75,
            "high": 275.77,
            "low": 275.75,
            "close": 275.77,
            "amount_yi": 0.0683
          },
          {
            "time": "14:09",
            "open": 275.7,
            "high": 276.0,
            "low": 275.7,
            "close": 276.0,
            "amount_yi": 0.0593
          },
          {
            "time": "14:10",
            "open": 275.72,
            "high": 275.72,
            "low": 275.72,
            "close": 275.72,
            "amount_yi": 0.0378
          },
          {
            "time": "14:11",
            "open": 275.27,
            "high": 275.5,
            "low": 275.27,
            "close": 275.5,
            "amount_yi": 0.0518
          },
          {
            "time": "14:12",
            "open": 275.61,
            "high": 275.61,
            "low": 275.61,
            "close": 275.61,
            "amount_yi": 0.0505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 275.61,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 266.0,
        "bid1": 275.59,
        "ask1": 276.49,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.4,
      "exec_low": 23.4,
      "exec_high": 23.75,
      "invalid_price": 22.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 21.2982,
      "price_vs_vwap_pct": -3.7477,
      "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": 0.0339,
        "prev_amount_yi": 0.1414,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0084
          },
          {
            "time": "14:09",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0073
          },
          {
            "time": "14:10",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0022
          },
          {
            "time": "14:11",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0062
          },
          {
            "time": "14:12",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 0.0,
        "ask1": 20.5,
        "bid_qty1": 0,
        "ask_qty1": 9311
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601636:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.601636:BREAK_PREV_HIGH",
      "symbol": "SHSE.601636",
      "name": "旗滨集团",
      "side": "BUY",
      "priority": "W23",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 9.19,
      "exec_low": 9.19,
      "exec_high": 9.33,
      "invalid_price": 8.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 9.7733,
      "price_vs_vwap_pct": 0.4778,
      "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": 0.0081,
        "prev_amount_yi": 0.0929,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0872,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0044
          },
          {
            "time": "14:09",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          },
          {
            "time": "14:10",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0012
          },
          {
            "time": "14:11",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.001
          },
          {
            "time": "14:12",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:04",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 308432,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH",
      "symbol": "SHSE.605358",
      "name": "立昂微",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.5,
      "exec_low": 76.5,
      "exec_high": 77.65,
      "invalid_price": 74.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 75.2407,
      "price_vs_vwap_pct": 0.5706,
      "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": 0.614,
        "prev_amount_yi": 1.3795,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 75.94,
            "high": 75.94,
            "low": 75.84,
            "close": 75.84,
            "amount_yi": 0.1817
          },
          {
            "time": "14:09",
            "open": 75.86,
            "high": 75.86,
            "low": 75.82,
            "close": 75.82,
            "amount_yi": 0.1728
          },
          {
            "time": "14:10",
            "open": 75.6,
            "high": 75.6,
            "low": 75.6,
            "close": 75.6,
            "amount_yi": 0.0544
          },
          {
            "time": "14:11",
            "open": 75.42,
            "high": 75.5,
            "low": 75.42,
            "close": 75.5,
            "amount_yi": 0.1557
          },
          {
            "time": "14:12",
            "open": 75.67,
            "high": 75.67,
            "low": 75.67,
            "close": 75.67,
            "amount_yi": 0.0494
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.67,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 70.0,
        "bid1": 75.65,
        "ask1": 75.67,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:12:06",
      "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": 52.7922,
      "price_vs_vwap_pct": 2.9508,
      "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": 0.1199,
        "prev_amount_yi": 0.1939,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6184,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 54.74,
            "high": 54.89,
            "low": 54.74,
            "close": 54.89,
            "amount_yi": 0.0205
          },
          {
            "time": "14:09",
            "open": 54.76,
            "high": 54.76,
            "low": 54.61,
            "close": 54.61,
            "amount_yi": 0.0335
          },
          {
            "time": "14:10",
            "open": 54.52,
            "high": 54.52,
            "low": 54.52,
            "close": 54.52,
            "amount_yi": 0.0052
          },
          {
            "time": "14:11",
            "open": 54.62,
            "high": 54.62,
            "low": 54.58,
            "close": 54.58,
            "amount_yi": 0.01
          },
          {
            "time": "14:12",
            "open": 54.35,
            "high": 54.35,
            "low": 54.35,
            "close": 54.35,
            "amount_yi": 0.0507
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.35,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 54.35,
        "ask1": 54.39,
        "bid_qty1": 992,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH",
      "symbol": "SZSE.301138",
      "name": "华研精机",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.86,
      "exec_low": 33.86,
      "exec_high": 34.37,
      "invalid_price": 32.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 30.3153,
      "price_vs_vwap_pct": -1.8317,
      "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": 0.0066,
        "prev_amount_yi": 0.0226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.292,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 29.7,
            "high": 29.7,
            "low": 29.7,
            "close": 29.7,
            "amount_yi": 0.0011
          },
          {
            "time": "14:09",
            "open": 29.71,
            "high": 29.74,
            "low": 29.71,
            "close": 29.74,
            "amount_yi": 0.0015
          },
          {
            "time": "14:10",
            "open": 29.78,
            "high": 29.78,
            "low": 29.78,
            "close": 29.78,
            "amount_yi": 0.0008
          },
          {
            "time": "14:11",
            "open": 29.8,
            "high": 29.8,
            "low": 29.77,
            "close": 29.77,
            "amount_yi": 0.0018
          },
          {
            "time": "14:12",
            "open": 29.76,
            "high": 29.76,
            "low": 29.76,
            "close": 29.76,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.76,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.02,
        "bid1": 29.75,
        "ask1": 29.76,
        "bid_qty1": 59,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W27",
      "status": "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": "2026-06-29T14:12:06",
      "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": 934.0472,
      "price_vs_vwap_pct": 2.6907,
      "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": 1.4165,
        "prev_amount_yi": 3.1632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 956.98,
            "high": 956.98,
            "low": 955.0,
            "close": 955.0,
            "amount_yi": 0.4507
          },
          {
            "time": "14:09",
            "open": 953.03,
            "high": 953.03,
            "low": 952.99,
            "close": 952.99,
            "amount_yi": 0.4062
          },
          {
            "time": "14:10",
            "open": 955.01,
            "high": 955.01,
            "low": 955.01,
            "close": 955.01,
            "amount_yi": 0.0924
          },
          {
            "time": "14:11",
            "open": 956.99,
            "high": 957.99,
            "low": 956.99,
            "close": 957.99,
            "amount_yi": 0.3092
          },
          {
            "time": "14:12",
            "open": 959.18,
            "high": 959.18,
            "low": 959.18,
            "close": 959.18,
            "amount_yi": 0.158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 959.18,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 886.66,
        "bid1": 959.18,
        "ask1": 959.32,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-06-29T14:12:06",
      "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": 27.6988,
      "price_vs_vwap_pct": 3.7229,
      "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": 1.0188,
        "prev_amount_yi": 2.6606,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 28.73,
            "high": 28.82,
            "low": 28.73,
            "close": 28.82,
            "amount_yi": 0.3204
          },
          {
            "time": "14:09",
            "open": 28.78,
            "high": 28.88,
            "low": 28.78,
            "close": 28.88,
            "amount_yi": 0.1596
          },
          {
            "time": "14:10",
            "open": 28.73,
            "high": 28.73,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.2198
          },
          {
            "time": "14:11",
            "open": 28.76,
            "high": 28.78,
            "low": 28.76,
            "close": 28.78,
            "amount_yi": 0.2063
          },
          {
            "time": "14:12",
            "open": 28.73,
            "high": 28.73,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.1127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.73,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.5,
        "low": 25.98,
        "bid1": 28.73,
        "ask1": 28.74,
        "bid_qty1": 34,
        "ask_qty1": 81
      },
      "previous_state": "TOUCHED",
      "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": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 43.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.37,
      "entry_zone_high": 42.63,
      "entry_risk_pct": null,
      "intraday_vwap": 41.3767,
      "price_vs_vwap_pct": -2.3847,
      "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": 0.0991,
        "prev_amount_yi": 0.2188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 40.38,
            "high": 40.38,
            "low": 40.38,
            "close": 40.38,
            "amount_yi": 0.0094
          },
          {
            "time": "14:09",
            "open": 40.38,
            "high": 40.42,
            "low": 40.38,
            "close": 40.42,
            "amount_yi": 0.0329
          },
          {
            "time": "14:10",
            "open": 40.42,
            "high": 40.42,
            "low": 40.42,
            "close": 40.42,
            "amount_yi": 0.0168
          },
          {
            "time": "14:11",
            "open": 40.36,
            "high": 40.38,
            "low": 40.36,
            "close": 40.38,
            "amount_yi": 0.0332
          },
          {
            "time": "14:12",
            "open": 40.39,
            "high": 40.39,
            "low": 40.39,
            "close": 40.39,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.39,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 39.28,
        "bid1": 40.39,
        "ask1": 40.4,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "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": "2026-06-29T14:12:06",
      "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": 0.0537,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2402,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 95.44,
            "high": 95.86,
            "low": 95.44,
            "close": 95.86,
            "amount_yi": 0.0029
          },
          {
            "time": "14:09",
            "open": 95.85,
            "high": 95.97,
            "low": 95.85,
            "close": 95.97,
            "amount_yi": 0.0075
          },
          {
            "time": "14:10",
            "open": 96.5,
            "high": 96.5,
            "low": 96.5,
            "close": 96.5,
            "amount_yi": 0.0221
          },
          {
            "time": "14:11",
            "open": 95.96,
            "high": 95.96,
            "low": 95.68,
            "close": 95.68,
            "amount_yi": 0.0199
          },
          {
            "time": "14:12",
            "open": 95.69,
            "high": 95.69,
            "low": 95.69,
            "close": 95.69,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.69,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 90.5,
        "bid1": 95.97,
        "ask1": 96.09,
        "bid_qty1": 50,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:12:06",
      "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": 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": 80.4228,
      "price_vs_vwap_pct": -1.3091,
      "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": 0.2579,
        "prev_amount_yi": 0.5842,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4415,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 78.96,
            "high": 78.96,
            "low": 78.96,
            "close": 78.96,
            "amount_yi": 0.0364
          },
          {
            "time": "14:09",
            "open": 79.01,
            "high": 79.01,
            "low": 78.99,
            "close": 78.99,
            "amount_yi": 0.0611
          },
          {
            "time": "14:10",
            "open": 79.07,
            "high": 79.07,
            "low": 79.07,
            "close": 79.07,
            "amount_yi": 0.0443
          },
          {
            "time": "14:11",
            "open": 79.2,
            "high": 79.37,
            "low": 79.2,
            "close": 79.37,
            "amount_yi": 0.0729
          },
          {
            "time": "14:12",
            "open": 79.37,
            "high": 79.37,
            "low": 79.37,
            "close": 79.37,
            "amount_yi": 0.0432
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.37,
        "ts": "2026-06-29T14:12:01",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 79.37,
        "ask1": 79.4,
        "bid_qty1": 6,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:12:06",
      "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": 22.9582,
      "price_vs_vwap_pct": -2.2136,
      "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": 0.0108,
        "prev_amount_yi": 0.0214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5047,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0028
          },
          {
            "time": "14:09",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0022
          },
          {
            "time": "14:10",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0011
          },
          {
            "time": "14:11",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.003
          },
          {
            "time": "14:12",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 158316
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603002:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603002:BREAK_PREV_HIGH",
      "symbol": "SHSE.603002",
      "name": "宏昌电子",
      "side": "BUY",
      "priority": "W33",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.45,
      "exec_low": 27.45,
      "exec_high": 27.86,
      "invalid_price": 26.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 25.0341,
      "price_vs_vwap_pct": -3.1321,
      "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": 0.1559,
        "prev_amount_yi": 0.2945,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 24.16,
            "high": 24.17,
            "low": 24.16,
            "close": 24.17,
            "amount_yi": 0.0195
          },
          {
            "time": "14:09",
            "open": 24.23,
            "high": 24.23,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0492
          },
          {
            "time": "14:10",
            "open": 24.2,
            "high": 24.2,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0111
          },
          {
            "time": "14:11",
            "open": 24.18,
            "high": 24.26,
            "low": 24.18,
            "close": 24.26,
            "amount_yi": 0.0614
          },
          {
            "time": "14:12",
            "open": 24.25,
            "high": 24.25,
            "low": 24.25,
            "close": 24.25,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.25,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.61,
        "bid1": 24.25,
        "ask1": 24.28,
        "bid_qty1": 29,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300342:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300342:BREAK_PREV_HIGH",
      "symbol": "SZSE.300342",
      "name": "天银机电",
      "side": "BUY",
      "priority": "W34",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 45.56,
      "exec_low": 45.56,
      "exec_high": 46.24,
      "invalid_price": 44.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 43.2582,
      "price_vs_vwap_pct": -0.7356,
      "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": 0.0819,
        "prev_amount_yi": 0.1183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6923,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 42.82,
            "high": 42.85,
            "low": 42.82,
            "close": 42.85,
            "amount_yi": 0.0227
          },
          {
            "time": "14:09",
            "open": 42.88,
            "high": 42.92,
            "low": 42.88,
            "close": 42.92,
            "amount_yi": 0.0231
          },
          {
            "time": "14:10",
            "open": 42.92,
            "high": 42.92,
            "low": 42.92,
            "close": 42.92,
            "amount_yi": 0.0107
          },
          {
            "time": "14:11",
            "open": 42.95,
            "high": 42.97,
            "low": 42.95,
            "close": 42.97,
            "amount_yi": 0.0136
          },
          {
            "time": "14:12",
            "open": 42.94,
            "high": 42.94,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.94,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.58,
        "bid1": 42.94,
        "ask1": 42.95,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002080:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002080:BREAK_PREV_HIGH",
      "symbol": "SZSE.002080",
      "name": "中材科技",
      "side": "BUY",
      "priority": "W35",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 102.22,
      "exec_low": 102.22,
      "exec_high": 103.75,
      "invalid_price": 99.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 92.0926,
      "price_vs_vwap_pct": -1.8162,
      "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": 0.5512,
        "prev_amount_yi": 1.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 90.46,
            "high": 90.5,
            "low": 90.46,
            "close": 90.5,
            "amount_yi": 0.1931
          },
          {
            "time": "14:09",
            "open": 90.52,
            "high": 90.52,
            "low": 90.51,
            "close": 90.51,
            "amount_yi": 0.0904
          },
          {
            "time": "14:10",
            "open": 90.6,
            "high": 90.6,
            "low": 90.6,
            "close": 90.6,
            "amount_yi": 0.1103
          },
          {
            "time": "14:11",
            "open": 90.58,
            "high": 90.58,
            "low": 90.55,
            "close": 90.55,
            "amount_yi": 0.0719
          },
          {
            "time": "14:12",
            "open": 90.42,
            "high": 90.42,
            "low": 90.42,
            "close": 90.42,
            "amount_yi": 0.0855
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.42,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 87.9,
        "bid1": 90.42,
        "ask1": 90.44,
        "bid_qty1": 42,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH",
      "symbol": "SHSE.600007",
      "name": "XD中国国",
      "side": "BUY",
      "priority": "W36",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.04,
      "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": 19.053,
      "price_vs_vwap_pct": 1.6638,
      "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": 0.0077,
        "prev_amount_yi": 0.07,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.11,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:08",
            "open": 19.4,
            "high": 19.4,
            "low": 19.39,
            "close": 19.39,
            "amount_yi": 0.0023
          },
          {
            "time": "14:09",
            "open": 19.37,
            "high": 19.37,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0007
          },
          {
            "time": "14:10",
            "open": 19.39,
            "high": 19.39,
            "low": 19.39,
            "close": 19.39,
            "amount_yi": 0.0018
          },
          {
            "time": "14:11",
            "open": 19.39,
            "high": 19.39,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0016
          },
          {
            "time": "14:12",
            "open": 19.37,
            "high": 19.37,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.37,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.43,
        "low": 18.54,
        "bid1": 19.36,
        "ask1": 19.38,
        "bid_qty1": 37,
        "ask_qty1": 20
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "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": 69.9638,
      "price_vs_vwap_pct": -0.0483,
      "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": 1.5032,
        "prev_amount_yi": 2.8793,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5221,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 70.25,
            "high": 70.25,
            "low": 70.23,
            "close": 70.23,
            "amount_yi": 0.3167
          },
          {
            "time": "14:09",
            "open": 70.23,
            "high": 70.23,
            "low": 70.1,
            "close": 70.1,
            "amount_yi": 0.4046
          },
          {
            "time": "14:10",
            "open": 70.03,
            "high": 70.03,
            "low": 70.03,
            "close": 70.03,
            "amount_yi": 0.1986
          },
          {
            "time": "14:11",
            "open": 70.03,
            "high": 70.08,
            "low": 70.03,
            "close": 70.08,
            "amount_yi": 0.368
          },
          {
            "time": "14:12",
            "open": 69.93,
            "high": 69.93,
            "low": 69.93,
            "close": 69.93,
            "amount_yi": 0.2153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.93,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 69.92,
        "ask1": 69.93,
        "bid_qty1": 38,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688126:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688126:VWAP_RECLAIM",
      "symbol": "SHSE.688126",
      "name": "沪硅产业",
      "side": "BUY",
      "priority": "W38",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.06,
      "exec_low": 36.6,
      "exec_high": 36.6,
      "invalid_price": 34.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.9186,
        "prev_amount_yi": 1.01,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 37.88,
            "high": 38.1,
            "low": 37.88,
            "close": 38.1,
            "amount_yi": 0.2109
          },
          {
            "time": "14:09",
            "open": 38.23,
            "high": 38.23,
            "low": 38.11,
            "close": 38.11,
            "amount_yi": 0.1691
          },
          {
            "time": "14:10",
            "open": 38.2,
            "high": 38.2,
            "low": 38.2,
            "close": 38.2,
            "amount_yi": 0.1086
          },
          {
            "time": "14:11",
            "open": 38.35,
            "high": 38.48,
            "low": 38.35,
            "close": 38.48,
            "amount_yi": 0.2774
          },
          {
            "time": "14:12",
            "open": 38.53,
            "high": 38.53,
            "low": 38.53,
            "close": 38.53,
            "amount_yi": 0.1526
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.53,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 38.47,
        "ask1": 38.5,
        "bid_qty1": 36,
        "ask_qty1": 100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "W39",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 52.77,
      "exec_low": 53.56,
      "exec_high": 53.56,
      "invalid_price": 51.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 50.6537,
      "price_vs_vwap_pct": -3.3437,
      "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": 0.3135,
        "prev_amount_yi": 0.563,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 48.75,
            "high": 48.75,
            "low": 48.69,
            "close": 48.69,
            "amount_yi": 0.1189
          },
          {
            "time": "14:09",
            "open": 48.67,
            "high": 48.69,
            "low": 48.67,
            "close": 48.69,
            "amount_yi": 0.0921
          },
          {
            "time": "14:10",
            "open": 48.73,
            "high": 48.73,
            "low": 48.73,
            "close": 48.73,
            "amount_yi": 0.0259
          },
          {
            "time": "14:11",
            "open": 48.81,
            "high": 48.87,
            "low": 48.81,
            "close": 48.87,
            "amount_yi": 0.0537
          },
          {
            "time": "14:12",
            "open": 48.96,
            "high": 48.96,
            "low": 48.96,
            "close": 48.96,
            "amount_yi": 0.0229
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.96,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 47.08,
        "bid1": 48.98,
        "ask1": 48.99,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 81.0,
      "exec_low": 82.21,
      "exec_high": 82.21,
      "invalid_price": 78.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 87.546,
      "price_vs_vwap_pct": 1.6608,
      "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": 0.9373,
        "prev_amount_yi": 0.9337,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0039,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 88.45,
            "high": 88.49,
            "low": 88.45,
            "close": 88.49,
            "amount_yi": 0.2335
          },
          {
            "time": "14:09",
            "open": 88.65,
            "high": 88.88,
            "low": 88.65,
            "close": 88.88,
            "amount_yi": 0.1397
          },
          {
            "time": "14:10",
            "open": 88.97,
            "high": 88.97,
            "low": 88.97,
            "close": 88.97,
            "amount_yi": 0.0577
          },
          {
            "time": "14:11",
            "open": 88.9,
            "high": 89.3,
            "low": 88.9,
            "close": 89.3,
            "amount_yi": 0.3652
          },
          {
            "time": "14:12",
            "open": 89.0,
            "high": 89.0,
            "low": 89.0,
            "close": 89.0,
            "amount_yi": 0.1412
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 88.88,
        "ask1": 89.0,
        "bid_qty1": 1,
        "ask_qty1": 17
      },
      "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": "2026-06-29T14:12:06",
      "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": 46.4997,
      "price_vs_vwap_pct": -3.5478,
      "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": 0.2916,
        "prev_amount_yi": 0.3117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 44.31,
            "high": 44.31,
            "low": 44.24,
            "close": 44.24,
            "amount_yi": 0.0492
          },
          {
            "time": "14:09",
            "open": 44.38,
            "high": 44.45,
            "low": 44.38,
            "close": 44.45,
            "amount_yi": 0.0774
          },
          {
            "time": "14:10",
            "open": 44.67,
            "high": 44.67,
            "low": 44.67,
            "close": 44.67,
            "amount_yi": 0.0421
          },
          {
            "time": "14:11",
            "open": 44.53,
            "high": 44.77,
            "low": 44.53,
            "close": 44.77,
            "amount_yi": 0.0705
          },
          {
            "time": "14:12",
            "open": 44.85,
            "high": 44.85,
            "low": 44.85,
            "close": 44.85,
            "amount_yi": 0.0524
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.85,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.16,
        "bid1": 44.85,
        "ask1": 44.86,
        "bid_qty1": 52,
        "ask_qty1": 46
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM",
      "symbol": "SZSE.300285",
      "name": "国瓷材料",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 105.99,
      "exec_low": 107.58,
      "exec_high": 107.58,
      "invalid_price": 102.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.4,
      "entry_zone_high": 107.58,
      "entry_risk_pct": 4.2559,
      "intraday_vwap": 107.228,
      "price_vs_vwap_pct": 0.1324,
      "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": 0.8417,
        "prev_amount_yi": 1.4648,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5746,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 106.84,
            "high": 106.84,
            "low": 106.84,
            "close": 106.84,
            "amount_yi": 0.2536
          },
          {
            "time": "14:09",
            "open": 107.14,
            "high": 107.14,
            "low": 107.04,
            "close": 107.04,
            "amount_yi": 0.2076
          },
          {
            "time": "14:10",
            "open": 107.44,
            "high": 107.44,
            "low": 107.44,
            "close": 107.44,
            "amount_yi": 0.1284
          },
          {
            "time": "14:11",
            "open": 107.4,
            "high": 107.51,
            "low": 107.4,
            "close": 107.51,
            "amount_yi": 0.132
          },
          {
            "time": "14:12",
            "open": 107.37,
            "high": 107.37,
            "low": 107.37,
            "close": 107.37,
            "amount_yi": 0.1201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.37,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 100.66,
        "bid1": 107.37,
        "ask1": 107.38,
        "bid_qty1": 6,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM",
      "symbol": "SHSE.688783",
      "name": "西安奕材-U",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.72,
      "exec_low": 57.57,
      "exec_high": 57.57,
      "invalid_price": 55.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 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": 3.8112,
      "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": 0.1308,
        "prev_amount_yi": 0.2687,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 57.28,
            "high": 57.38,
            "low": 57.28,
            "close": 57.38,
            "amount_yi": 0.0576
          },
          {
            "time": "14:09",
            "open": 57.32,
            "high": 57.32,
            "low": 57.3,
            "close": 57.3,
            "amount_yi": 0.0306
          },
          {
            "time": "14:10",
            "open": 57.28,
            "high": 57.28,
            "low": 57.28,
            "close": 57.28,
            "amount_yi": 0.0092
          },
          {
            "time": "14:11",
            "open": 57.28,
            "high": 57.28,
            "low": 57.2,
            "close": 57.2,
            "amount_yi": 0.0167
          },
          {
            "time": "14:12",
            "open": 57.1,
            "high": 57.1,
            "low": 57.1,
            "close": 57.1,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 57.1,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 59.0,
        "low": 51.51,
        "bid1": 57.1,
        "ask1": 57.2,
        "bid_qty1": 11,
        "ask_qty1": 252
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 517.0,
      "exec_low": 524.75,
      "exec_high": 524.75,
      "invalid_price": 501.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 532.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 524.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 509.25,
      "entry_zone_high": 524.75,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6907,
        "prev_amount_yi": 3.9899,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 504.0,
            "high": 504.1,
            "low": 504.0,
            "close": 504.1,
            "amount_yi": 0.5222
          },
          {
            "time": "14:09",
            "open": 505.92,
            "high": 506.31,
            "low": 505.92,
            "close": 506.31,
            "amount_yi": 0.3557
          },
          {
            "time": "14:10",
            "open": 507.73,
            "high": 507.73,
            "low": 507.73,
            "close": 507.73,
            "amount_yi": 0.1849
          },
          {
            "time": "14:11",
            "open": 508.6,
            "high": 508.61,
            "low": 508.6,
            "close": 508.61,
            "amount_yi": 0.4149
          },
          {
            "time": "14:12",
            "open": 508.6,
            "high": 508.6,
            "low": 508.6,
            "close": 508.6,
            "amount_yi": 0.213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 508.6,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 472.1,
        "bid1": 508.6,
        "ask1": 508.76,
        "bid_qty1": 11,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:12:06",
      "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": 202.4095,
      "price_vs_vwap_pct": 2.4952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3214,
        "prev_amount_yi": 0.1977,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.2757
          },
          {
            "time": "14:09",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0185
          },
          {
            "time": "14:10",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0044
          },
          {
            "time": "14:11",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0143
          },
          {
            "time": "14:12",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 191.18,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 24742,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603800:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603800:VWAP_RECLAIM",
      "symbol": "SHSE.603800",
      "name": "洪田股份",
      "side": "BUY",
      "priority": "W46",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 92.23,
      "exec_low": 93.61,
      "exec_high": 93.61,
      "invalid_price": 89.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 82.8696,
      "price_vs_vwap_pct": -3.318,
      "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": 0.0644,
        "prev_amount_yi": 0.1369,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 80.03,
            "high": 80.06,
            "low": 80.03,
            "close": 80.06,
            "amount_yi": 0.01
          },
          {
            "time": "14:09",
            "open": 80.11,
            "high": 80.2,
            "low": 80.11,
            "close": 80.2,
            "amount_yi": 0.0124
          },
          {
            "time": "14:10",
            "open": 80.26,
            "high": 80.26,
            "low": 80.26,
            "close": 80.26,
            "amount_yi": 0.0052
          },
          {
            "time": "14:11",
            "open": 80.13,
            "high": 80.13,
            "low": 80.13,
            "close": 80.13,
            "amount_yi": 0.0329
          },
          {
            "time": "14:12",
            "open": 80.12,
            "high": 80.12,
            "low": 80.12,
            "close": 80.12,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.12,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 79.61,
        "bid1": 80.11,
        "ask1": 80.12,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "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": "2026-06-29T14:12:06",
      "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": 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": 4.0451,
      "intraday_vwap": 76.0553,
      "price_vs_vwap_pct": 2.7147,
      "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": 0.1504,
        "prev_amount_yi": 0.2794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5383,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 77.41,
            "high": 77.43,
            "low": 77.41,
            "close": 77.43,
            "amount_yi": 0.048
          },
          {
            "time": "14:09",
            "open": 77.77,
            "high": 77.92,
            "low": 77.77,
            "close": 77.92,
            "amount_yi": 0.0344
          },
          {
            "time": "14:10",
            "open": 77.99,
            "high": 77.99,
            "low": 77.99,
            "close": 77.99,
            "amount_yi": 0.0199
          },
          {
            "time": "14:11",
            "open": 77.99,
            "high": 78.03,
            "low": 77.99,
            "close": 78.03,
            "amount_yi": 0.0412
          },
          {
            "time": "14:12",
            "open": 78.12,
            "high": 78.12,
            "low": 78.12,
            "close": 78.12,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 78.12,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 71.1,
        "bid1": 78.11,
        "ask1": 78.12,
        "bid_qty1": 49,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:12:06",
      "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": 34.3974,
      "price_vs_vwap_pct": 0.7925,
      "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": 0.098,
        "prev_amount_yi": 0.1779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 34.67,
            "high": 34.67,
            "low": 34.67,
            "close": 34.67,
            "amount_yi": 0.0258
          },
          {
            "time": "14:09",
            "open": 34.74,
            "high": 34.76,
            "low": 34.74,
            "close": 34.76,
            "amount_yi": 0.025
          },
          {
            "time": "14:10",
            "open": 34.7,
            "high": 34.7,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.015
          },
          {
            "time": "14:11",
            "open": 34.68,
            "high": 34.7,
            "low": 34.68,
            "close": 34.7,
            "amount_yi": 0.0211
          },
          {
            "time": "14:12",
            "open": 34.67,
            "high": 34.67,
            "low": 34.67,
            "close": 34.67,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.67,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 36.37,
        "low": 32.88,
        "bid1": 34.67,
        "ask1": 34.68,
        "bid_qty1": 47,
        "ask_qty1": 37
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM",
      "symbol": "SHSE.600596",
      "name": "新安股份",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.39,
      "exec_low": 18.67,
      "exec_high": 18.67,
      "invalid_price": 17.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 16.9253,
      "price_vs_vwap_pct": -5.3488,
      "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": 0.166,
        "prev_amount_yi": 0.5208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 16.03,
            "high": 16.03,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0639
          },
          {
            "time": "14:09",
            "open": 16.03,
            "high": 16.03,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0407
          },
          {
            "time": "14:10",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.015
          },
          {
            "time": "14:11",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0325
          },
          {
            "time": "14:12",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.02,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.02,
        "bid1": 16.02,
        "ask1": 16.03,
        "bid_qty1": 7,
        "ask_qty1": 1764
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM",
      "symbol": "SZSE.300498",
      "name": "温氏股份",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.5,
      "exec_low": 12.69,
      "exec_high": 12.69,
      "invalid_price": 12.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 3.4263,
      "intraday_vwap": 12.4666,
      "price_vs_vwap_pct": 0.5888,
      "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": 0.0704,
        "prev_amount_yi": 0.0942,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 12.52,
            "high": 12.53,
            "low": 12.52,
            "close": 12.53,
            "amount_yi": 0.0107
          },
          {
            "time": "14:09",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0163
          },
          {
            "time": "14:10",
            "open": 12.52,
            "high": 12.52,
            "low": 12.52,
            "close": 12.52,
            "amount_yi": 0.0021
          },
          {
            "time": "14:11",
            "open": 12.54,
            "high": 12.55,
            "low": 12.54,
            "close": 12.55,
            "amount_yi": 0.0298
          },
          {
            "time": "14:12",
            "open": 12.54,
            "high": 12.54,
            "low": 12.54,
            "close": 12.54,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 12.54,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.91,
        "low": 11.95,
        "bid1": 12.54,
        "ask1": 12.55,
        "bid_qty1": 1497,
        "ask_qty1": 151
      },
      "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": "2026-06-29T14:12:06",
      "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": 28.4189,
      "price_vs_vwap_pct": 0.7076,
      "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": 0.1155,
        "prev_amount_yi": 0.2301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 28.57,
            "high": 28.57,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.0167
          },
          {
            "time": "14:09",
            "open": 28.58,
            "high": 28.59,
            "low": 28.58,
            "close": 28.59,
            "amount_yi": 0.0352
          },
          {
            "time": "14:10",
            "open": 28.57,
            "high": 28.57,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.0252
          },
          {
            "time": "14:11",
            "open": 28.58,
            "high": 28.61,
            "low": 28.58,
            "close": 28.61,
            "amount_yi": 0.0278
          },
          {
            "time": "14:12",
            "open": 28.62,
            "high": 28.62,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.62,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 30.0,
        "low": 26.0,
        "bid1": 28.62,
        "ask1": 28.63,
        "bid_qty1": 259,
        "ask_qty1": 161
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM",
      "symbol": "SHSE.603688",
      "name": "石英股份",
      "side": "BUY",
      "priority": "W52",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 87.91,
      "exec_low": 89.23,
      "exec_high": 89.23,
      "invalid_price": 85.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 84.7898,
      "price_vs_vwap_pct": -0.8843,
      "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": 0.1509,
        "prev_amount_yi": 0.3317,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4549,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 84.32,
            "high": 84.32,
            "low": 84.31,
            "close": 84.31,
            "amount_yi": 0.0388
          },
          {
            "time": "14:09",
            "open": 84.34,
            "high": 84.34,
            "low": 84.29,
            "close": 84.29,
            "amount_yi": 0.0499
          },
          {
            "time": "14:10",
            "open": 84.2,
            "high": 84.2,
            "low": 84.2,
            "close": 84.2,
            "amount_yi": 0.0071
          },
          {
            "time": "14:11",
            "open": 84.04,
            "high": 84.05,
            "low": 84.04,
            "close": 84.05,
            "amount_yi": 0.0369
          },
          {
            "time": "14:12",
            "open": 84.04,
            "high": 84.04,
            "low": 84.04,
            "close": 84.04,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.04,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 80.78,
        "bid1": 84.04,
        "ask1": 84.1,
        "bid_qty1": 38,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.24,
      "exec_low": 8.36,
      "exec_high": 8.36,
      "invalid_price": 7.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 7.8251,
      "price_vs_vwap_pct": -1.2153,
      "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": 1.3462,
        "prev_amount_yi": 2.5647,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.3367
          },
          {
            "time": "14:09",
            "open": 7.75,
            "high": 7.75,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.3826
          },
          {
            "time": "14:10",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.2186
          },
          {
            "time": "14:11",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.3001
          },
          {
            "time": "14:12",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.1082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.73,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.51,
        "bid1": 7.72,
        "ask1": 7.73,
        "bid_qty1": 10035,
        "ask_qty1": 2997
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603773:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603773:VWAP_RECLAIM",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W54",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 188.0,
      "exec_low": 190.82,
      "exec_high": 190.82,
      "invalid_price": 182.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 171.3467,
      "price_vs_vwap_pct": -2.8286,
      "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": 0.1806,
        "prev_amount_yi": 0.3144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 165.3,
            "high": 165.77,
            "low": 165.3,
            "close": 165.77,
            "amount_yi": 0.0256
          },
          {
            "time": "14:09",
            "open": 166.16,
            "high": 166.91,
            "low": 166.16,
            "close": 166.91,
            "amount_yi": 0.0592
          },
          {
            "time": "14:10",
            "open": 166.96,
            "high": 166.96,
            "low": 166.96,
            "close": 166.96,
            "amount_yi": 0.0306
          },
          {
            "time": "14:11",
            "open": 166.91,
            "high": 166.91,
            "low": 166.68,
            "close": 166.68,
            "amount_yi": 0.0499
          },
          {
            "time": "14:12",
            "open": 166.5,
            "high": 166.5,
            "low": 166.5,
            "close": 166.5,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 166.5,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 160.2,
        "bid1": 166.5,
        "ask1": 166.6,
        "bid_qty1": 19,
        "ask_qty1": 47
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.85,
      "exec_low": 17.1,
      "exec_high": 17.1,
      "invalid_price": 16.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 4.1642,
      "intraday_vwap": 16.708,
      "price_vs_vwap_pct": 1.9871,
      "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": 0.0155,
        "prev_amount_yi": 0.0182,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0106
          },
          {
            "time": "14:09",
            "open": 17.03,
            "high": 17.03,
            "low": 17.02,
            "close": 17.02,
            "amount_yi": 0.0022
          },
          {
            "time": "14:10",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0009
          },
          {
            "time": "14:11",
            "open": 17.03,
            "high": 17.04,
            "low": 17.03,
            "close": 17.04,
            "amount_yi": 0.0002
          },
          {
            "time": "14:12",
            "open": 17.04,
            "high": 17.04,
            "low": 17.04,
            "close": 17.04,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 17.04,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 17.35,
        "low": 15.98,
        "bid1": 17.04,
        "ask1": 17.05,
        "bid_qty1": 71,
        "ask_qty1": 38
      },
      "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": "2026-06-29T14:12:06",
      "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": 20.2595,
      "price_vs_vwap_pct": -2.0213,
      "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": 0.0523,
        "prev_amount_yi": 0.0864,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 19.73,
            "high": 19.76,
            "low": 19.73,
            "close": 19.76,
            "amount_yi": 0.0083
          },
          {
            "time": "14:09",
            "open": 19.8,
            "high": 19.81,
            "low": 19.8,
            "close": 19.81,
            "amount_yi": 0.0164
          },
          {
            "time": "14:10",
            "open": 19.81,
            "high": 19.81,
            "low": 19.81,
            "close": 19.81,
            "amount_yi": 0.0068
          },
          {
            "time": "14:11",
            "open": 19.82,
            "high": 19.84,
            "low": 19.82,
            "close": 19.84,
            "amount_yi": 0.0102
          },
          {
            "time": "14:12",
            "open": 19.85,
            "high": 19.85,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.85,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.16,
        "bid1": 19.84,
        "ask1": 19.85,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM",
      "symbol": "SHSE.688200",
      "name": "华峰测控",
      "side": "BUY",
      "priority": "W57",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 475.0,
      "exec_low": 482.12,
      "exec_high": 482.12,
      "invalid_price": 460.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.2249,
        "prev_amount_yi": 0.2511,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 507.99,
            "high": 508.05,
            "low": 507.99,
            "close": 508.05,
            "amount_yi": 0.078
          },
          {
            "time": "14:09",
            "open": 508.05,
            "high": 508.05,
            "low": 506.66,
            "close": 506.66,
            "amount_yi": 0.0544
          },
          {
            "time": "14:10",
            "open": 509.5,
            "high": 509.5,
            "low": 509.5,
            "close": 509.5,
            "amount_yi": 0.0071
          },
          {
            "time": "14:11",
            "open": 507.0,
            "high": 507.0,
            "low": 506.93,
            "close": 506.93,
            "amount_yi": 0.0356
          },
          {
            "time": "14:12",
            "open": 507.0,
            "high": 507.0,
            "low": 507.0,
            "close": 507.0,
            "amount_yi": 0.0498
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 507.0,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 515.6,
        "low": 470.5,
        "bid1": 507.0,
        "ask1": 509.4,
        "bid_qty1": 0,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM",
      "symbol": "SHSE.600857",
      "name": "宁波中百",
      "side": "BUY",
      "priority": "W58",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.1,
      "exec_low": 19.39,
      "exec_high": 19.39,
      "invalid_price": 18.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 18.591,
      "price_vs_vwap_pct": 5.7501,
      "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": 0.0032,
        "prev_amount_yi": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:05",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0004
          },
          {
            "time": "14:06",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0005
          },
          {
            "time": "14:08",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "14:09",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.002
          },
          {
            "time": "14:11",
            "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": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:11:59",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 34360,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM",
      "symbol": "SHSE.600630",
      "name": "龙头股份",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7064,
      "price_vs_vwap_pct": -0.5811,
      "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": 0.0552,
        "prev_amount_yi": 0.0678,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8142,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 9.72,
            "high": 9.72,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.013
          },
          {
            "time": "14:09",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0326
          },
          {
            "time": "14:10",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.001
          },
          {
            "time": "14:11",
            "open": 9.65,
            "high": 9.66,
            "low": 9.65,
            "close": 9.66,
            "amount_yi": 0.0048
          },
          {
            "time": "14:12",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.65,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.64,
        "ask1": 9.65,
        "bid_qty1": 361,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 47.918,
      "price_vs_vwap_pct": -2.2705,
      "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": 0.2929,
        "prev_amount_yi": 0.6153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.476,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 46.96,
            "high": 47.06,
            "low": 46.96,
            "close": 47.06,
            "amount_yi": 0.1133
          },
          {
            "time": "14:09",
            "open": 47.15,
            "high": 47.15,
            "low": 47.01,
            "close": 47.01,
            "amount_yi": 0.0595
          },
          {
            "time": "14:10",
            "open": 46.98,
            "high": 46.98,
            "low": 46.98,
            "close": 46.98,
            "amount_yi": 0.0156
          },
          {
            "time": "14:11",
            "open": 46.92,
            "high": 46.92,
            "low": 46.85,
            "close": 46.85,
            "amount_yi": 0.0861
          },
          {
            "time": "14:12",
            "open": 46.83,
            "high": 46.83,
            "low": 46.83,
            "close": 46.83,
            "amount_yi": 0.0184
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.83,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 45.6,
        "bid1": 46.82,
        "ask1": 46.83,
        "bid_qty1": 6,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W61",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 45.98,
      "exec_low": 46.67,
      "exec_high": 46.67,
      "invalid_price": 44.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 47.1769,
      "price_vs_vwap_pct": 3.3133,
      "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": 0.1057,
        "prev_amount_yi": 0.1051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0057,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 48.26,
            "high": 48.31,
            "low": 48.26,
            "close": 48.31,
            "amount_yi": 0.0219
          },
          {
            "time": "14:09",
            "open": 48.4,
            "high": 48.4,
            "low": 48.4,
            "close": 48.4,
            "amount_yi": 0.0329
          },
          {
            "time": "14:10",
            "open": 48.45,
            "high": 48.45,
            "low": 48.45,
            "close": 48.45,
            "amount_yi": 0.0241
          },
          {
            "time": "14:11",
            "open": 48.5,
            "high": 48.6,
            "low": 48.5,
            "close": 48.6,
            "amount_yi": 0.02
          },
          {
            "time": "14:12",
            "open": 48.74,
            "high": 48.74,
            "low": 48.74,
            "close": 48.74,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.74,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 50.1,
        "low": 43.58,
        "bid1": 48.73,
        "ask1": 48.74,
        "bid_qty1": 62,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM",
      "symbol": "SHSE.603823",
      "name": "百合花",
      "side": "BUY",
      "priority": "W62",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.04,
      "exec_low": 57.9,
      "exec_high": 57.9,
      "invalid_price": 55.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 50.7837,
      "price_vs_vwap_pct": -2.3112,
      "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": 0.0053,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6023,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0011
          },
          {
            "time": "14:09",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0018
          },
          {
            "time": "14:10",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0009
          },
          {
            "time": "14:11",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0006
          },
          {
            "time": "14:12",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 12056
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM",
      "symbol": "SHSE.688147",
      "name": "微导纳米",
      "side": "BUY",
      "priority": "W63",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 132.87,
      "exec_low": 134.86,
      "exec_high": 134.86,
      "invalid_price": 128.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2941,
        "prev_amount_yi": 0.3608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 136.0,
            "high": 136.0,
            "low": 135.17,
            "close": 135.17,
            "amount_yi": 0.054
          },
          {
            "time": "14:09",
            "open": 135.55,
            "high": 135.71,
            "low": 135.55,
            "close": 135.71,
            "amount_yi": 0.0404
          },
          {
            "time": "14:10",
            "open": 135.54,
            "high": 135.54,
            "low": 135.54,
            "close": 135.54,
            "amount_yi": 0.0581
          },
          {
            "time": "14:11",
            "open": 135.35,
            "high": 136.33,
            "low": 135.35,
            "close": 136.33,
            "amount_yi": 0.0671
          },
          {
            "time": "14:12",
            "open": 136.58,
            "high": 136.58,
            "low": 136.58,
            "close": 136.58,
            "amount_yi": 0.0745
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 136.58,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 127.83,
        "bid1": 136.58,
        "ask1": 136.76,
        "bid_qty1": 0,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 29.7951,
      "price_vs_vwap_pct": -1.7624,
      "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": 0.2777,
        "prev_amount_yi": 0.3151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 29.29,
            "high": 29.3,
            "low": 29.29,
            "close": 29.3,
            "amount_yi": 0.0694
          },
          {
            "time": "14:09",
            "open": 29.3,
            "high": 29.3,
            "low": 29.3,
            "close": 29.3,
            "amount_yi": 0.0831
          },
          {
            "time": "14:10",
            "open": 29.29,
            "high": 29.29,
            "low": 29.29,
            "close": 29.29,
            "amount_yi": 0.0332
          },
          {
            "time": "14:11",
            "open": 29.27,
            "high": 29.3,
            "low": 29.27,
            "close": 29.3,
            "amount_yi": 0.0295
          },
          {
            "time": "14:12",
            "open": 29.27,
            "high": 29.27,
            "low": 29.27,
            "close": 29.27,
            "amount_yi": 0.0625
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.27,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.27,
        "ask1": 29.28,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM",
      "symbol": "SHSE.688627",
      "name": "精智达",
      "side": "BUY",
      "priority": "W65",
      "status": "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": "2026-06-29T14:12:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4265,
        "prev_amount_yi": 0.574,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 688.0,
            "high": 689.0,
            "low": 688.0,
            "close": 689.0,
            "amount_yi": 0.1381
          },
          {
            "time": "14:09",
            "open": 689.35,
            "high": 693.1,
            "low": 689.35,
            "close": 693.1,
            "amount_yi": 0.0992
          },
          {
            "time": "14:10",
            "open": 696.89,
            "high": 696.89,
            "low": 696.89,
            "close": 696.89,
            "amount_yi": 0.0212
          },
          {
            "time": "14:11",
            "open": 699.9,
            "high": 700.0,
            "low": 699.9,
            "close": 700.0,
            "amount_yi": 0.1545
          },
          {
            "time": "14:12",
            "open": 697.5,
            "high": 697.5,
            "low": 697.5,
            "close": 697.5,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 697.5,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 709.88,
        "low": 642.03,
        "bid1": 697.51,
        "ask1": 699.97,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:12:06",
      "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": 47.3493,
      "price_vs_vwap_pct": 0.5295,
      "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": 0.0594,
        "prev_amount_yi": 0.0526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 47.51,
            "high": 47.58,
            "low": 47.51,
            "close": 47.58,
            "amount_yi": 0.0122
          },
          {
            "time": "14:09",
            "open": 47.65,
            "high": 47.65,
            "low": 47.64,
            "close": 47.64,
            "amount_yi": 0.0315
          },
          {
            "time": "14:10",
            "open": 47.66,
            "high": 47.66,
            "low": 47.66,
            "close": 47.66,
            "amount_yi": 0.0039
          },
          {
            "time": "14:11",
            "open": 47.64,
            "high": 47.64,
            "low": 47.64,
            "close": 47.64,
            "amount_yi": 0.009
          },
          {
            "time": "14:12",
            "open": 47.6,
            "high": 47.6,
            "low": 47.6,
            "close": 47.6,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.6,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 47.6,
        "ask1": 47.61,
        "bid_qty1": 9,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:12:06",
      "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": 22.4399,
      "price_vs_vwap_pct": -1.4256,
      "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": 0.096,
        "prev_amount_yi": 0.1587,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 22.04,
            "high": 22.07,
            "low": 22.04,
            "close": 22.07,
            "amount_yi": 0.0444
          },
          {
            "time": "14:09",
            "open": 22.11,
            "high": 22.11,
            "low": 22.11,
            "close": 22.11,
            "amount_yi": 0.0302
          },
          {
            "time": "14:10",
            "open": 22.16,
            "high": 22.16,
            "low": 22.16,
            "close": 22.16,
            "amount_yi": 0.0071
          },
          {
            "time": "14:11",
            "open": 22.12,
            "high": 22.14,
            "low": 22.12,
            "close": 22.14,
            "amount_yi": 0.0085
          },
          {
            "time": "14:12",
            "open": 22.12,
            "high": 22.12,
            "low": 22.12,
            "close": 22.12,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.12,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 21.9,
        "bid1": 22.11,
        "ask1": 22.13,
        "bid_qty1": 151,
        "ask_qty1": 279
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM",
      "symbol": "SHSE.600497",
      "name": "驰宏锌锗",
      "side": "BUY",
      "priority": "W68",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.22,
      "exec_low": 13.42,
      "exec_high": 13.42,
      "invalid_price": 12.82,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 12.8204,
      "price_vs_vwap_pct": -2.1091,
      "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": 0.366,
        "prev_amount_yi": 0.6571,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.557,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 12.5,
            "high": 12.52,
            "low": 12.5,
            "close": 12.52,
            "amount_yi": 0.1125
          },
          {
            "time": "14:09",
            "open": 12.55,
            "high": 12.57,
            "low": 12.55,
            "close": 12.57,
            "amount_yi": 0.0957
          },
          {
            "time": "14:10",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0527
          },
          {
            "time": "14:11",
            "open": 12.54,
            "high": 12.56,
            "low": 12.54,
            "close": 12.56,
            "amount_yi": 0.0545
          },
          {
            "time": "14:12",
            "open": 12.55,
            "high": 12.55,
            "low": 12.55,
            "close": 12.55,
            "amount_yi": 0.0506
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.55,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.16,
        "bid1": 12.54,
        "ask1": 12.55,
        "bid_qty1": 402,
        "ask_qty1": 310
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W69",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 158.5,
      "exec_low": 160.88,
      "exec_high": 160.88,
      "invalid_price": 153.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 160.2569,
      "price_vs_vwap_pct": 4.6757,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0059,
        "prev_amount_yi": 0.0415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0007
          },
          {
            "time": "14:09",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0012
          },
          {
            "time": "14:10",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0007
          },
          {
            "time": "14:11",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0015
          },
          {
            "time": "14:12",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 167.75,
        "low": 151.0,
        "bid1": 167.75,
        "ask1": 0.0,
        "bid_qty1": 18796,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM",
      "symbol": "SHSE.600246",
      "name": "万通发展",
      "side": "BUY",
      "priority": "W70",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.6,
      "exec_low": 20.91,
      "exec_high": 20.91,
      "invalid_price": 19.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 18.9388,
      "price_vs_vwap_pct": -2.845,
      "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": 0.1777,
        "prev_amount_yi": 0.3885,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 18.36,
            "high": 18.36,
            "low": 18.36,
            "close": 18.36,
            "amount_yi": 0.0369
          },
          {
            "time": "14:09",
            "open": 18.38,
            "high": 18.4,
            "low": 18.38,
            "close": 18.4,
            "amount_yi": 0.06
          },
          {
            "time": "14:10",
            "open": 18.39,
            "high": 18.39,
            "low": 18.39,
            "close": 18.39,
            "amount_yi": 0.0061
          },
          {
            "time": "14:11",
            "open": 18.4,
            "high": 18.4,
            "low": 18.38,
            "close": 18.38,
            "amount_yi": 0.0565
          },
          {
            "time": "14:12",
            "open": 18.4,
            "high": 18.4,
            "low": 18.4,
            "close": 18.4,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.4,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 17.97,
        "bid1": 18.39,
        "ask1": 18.4,
        "bid_qty1": 17,
        "ask_qty1": 32
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301093:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301093:VWAP_RECLAIM",
      "symbol": "SZSE.301093",
      "name": "华兰股份",
      "side": "BUY",
      "priority": "W71",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 133.33,
      "exec_low": 135.33,
      "exec_high": 135.33,
      "invalid_price": 129.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 129.2871,
      "price_vs_vwap_pct": -3.4861,
      "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": 0.0384,
        "prev_amount_yi": 0.0675,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 125.2,
            "high": 125.2,
            "low": 125.06,
            "close": 125.06,
            "amount_yi": 0.0163
          },
          {
            "time": "14:09",
            "open": 125.16,
            "high": 125.16,
            "low": 125.16,
            "close": 125.16,
            "amount_yi": 0.0085
          },
          {
            "time": "14:10",
            "open": 125.14,
            "high": 125.14,
            "low": 125.14,
            "close": 125.14,
            "amount_yi": 0.0005
          },
          {
            "time": "14:11",
            "open": 125.03,
            "high": 125.09,
            "low": 125.03,
            "close": 125.09,
            "amount_yi": 0.0019
          },
          {
            "time": "14:12",
            "open": 124.78,
            "high": 124.78,
            "low": 124.78,
            "close": 124.78,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 124.78,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 123.11,
        "bid1": 124.74,
        "ask1": 124.78,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:12:06",
      "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": 0.2108,
        "prev_amount_yi": 0.3051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 104.29,
            "high": 104.65,
            "low": 104.29,
            "close": 104.65,
            "amount_yi": 0.0312
          },
          {
            "time": "14:09",
            "open": 104.63,
            "high": 104.63,
            "low": 104.36,
            "close": 104.36,
            "amount_yi": 0.0329
          },
          {
            "time": "14:10",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.031
          },
          {
            "time": "14:11",
            "open": 104.5,
            "high": 104.5,
            "low": 104.5,
            "close": 104.5,
            "amount_yi": 0.0658
          },
          {
            "time": "14:12",
            "open": 104.77,
            "high": 104.77,
            "low": 104.77,
            "close": 104.77,
            "amount_yi": 0.0499
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.77,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 102.57,
        "bid1": 104.02,
        "ask1": 104.72,
        "bid_qty1": 2,
        "ask_qty1": 34
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "W73",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.8,
      "exec_low": 54.61,
      "exec_high": 54.61,
      "invalid_price": 52.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.1227,
      "price_vs_vwap_pct": -2.0193,
      "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": 0.8657,
        "prev_amount_yi": 1.0223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 52.21,
            "high": 52.23,
            "low": 52.21,
            "close": 52.23,
            "amount_yi": 0.0986
          },
          {
            "time": "14:09",
            "open": 52.25,
            "high": 52.27,
            "low": 52.25,
            "close": 52.27,
            "amount_yi": 0.2222
          },
          {
            "time": "14:10",
            "open": 52.1,
            "high": 52.1,
            "low": 52.1,
            "close": 52.1,
            "amount_yi": 0.1918
          },
          {
            "time": "14:11",
            "open": 52.09,
            "high": 52.16,
            "low": 52.09,
            "close": 52.16,
            "amount_yi": 0.1975
          },
          {
            "time": "14:12",
            "open": 52.05,
            "high": 52.05,
            "low": 52.05,
            "close": 52.05,
            "amount_yi": 0.1556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.05,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 50.85,
        "bid1": 52.05,
        "ask1": 52.07,
        "bid_qty1": 44,
        "ask_qty1": 70
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM",
      "symbol": "SHSE.600598",
      "name": "北大荒",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.96,
      "exec_low": 11.12,
      "exec_high": 11.12,
      "invalid_price": 10.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 3.1876,
      "intraday_vwap": 10.806,
      "price_vs_vwap_pct": 1.5177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0251,
        "prev_amount_yi": 0.0502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 10.97,
            "high": 10.98,
            "low": 10.97,
            "close": 10.98,
            "amount_yi": 0.0049
          },
          {
            "time": "14:09",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0048
          },
          {
            "time": "14:10",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0032
          },
          {
            "time": "14:11",
            "open": 10.97,
            "high": 10.98,
            "low": 10.97,
            "close": 10.98,
            "amount_yi": 0.0103
          },
          {
            "time": "14:12",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.97,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 11.08,
        "low": 10.46,
        "bid1": 10.97,
        "ask1": 10.98,
        "bid_qty1": 425,
        "ask_qty1": 186
      },
      "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": "2026-06-29T14:12:06",
      "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": 7.4808,
      "price_vs_vwap_pct": 0.925,
      "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": 0.0143,
        "prev_amount_yi": 0.0422,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 7.54,
            "high": 7.55,
            "low": 7.54,
            "close": 7.55,
            "amount_yi": 0.0043
          },
          {
            "time": "14:09",
            "open": 7.56,
            "high": 7.56,
            "low": 7.56,
            "close": 7.56,
            "amount_yi": 0.0021
          },
          {
            "time": "14:10",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0026
          },
          {
            "time": "14:11",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0048
          },
          {
            "time": "14:12",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": "2026-06-29T14:12:02",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.61,
        "low": 7.29,
        "bid1": 7.55,
        "ask1": 7.56,
        "bid_qty1": 993,
        "ask_qty1": 622
      },
      "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": "2026-06-29T14:12:06",
      "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": 123.2992,
      "price_vs_vwap_pct": 1.6227,
      "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": 0.7673,
        "prev_amount_yi": 1.0606,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7235,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 125.34,
            "high": 125.38,
            "low": 125.34,
            "close": 125.38,
            "amount_yi": 0.2108
          },
          {
            "time": "14:09",
            "open": 125.36,
            "high": 125.4,
            "low": 125.36,
            "close": 125.4,
            "amount_yi": 0.1644
          },
          {
            "time": "14:10",
            "open": 125.29,
            "high": 125.29,
            "low": 125.29,
            "close": 125.29,
            "amount_yi": 0.1079
          },
          {
            "time": "14:11",
            "open": 125.3,
            "high": 125.4,
            "low": 125.3,
            "close": 125.4,
            "amount_yi": 0.1525
          },
          {
            "time": "14:12",
            "open": 125.3,
            "high": 125.3,
            "low": 125.3,
            "close": 125.3,
            "amount_yi": 0.1317
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 125.3,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 126.58,
        "low": 116.8,
        "bid1": 125.3,
        "ask1": 125.31,
        "bid_qty1": 10,
        "ask_qty1": 41
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 151.99,
      "exec_low": 154.27,
      "exec_high": 154.27,
      "invalid_price": 147.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.1964,
        "prev_amount_yi": 0.3193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 135.72,
            "high": 136.5,
            "low": 135.72,
            "close": 136.5,
            "amount_yi": 0.0442
          },
          {
            "time": "14:09",
            "open": 135.99,
            "high": 136.28,
            "low": 135.99,
            "close": 136.28,
            "amount_yi": 0.0231
          },
          {
            "time": "14:10",
            "open": 137.25,
            "high": 137.25,
            "low": 137.25,
            "close": 137.25,
            "amount_yi": 0.0548
          },
          {
            "time": "14:11",
            "open": 136.72,
            "high": 137.01,
            "low": 136.72,
            "close": 137.01,
            "amount_yi": 0.0453
          },
          {
            "time": "14:12",
            "open": 137.4,
            "high": 137.4,
            "low": 137.4,
            "close": 137.4,
            "amount_yi": 0.029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 137.4,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 131.63,
        "bid1": 136.95,
        "ask1": 137.37,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM",
      "symbol": "SHSE.600909",
      "name": "华安证券",
      "side": "BUY",
      "priority": "W78",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.91,
      "exec_low": 13.1,
      "exec_high": 13.1,
      "invalid_price": 12.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 11.8633,
      "price_vs_vwap_pct": -3.6524,
      "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": 0.3147,
        "prev_amount_yi": 0.4359,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 11.45,
            "high": 11.47,
            "low": 11.45,
            "close": 11.47,
            "amount_yi": 0.0728
          },
          {
            "time": "14:09",
            "open": 11.47,
            "high": 11.47,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0535
          },
          {
            "time": "14:10",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.037
          },
          {
            "time": "14:11",
            "open": 11.45,
            "high": 11.45,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.0797
          },
          {
            "time": "14:12",
            "open": 11.43,
            "high": 11.43,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 0.0717
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.43,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.1,
        "bid1": 11.43,
        "ask1": 11.44,
        "bid_qty1": 208,
        "ask_qty1": 57
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002185:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002185:VWAP_RECLAIM",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "W79",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.86,
      "exec_low": 24.22,
      "exec_high": 24.22,
      "invalid_price": 23.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 21.9341,
      "price_vs_vwap_pct": -1.1585,
      "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": 0.8677,
        "prev_amount_yi": 1.7743,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 21.56,
            "high": 21.56,
            "low": 21.54,
            "close": 21.54,
            "amount_yi": 0.2654
          },
          {
            "time": "14:09",
            "open": 21.62,
            "high": 21.75,
            "low": 21.62,
            "close": 21.75,
            "amount_yi": 0.2725
          },
          {
            "time": "14:10",
            "open": 21.67,
            "high": 21.67,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.1685
          },
          {
            "time": "14:11",
            "open": 21.7,
            "high": 21.7,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.1069
          },
          {
            "time": "14:12",
            "open": 21.68,
            "high": 21.68,
            "low": 21.68,
            "close": 21.68,
            "amount_yi": 0.0544
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.68,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 20.58,
        "bid1": 21.67,
        "ask1": 21.68,
        "bid_qty1": 232,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM",
      "symbol": "SHSE.688056",
      "name": "莱伯泰科",
      "side": "BUY",
      "priority": "W80",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 70.0,
      "exec_low": 71.05,
      "exec_high": 71.05,
      "invalid_price": 67.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.0079,
        "prev_amount_yi": 0.0295,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 63.1,
            "high": 63.1,
            "low": 63.1,
            "close": 63.1,
            "amount_yi": 0.0017
          },
          {
            "time": "14:09",
            "open": 63.4,
            "high": 63.4,
            "low": 63.39,
            "close": 63.39,
            "amount_yi": 0.0032
          },
          {
            "time": "14:10",
            "open": 63.3,
            "high": 63.3,
            "low": 63.3,
            "close": 63.3,
            "amount_yi": 0.0001
          },
          {
            "time": "14:11",
            "open": 63.39,
            "high": 63.39,
            "low": 63.39,
            "close": 63.39,
            "amount_yi": 0.0019
          },
          {
            "time": "14:12",
            "open": 63.4,
            "high": 63.4,
            "low": 63.4,
            "close": 63.4,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.4,
        "ts": "2026-06-29T14:11:53",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 60.08,
        "bid1": 63.39,
        "ask1": 63.4,
        "bid_qty1": 60,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM",
      "symbol": "SZSE.000021",
      "name": "深科技",
      "side": "BUY",
      "priority": "W81",
      "status": "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": "2026-06-29T14:12:06",
      "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": 57.4342,
      "price_vs_vwap_pct": 2.4825,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0762,
        "prev_amount_yi": 0.5859,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.2818
          },
          {
            "time": "14:09",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.4038
          },
          {
            "time": "14:10",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0534
          },
          {
            "time": "14:11",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1164
          },
          {
            "time": "14:12",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.2208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.55,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 134004,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W82",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 26.6575,
      "price_vs_vwap_pct": 0.9472,
      "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": 0.0279,
        "prev_amount_yi": 0.1533,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.182,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 26.92,
            "high": 26.93,
            "low": 26.92,
            "close": 26.93,
            "amount_yi": 0.0046
          },
          {
            "time": "14:09",
            "open": 26.93,
            "high": 26.93,
            "low": 26.93,
            "close": 26.93,
            "amount_yi": 0.0045
          },
          {
            "time": "14:10",
            "open": 26.96,
            "high": 26.96,
            "low": 26.96,
            "close": 26.96,
            "amount_yi": 0.007
          },
          {
            "time": "14:11",
            "open": 26.96,
            "high": 26.96,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.0045
          },
          {
            "time": "14:12",
            "open": 26.91,
            "high": 26.91,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.91,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 27.28,
        "low": 25.27,
        "bid1": 26.9,
        "ask1": 26.91,
        "bid_qty1": 13,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM",
      "symbol": "SHSE.603713",
      "name": "密尔克卫",
      "side": "BUY",
      "priority": "W83",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.87,
      "exec_low": 79.04,
      "exec_high": 79.04,
      "invalid_price": 75.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 73.4895,
      "price_vs_vwap_pct": -0.5708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0249,
        "prev_amount_yi": 0.113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2204,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 73.31,
            "high": 73.31,
            "low": 73.3,
            "close": 73.3,
            "amount_yi": 0.0075
          },
          {
            "time": "14:09",
            "open": 73.15,
            "high": 73.15,
            "low": 73.01,
            "close": 73.01,
            "amount_yi": 0.0094
          },
          {
            "time": "14:10",
            "open": 73.01,
            "high": 73.01,
            "low": 73.01,
            "close": 73.01,
            "amount_yi": 0.0006
          },
          {
            "time": "14:11",
            "open": 73.02,
            "high": 73.11,
            "low": 73.02,
            "close": 73.11,
            "amount_yi": 0.0032
          },
          {
            "time": "14:12",
            "open": 73.07,
            "high": 73.07,
            "low": 73.07,
            "close": 73.07,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.07,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 71.81,
        "bid1": 73.06,
        "ask1": 73.08,
        "bid_qty1": 4,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM",
      "symbol": "SHSE.603605",
      "name": "珀莱雅",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.3,
      "exec_low": 58.16,
      "exec_high": 58.16,
      "invalid_price": 55.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 3.8741,
      "intraday_vwap": 57.0995,
      "price_vs_vwap_pct": 1.2618,
      "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": 0.0162,
        "prev_amount_yi": 0.0261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6207,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 57.87,
            "high": 57.88,
            "low": 57.87,
            "close": 57.88,
            "amount_yi": 0.0032
          },
          {
            "time": "14:09",
            "open": 57.88,
            "high": 57.88,
            "low": 57.83,
            "close": 57.83,
            "amount_yi": 0.0048
          },
          {
            "time": "14:10",
            "open": 57.83,
            "high": 57.83,
            "low": 57.83,
            "close": 57.83,
            "amount_yi": 0.0013
          },
          {
            "time": "14:11",
            "open": 57.82,
            "high": 57.84,
            "low": 57.82,
            "close": 57.84,
            "amount_yi": 0.003
          },
          {
            "time": "14:12",
            "open": 57.82,
            "high": 57.82,
            "low": 57.82,
            "close": 57.82,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 57.82,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 59.18,
        "low": 54.3,
        "bid1": 57.81,
        "ask1": 57.82,
        "bid_qty1": 14,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:12:06",
      "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": 4.9092,
      "price_vs_vwap_pct": 1.0348,
      "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": 0.0936,
        "prev_amount_yi": 0.0532,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0202
          },
          {
            "time": "14:09",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0081
          },
          {
            "time": "14:10",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.01
          },
          {
            "time": "14:11",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0368
          },
          {
            "time": "14:12",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 4.96,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.99,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 6974,
        "ask_qty1": 28106
      },
      "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": "2026-06-29T14:12:06",
      "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": 15.9743,
      "price_vs_vwap_pct": -0.5277,
      "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": 0.0548,
        "prev_amount_yi": 0.0897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 15.8,
            "high": 15.8,
            "low": 15.79,
            "close": 15.79,
            "amount_yi": 0.014
          },
          {
            "time": "14:09",
            "open": 15.83,
            "high": 15.83,
            "low": 15.81,
            "close": 15.81,
            "amount_yi": 0.0243
          },
          {
            "time": "14:10",
            "open": 15.85,
            "high": 15.85,
            "low": 15.85,
            "close": 15.85,
            "amount_yi": 0.0037
          },
          {
            "time": "14:11",
            "open": 15.85,
            "high": 15.88,
            "low": 15.85,
            "close": 15.88,
            "amount_yi": 0.0054
          },
          {
            "time": "14:12",
            "open": 15.89,
            "high": 15.89,
            "low": 15.89,
            "close": 15.89,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.89,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.4,
        "bid1": 15.88,
        "ask1": 15.89,
        "bid_qty1": 88,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601933:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601933:VWAP_RECLAIM",
      "symbol": "SHSE.601933",
      "name": "永辉超市",
      "side": "BUY",
      "priority": "W87",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.13,
      "exec_low": 3.18,
      "exec_high": 3.18,
      "invalid_price": 3.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 2.9345,
      "price_vs_vwap_pct": -0.1533,
      "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": 0.03,
        "prev_amount_yi": 0.0812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0037
          },
          {
            "time": "14:09",
            "open": 2.92,
            "high": 2.92,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.01
          },
          {
            "time": "14:10",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0063
          },
          {
            "time": "14:11",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0083
          },
          {
            "time": "14:12",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:04",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.92,
        "ask1": 2.93,
        "bid_qty1": 1570,
        "ask_qty1": 12952
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM",
      "symbol": "SZSE.301362",
      "name": "民爆光电",
      "side": "BUY",
      "priority": "W88",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 202.5,
      "exec_low": 205.54,
      "exec_high": 205.54,
      "invalid_price": 196.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 192.6368,
      "price_vs_vwap_pct": -0.289,
      "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": 0.0645,
        "prev_amount_yi": 0.1779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 190.96,
            "high": 190.96,
            "low": 190.65,
            "close": 190.65,
            "amount_yi": 0.0282
          },
          {
            "time": "14:09",
            "open": 190.62,
            "high": 190.62,
            "low": 190.62,
            "close": 190.62,
            "amount_yi": 0.0137
          },
          {
            "time": "14:10",
            "open": 190.86,
            "high": 190.86,
            "low": 190.86,
            "close": 190.86,
            "amount_yi": 0.0082
          },
          {
            "time": "14:11",
            "open": 191.0,
            "high": 191.6,
            "low": 191.0,
            "close": 191.6,
            "amount_yi": 0.0117
          },
          {
            "time": "14:12",
            "open": 192.08,
            "high": 192.08,
            "low": 192.08,
            "close": 192.08,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.08,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 180.5,
        "bid1": 192.1,
        "ask1": 192.11,
        "bid_qty1": 1,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM",
      "symbol": "SHSE.600703",
      "name": "三安光电",
      "side": "BUY",
      "priority": "W89",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.18,
      "exec_low": 23.53,
      "exec_high": 23.53,
      "invalid_price": 22.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 21.3729,
      "price_vs_vwap_pct": -1.9787,
      "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": 0.4123,
        "prev_amount_yi": 0.9678,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 20.88,
            "high": 20.89,
            "low": 20.88,
            "close": 20.89,
            "amount_yi": 0.1072
          },
          {
            "time": "14:09",
            "open": 20.94,
            "high": 20.94,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.1384
          },
          {
            "time": "14:10",
            "open": 20.96,
            "high": 20.96,
            "low": 20.96,
            "close": 20.96,
            "amount_yi": 0.0485
          },
          {
            "time": "14:11",
            "open": 20.94,
            "high": 20.95,
            "low": 20.94,
            "close": 20.95,
            "amount_yi": 0.0818
          },
          {
            "time": "14:12",
            "open": 20.95,
            "high": 20.95,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.95,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.07,
        "bid1": 20.94,
        "ask1": 20.95,
        "bid_qty1": 10,
        "ask_qty1": 82
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM",
      "symbol": "SHSE.688082",
      "name": "盛美上海",
      "side": "BUY",
      "priority": "W90",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 427.99,
      "exec_low": 434.41,
      "exec_high": 434.41,
      "invalid_price": 415.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.3225,
        "prev_amount_yi": 0.2937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0981,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 433.35,
            "high": 433.77,
            "low": 433.35,
            "close": 433.77,
            "amount_yi": 0.087
          },
          {
            "time": "14:09",
            "open": 435.04,
            "high": 437.01,
            "low": 435.04,
            "close": 437.01,
            "amount_yi": 0.0737
          },
          {
            "time": "14:10",
            "open": 435.91,
            "high": 435.91,
            "low": 435.91,
            "close": 435.91,
            "amount_yi": 0.0193
          },
          {
            "time": "14:11",
            "open": 438.3,
            "high": 438.3,
            "low": 437.88,
            "close": 437.88,
            "amount_yi": 0.0885
          },
          {
            "time": "14:12",
            "open": 439.0,
            "high": 439.0,
            "low": 439.0,
            "close": 439.0,
            "amount_yi": 0.054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 439.0,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 439.0,
        "ask1": 440.31,
        "bid_qty1": 20,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM",
      "symbol": "SHSE.601838",
      "name": "成都银行",
      "side": "BUY",
      "priority": "W91",
      "status": "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": "2026-06-29T14:12:06",
      "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": 17.905,
      "price_vs_vwap_pct": 0.4747,
      "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": 0.0508,
        "prev_amount_yi": 0.0852,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 18.01,
            "high": 18.02,
            "low": 18.01,
            "close": 18.02,
            "amount_yi": 0.0154
          },
          {
            "time": "14:09",
            "open": 18.02,
            "high": 18.02,
            "low": 18.01,
            "close": 18.01,
            "amount_yi": 0.0077
          },
          {
            "time": "14:10",
            "open": 18.01,
            "high": 18.01,
            "low": 18.01,
            "close": 18.01,
            "amount_yi": 0.0041
          },
          {
            "time": "14:11",
            "open": 18.0,
            "high": 18.0,
            "low": 18.0,
            "close": 18.0,
            "amount_yi": 0.0149
          },
          {
            "time": "14:12",
            "open": 17.99,
            "high": 17.99,
            "low": 17.99,
            "close": 17.99,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.99,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 18.2,
        "low": 17.5,
        "bid1": 17.99,
        "ask1": 18.0,
        "bid_qty1": 21,
        "ask_qty1": 369
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "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": 5.8807,
      "price_vs_vwap_pct": 0.4982,
      "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": 0.0173,
        "prev_amount_yi": 0.0534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.324,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 5.91,
            "high": 5.92,
            "low": 5.91,
            "close": 5.92,
            "amount_yi": 0.0042
          },
          {
            "time": "14:09",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0047
          },
          {
            "time": "14:10",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.003
          },
          {
            "time": "14:11",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0042
          },
          {
            "time": "14:12",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.98,
        "low": 5.76,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 1733,
        "ask_qty1": 4436
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "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": 8.7628,
      "price_vs_vwap_pct": 0.881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0416,
        "prev_amount_yi": 0.1387,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2999,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 8.83,
            "high": 8.83,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0092
          },
          {
            "time": "14:09",
            "open": 8.83,
            "high": 8.83,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0107
          },
          {
            "time": "14:10",
            "open": 8.83,
            "high": 8.83,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0062
          },
          {
            "time": "14:11",
            "open": 8.83,
            "high": 8.83,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0076
          },
          {
            "time": "14:12",
            "open": 8.84,
            "high": 8.84,
            "low": 8.84,
            "close": 8.84,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:04",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.9,
        "low": 8.61,
        "bid1": 8.83,
        "ask1": 8.84,
        "bid_qty1": 633,
        "ask_qty1": 5785
      },
      "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": "2026-06-29T14:12:06",
      "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": 7.7972,
      "price_vs_vwap_pct": 0.0359,
      "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": 0.0242,
        "prev_amount_yi": 0.0472,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5127,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0043
          },
          {
            "time": "14:09",
            "open": 7.81,
            "high": 7.81,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0085
          },
          {
            "time": "14:10",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0014
          },
          {
            "time": "14:11",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0026
          },
          {
            "time": "14:12",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.8,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.8,
        "ask1": 7.81,
        "bid_qty1": 375,
        "ask_qty1": 2047
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688141:VWAP_RECLAIM",
      "symbol": "SHSE.688141",
      "name": "杰华特",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 153.99,
      "exec_low": 156.3,
      "exec_high": 156.3,
      "invalid_price": 149.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 158.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 156.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 151.68,
      "entry_zone_high": 156.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1365,
        "prev_amount_yi": 0.3115,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 142.19,
            "high": 142.35,
            "low": 142.19,
            "close": 142.35,
            "amount_yi": 0.0301
          },
          {
            "time": "14:09",
            "open": 142.55,
            "high": 142.55,
            "low": 142.53,
            "close": 142.53,
            "amount_yi": 0.0361
          },
          {
            "time": "14:10",
            "open": 142.72,
            "high": 142.72,
            "low": 142.72,
            "close": 142.72,
            "amount_yi": 0.0077
          },
          {
            "time": "14:11",
            "open": 142.63,
            "high": 143.45,
            "low": 142.63,
            "close": 143.45,
            "amount_yi": 0.0435
          },
          {
            "time": "14:12",
            "open": 142.88,
            "high": 142.88,
            "low": 142.88,
            "close": 142.88,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 142.88,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 134.12,
        "bid1": 142.91,
        "ask1": 143.53,
        "bid_qty1": 5,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W96",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.48,
      "exec_low": 58.34,
      "exec_high": 58.34,
      "invalid_price": 55.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 52.9082,
      "price_vs_vwap_pct": -2.3592,
      "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": 0.6114,
        "prev_amount_yi": 0.9087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6728,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 51.65,
            "high": 51.68,
            "low": 51.65,
            "close": 51.68,
            "amount_yi": 0.1768
          },
          {
            "time": "14:09",
            "open": 51.69,
            "high": 51.69,
            "low": 51.68,
            "close": 51.68,
            "amount_yi": 0.1409
          },
          {
            "time": "14:10",
            "open": 51.68,
            "high": 51.68,
            "low": 51.68,
            "close": 51.68,
            "amount_yi": 0.0726
          },
          {
            "time": "14:11",
            "open": 51.7,
            "high": 51.7,
            "low": 51.7,
            "close": 51.7,
            "amount_yi": 0.1356
          },
          {
            "time": "14:12",
            "open": 51.66,
            "high": 51.66,
            "low": 51.66,
            "close": 51.66,
            "amount_yi": 0.0855
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.66,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 50.4,
        "bid1": 51.66,
        "ask1": 51.67,
        "bid_qty1": 596,
        "ask_qty1": 550
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601939:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601939:VWAP_RECLAIM",
      "symbol": "SHSE.601939",
      "name": "建设银行",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 9.7432,
      "price_vs_vwap_pct": 0.4803,
      "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": 0.0976,
        "prev_amount_yi": 0.1931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0113
          },
          {
            "time": "14:09",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0298
          },
          {
            "time": "14:10",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0191
          },
          {
            "time": "14:11",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0215
          },
          {
            "time": "14:12",
            "open": 9.79,
            "high": 9.79,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.79,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.89,
        "low": 9.59,
        "bid1": 9.78,
        "ask1": 9.79,
        "bid_qty1": 785,
        "ask_qty1": 5839
      },
      "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": "2026-06-29T14:12:06",
      "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": 3.3194,
      "intraday_vwap": 42.1249,
      "price_vs_vwap_pct": 2.2436,
      "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": 0.0326,
        "prev_amount_yi": 0.0096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3958,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 43.15,
            "high": 43.16,
            "low": 43.15,
            "close": 43.16,
            "amount_yi": 0.0177
          },
          {
            "time": "14:09",
            "open": 43.14,
            "high": 43.14,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.0082
          },
          {
            "time": "14:10",
            "open": 43.11,
            "high": 43.11,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.0013
          },
          {
            "time": "14:11",
            "open": 43.11,
            "high": 43.11,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.0006
          },
          {
            "time": "14:12",
            "open": 43.07,
            "high": 43.07,
            "low": 43.07,
            "close": 43.07,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 43.07,
        "ts": "2026-06-29T14:12:00",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 43.25,
        "low": 40.4,
        "bid1": 43.05,
        "ask1": 43.08,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "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": "2026-06-29T14:12:06",
      "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": 4.6876,
      "price_vs_vwap_pct": 0.4779,
      "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": 0.0408,
        "prev_amount_yi": 0.0421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0105
          },
          {
            "time": "14:09",
            "open": 4.72,
            "high": 4.72,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0213
          },
          {
            "time": "14:10",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0046
          },
          {
            "time": "14:11",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0037
          },
          {
            "time": "14:12",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.71,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.77,
        "low": 4.58,
        "bid1": 4.71,
        "ask1": 4.72,
        "bid_qty1": 15426,
        "ask_qty1": 2800
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM",
      "symbol": "SHSE.600919",
      "name": "江苏银行",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.25,
      "exec_low": 11.42,
      "exec_high": 11.42,
      "invalid_price": 10.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 11.008,
      "price_vs_vwap_pct": 0.4724,
      "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": 0.1924,
        "prev_amount_yi": 0.2984,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6448,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 11.07,
            "high": 11.07,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0387
          },
          {
            "time": "14:09",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0638
          },
          {
            "time": "14:10",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0258
          },
          {
            "time": "14:11",
            "open": 11.05,
            "high": 11.06,
            "low": 11.05,
            "close": 11.06,
            "amount_yi": 0.0379
          },
          {
            "time": "14:12",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0262
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.14,
        "low": 10.79,
        "bid1": 11.05,
        "ask1": 11.06,
        "bid_qty1": 6900,
        "ask_qty1": 2692
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM",
      "symbol": "SZSE.300832",
      "name": "新产业",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.94,
      "exec_low": 43.58,
      "exec_high": 43.58,
      "invalid_price": 41.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 4.4506,
      "intraday_vwap": 43.4825,
      "price_vs_vwap_pct": 0.1322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0698,
        "prev_amount_yi": 0.088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7932,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 43.63,
            "high": 43.63,
            "low": 43.63,
            "close": 43.63,
            "amount_yi": 0.0135
          },
          {
            "time": "14:09",
            "open": 43.61,
            "high": 43.61,
            "low": 43.6,
            "close": 43.6,
            "amount_yi": 0.0124
          },
          {
            "time": "14:10",
            "open": 43.55,
            "high": 43.55,
            "low": 43.55,
            "close": 43.55,
            "amount_yi": 0.0181
          },
          {
            "time": "14:11",
            "open": 43.56,
            "high": 43.57,
            "low": 43.56,
            "close": 43.57,
            "amount_yi": 0.0145
          },
          {
            "time": "14:12",
            "open": 43.54,
            "high": 43.54,
            "low": 43.54,
            "close": 43.54,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 43.54,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 44.84,
        "low": 41.01,
        "bid1": 43.55,
        "ask1": 43.59,
        "bid_qty1": 12,
        "ask_qty1": 59
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601077:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601077:VWAP_RECLAIM",
      "symbol": "SHSE.601077",
      "name": "渝农商行",
      "side": "BUY",
      "priority": "W102",
      "status": "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": "2026-06-29T14:12:06",
      "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": 6.2874,
      "price_vs_vwap_pct": 0.8366,
      "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": 0.055,
        "prev_amount_yi": 0.0332,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0098
          },
          {
            "time": "14:09",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0275
          },
          {
            "time": "14:10",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0027
          },
          {
            "time": "14:11",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0041
          },
          {
            "time": "14:12",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.41,
        "low": 6.12,
        "bid1": 6.33,
        "ask1": 6.34,
        "bid_qty1": 2618,
        "ask_qty1": 45
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM",
      "symbol": "SHSE.600901",
      "name": "江苏金租",
      "side": "BUY",
      "priority": "W103",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.96,
      "exec_low": 6.05,
      "exec_high": 6.05,
      "invalid_price": 5.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 5.8924,
      "price_vs_vwap_pct": 0.2987,
      "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": 0.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0027
          },
          {
            "time": "14:09",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.0019
          },
          {
            "time": "14:10",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0012
          },
          {
            "time": "14:11",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0046
          },
          {
            "time": "14:12",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.99,
        "low": 5.72,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 880,
        "ask_qty1": 664
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM",
      "symbol": "SHSE.601988",
      "name": "中国银行",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.89,
      "exec_low": 5.98,
      "exec_high": 5.98,
      "invalid_price": 5.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 5.7385,
      "price_vs_vwap_pct": 0.7232,
      "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": 0.1721,
        "prev_amount_yi": 0.3152,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0641
          },
          {
            "time": "14:09",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0742
          },
          {
            "time": "14:10",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0093
          },
          {
            "time": "14:11",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0163
          },
          {
            "time": "14:12",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:01",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.82,
        "low": 5.62,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 8526,
        "ask_qty1": 37272
      },
      "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": "2026-06-29T14:12:06",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.05,
      "entry_zone_high": 123.71,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1486,
        "prev_amount_yi": 0.3373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 117.16,
            "high": 117.24,
            "low": 117.16,
            "close": 117.24,
            "amount_yi": 0.0312
          },
          {
            "time": "14:09",
            "open": 117.55,
            "high": 117.58,
            "low": 117.55,
            "close": 117.58,
            "amount_yi": 0.0756
          },
          {
            "time": "14:10",
            "open": 117.55,
            "high": 117.55,
            "low": 117.55,
            "close": 117.55,
            "amount_yi": 0.0096
          },
          {
            "time": "14:11",
            "open": 117.35,
            "high": 117.54,
            "low": 117.35,
            "close": 117.54,
            "amount_yi": 0.021
          },
          {
            "time": "14:12",
            "open": 117.45,
            "high": 117.45,
            "low": 117.45,
            "close": 117.45,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.45,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 114.0,
        "bid1": 117.32,
        "ask1": 117.45,
        "bid_qty1": 0,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:12:06",
      "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": 7.1699,
      "price_vs_vwap_pct": 0.2803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4227,
        "prev_amount_yi": 0.2726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5506,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0462
          },
          {
            "time": "14:09",
            "open": 7.2,
            "high": 7.2,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0218
          },
          {
            "time": "14:10",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.2781
          },
          {
            "time": "14:11",
            "open": 7.2,
            "high": 7.2,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0643
          },
          {
            "time": "14:12",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.19,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.27,
        "low": 7.05,
        "bid1": 7.19,
        "ask1": 7.2,
        "bid_qty1": 24264,
        "ask_qty1": 16243
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM",
      "symbol": "SHSE.600036",
      "name": "招商银行",
      "side": "BUY",
      "priority": "W107",
      "status": "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": "2026-06-29T14:12:06",
      "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": 36.1605,
      "price_vs_vwap_pct": 0.4964,
      "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": 0.3891,
        "prev_amount_yi": 0.6614,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 36.41,
            "high": 36.41,
            "low": 36.4,
            "close": 36.4,
            "amount_yi": 0.1012
          },
          {
            "time": "14:09",
            "open": 36.36,
            "high": 36.36,
            "low": 36.36,
            "close": 36.36,
            "amount_yi": 0.1453
          },
          {
            "time": "14:10",
            "open": 36.36,
            "high": 36.36,
            "low": 36.36,
            "close": 36.36,
            "amount_yi": 0.0222
          },
          {
            "time": "14:11",
            "open": 36.36,
            "high": 36.36,
            "low": 36.35,
            "close": 36.35,
            "amount_yi": 0.0433
          },
          {
            "time": "14:12",
            "open": 36.34,
            "high": 36.34,
            "low": 36.34,
            "close": 36.34,
            "amount_yi": 0.0771
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.34,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.72,
        "low": 35.4,
        "bid1": 36.33,
        "ask1": 36.34,
        "bid_qty1": 316,
        "ask_qty1": 502
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W108",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 109.36,
      "exec_low": 111.0,
      "exec_high": 111.0,
      "invalid_price": 106.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 0.1262,
        "prev_amount_yi": 0.1416,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8912,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 112.55,
            "high": 112.55,
            "low": 112.54,
            "close": 112.54,
            "amount_yi": 0.0272
          },
          {
            "time": "14:09",
            "open": 112.2,
            "high": 112.42,
            "low": 112.2,
            "close": 112.42,
            "amount_yi": 0.055
          },
          {
            "time": "14:10",
            "open": 112.42,
            "high": 112.42,
            "low": 112.42,
            "close": 112.42,
            "amount_yi": 0.0116
          },
          {
            "time": "14:11",
            "open": 112.39,
            "high": 112.39,
            "low": 112.34,
            "close": 112.34,
            "amount_yi": 0.0095
          },
          {
            "time": "14:12",
            "open": 112.09,
            "high": 112.09,
            "low": 112.09,
            "close": 112.09,
            "amount_yi": 0.0229
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.09,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 117.54,
        "low": 102.81,
        "bid1": 112.09,
        "ask1": 112.21,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM",
      "symbol": "SHSE.603335",
      "name": "迪生力",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.56,
      "exec_low": 9.7,
      "exec_high": 9.7,
      "invalid_price": 9.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 8.4759,
      "price_vs_vwap_pct": -3.2551,
      "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": 0.0219,
        "prev_amount_yi": 0.0655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3344,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 8.19,
            "high": 8.2,
            "low": 8.19,
            "close": 8.2,
            "amount_yi": 0.0078
          },
          {
            "time": "14:09",
            "open": 8.2,
            "high": 8.21,
            "low": 8.2,
            "close": 8.21,
            "amount_yi": 0.0063
          },
          {
            "time": "14:10",
            "open": 8.21,
            "high": 8.21,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0021
          },
          {
            "time": "14:11",
            "open": 8.21,
            "high": 8.21,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0028
          },
          {
            "time": "14:12",
            "open": 8.2,
            "high": 8.2,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.2,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.14,
        "bid1": 8.2,
        "ask1": 8.21,
        "bid_qty1": 222,
        "ask_qty1": 21
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM",
      "symbol": "SHSE.603986",
      "name": "兆易创新",
      "side": "BUY",
      "priority": "W110",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 779.0,
      "exec_low": 790.68,
      "exec_high": 790.68,
      "invalid_price": 755.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 791.4799,
      "price_vs_vwap_pct": 2.4688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.1104,
        "prev_amount_yi": 6.444,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 810.0,
            "high": 810.6,
            "low": 810.0,
            "close": 810.6,
            "amount_yi": 0.8872
          },
          {
            "time": "14:09",
            "open": 810.97,
            "high": 810.97,
            "low": 810.96,
            "close": 810.96,
            "amount_yi": 1.1073
          },
          {
            "time": "14:10",
            "open": 811.0,
            "high": 811.0,
            "low": 811.0,
            "close": 811.0,
            "amount_yi": 0.2522
          },
          {
            "time": "14:11",
            "open": 811.01,
            "high": 811.03,
            "low": 811.01,
            "close": 811.03,
            "amount_yi": 0.6504
          },
          {
            "time": "14:12",
            "open": 811.02,
            "high": 811.02,
            "low": 811.02,
            "close": 811.02,
            "amount_yi": 0.2133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 811.02,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 750.0,
        "bid1": 811.0,
        "ask1": 811.02,
        "bid_qty1": 7,
        "ask_qty1": 37
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM",
      "symbol": "SHSE.600690",
      "name": "海尔智家",
      "side": "BUY",
      "priority": "W111",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.9,
      "exec_low": 20.2,
      "exec_high": 20.2,
      "invalid_price": 19.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 20.2798,
      "price_vs_vwap_pct": 0.5434,
      "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": 0.125,
        "prev_amount_yi": 0.1488,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 20.37,
            "high": 20.37,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.031
          },
          {
            "time": "14:09",
            "open": 20.38,
            "high": 20.38,
            "low": 20.38,
            "close": 20.38,
            "amount_yi": 0.0198
          },
          {
            "time": "14:10",
            "open": 20.41,
            "high": 20.41,
            "low": 20.41,
            "close": 20.41,
            "amount_yi": 0.0205
          },
          {
            "time": "14:11",
            "open": 20.41,
            "high": 20.43,
            "low": 20.41,
            "close": 20.43,
            "amount_yi": 0.0194
          },
          {
            "time": "14:12",
            "open": 20.39,
            "high": 20.39,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.0343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.39,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.58,
        "low": 19.72,
        "bid1": 20.39,
        "ask1": 20.4,
        "bid_qty1": 93,
        "ask_qty1": 155
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM",
      "symbol": "SHSE.603226",
      "name": "菲林格尔",
      "side": "BUY",
      "priority": "W112",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.85,
      "exec_low": 54.66,
      "exec_high": 54.66,
      "invalid_price": 52.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 48.856,
      "price_vs_vwap_pct": 0.6836,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0109,
        "prev_amount_yi": 0.0468,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 49.31,
            "high": 49.31,
            "low": 49.08,
            "close": 49.08,
            "amount_yi": 0.002
          },
          {
            "time": "14:09",
            "open": 49.47,
            "high": 49.47,
            "low": 49.42,
            "close": 49.42,
            "amount_yi": 0.0027
          },
          {
            "time": "14:10",
            "open": 49.16,
            "high": 49.16,
            "low": 49.16,
            "close": 49.16,
            "amount_yi": 0.0018
          },
          {
            "time": "14:11",
            "open": 49.15,
            "high": 49.15,
            "low": 49.15,
            "close": 49.15,
            "amount_yi": 0.0043
          },
          {
            "time": "14:12",
            "open": 49.19,
            "high": 49.19,
            "low": 49.19,
            "close": 49.19,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.19,
        "ts": "2026-06-29T14:12:01",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 49.18,
        "ask1": 49.19,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600750:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM",
      "symbol": "SHSE.600750",
      "name": "华润江中",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.95,
      "exec_low": 23.29,
      "exec_high": 23.29,
      "invalid_price": 22.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 3.5111,
      "intraday_vwap": 22.7302,
      "price_vs_vwap_pct": 1.4509,
      "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": 0.0073,
        "prev_amount_yi": 0.0136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 23.1,
            "high": 23.1,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0015
          },
          {
            "time": "14:09",
            "open": 23.07,
            "high": 23.08,
            "low": 23.07,
            "close": 23.08,
            "amount_yi": 0.0025
          },
          {
            "time": "14:10",
            "open": 23.09,
            "high": 23.09,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0008
          },
          {
            "time": "14:11",
            "open": 23.07,
            "high": 23.07,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0022
          },
          {
            "time": "14:12",
            "open": 23.06,
            "high": 23.06,
            "low": 23.06,
            "close": 23.06,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.69,
      "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": 23.06,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 23.24,
        "low": 21.89,
        "bid1": 23.06,
        "ask1": 23.07,
        "bid_qty1": 50,
        "ask_qty1": 22
      },
      "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": "2026-06-29T14:12:06",
      "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": 33.6246,
      "price_vs_vwap_pct": 1.2651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0185,
        "prev_amount_yi": 0.025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.74,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 34.12,
            "high": 34.14,
            "low": 34.12,
            "close": 34.14,
            "amount_yi": 0.0025
          },
          {
            "time": "14:09",
            "open": 34.12,
            "high": 34.12,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0137
          },
          {
            "time": "14:10",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0012
          },
          {
            "time": "14:11",
            "open": 34.01,
            "high": 34.03,
            "low": 34.01,
            "close": 34.03,
            "amount_yi": 0.0009
          },
          {
            "time": "14:12",
            "open": 34.05,
            "high": 34.05,
            "low": 34.05,
            "close": 34.05,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.05,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 34.54,
        "low": 32.07,
        "bid1": 34.03,
        "ask1": 34.06,
        "bid_qty1": 3,
        "ask_qty1": 22
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM",
      "symbol": "SHSE.601288",
      "name": "农业银行",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.31,
      "exec_low": 6.4,
      "exec_high": 6.4,
      "invalid_price": 6.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:12:06",
      "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": 6.1595,
      "price_vs_vwap_pct": 0.8199,
      "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": 0.1162,
        "prev_amount_yi": 0.3393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3425,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 6.22,
            "high": 6.22,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0295
          },
          {
            "time": "14:09",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0316
          },
          {
            "time": "14:10",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0315
          },
          {
            "time": "14:11",
            "open": 6.22,
            "high": 6.22,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.014
          },
          {
            "time": "14:12",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:12:03",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.3,
        "low": 6.0,
        "bid1": 6.21,
        "ask1": 6.22,
        "bid_qty1": 16296,
        "ask_qty1": 33963
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "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": 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": 20.395,
      "price_vs_vwap_pct": 1.7897,
      "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": 0.042,
        "prev_amount_yi": 0.0413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 20.72,
            "high": 20.74,
            "low": 20.72,
            "close": 20.74,
            "amount_yi": 0.0182
          },
          {
            "time": "14:09",
            "open": 20.74,
            "high": 20.75,
            "low": 20.74,
            "close": 20.75,
            "amount_yi": 0.0053
          },
          {
            "time": "14:10",
            "open": 20.74,
            "high": 20.74,
            "low": 20.74,
            "close": 20.74,
            "amount_yi": 0.0006
          },
          {
            "time": "14:11",
            "open": 20.75,
            "high": 20.78,
            "low": 20.75,
            "close": 20.78,
            "amount_yi": 0.0124
          },
          {
            "time": "14:12",
            "open": 20.76,
            "high": 20.76,
            "low": 20.76,
            "close": 20.76,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.76,
        "ts": "2026-06-29T14:12:04",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 20.78,
        "low": 19.85,
        "bid1": 20.76,
        "ask1": 20.77,
        "bid_qty1": 26,
        "ask_qty1": 69
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:12:06",
      "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": 16.6962,
      "price_vs_vwap_pct": 0.6816,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2907,
        "prev_amount_yi": 0.2262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2851,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 16.85,
            "high": 16.85,
            "low": 16.85,
            "close": 16.85,
            "amount_yi": 0.1173
          },
          {
            "time": "14:09",
            "open": 16.84,
            "high": 16.84,
            "low": 16.83,
            "close": 16.83,
            "amount_yi": 0.0429
          },
          {
            "time": "14:10",
            "open": 16.83,
            "high": 16.83,
            "low": 16.83,
            "close": 16.83,
            "amount_yi": 0.0174
          },
          {
            "time": "14:11",
            "open": 16.83,
            "high": 16.83,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.0957
          },
          {
            "time": "14:12",
            "open": 16.81,
            "high": 16.81,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.81,
        "ts": "2026-06-29T14:12:03",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.96,
        "low": 16.44,
        "bid1": 16.81,
        "ask1": 16.82,
        "bid_qty1": 709,
        "ask_qty1": 1908
      },
      "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": "2026-06-29T14:12:06",
      "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": 4.9206,
      "price_vs_vwap_pct": 0.5975,
      "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": 0.0479,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0104
          },
          {
            "time": "14:09",
            "open": 4.94,
            "high": 4.95,
            "low": 4.94,
            "close": 4.95,
            "amount_yi": 0.01
          },
          {
            "time": "14:10",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0035
          },
          {
            "time": "14:11",
            "open": 4.94,
            "high": 4.95,
            "low": 4.94,
            "close": 4.95,
            "amount_yi": 0.0089
          },
          {
            "time": "14:12",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.95,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.97,
        "low": 4.87,
        "bid1": 4.94,
        "ask1": 4.95,
        "bid_qty1": 5871,
        "ask_qty1": 39720
      },
      "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": "2026-06-29T14:12:06",
      "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": 22.755,
      "price_vs_vwap_pct": 0.9888,
      "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": 0.0202,
        "prev_amount_yi": 0.031,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:08",
            "open": 22.98,
            "high": 22.99,
            "low": 22.98,
            "close": 22.99,
            "amount_yi": 0.0062
          },
          {
            "time": "14:09",
            "open": 22.99,
            "high": 22.99,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0037
          },
          {
            "time": "14:10",
            "open": 22.98,
            "high": 22.98,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0014
          },
          {
            "time": "14:11",
            "open": 22.98,
            "high": 23.0,
            "low": 22.98,
            "close": 23.0,
            "amount_yi": 0.004
          },
          {
            "time": "14:12",
            "open": 22.98,
            "high": 22.98,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 865.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.98,
        "ts": "2026-06-29T14:12:02",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
        "low": 22.03,
        "bid1": 22.98,
        "ask1": 22.99,
        "bid_qty1": 4,
        "ask_qty1": 21
      },
      "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": 537052.0,
    "total_value": 1081545.0,
    "unrealized_pnl": 90240.0,
    "unrealized_pnl_pct_of_initial": 9.024000000000001,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 81545.0,
    "total_pnl_pct": 8.154499999999999
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 100.11,
      "market_value": 240264.0,
      "unrealized_pnl": 47544.00000000001,
      "unrealized_pnl_pct": 24.66998754669989,
      "updated_at": "2026-06-29T14:12:06",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.21488703660042
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 126.5,
      "market_value": 227700.0,
      "unrealized_pnl": 32327.99999999999,
      "unrealized_pnl_pct": 16.54689515386032,
      "updated_at": "2026-06-29T14:12:06",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.05321553888188
    },
    {
      "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": "2026-06-29T14:12:06",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.387898792930484
    }
  ],
  "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": 0.5489,
          "active_up_ratio": 0.5385,
          "active_positive": 7,
          "active_positive_min": 1,
          "active_above_vwap": 6,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "业务主题待核对",
          "dominant_theme_share": 0.8082,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.688432",
            "SZSE.300260",
            "SZSE.002119",
            "SZSE.002559"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 45.0,
          "sample_rows": [
            {
              "symbol": "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": 34.84954647340362,
              "above_vwap": true,
              "amount": 3266017843.0
            },
            {
              "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": 87.54598226721335,
              "above_vwap": true,
              "amount": 10735903879.0
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "趋势股",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 10.527825588066552,
              "last": 38.53,
              "vwap": 37.499218572914124,
              "above_vwap": true,
              "amount": 9102914909.0
            },
            {
              "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": 18.590985826424465,
              "above_vwap": true,
              "amount": 320439809.0
            },
            {
              "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": 41.493738655891505,
              "above_vwap": true,
              "amount": 893401687.0
            },
            {
              "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": 202.40953514502598,
              "above_vwap": true,
              "amount": 8340568269.0
            },
            {
              "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": 160.25685940446223,
              "above_vwap": true,
              "amount": 1674315590.0
            },
            {
              "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": 57.43415882551405,
              "above_vwap": true,
              "amount": 13482347153.0
            },
            {
              "symbol": "SZSE.002674",
              "name": "兴业科技",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 9.989594172736748,
              "last": 31.71,
              "vwap": 29.647426577537413,
              "above_vwap": true,
              "amount": 1765178131.0
            },
            {
              "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": 9.773254837186192,
              "above_vwap": true,
              "amount": 794639895.0
            },
            {
              "symbol": "SZSE.300260",
              "name": "新莱应材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 9.461786867599553,
              "last": 101.69,
              "vwap": 100.21527517821627,
              "above_vwap": true,
              "amount": 4242733933.0
            },
            {
              "symbol": "SHSE.603650",
              "name": "彤程新材",
              "theme": "业务主题待核对",
              "paper_scope": "shadow_active",
              "priority": 12,
              "ret_pct": 8.889665618082244,
              "last": 93.46,
              "vwap": 92.28834885970029,
              "above_vwap": true,
              "amount": 4857218860.0
            }
          ]
        }
      }
    },
    "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
  }
}