{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.5639,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "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": 0.8071,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.85604049693315,
          "above_vwap": true,
          "amount": 3276165082.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.983290011139982,
          "last": 61.93,
          "vwap": 56.24295718799684,
          "above_vwap": true,
          "amount": 2490366547.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.74807987711213,
          "last": 88.86,
          "vwap": 87.56900170394849,
          "above_vwap": true,
          "amount": 11018404667.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.818703384968444,
          "last": 38.98,
          "vwap": 37.547627357019415,
          "above_vwap": true,
          "amount": 9553054452.0
        },
        {
          "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": 18.597440228360533,
          "above_vwap": true,
          "amount": 322498211.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.010764262647998,
          "last": 102.2,
          "vwap": 100.28541626394471,
          "above_vwap": true,
          "amount": 4440838803.0
        },
        {
          "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": 41.49522626499437,
          "above_vwap": true,
          "amount": 895595618.0
        },
        {
          "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": 202.43619860905585,
          "above_vwap": true,
          "amount": 8385939771.0
        },
        {
          "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": 160.29503442758778,
          "above_vwap": true,
          "amount": 1683145950.0
        },
        {
          "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": 57.44962627021943,
          "above_vwap": true,
          "amount": 13634014246.0
        },
        {
          "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": 9.773433811034291,
          "above_vwap": true,
          "amount": 797708645.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.938250029127339,
          "last": 94.36,
          "vwap": 92.35514921183957,
          "above_vwap": true,
          "amount": 5083772308.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.5639,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "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": 0.8071,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.002559"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 19.999999999999996,
            "last": 37.08,
            "vwap": 34.85604049693315,
            "above_vwap": true,
            "amount": 3276165082.0
          },
          {
            "symbol": "SHSE.688783",
            "name": "西安奕材-U",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 14.983290011139982,
            "last": 61.93,
            "vwap": 56.24295718799684,
            "above_vwap": true,
            "amount": 2490366547.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 13.74807987711213,
            "last": 88.86,
            "vwap": 87.56900170394849,
            "above_vwap": true,
            "amount": 11018404667.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 11.818703384968444,
            "last": 38.98,
            "vwap": 37.547627357019415,
            "above_vwap": true,
            "amount": 9553054452.0
          },
          {
            "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": 18.597440228360533,
            "above_vwap": true,
            "amount": 322498211.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 10.010764262647998,
            "last": 102.2,
            "vwap": 100.28541626394471,
            "above_vwap": true,
            "amount": 4440838803.0
          },
          {
            "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": 41.49522626499437,
            "above_vwap": true,
            "amount": 895595618.0
          },
          {
            "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": 202.43619860905585,
            "above_vwap": true,
            "amount": 8385939771.0
          },
          {
            "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": 160.29503442758778,
            "above_vwap": true,
            "amount": 1683145950.0
          },
          {
            "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": 57.44962627021943,
            "above_vwap": true,
            "amount": 13634014246.0
          },
          {
            "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": 9.773433811034291,
            "above_vwap": true,
            "amount": 797708645.0
          },
          {
            "symbol": "SHSE.603650",
            "name": "彤程新材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 12,
            "ret_pct": 9.938250029127339,
            "last": 94.36,
            "vwap": 92.35514921183957,
            "above_vwap": true,
            "amount": 5083772308.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.5639,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "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": 0.8071,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.85604049693315,
          "above_vwap": true,
          "amount": 3276165082.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.983290011139982,
          "last": 61.93,
          "vwap": 56.24295718799684,
          "above_vwap": true,
          "amount": 2490366547.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.74807987711213,
          "last": 88.86,
          "vwap": 87.56900170394849,
          "above_vwap": true,
          "amount": 11018404667.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.818703384968444,
          "last": 38.98,
          "vwap": 37.547627357019415,
          "above_vwap": true,
          "amount": 9553054452.0
        },
        {
          "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": 18.597440228360533,
          "above_vwap": true,
          "amount": 322498211.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.010764262647998,
          "last": 102.2,
          "vwap": 100.28541626394471,
          "above_vwap": true,
          "amount": 4440838803.0
        },
        {
          "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": 41.49522626499437,
          "above_vwap": true,
          "amount": 895595618.0
        },
        {
          "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": 202.43619860905585,
          "above_vwap": true,
          "amount": 8385939771.0
        },
        {
          "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": 160.29503442758778,
          "above_vwap": true,
          "amount": 1683145950.0
        },
        {
          "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": 57.44962627021943,
          "above_vwap": true,
          "amount": 13634014246.0
        },
        {
          "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": 9.773433811034291,
          "above_vwap": true,
          "amount": 797708645.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.938250029127339,
          "last": 94.36,
          "vwap": 92.35514921183957,
          "above_vwap": true,
          "amount": 5083772308.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.5639,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "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": 0.8071,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.688432",
        "SZSE.300260",
        "SZSE.002559"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 19.999999999999996,
          "last": 37.08,
          "vwap": 34.85604049693315,
          "above_vwap": true,
          "amount": 3276165082.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.983290011139982,
          "last": 61.93,
          "vwap": 56.24295718799684,
          "above_vwap": true,
          "amount": 2490366547.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.74807987711213,
          "last": 88.86,
          "vwap": 87.56900170394849,
          "above_vwap": true,
          "amount": 11018404667.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 11.818703384968444,
          "last": 38.98,
          "vwap": 37.547627357019415,
          "above_vwap": true,
          "amount": 9553054452.0
        },
        {
          "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": 18.597440228360533,
          "above_vwap": true,
          "amount": 322498211.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.010764262647998,
          "last": 102.2,
          "vwap": 100.28541626394471,
          "above_vwap": true,
          "amount": 4440838803.0
        },
        {
          "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": 41.49522626499437,
          "above_vwap": true,
          "amount": 895595618.0
        },
        {
          "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": 202.43619860905585,
          "above_vwap": true,
          "amount": 8385939771.0
        },
        {
          "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": 160.29503442758778,
          "above_vwap": true,
          "amount": 1683145950.0
        },
        {
          "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": 57.44962627021943,
          "above_vwap": true,
          "amount": 13634014246.0
        },
        {
          "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": 9.773433811034291,
          "above_vwap": true,
          "amount": 797708645.0
        },
        {
          "symbol": "SHSE.603650",
          "name": "彤程新材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 12,
          "ret_pct": 9.938250029127339,
          "last": 94.36,
          "vwap": 92.35514921183957,
          "above_vwap": true,
          "amount": 5083772308.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-29T14:32:37",
  "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": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 31.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 31.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.44,
      "entry_zone_high": 31.36,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0178,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0163
          },
          {
            "time": "14:31",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0007
          },
          {
            "time": "14:32",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:32",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 37.08,
        "low": 31.53,
        "bid1": 37.08,
        "ask1": 0.0,
        "bid_qty1": 43804,
        "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": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 100.2854,
      "price_vs_vwap_pct": 1.9092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2659,
        "prev_amount_yi": 0.2403,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:30",
            "open": 101.81,
            "high": 101.81,
            "low": 101.81,
            "close": 101.81,
            "amount_yi": 0.0691
          },
          {
            "time": "14:31",
            "open": 101.77,
            "high": 101.97,
            "low": 101.77,
            "close": 101.97,
            "amount_yi": 0.0744
          },
          {
            "time": "14:32",
            "open": 102.15,
            "high": 102.2,
            "low": 102.15,
            "close": 102.2,
            "amount_yi": 0.1224
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 102.2,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 102.2,
        "ask1": 102.21,
        "bid_qty1": 22,
        "ask_qty1": 36
      },
      "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": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "反转股",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 29.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.99,
      "entry_zone_high": 28.85,
      "entry_risk_pct": null,
      "intraday_vwap": 27.6391,
      "price_vs_vwap_pct": -1.7696,
      "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": 0.0372,
        "prev_amount_yi": 0.0472,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7881,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:30",
            "open": 27.18,
            "high": 27.18,
            "low": 27.18,
            "close": 27.18,
            "amount_yi": 0.0109
          },
          {
            "time": "14:31",
            "open": 27.15,
            "high": 27.15,
            "low": 27.11,
            "close": 27.11,
            "amount_yi": 0.0147
          },
          {
            "time": "14:32",
            "open": 27.08,
            "high": 27.15,
            "low": 27.08,
            "close": 27.15,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.15,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 26.65,
        "bid1": 27.08,
        "ask1": 27.15,
        "bid_qty1": 5,
        "ask_qty1": 18
      },
      "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": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 12.72,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.16,
      "entry_zone_high": 12.54,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3205,
      "price_vs_vwap_pct": -2.8311,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2796,
        "prev_amount_yi": 0.1523,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8359,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:30",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.1197
          },
          {
            "time": "14:31",
            "open": 11.01,
            "high": 11.01,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0851
          },
          {
            "time": "14:32",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0748
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.73,
        "bid1": 11.0,
        "ask1": 11.01,
        "bid_qty1": 611,
        "ask_qty1": 157
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:32:37",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": 5.7501,
      "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": 0.065,
        "prev_amount_yi": 0.0542,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:30",
            "open": 214.36,
            "high": 214.36,
            "low": 214.36,
            "close": 214.36,
            "amount_yi": 0.0162
          },
          {
            "time": "14:31",
            "open": 214.0,
            "high": 214.0,
            "low": 214.0,
            "close": 214.0,
            "amount_yi": 0.0114
          },
          {
            "time": "14:32",
            "open": 214.31,
            "high": 214.41,
            "low": 214.31,
            "close": 214.41,
            "amount_yi": 0.0374
          }
        ]
      },
      "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": 214.41,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 221.96,
        "low": 183.0,
        "bid1": 214.42,
        "ask1": 214.43,
        "bid_qty1": 1,
        "ask_qty1": 160
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 14.81,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.16,
      "entry_zone_high": 14.6,
      "entry_risk_pct": null,
      "intraday_vwap": 14.1021,
      "price_vs_vwap_pct": -1.2204,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0891,
        "prev_amount_yi": 0.0313,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.93,
            "high": 13.93,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.0175
          },
          {
            "time": "14:31",
            "open": 13.91,
            "high": 13.92,
            "low": 13.91,
            "close": 13.92,
            "amount_yi": 0.0515
          },
          {
            "time": "14:32",
            "open": 13.92,
            "high": 13.93,
            "low": 13.92,
            "close": 13.93,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.93,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.93,
        "ask1": 13.94,
        "bid_qty1": 17,
        "ask_qty1": 109
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM",
      "symbol": "SZSE.002119",
      "name": "康强电子",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 37.02,
      "exec_low": 37.02,
      "exec_high": 38.13,
      "invalid_price": 35.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 38.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.46,
      "entry_zone_high": 37.58,
      "entry_risk_pct": null,
      "intraday_vwap": 35.8529,
      "price_vs_vwap_pct": -0.0639,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4995,
        "prev_amount_yi": 0.504,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 35.49,
            "high": 35.49,
            "low": 35.49,
            "close": 35.49,
            "amount_yi": 0.1871
          },
          {
            "time": "14:31",
            "open": 35.61,
            "high": 35.61,
            "low": 35.6,
            "close": 35.6,
            "amount_yi": 0.1803
          },
          {
            "time": "14:32",
            "open": 35.62,
            "high": 35.83,
            "low": 35.62,
            "close": 35.83,
            "amount_yi": 0.1321
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.83,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 39.48,
        "low": 33.32,
        "bid1": 35.84,
        "ask1": 35.85,
        "bid_qty1": 229,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 28.46,
      "exec_low": 28.46,
      "exec_high": 29.31,
      "invalid_price": 27.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 29.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 29.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.03,
      "entry_zone_high": 28.89,
      "entry_risk_pct": null,
      "intraday_vwap": 26.9278,
      "price_vs_vwap_pct": -4.8938,
      "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": 0.0241,
        "prev_amount_yi": 0.018,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.007
          },
          {
            "time": "14:31",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0076
          },
          {
            "time": "14:32",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.61,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.61,
        "bid1": 0.0,
        "ask1": 25.61,
        "bid_qty1": 0,
        "ask_qty1": 19636
      },
      "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": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 12.31,
      "exec_low": 12.31,
      "exec_high": 12.68,
      "invalid_price": 11.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 12.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 12.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.13,
      "entry_zone_high": 12.49,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5559,
      "price_vs_vwap_pct": 3.7759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2955,
        "prev_amount_yi": 1.2709,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2325,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.1101
          },
          {
            "time": "14:31",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0879
          },
          {
            "time": "14:32",
            "open": 13.14,
            "high": 13.14,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.0975
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.03,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.54,
        "low": 11.88,
        "bid1": 13.03,
        "ask1": 13.04,
        "bid_qty1": 468,
        "ask_qty1": 116
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "P9",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 29.6,
      "exec_low": 29.6,
      "exec_high": 30.49,
      "invalid_price": 28.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 31.022,
      "price_vs_vwap_pct": 1.4119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5641,
        "prev_amount_yi": 0.4968,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 31.34,
            "high": 31.34,
            "low": 31.34,
            "close": 31.34,
            "amount_yi": 0.306
          },
          {
            "time": "14:31",
            "open": 31.35,
            "high": 31.39,
            "low": 31.35,
            "close": 31.39,
            "amount_yi": 0.0988
          },
          {
            "time": "14:32",
            "open": 31.58,
            "high": 31.58,
            "low": 31.46,
            "close": 31.46,
            "amount_yi": 0.1593
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.46,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 29.48,
        "bid1": 31.46,
        "ask1": 31.47,
        "bid_qty1": 26,
        "ask_qty1": 171
      },
      "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": "2026-06-29T14:32:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 227.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 227.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 217.57,
      "entry_zone_high": 224.19,
      "entry_risk_pct": null,
      "intraday_vwap": 221.2063,
      "price_vs_vwap_pct": -1.3319,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2746,
        "prev_amount_yi": 0.1882,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 217.79,
            "high": 217.79,
            "low": 217.79,
            "close": 217.79,
            "amount_yi": 0.0817
          },
          {
            "time": "14:31",
            "open": 217.52,
            "high": 218.14,
            "low": 217.52,
            "close": 218.14,
            "amount_yi": 0.1372
          },
          {
            "time": "14:32",
            "open": 218.29,
            "high": 218.29,
            "low": 218.26,
            "close": 218.26,
            "amount_yi": 0.0557
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 218.26,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 218.25,
        "ask1": 218.29,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "P11",
      "status": "CANCELLED",
      "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": "2026-06-29T14:32:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 59.0205,
      "price_vs_vwap_pct": -4.5247,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2752,
        "prev_amount_yi": 0.234,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 56.16,
            "high": 56.16,
            "low": 56.16,
            "close": 56.16,
            "amount_yi": 0.1485
          },
          {
            "time": "14:31",
            "open": 56.16,
            "high": 56.27,
            "low": 56.16,
            "close": 56.27,
            "amount_yi": 0.0805
          },
          {
            "time": "14:32",
            "open": 56.28,
            "high": 56.35,
            "low": 56.28,
            "close": 56.35,
            "amount_yi": 0.0462
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.35,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 55.01,
        "bid1": 56.32,
        "ask1": 56.35,
        "bid_qty1": 38,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 88.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 88.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.54,
      "entry_zone_high": 87.12,
      "entry_risk_pct": null,
      "intraday_vwap": 92.3551,
      "price_vs_vwap_pct": 2.1709,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3872,
        "prev_amount_yi": 0.4382,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 93.83,
            "high": 93.83,
            "low": 93.83,
            "close": 93.83,
            "amount_yi": 0.1701
          },
          {
            "time": "14:31",
            "open": 93.87,
            "high": 94.02,
            "low": 93.87,
            "close": 94.02,
            "amount_yi": 0.0911
          },
          {
            "time": "14:32",
            "open": 94.12,
            "high": 94.36,
            "low": 94.12,
            "close": 94.36,
            "amount_yi": 0.126
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129929.4,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.36,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.35,
        "ask1": 94.36,
        "bid_qty1": 18,
        "ask_qty1": 8
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM",
      "symbol": "SHSE.601133",
      "name": "柏诚股份",
      "side": "BUY",
      "priority": "W0",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 38.28,
      "exec_low": 38.28,
      "exec_high": 38.85,
      "invalid_price": 37.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 41.4952,
      "price_vs_vwap_pct": 1.4816,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0051,
        "prev_amount_yi": 0.005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.02,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0011
          },
          {
            "time": "14:29",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0001
          },
          {
            "time": "14:30",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0013
          },
          {
            "time": "14:31",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0021
          },
          {
            "time": "14:32",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 32126,
        "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": "2026-06-29T14:32:37",
      "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": 41.1545,
      "price_vs_vwap_pct": -3.1941,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2317,
        "prev_amount_yi": 0.1125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 39.83,
            "high": 39.87,
            "low": 39.83,
            "close": 39.87,
            "amount_yi": 0.0757
          },
          {
            "time": "14:29",
            "open": 39.91,
            "high": 39.91,
            "low": 39.91,
            "close": 39.91,
            "amount_yi": 0.0251
          },
          {
            "time": "14:30",
            "open": 39.92,
            "high": 39.92,
            "low": 39.92,
            "close": 39.92,
            "amount_yi": 0.0473
          },
          {
            "time": "14:31",
            "open": 39.87,
            "high": 39.92,
            "low": 39.87,
            "close": 39.92,
            "amount_yi": 0.057
          },
          {
            "time": "14:32",
            "open": 39.87,
            "high": 39.87,
            "low": 39.84,
            "close": 39.84,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.84,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 39.83,
        "ask1": 39.84,
        "bid_qty1": 61,
        "ask_qty1": 44
      },
      "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": "2026-06-29T14:32:37",
      "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": 29.6813,
      "price_vs_vwap_pct": 6.7339,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0394,
        "prev_amount_yi": 0.1042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3781,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 31.37,
            "high": 31.48,
            "low": 31.37,
            "close": 31.48,
            "amount_yi": 0.0104
          },
          {
            "time": "14:29",
            "open": 31.48,
            "high": 31.48,
            "low": 31.48,
            "close": 31.48,
            "amount_yi": 0.0043
          },
          {
            "time": "14:30",
            "open": 31.47,
            "high": 31.47,
            "low": 31.47,
            "close": 31.47,
            "amount_yi": 0.0089
          },
          {
            "time": "14:31",
            "open": 31.49,
            "high": 31.5,
            "low": 31.49,
            "close": 31.5,
            "amount_yi": 0.0087
          },
          {
            "time": "14:32",
            "open": 31.58,
            "high": 31.68,
            "low": 31.58,
            "close": 31.68,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.68,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.71,
        "low": 27.33,
        "bid1": 31.61,
        "ask1": 31.68,
        "bid_qty1": 10,
        "ask_qty1": 1503
      },
      "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": "2026-06-29T14:32:37",
      "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": 26.8213,
      "price_vs_vwap_pct": 1.2628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1026,
        "prev_amount_yi": 0.0446,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3004,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 27.35,
            "high": 27.35,
            "low": 27.29,
            "close": 27.29,
            "amount_yi": 0.0327
          },
          {
            "time": "14:29",
            "open": 27.28,
            "high": 27.28,
            "low": 27.28,
            "close": 27.28,
            "amount_yi": 0.0068
          },
          {
            "time": "14:30",
            "open": 27.29,
            "high": 27.29,
            "low": 27.29,
            "close": 27.29,
            "amount_yi": 0.0174
          },
          {
            "time": "14:31",
            "open": 27.29,
            "high": 27.3,
            "low": 27.29,
            "close": 27.3,
            "amount_yi": 0.011
          },
          {
            "time": "14:32",
            "open": 27.14,
            "high": 27.16,
            "low": 27.14,
            "close": 27.16,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.16,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.68,
        "low": 25.3,
        "bid1": 27.15,
        "ask1": 27.16,
        "bid_qty1": 20,
        "ask_qty1": 119
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.2607,
      "price_vs_vwap_pct": -2.1682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.177,
        "prev_amount_yi": 0.178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9944,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 3.17,
            "high": 3.17,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0098
          },
          {
            "time": "14:29",
            "open": 3.17,
            "high": 3.17,
            "low": 3.17,
            "close": 3.17,
            "amount_yi": 0.0225
          },
          {
            "time": "14:30",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0435
          },
          {
            "time": "14:31",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0716
          },
          {
            "time": "14:32",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0296
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.08,
        "bid1": 3.18,
        "ask1": 3.19,
        "bid_qty1": 12418,
        "ask_qty1": 4453
      },
      "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": "2026-06-29T14:32:37",
      "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": 9.2533,
      "price_vs_vwap_pct": -2.5213,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6203,
        "prev_amount_yi": 0.3251,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.908,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 9.03,
            "high": 9.03,
            "low": 9.01,
            "close": 9.01,
            "amount_yi": 0.1402
          },
          {
            "time": "14:29",
            "open": 9.01,
            "high": 9.01,
            "low": 9.01,
            "close": 9.01,
            "amount_yi": 0.0544
          },
          {
            "time": "14:30",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.2475
          },
          {
            "time": "14:31",
            "open": 9.01,
            "high": 9.02,
            "low": 9.01,
            "close": 9.02,
            "amount_yi": 0.0895
          },
          {
            "time": "14:32",
            "open": 9.03,
            "high": 9.03,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0887
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.01,
        "ask1": 9.02,
        "bid_qty1": 1717,
        "ask_qty1": 42
      },
      "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": "2026-06-29T14:32:37",
      "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": 5.4429,
      "price_vs_vwap_pct": -4.8301,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0518,
        "prev_amount_yi": 0.0654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.792,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:28",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0036
          },
          {
            "time": "14:29",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.005
          },
          {
            "time": "14:30",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0066
          },
          {
            "time": "14:31",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0138
          },
          {
            "time": "14:32",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0228
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.18,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.18,
        "bid1": 0.0,
        "ask1": 5.18,
        "bid_qty1": 0,
        "ask_qty1": 58270
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.0737,
        "prev_amount_yi": 0.1066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 190.01,
            "high": 190.02,
            "low": 190.01,
            "close": 190.02,
            "amount_yi": 0.0129
          },
          {
            "time": "14:29",
            "open": 190.02,
            "high": 190.02,
            "low": 190.02,
            "close": 190.02,
            "amount_yi": 0.0088
          },
          {
            "time": "14:30",
            "open": 190.2,
            "high": 190.2,
            "low": 190.2,
            "close": 190.2,
            "amount_yi": 0.0086
          },
          {
            "time": "14:31",
            "open": 190.18,
            "high": 191.0,
            "low": 190.18,
            "close": 191.0,
            "amount_yi": 0.0296
          },
          {
            "time": "14:32",
            "open": 191.23,
            "high": 191.23,
            "low": 190.96,
            "close": 190.96,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 190.96,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 177.77,
        "bid1": 190.96,
        "ask1": 190.98,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:32:37",
      "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": 48.2347,
      "price_vs_vwap_pct": -0.9634,
      "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": 0.7773,
        "prev_amount_yi": 1.2238,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6352,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 47.36,
            "high": 47.37,
            "low": 47.36,
            "close": 47.37,
            "amount_yi": 0.1626
          },
          {
            "time": "14:29",
            "open": 47.4,
            "high": 47.4,
            "low": 47.4,
            "close": 47.4,
            "amount_yi": 0.0753
          },
          {
            "time": "14:30",
            "open": 47.49,
            "high": 47.49,
            "low": 47.49,
            "close": 47.49,
            "amount_yi": 0.1297
          },
          {
            "time": "14:31",
            "open": 47.51,
            "high": 47.61,
            "low": 47.51,
            "close": 47.61,
            "amount_yi": 0.2249
          },
          {
            "time": "14:32",
            "open": 47.65,
            "high": 47.77,
            "low": 47.65,
            "close": 47.77,
            "amount_yi": 0.1848
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.77,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 45.7,
        "bid1": 47.76,
        "ask1": 47.77,
        "bid_qty1": 59,
        "ask_qty1": 11
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:32:37",
      "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": 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": 75.1005,
      "price_vs_vwap_pct": -0.5999,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1942,
        "prev_amount_yi": 0.2789,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 74.14,
            "high": 74.14,
            "low": 74.08,
            "close": 74.08,
            "amount_yi": 0.0411
          },
          {
            "time": "14:29",
            "open": 74.17,
            "high": 74.17,
            "low": 74.17,
            "close": 74.17,
            "amount_yi": 0.0213
          },
          {
            "time": "14:30",
            "open": 74.29,
            "high": 74.29,
            "low": 74.29,
            "close": 74.29,
            "amount_yi": 0.0319
          },
          {
            "time": "14:31",
            "open": 74.33,
            "high": 74.4,
            "low": 74.33,
            "close": 74.4,
            "amount_yi": 0.0468
          },
          {
            "time": "14:32",
            "open": 74.48,
            "high": 74.65,
            "low": 74.48,
            "close": 74.65,
            "amount_yi": 0.0531
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.65,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 70.31,
        "bid1": 74.65,
        "ask1": 74.66,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:32:37",
      "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": 20.4531,
      "price_vs_vwap_pct": -3.8288,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0092,
        "prev_amount_yi": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0007
          },
          {
            "time": "14:29",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0042
          },
          {
            "time": "14:30",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0009
          },
          {
            "time": "14:31",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0019
          },
          {
            "time": "14:32",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 0.0,
        "ask1": 19.67,
        "bid_qty1": 0,
        "ask_qty1": 42322
      },
      "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": "2026-06-29T14:32:37",
      "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": 61.7133,
      "price_vs_vwap_pct": 5.3258,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9493,
        "prev_amount_yi": 0.8793,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0796,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 64.89,
            "high": 64.89,
            "low": 64.86,
            "close": 64.86,
            "amount_yi": 0.1573
          },
          {
            "time": "14:29",
            "open": 64.87,
            "high": 64.87,
            "low": 64.87,
            "close": 64.87,
            "amount_yi": 0.0922
          },
          {
            "time": "14:30",
            "open": 64.9,
            "high": 64.9,
            "low": 64.9,
            "close": 64.9,
            "amount_yi": 0.1493
          },
          {
            "time": "14:31",
            "open": 64.93,
            "high": 64.98,
            "low": 64.93,
            "close": 64.98,
            "amount_yi": 0.1377
          },
          {
            "time": "14:32",
            "open": 65.0,
            "high": 65.0,
            "low": 65.0,
            "close": 65.0,
            "amount_yi": 0.4128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.0,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 65.01,
        "low": 57.6,
        "bid1": 65.0,
        "ask1": 65.01,
        "bid_qty1": 423,
        "ask_qty1": 37
      },
      "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": "2026-06-29T14:32:37",
      "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": 59.6685,
      "price_vs_vwap_pct": 1.3097,
      "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": 0.5284,
        "prev_amount_yi": 0.6635,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 60.01,
            "high": 60.19,
            "low": 60.01,
            "close": 60.19,
            "amount_yi": 0.1349
          },
          {
            "time": "14:29",
            "open": 60.06,
            "high": 60.06,
            "low": 60.06,
            "close": 60.06,
            "amount_yi": 0.0478
          },
          {
            "time": "14:30",
            "open": 60.19,
            "high": 60.19,
            "low": 60.19,
            "close": 60.19,
            "amount_yi": 0.0869
          },
          {
            "time": "14:31",
            "open": 60.3,
            "high": 60.45,
            "low": 60.3,
            "close": 60.45,
            "amount_yi": 0.1341
          },
          {
            "time": "14:32",
            "open": 60.4,
            "high": 60.45,
            "low": 60.4,
            "close": 60.45,
            "amount_yi": 0.1247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.45,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 55.27,
        "bid1": 60.45,
        "ask1": 60.48,
        "bid_qty1": 5,
        "ask_qty1": 55
      },
      "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": "2026-06-29T14:32:37",
      "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": 20.4478,
      "price_vs_vwap_pct": -0.5272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0127,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 20.28,
            "high": 20.31,
            "low": 20.28,
            "close": 20.31,
            "amount_yi": 0.0007
          },
          {
            "time": "14:29",
            "open": 20.32,
            "high": 20.32,
            "low": 20.32,
            "close": 20.32,
            "amount_yi": 0.0011
          },
          {
            "time": "14:30",
            "open": 20.29,
            "high": 20.29,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.0038
          },
          {
            "time": "14:31",
            "open": 20.27,
            "high": 20.31,
            "low": 20.27,
            "close": 20.31,
            "amount_yi": 0.0024
          },
          {
            "time": "14:32",
            "open": 20.26,
            "high": 20.34,
            "low": 20.26,
            "close": 20.34,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.34,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 19.5,
        "bid1": 20.29,
        "ask1": 20.35,
        "bid_qty1": 10,
        "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": "2026-06-29T14:32:37",
      "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": 0.3035,
        "prev_amount_yi": 0.6158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 366.59,
            "high": 366.71,
            "low": 366.59,
            "close": 366.71,
            "amount_yi": 0.0563
          },
          {
            "time": "14:29",
            "open": 366.76,
            "high": 366.76,
            "low": 366.76,
            "close": 366.76,
            "amount_yi": 0.017
          },
          {
            "time": "14:30",
            "open": 369.01,
            "high": 369.01,
            "low": 369.01,
            "close": 369.01,
            "amount_yi": 0.0994
          },
          {
            "time": "14:31",
            "open": 369.78,
            "high": 369.91,
            "low": 369.78,
            "close": 369.91,
            "amount_yi": 0.0779
          },
          {
            "time": "14:32",
            "open": 369.99,
            "high": 370.06,
            "low": 369.99,
            "close": 370.06,
            "amount_yi": 0.0529
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 370.06,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 358.01,
        "bid1": 370.06,
        "ask1": 370.07,
        "bid_qty1": 11,
        "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": "2026-06-29T14:32:37",
      "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": 366.9465,
      "price_vs_vwap_pct": 1.7042,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5142,
        "prev_amount_yi": 1.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 369.05,
            "high": 369.05,
            "low": 367.5,
            "close": 367.5,
            "amount_yi": 0.4209
          },
          {
            "time": "14:29",
            "open": 370.0,
            "high": 370.0,
            "low": 370.0,
            "close": 370.0,
            "amount_yi": 0.2826
          },
          {
            "time": "14:30",
            "open": 372.5,
            "high": 372.5,
            "low": 372.5,
            "close": 372.5,
            "amount_yi": 0.2809
          },
          {
            "time": "14:31",
            "open": 370.99,
            "high": 371.16,
            "low": 370.99,
            "close": 371.16,
            "amount_yi": 0.3591
          },
          {
            "time": "14:32",
            "open": 372.0,
            "high": 373.2,
            "low": 372.0,
            "close": 373.2,
            "amount_yi": 0.1707
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 373.2,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 339.02,
        "bid1": 373.2,
        "ask1": 373.99,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 67.1511,
      "price_vs_vwap_pct": -5.7797,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1172,
        "prev_amount_yi": 0.2123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 62.9,
            "high": 62.9,
            "low": 62.89,
            "close": 62.89,
            "amount_yi": 0.0177
          },
          {
            "time": "14:29",
            "open": 63.03,
            "high": 63.03,
            "low": 63.03,
            "close": 63.03,
            "amount_yi": 0.0284
          },
          {
            "time": "14:30",
            "open": 63.2,
            "high": 63.2,
            "low": 63.2,
            "close": 63.2,
            "amount_yi": 0.0299
          },
          {
            "time": "14:31",
            "open": 63.22,
            "high": 63.23,
            "low": 63.22,
            "close": 63.23,
            "amount_yi": 0.0166
          },
          {
            "time": "14:32",
            "open": 63.26,
            "high": 63.27,
            "low": 63.26,
            "close": 63.27,
            "amount_yi": 0.0246
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.27,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 62.12,
        "bid1": 63.25,
        "ask1": 63.27,
        "bid_qty1": 14,
        "ask_qty1": 204
      },
      "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": "2026-06-29T14:32:37",
      "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": 15.2856,
      "price_vs_vwap_pct": -1.8684,
      "energy_floor_hint_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": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7476,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0009
          },
          {
            "time": "14:29",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0002
          },
          {
            "time": "14:30",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0017
          },
          {
            "time": "14:31",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.002
          },
          {
            "time": "14:32",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 126197
      },
      "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": "2026-06-29T14:32:37",
      "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": 271.2928,
      "price_vs_vwap_pct": -1.4718,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1776,
        "prev_amount_yi": 0.0882,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0572
          },
          {
            "time": "14:29",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0078
          },
          {
            "time": "14:30",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0238
          },
          {
            "time": "14:31",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0607
          },
          {
            "time": "14:32",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0281
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:34",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 1231
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.1346,
        "prev_amount_yi": 0.1402,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9601,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 102.72,
            "high": 103.52,
            "low": 102.72,
            "close": 103.52,
            "amount_yi": 0.0311
          },
          {
            "time": "14:29",
            "open": 103.54,
            "high": 103.54,
            "low": 103.54,
            "close": 103.54,
            "amount_yi": 0.0129
          },
          {
            "time": "14:30",
            "open": 103.54,
            "high": 103.54,
            "low": 103.54,
            "close": 103.54,
            "amount_yi": 0.037
          },
          {
            "time": "14:31",
            "open": 102.9,
            "high": 103.5,
            "low": 102.9,
            "close": 103.5,
            "amount_yi": 0.0352
          },
          {
            "time": "14:32",
            "open": 103.38,
            "high": 103.54,
            "low": 103.38,
            "close": 103.54,
            "amount_yi": 0.0184
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 103.54,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 104.75,
        "low": 93.0,
        "bid1": 103.47,
        "ask1": 103.54,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.8339,
      "intraday_vwap": 15.3487,
      "price_vs_vwap_pct": 1.963,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0905,
        "prev_amount_yi": 0.0689,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3135,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 15.67,
            "high": 15.67,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.0104
          },
          {
            "time": "14:29",
            "open": 15.66,
            "high": 15.66,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.0052
          },
          {
            "time": "14:30",
            "open": 15.67,
            "high": 15.67,
            "low": 15.67,
            "close": 15.67,
            "amount_yi": 0.0121
          },
          {
            "time": "14:31",
            "open": 15.68,
            "high": 15.68,
            "low": 15.63,
            "close": 15.63,
            "amount_yi": 0.0389
          },
          {
            "time": "14:32",
            "open": 15.63,
            "high": 15.65,
            "low": 15.63,
            "close": 15.65,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 15.65,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.98,
        "low": 14.76,
        "bid1": 15.64,
        "ask1": 15.65,
        "bid_qty1": 52,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH",
      "symbol": "SHSE.605376",
      "name": "博迁新材",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 271.52,
      "exec_low": 275.82,
      "exec_high": 277.06,
      "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": "2026-06-29T14:32:37",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": 277.06,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": 4.4341,
      "intraday_vwap": 275.8209,
      "price_vs_vwap_pct": 0.0106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4181,
        "prev_amount_yi": 0.385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 273.72,
            "high": 273.72,
            "low": 272.53,
            "close": 272.53,
            "amount_yi": 0.0938
          },
          {
            "time": "14:29",
            "open": 273.17,
            "high": 273.17,
            "low": 273.17,
            "close": 273.17,
            "amount_yi": 0.0407
          },
          {
            "time": "14:30",
            "open": 274.98,
            "high": 274.98,
            "low": 274.98,
            "close": 274.98,
            "amount_yi": 0.066
          },
          {
            "time": "14:31",
            "open": 274.59,
            "high": 275.8,
            "low": 274.59,
            "close": 275.8,
            "amount_yi": 0.085
          },
          {
            "time": "14:32",
            "open": 275.93,
            "high": 275.93,
            "low": 275.85,
            "close": 275.85,
            "amount_yi": 0.1326
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 275.85,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 266.0,
        "bid1": 275.56,
        "ask1": 275.59,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.4,
      "exec_low": 23.4,
      "exec_high": 23.75,
      "invalid_price": 22.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 21.2948,
      "price_vs_vwap_pct": -3.7324,
      "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": 0.0212,
        "prev_amount_yi": 0.0293,
        "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": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.005
          },
          {
            "time": "14:29",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0015
          },
          {
            "time": "14:30",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0027
          },
          {
            "time": "14:31",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0093
          },
          {
            "time": "14:32",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 0.0,
        "ask1": 20.5,
        "bid_qty1": 0,
        "ask_qty1": 29112
      },
      "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": "2026-06-29T14:32:37",
      "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": 9.7734,
      "price_vs_vwap_pct": 0.4768,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0015
          },
          {
            "time": "14:29",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0004
          },
          {
            "time": "14:30",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.001
          },
          {
            "time": "14:31",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0012
          },
          {
            "time": "14:32",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:34",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 299712,
        "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": "TOUCHED",
      "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": "2026-06-29T14:32:37",
      "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": 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": 75.3682,
      "price_vs_vwap_pct": 3.2796,
      "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": 1.4555,
        "prev_amount_yi": 2.5537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.57,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 77.9,
            "high": 77.9,
            "low": 77.51,
            "close": 77.51,
            "amount_yi": 0.4886
          },
          {
            "time": "14:29",
            "open": 77.41,
            "high": 77.41,
            "low": 77.41,
            "close": 77.41,
            "amount_yi": 0.1225
          },
          {
            "time": "14:30",
            "open": 77.44,
            "high": 77.44,
            "low": 77.44,
            "close": 77.44,
            "amount_yi": 0.2278
          },
          {
            "time": "14:31",
            "open": 77.77,
            "high": 77.89,
            "low": 77.77,
            "close": 77.89,
            "amount_yi": 0.2296
          },
          {
            "time": "14:32",
            "open": 77.99,
            "high": 77.99,
            "low": 77.84,
            "close": 77.84,
            "amount_yi": 0.387
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.84,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 70.0,
        "bid1": 77.83,
        "ask1": 77.85,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-29T14:32:37",
      "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": 52.8586,
      "price_vs_vwap_pct": 2.8972,
      "energy_floor_hint_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": 0.0571,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 54.39,
            "high": 54.41,
            "low": 54.39,
            "close": 54.41,
            "amount_yi": 0.0094
          },
          {
            "time": "14:29",
            "open": 54.44,
            "high": 54.44,
            "low": 54.44,
            "close": 54.44,
            "amount_yi": 0.0037
          },
          {
            "time": "14:30",
            "open": 54.34,
            "high": 54.34,
            "low": 54.34,
            "close": 54.34,
            "amount_yi": 0.0126
          },
          {
            "time": "14:31",
            "open": 54.25,
            "high": 54.41,
            "low": 54.25,
            "close": 54.41,
            "amount_yi": 0.0343
          },
          {
            "time": "14:32",
            "open": 54.36,
            "high": 54.39,
            "low": 54.36,
            "close": 54.39,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.39,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 54.39,
        "ask1": 54.4,
        "bid_qty1": 16,
        "ask_qty1": 32
      },
      "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": "2026-06-29T14:32:37",
      "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": 30.2934,
      "price_vs_vwap_pct": -1.3977,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0076,
        "prev_amount_yi": 0.0108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7037,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 29.82,
            "high": 29.84,
            "low": 29.82,
            "close": 29.84,
            "amount_yi": 0.0006
          },
          {
            "time": "14:29",
            "open": 29.85,
            "high": 29.85,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.0004
          },
          {
            "time": "14:30",
            "open": 29.86,
            "high": 29.86,
            "low": 29.86,
            "close": 29.86,
            "amount_yi": 0.0021
          },
          {
            "time": "14:31",
            "open": 29.82,
            "high": 29.82,
            "low": 29.81,
            "close": 29.81,
            "amount_yi": 0.0019
          },
          {
            "time": "14:32",
            "open": 29.81,
            "high": 29.87,
            "low": 29.81,
            "close": 29.87,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.87,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.02,
        "bid1": 29.86,
        "ask1": 29.94,
        "bid_qty1": 243,
        "ask_qty1": 4
      },
      "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": "2026-06-29T14:32:37",
      "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": 934.7449,
      "price_vs_vwap_pct": 2.4975,
      "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": 1.0721,
        "prev_amount_yi": 1.0779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 951.0,
            "high": 951.4,
            "low": 951.0,
            "close": 951.4,
            "amount_yi": 0.2479
          },
          {
            "time": "14:29",
            "open": 951.42,
            "high": 951.42,
            "low": 951.42,
            "close": 951.42,
            "amount_yi": 0.0612
          },
          {
            "time": "14:30",
            "open": 954.0,
            "high": 954.0,
            "low": 954.0,
            "close": 954.0,
            "amount_yi": 0.1964
          },
          {
            "time": "14:31",
            "open": 955.07,
            "high": 956.11,
            "low": 955.07,
            "close": 956.11,
            "amount_yi": 0.4087
          },
          {
            "time": "14:32",
            "open": 956.97,
            "high": 958.09,
            "low": 956.97,
            "close": 958.09,
            "amount_yi": 0.1579
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 958.09,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 886.66,
        "bid1": 958.01,
        "ask1": 958.38,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:32:37",
      "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": 27.7319,
      "price_vs_vwap_pct": 4.4645,
      "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": 0.8886,
        "prev_amount_yi": 0.8958,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 28.84,
            "high": 28.84,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.2341
          },
          {
            "time": "14:29",
            "open": 28.83,
            "high": 28.83,
            "low": 28.83,
            "close": 28.83,
            "amount_yi": 0.0502
          },
          {
            "time": "14:30",
            "open": 28.82,
            "high": 28.82,
            "low": 28.82,
            "close": 28.82,
            "amount_yi": 0.1801
          },
          {
            "time": "14:31",
            "open": 28.74,
            "high": 28.82,
            "low": 28.74,
            "close": 28.82,
            "amount_yi": 0.218
          },
          {
            "time": "14:32",
            "open": 28.87,
            "high": 28.97,
            "low": 28.87,
            "close": 28.97,
            "amount_yi": 0.2062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.97,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.5,
        "low": 25.98,
        "bid1": 28.97,
        "ask1": 28.98,
        "bid_qty1": 30,
        "ask_qty1": 198
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 40.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 43.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.37,
      "entry_zone_high": 42.63,
      "entry_risk_pct": null,
      "intraday_vwap": 41.3496,
      "price_vs_vwap_pct": -0.12,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4962,
        "prev_amount_yi": 0.1498,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3124,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 40.8,
            "high": 40.99,
            "low": 40.8,
            "close": 40.99,
            "amount_yi": 0.0752
          },
          {
            "time": "14:29",
            "open": 40.95,
            "high": 40.95,
            "low": 40.95,
            "close": 40.95,
            "amount_yi": 0.0517
          },
          {
            "time": "14:30",
            "open": 41.28,
            "high": 41.28,
            "low": 41.28,
            "close": 41.28,
            "amount_yi": 0.0906
          },
          {
            "time": "14:31",
            "open": 41.2,
            "high": 41.29,
            "low": 41.2,
            "close": 41.29,
            "amount_yi": 0.138
          },
          {
            "time": "14:32",
            "open": 41.22,
            "high": 41.3,
            "low": 41.22,
            "close": 41.3,
            "amount_yi": 0.1407
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.3,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 39.28,
        "bid1": 41.3,
        "ask1": 41.31,
        "bid_qty1": 2,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "sim_reason": "near_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": 0.13,
        "prev_amount_yi": 0.0505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 96.76,
            "high": 96.76,
            "low": 96.73,
            "close": 96.73,
            "amount_yi": 0.0112
          },
          {
            "time": "14:29",
            "open": 96.57,
            "high": 96.57,
            "low": 96.57,
            "close": 96.57,
            "amount_yi": 0.0134
          },
          {
            "time": "14:30",
            "open": 96.8,
            "high": 96.8,
            "low": 96.8,
            "close": 96.8,
            "amount_yi": 0.0184
          },
          {
            "time": "14:31",
            "open": 97.15,
            "high": 97.15,
            "low": 96.99,
            "close": 96.99,
            "amount_yi": 0.0587
          },
          {
            "time": "14:32",
            "open": 96.9,
            "high": 97.15,
            "low": 96.9,
            "close": 97.15,
            "amount_yi": 0.0283
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 97.15,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 90.5,
        "bid1": 97.0,
        "ask1": 97.15,
        "bid_qty1": 22,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "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": 80.373,
      "price_vs_vwap_pct": -0.7129,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4725,
        "prev_amount_yi": 0.3268,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 79.02,
            "high": 79.03,
            "low": 79.02,
            "close": 79.03,
            "amount_yi": 0.0463
          },
          {
            "time": "14:29",
            "open": 79.39,
            "high": 79.39,
            "low": 79.39,
            "close": 79.39,
            "amount_yi": 0.0827
          },
          {
            "time": "14:30",
            "open": 79.68,
            "high": 79.68,
            "low": 79.68,
            "close": 79.68,
            "amount_yi": 0.1831
          },
          {
            "time": "14:31",
            "open": 79.51,
            "high": 79.61,
            "low": 79.51,
            "close": 79.61,
            "amount_yi": 0.0952
          },
          {
            "time": "14:32",
            "open": 79.56,
            "high": 79.8,
            "low": 79.56,
            "close": 79.8,
            "amount_yi": 0.0652
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.8,
        "ts": "2026-06-29T14:32:31",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 79.8,
        "ask1": 79.88,
        "bid_qty1": 20,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:32:37",
      "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": 22.9495,
      "price_vs_vwap_pct": -2.1765,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0208,
        "prev_amount_yi": 0.0149,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.396,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0039
          },
          {
            "time": "14:29",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0006
          },
          {
            "time": "14:30",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0053
          },
          {
            "time": "14:31",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.002
          },
          {
            "time": "14:32",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 160285
      },
      "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": "2026-06-29T14:32:37",
      "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": 25.0136,
      "price_vs_vwap_pct": -3.0128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1542,
        "prev_amount_yi": 0.2937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 24.37,
            "high": 24.37,
            "low": 24.3,
            "close": 24.3,
            "amount_yi": 0.0367
          },
          {
            "time": "14:29",
            "open": 24.29,
            "high": 24.29,
            "low": 24.29,
            "close": 24.29,
            "amount_yi": 0.01
          },
          {
            "time": "14:30",
            "open": 24.3,
            "high": 24.3,
            "low": 24.3,
            "close": 24.3,
            "amount_yi": 0.0314
          },
          {
            "time": "14:31",
            "open": 24.29,
            "high": 24.29,
            "low": 24.27,
            "close": 24.27,
            "amount_yi": 0.0444
          },
          {
            "time": "14:32",
            "open": 24.27,
            "high": 24.27,
            "low": 24.26,
            "close": 24.26,
            "amount_yi": 0.0317
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.26,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.61,
        "bid1": 24.25,
        "ask1": 24.26,
        "bid_qty1": 16,
        "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": "2026-06-29T14:32:37",
      "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": 43.2401,
      "price_vs_vwap_pct": -0.9947,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1318,
        "prev_amount_yi": 0.1317,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0008,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 42.75,
            "high": 42.78,
            "low": 42.75,
            "close": 42.78,
            "amount_yi": 0.0304
          },
          {
            "time": "14:29",
            "open": 42.76,
            "high": 42.76,
            "low": 42.76,
            "close": 42.76,
            "amount_yi": 0.003
          },
          {
            "time": "14:30",
            "open": 42.78,
            "high": 42.78,
            "low": 42.78,
            "close": 42.78,
            "amount_yi": 0.0299
          },
          {
            "time": "14:31",
            "open": 42.74,
            "high": 42.76,
            "low": 42.74,
            "close": 42.76,
            "amount_yi": 0.022
          },
          {
            "time": "14:32",
            "open": 42.79,
            "high": 42.81,
            "low": 42.79,
            "close": 42.81,
            "amount_yi": 0.0465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.81,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.58,
        "bid1": 42.81,
        "ask1": 42.83,
        "bid_qty1": 12,
        "ask_qty1": 25
      },
      "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": "2026-06-29T14:32:37",
      "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": 92.0002,
      "price_vs_vwap_pct": -2.1633,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0311,
        "prev_amount_yi": 0.9094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 89.67,
            "high": 89.67,
            "low": 89.66,
            "close": 89.66,
            "amount_yi": 0.2168
          },
          {
            "time": "14:29",
            "open": 89.56,
            "high": 89.56,
            "low": 89.56,
            "close": 89.56,
            "amount_yi": 0.0931
          },
          {
            "time": "14:30",
            "open": 89.87,
            "high": 89.87,
            "low": 89.87,
            "close": 89.87,
            "amount_yi": 0.2029
          },
          {
            "time": "14:31",
            "open": 89.75,
            "high": 89.83,
            "low": 89.75,
            "close": 89.83,
            "amount_yi": 0.2951
          },
          {
            "time": "14:32",
            "open": 89.82,
            "high": 90.01,
            "low": 89.82,
            "close": 90.01,
            "amount_yi": 0.2232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.01,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 87.9,
        "bid1": 90.0,
        "ask1": 90.01,
        "bid_qty1": 52,
        "ask_qty1": 32
      },
      "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": "2026-06-29T14:32:37",
      "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": 19.0652,
      "price_vs_vwap_pct": 1.2316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.006,
        "prev_amount_yi": 0.0074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8108,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:28",
            "open": 19.29,
            "high": 19.3,
            "low": 19.29,
            "close": 19.3,
            "amount_yi": 0.0015
          },
          {
            "time": "14:29",
            "open": 19.31,
            "high": 19.31,
            "low": 19.31,
            "close": 19.31,
            "amount_yi": 0.001
          },
          {
            "time": "14:30",
            "open": 19.3,
            "high": 19.3,
            "low": 19.3,
            "close": 19.3,
            "amount_yi": 0.001
          },
          {
            "time": "14:31",
            "open": 19.3,
            "high": 19.3,
            "low": 19.3,
            "close": 19.3,
            "amount_yi": 0.001
          },
          {
            "time": "14:32",
            "open": 19.3,
            "high": 19.3,
            "low": 19.3,
            "close": 19.3,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.3,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.43,
        "low": 18.54,
        "bid1": 19.3,
        "ask1": 19.31,
        "bid_qty1": 46,
        "ask_qty1": 14
      },
      "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": "2026-06-29T14:32:37",
      "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": 69.9605,
      "price_vs_vwap_pct": 0.6282,
      "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": 1.6604,
        "prev_amount_yi": 1.7885,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9284,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 69.56,
            "high": 69.56,
            "low": 69.46,
            "close": 69.46,
            "amount_yi": 0.2873
          },
          {
            "time": "14:29",
            "open": 69.54,
            "high": 69.54,
            "low": 69.54,
            "close": 69.54,
            "amount_yi": 0.211
          },
          {
            "time": "14:30",
            "open": 69.98,
            "high": 69.98,
            "low": 69.98,
            "close": 69.98,
            "amount_yi": 0.291
          },
          {
            "time": "14:31",
            "open": 70.02,
            "high": 70.2,
            "low": 70.02,
            "close": 70.2,
            "amount_yi": 0.5018
          },
          {
            "time": "14:32",
            "open": 70.25,
            "high": 70.4,
            "low": 70.25,
            "close": 70.4,
            "amount_yi": 0.3693
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.4,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 70.4,
        "ask1": 70.41,
        "bid_qty1": 28,
        "ask_qty1": 17
      },
      "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": "2026-06-29T14:32:37",
      "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_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.774,
        "prev_amount_yi": 0.794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2343,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 38.44,
            "high": 38.57,
            "low": 38.44,
            "close": 38.57,
            "amount_yi": 0.3029
          },
          {
            "time": "14:29",
            "open": 38.54,
            "high": 38.54,
            "low": 38.54,
            "close": 38.54,
            "amount_yi": 0.113
          },
          {
            "time": "14:30",
            "open": 38.73,
            "high": 38.73,
            "low": 38.73,
            "close": 38.73,
            "amount_yi": 0.2393
          },
          {
            "time": "14:31",
            "open": 38.82,
            "high": 38.95,
            "low": 38.82,
            "close": 38.95,
            "amount_yi": 0.5433
          },
          {
            "time": "14:32",
            "open": 39.0,
            "high": 39.0,
            "low": 38.98,
            "close": 38.98,
            "amount_yi": 0.5755
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.98,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 38.98,
        "ask1": 38.99,
        "bid_qty1": 226,
        "ask_qty1": 291
      },
      "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": "2026-06-29T14:32:37",
      "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": 50.6001,
      "price_vs_vwap_pct": -3.7947,
      "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": 0.4651,
        "prev_amount_yi": 0.5554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 47.82,
            "high": 47.82,
            "low": 47.72,
            "close": 47.72,
            "amount_yi": 0.1052
          },
          {
            "time": "14:29",
            "open": 47.87,
            "high": 47.87,
            "low": 47.87,
            "close": 47.87,
            "amount_yi": 0.0805
          },
          {
            "time": "14:30",
            "open": 48.33,
            "high": 48.33,
            "low": 48.33,
            "close": 48.33,
            "amount_yi": 0.0999
          },
          {
            "time": "14:31",
            "open": 48.51,
            "high": 48.61,
            "low": 48.51,
            "close": 48.61,
            "amount_yi": 0.0856
          },
          {
            "time": "14:32",
            "open": 48.7,
            "high": 48.7,
            "low": 48.68,
            "close": 48.68,
            "amount_yi": 0.0939
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.68,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 47.08,
        "bid1": 48.65,
        "ask1": 48.68,
        "bid_qty1": 154,
        "ask_qty1": 43
      },
      "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": "2026-06-29T14:32:37",
      "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": 87.569,
      "price_vs_vwap_pct": 1.4743,
      "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": 0.6456,
        "prev_amount_yi": 0.8282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7795,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 88.37,
            "high": 88.37,
            "low": 88.25,
            "close": 88.25,
            "amount_yi": 0.2384
          },
          {
            "time": "14:29",
            "open": 88.28,
            "high": 88.28,
            "low": 88.28,
            "close": 88.28,
            "amount_yi": 0.0316
          },
          {
            "time": "14:30",
            "open": 88.4,
            "high": 88.4,
            "low": 88.4,
            "close": 88.4,
            "amount_yi": 0.0996
          },
          {
            "time": "14:31",
            "open": 88.26,
            "high": 88.43,
            "low": 88.26,
            "close": 88.43,
            "amount_yi": 0.1681
          },
          {
            "time": "14:32",
            "open": 88.58,
            "high": 88.86,
            "low": 88.58,
            "close": 88.86,
            "amount_yi": 0.1079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 88.86,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 88.87,
        "ask1": 88.88,
        "bid_qty1": 1,
        "ask_qty1": 282
      },
      "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": "2026-06-29T14:32:37",
      "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": 46.4393,
      "price_vs_vwap_pct": -3.9822,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1867,
        "prev_amount_yi": 0.1795,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 44.39,
            "high": 44.44,
            "low": 44.39,
            "close": 44.44,
            "amount_yi": 0.0423
          },
          {
            "time": "14:29",
            "open": 44.54,
            "high": 44.54,
            "low": 44.54,
            "close": 44.54,
            "amount_yi": 0.0107
          },
          {
            "time": "14:30",
            "open": 44.56,
            "high": 44.56,
            "low": 44.56,
            "close": 44.56,
            "amount_yi": 0.0376
          },
          {
            "time": "14:31",
            "open": 44.55,
            "high": 44.6,
            "low": 44.55,
            "close": 44.6,
            "amount_yi": 0.0269
          },
          {
            "time": "14:32",
            "open": 44.51,
            "high": 44.59,
            "low": 44.51,
            "close": 44.59,
            "amount_yi": 0.0692
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.59,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.16,
        "bid1": 44.58,
        "ask1": 44.59,
        "bid_qty1": 2,
        "ask_qty1": 255
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.736,
      "intraday_vwap": 107.21,
      "price_vs_vwap_pct": -0.3824,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1821,
        "prev_amount_yi": 0.9256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2771,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 106.21,
            "high": 106.21,
            "low": 106.03,
            "close": 106.03,
            "amount_yi": 0.3284
          },
          {
            "time": "14:29",
            "open": 106.02,
            "high": 106.02,
            "low": 106.02,
            "close": 106.02,
            "amount_yi": 0.1602
          },
          {
            "time": "14:30",
            "open": 107.08,
            "high": 107.08,
            "low": 107.08,
            "close": 107.08,
            "amount_yi": 0.3218
          },
          {
            "time": "14:31",
            "open": 107.13,
            "high": 107.13,
            "low": 106.87,
            "close": 106.87,
            "amount_yi": 0.211
          },
          {
            "time": "14:32",
            "open": 106.83,
            "high": 106.83,
            "low": 106.8,
            "close": 106.8,
            "amount_yi": 0.1607
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 106.8,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 100.66,
        "bid1": 106.62,
        "ask1": 106.8,
        "bid_qty1": 5,
        "ask_qty1": 337
      },
      "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": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.72,
      "exec_low": 57.57,
      "exec_high": 57.57,
      "invalid_price": 55.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.87,
      "entry_zone_high": 57.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1569,
        "prev_amount_yi": 0.9303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2436,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 59.89,
            "high": 60.0,
            "low": 59.89,
            "close": 60.0,
            "amount_yi": 0.3255
          },
          {
            "time": "14:29",
            "open": 59.96,
            "high": 59.96,
            "low": 59.96,
            "close": 59.96,
            "amount_yi": 0.1862
          },
          {
            "time": "14:30",
            "open": 59.93,
            "high": 59.93,
            "low": 59.93,
            "close": 59.93,
            "amount_yi": 0.1807
          },
          {
            "time": "14:31",
            "open": 60.3,
            "high": 60.71,
            "low": 60.3,
            "close": 60.71,
            "amount_yi": 0.2327
          },
          {
            "time": "14:32",
            "open": 61.28,
            "high": 61.93,
            "low": 61.28,
            "close": 61.93,
            "amount_yi": 0.2318
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.93,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 62.0,
        "low": 51.51,
        "bid1": 61.96,
        "ask1": 61.97,
        "bid_qty1": 5,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM",
      "symbol": "SHSE.688525",
      "name": "佰维存储",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 517.0,
      "exec_low": 524.75,
      "exec_high": 524.75,
      "invalid_price": 501.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 1.5246,
        "prev_amount_yi": 2.0318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7504,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 503.88,
            "high": 505.25,
            "low": 503.88,
            "close": 505.25,
            "amount_yi": 0.2566
          },
          {
            "time": "14:29",
            "open": 505.0,
            "high": 505.0,
            "low": 505.0,
            "close": 505.0,
            "amount_yi": 0.2004
          },
          {
            "time": "14:30",
            "open": 504.99,
            "high": 504.99,
            "low": 504.99,
            "close": 504.99,
            "amount_yi": 0.2879
          },
          {
            "time": "14:31",
            "open": 505.56,
            "high": 506.5,
            "low": 505.56,
            "close": 506.5,
            "amount_yi": 0.4718
          },
          {
            "time": "14:32",
            "open": 506.99,
            "high": 507.05,
            "low": 506.99,
            "close": 507.05,
            "amount_yi": 0.3079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 507.05,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 472.1,
        "bid1": 507.05,
        "ask1": 507.06,
        "bid_qty1": 81,
        "ask_qty1": 4
      },
      "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": "2026-06-29T14:32:37",
      "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": 202.4362,
      "price_vs_vwap_pct": 2.4817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1081,
        "prev_amount_yi": 0.0639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0104
          },
          {
            "time": "14:29",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0098
          },
          {
            "time": "14:30",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0452
          },
          {
            "time": "14:31",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0309
          },
          {
            "time": "14:32",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 191.18,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 24033,
        "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": "2026-06-29T14:32:37",
      "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": 82.7703,
      "price_vs_vwap_pct": -2.3684,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0627,
        "prev_amount_yi": 0.1113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 80.38,
            "high": 80.39,
            "low": 80.38,
            "close": 80.39,
            "amount_yi": 0.0117
          },
          {
            "time": "14:29",
            "open": 80.39,
            "high": 80.39,
            "low": 80.39,
            "close": 80.39,
            "amount_yi": 0.0023
          },
          {
            "time": "14:30",
            "open": 80.57,
            "high": 80.57,
            "low": 80.57,
            "close": 80.57,
            "amount_yi": 0.0075
          },
          {
            "time": "14:31",
            "open": 80.51,
            "high": 80.73,
            "low": 80.51,
            "close": 80.73,
            "amount_yi": 0.0192
          },
          {
            "time": "14:32",
            "open": 80.78,
            "high": 80.81,
            "low": 80.78,
            "close": 80.81,
            "amount_yi": 0.022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.81,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 79.61,
        "bid1": 80.81,
        "ask1": 80.84,
        "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.603203:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W47",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 77.28,
      "exec_low": 78.44,
      "exec_high": 78.44,
      "invalid_price": 74.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.12,
      "entry_zone_high": 78.44,
      "entry_risk_pct": null,
      "intraday_vwap": 76.168,
      "price_vs_vwap_pct": 3.403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3355,
        "prev_amount_yi": 0.1914,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 77.91,
            "high": 77.91,
            "low": 77.9,
            "close": 77.9,
            "amount_yi": 0.0261
          },
          {
            "time": "14:29",
            "open": 77.87,
            "high": 77.87,
            "low": 77.87,
            "close": 77.87,
            "amount_yi": 0.0109
          },
          {
            "time": "14:30",
            "open": 78.75,
            "high": 78.75,
            "low": 78.75,
            "close": 78.75,
            "amount_yi": 0.1498
          },
          {
            "time": "14:31",
            "open": 78.92,
            "high": 79.0,
            "low": 78.92,
            "close": 79.0,
            "amount_yi": 0.0777
          },
          {
            "time": "14:32",
            "open": 78.98,
            "high": 78.98,
            "low": 78.76,
            "close": 78.76,
            "amount_yi": 0.071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.76,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 79.43,
        "low": 71.1,
        "bid1": 78.68,
        "ask1": 78.76,
        "bid_qty1": 47,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.98,
      "exec_low": 36.52,
      "exec_high": 36.52,
      "invalid_price": 34.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 34.4087,
      "price_vs_vwap_pct": 0.9047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3211,
        "prev_amount_yi": 0.1638,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 34.71,
            "high": 34.71,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.0197
          },
          {
            "time": "14:29",
            "open": 34.71,
            "high": 34.71,
            "low": 34.71,
            "close": 34.71,
            "amount_yi": 0.021
          },
          {
            "time": "14:30",
            "open": 34.77,
            "high": 34.77,
            "low": 34.77,
            "close": 34.77,
            "amount_yi": 0.039
          },
          {
            "time": "14:31",
            "open": 34.79,
            "high": 34.79,
            "low": 34.75,
            "close": 34.75,
            "amount_yi": 0.1909
          },
          {
            "time": "14:32",
            "open": 34.72,
            "high": 34.72,
            "low": 34.72,
            "close": 34.72,
            "amount_yi": 0.0505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.72,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 36.37,
        "low": 32.88,
        "bid1": 34.7,
        "ask1": 34.72,
        "bid_qty1": 142,
        "ask_qty1": 103
      },
      "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": "2026-06-29T14:32:37",
      "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": 16.9167,
      "price_vs_vwap_pct": -5.3007,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0423,
        "prev_amount_yi": 0.0345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0199
          },
          {
            "time": "14:29",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0024
          },
          {
            "time": "14:30",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0043
          },
          {
            "time": "14:31",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0053
          },
          {
            "time": "14:32",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:34",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.02,
        "bid1": 0.0,
        "ask1": 16.02,
        "bid_qty1": 0,
        "ask_qty1": 14175
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.8095,
      "intraday_vwap": 12.47,
      "price_vs_vwap_pct": 1.0425,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1415,
        "prev_amount_yi": 0.1193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1861,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 12.55,
            "high": 12.55,
            "low": 12.55,
            "close": 12.55,
            "amount_yi": 0.036
          },
          {
            "time": "14:29",
            "open": 12.56,
            "high": 12.56,
            "low": 12.56,
            "close": 12.56,
            "amount_yi": 0.0046
          },
          {
            "time": "14:30",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0171
          },
          {
            "time": "14:31",
            "open": 12.59,
            "high": 12.6,
            "low": 12.59,
            "close": 12.6,
            "amount_yi": 0.0429
          },
          {
            "time": "14:32",
            "open": 12.61,
            "high": 12.61,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 12.6,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.91,
        "low": 11.95,
        "bid1": 12.59,
        "ask1": 12.6,
        "bid_qty1": 396,
        "ask_qty1": 187
      },
      "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": "2026-06-29T14:32:37",
      "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": 28.4228,
      "price_vs_vwap_pct": 0.7994,
      "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": 0.2658,
        "prev_amount_yi": 0.263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 28.48,
            "high": 28.53,
            "low": 28.48,
            "close": 28.53,
            "amount_yi": 0.0227
          },
          {
            "time": "14:29",
            "open": 28.57,
            "high": 28.57,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.0081
          },
          {
            "time": "14:30",
            "open": 28.6,
            "high": 28.6,
            "low": 28.6,
            "close": 28.6,
            "amount_yi": 0.0521
          },
          {
            "time": "14:31",
            "open": 28.58,
            "high": 28.64,
            "low": 28.58,
            "close": 28.64,
            "amount_yi": 0.0957
          },
          {
            "time": "14:32",
            "open": 28.67,
            "high": 28.67,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 0.0872
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.65,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 30.0,
        "low": 26.0,
        "bid1": 28.65,
        "ask1": 28.66,
        "bid_qty1": 169,
        "ask_qty1": 39
      },
      "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": "2026-06-29T14:32:37",
      "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": 84.756,
      "price_vs_vwap_pct": -1.4819,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.222,
        "prev_amount_yi": 0.2476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 83.77,
            "high": 83.77,
            "low": 83.7,
            "close": 83.7,
            "amount_yi": 0.0273
          },
          {
            "time": "14:29",
            "open": 83.67,
            "high": 83.67,
            "low": 83.67,
            "close": 83.67,
            "amount_yi": 0.0264
          },
          {
            "time": "14:30",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0474
          },
          {
            "time": "14:31",
            "open": 83.5,
            "high": 83.5,
            "low": 83.33,
            "close": 83.33,
            "amount_yi": 0.058
          },
          {
            "time": "14:32",
            "open": 83.32,
            "high": 83.5,
            "low": 83.32,
            "close": 83.5,
            "amount_yi": 0.0629
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.5,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 80.78,
        "bid1": 83.46,
        "ask1": 83.5,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W53",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.24,
      "exec_low": 8.36,
      "exec_high": 8.36,
      "invalid_price": 7.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 7.8222,
      "price_vs_vwap_pct": -0.7952,
      "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": 1.835,
        "prev_amount_yi": 2.7074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.4845
          },
          {
            "time": "14:29",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.1737
          },
          {
            "time": "14:30",
            "open": 7.75,
            "high": 7.75,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.3709
          },
          {
            "time": "14:31",
            "open": 7.74,
            "high": 7.75,
            "low": 7.74,
            "close": 7.75,
            "amount_yi": 0.3304
          },
          {
            "time": "14:32",
            "open": 7.75,
            "high": 7.76,
            "low": 7.75,
            "close": 7.76,
            "amount_yi": 0.4755
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.76,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.51,
        "bid1": 7.75,
        "ask1": 7.76,
        "bid_qty1": 14169,
        "ask_qty1": 2318
      },
      "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": "2026-06-29T14:32:37",
      "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": 171.2081,
      "price_vs_vwap_pct": -3.3399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2919,
        "prev_amount_yi": 0.2512,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.162,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 164.6,
            "high": 164.6,
            "low": 164.48,
            "close": 164.48,
            "amount_yi": 0.0635
          },
          {
            "time": "14:29",
            "open": 164.08,
            "high": 164.08,
            "low": 164.08,
            "close": 164.08,
            "amount_yi": 0.0463
          },
          {
            "time": "14:30",
            "open": 164.06,
            "high": 164.06,
            "low": 164.06,
            "close": 164.06,
            "amount_yi": 0.0983
          },
          {
            "time": "14:31",
            "open": 164.53,
            "high": 164.77,
            "low": 164.53,
            "close": 164.77,
            "amount_yi": 0.037
          },
          {
            "time": "14:32",
            "open": 164.98,
            "high": 165.49,
            "low": 164.98,
            "close": 165.49,
            "amount_yi": 0.0468
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 165.49,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 160.2,
        "bid1": 165.38,
        "ask1": 165.49,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629: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": "2026-06-29T14:32:37",
      "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": 4.108,
      "intraday_vwap": 16.7181,
      "price_vs_vwap_pct": 1.8656,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0165,
        "prev_amount_yi": 0.0254,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6496,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 17.01,
            "high": 17.01,
            "low": 17.01,
            "close": 17.01,
            "amount_yi": 0.0028
          },
          {
            "time": "14:29",
            "open": 17.01,
            "high": 17.01,
            "low": 17.01,
            "close": 17.01,
            "amount_yi": 0.0012
          },
          {
            "time": "14:30",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0036
          },
          {
            "time": "14:31",
            "open": 17.04,
            "high": 17.07,
            "low": 17.04,
            "close": 17.07,
            "amount_yi": 0.0044
          },
          {
            "time": "14:32",
            "open": 17.05,
            "high": 17.05,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 17.03,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 17.35,
        "low": 15.98,
        "bid1": 17.03,
        "ask1": 17.04,
        "bid_qty1": 70,
        "ask_qty1": 42
      },
      "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": "2026-06-29T14:32:37",
      "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": 20.2409,
      "price_vs_vwap_pct": -2.03,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0496,
        "prev_amount_yi": 0.0999,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 19.77,
            "high": 19.77,
            "low": 19.76,
            "close": 19.76,
            "amount_yi": 0.0113
          },
          {
            "time": "14:29",
            "open": 19.76,
            "high": 19.76,
            "low": 19.76,
            "close": 19.76,
            "amount_yi": 0.0017
          },
          {
            "time": "14:30",
            "open": 19.81,
            "high": 19.81,
            "low": 19.81,
            "close": 19.81,
            "amount_yi": 0.0137
          },
          {
            "time": "14:31",
            "open": 19.79,
            "high": 19.79,
            "low": 19.79,
            "close": 19.79,
            "amount_yi": 0.0169
          },
          {
            "time": "14:32",
            "open": 19.81,
            "high": 19.83,
            "low": 19.81,
            "close": 19.83,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.83,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.16,
        "bid1": 19.82,
        "ask1": 19.83,
        "bid_qty1": 179,
        "ask_qty1": 13
      },
      "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": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 489.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 482.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 467.88,
      "entry_zone_high": 482.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2861,
        "prev_amount_yi": 0.2729,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 513.51,
            "high": 513.51,
            "low": 513.37,
            "close": 513.37,
            "amount_yi": 0.049
          },
          {
            "time": "14:29",
            "open": 513.5,
            "high": 513.5,
            "low": 513.5,
            "close": 513.5,
            "amount_yi": 0.0274
          },
          {
            "time": "14:30",
            "open": 515.0,
            "high": 515.0,
            "low": 515.0,
            "close": 515.0,
            "amount_yi": 0.0941
          },
          {
            "time": "14:31",
            "open": 514.33,
            "high": 515.0,
            "low": 514.33,
            "close": 515.0,
            "amount_yi": 0.0568
          },
          {
            "time": "14:32",
            "open": 515.98,
            "high": 515.98,
            "low": 515.0,
            "close": 515.0,
            "amount_yi": 0.0588
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 515.0,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 517.9,
        "low": 470.5,
        "bid1": 513.68,
        "ask1": 515.0,
        "bid_qty1": 8,
        "ask_qty1": 30
      },
      "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": "2026-06-29T14:32:37",
      "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": 18.5974,
      "price_vs_vwap_pct": 5.7137,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0115,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "14:29",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0002
          },
          {
            "time": "14:30",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0109
          },
          {
            "time": "14:31",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "14:32",
            "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": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:29",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 33075,
        "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": "2026-06-29T14:32:37",
      "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": 9.704,
      "price_vs_vwap_pct": -0.4534,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0324,
        "prev_amount_yi": 0.0305,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0623,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 9.62,
            "high": 9.64,
            "low": 9.62,
            "close": 9.64,
            "amount_yi": 0.0063
          },
          {
            "time": "14:29",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0052
          },
          {
            "time": "14:30",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0091
          },
          {
            "time": "14:31",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0065
          },
          {
            "time": "14:32",
            "open": 9.65,
            "high": 9.66,
            "low": 9.65,
            "close": 9.66,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.66,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.65,
        "ask1": 9.66,
        "bid_qty1": 143,
        "ask_qty1": 53
      },
      "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": "2026-06-29T14:32:37",
      "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": 47.8882,
      "price_vs_vwap_pct": -0.6645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.508,
        "prev_amount_yi": 0.3812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3326,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 47.04,
            "high": 47.07,
            "low": 47.04,
            "close": 47.07,
            "amount_yi": 0.0688
          },
          {
            "time": "14:29",
            "open": 46.93,
            "high": 46.93,
            "low": 46.93,
            "close": 46.93,
            "amount_yi": 0.0997
          },
          {
            "time": "14:30",
            "open": 47.09,
            "high": 47.09,
            "low": 47.09,
            "close": 47.09,
            "amount_yi": 0.0393
          },
          {
            "time": "14:31",
            "open": 47.07,
            "high": 47.33,
            "low": 47.07,
            "close": 47.33,
            "amount_yi": 0.1528
          },
          {
            "time": "14:32",
            "open": 47.57,
            "high": 47.57,
            "low": 47.57,
            "close": 47.57,
            "amount_yi": 0.1474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.57,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 45.6,
        "bid1": 47.56,
        "ask1": 47.57,
        "bid_qty1": 3,
        "ask_qty1": 21
      },
      "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": "2026-06-29T14:32:37",
      "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": 47.211,
      "price_vs_vwap_pct": 2.5397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1096,
        "prev_amount_yi": 0.0896,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2232,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 48.6,
            "high": 48.6,
            "low": 48.6,
            "close": 48.6,
            "amount_yi": 0.0123
          },
          {
            "time": "14:29",
            "open": 48.6,
            "high": 48.6,
            "low": 48.6,
            "close": 48.6,
            "amount_yi": 0.0064
          },
          {
            "time": "14:30",
            "open": 48.59,
            "high": 48.59,
            "low": 48.59,
            "close": 48.59,
            "amount_yi": 0.03
          },
          {
            "time": "14:31",
            "open": 48.58,
            "high": 48.58,
            "low": 48.54,
            "close": 48.54,
            "amount_yi": 0.0252
          },
          {
            "time": "14:32",
            "open": 48.46,
            "high": 48.46,
            "low": 48.41,
            "close": 48.41,
            "amount_yi": 0.0357
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.41,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 50.1,
        "low": 43.58,
        "bid1": 48.4,
        "ask1": 48.41,
        "bid_qty1": 2,
        "ask_qty1": 32
      },
      "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": "2026-06-29T14:32:37",
      "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": 50.777,
      "price_vs_vwap_pct": -2.2983,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0061,
        "prev_amount_yi": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4122,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0017
          },
          {
            "time": "14:29",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0014
          },
          {
            "time": "14:30",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.001
          },
          {
            "time": "14:31",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0007
          },
          {
            "time": "14:32",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 12636
      },
      "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": "2026-06-29T14:32:37",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2416,
        "prev_amount_yi": 0.3166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 137.55,
            "high": 137.57,
            "low": 137.55,
            "close": 137.57,
            "amount_yi": 0.0499
          },
          {
            "time": "14:29",
            "open": 137.54,
            "high": 137.54,
            "low": 137.54,
            "close": 137.54,
            "amount_yi": 0.0276
          },
          {
            "time": "14:30",
            "open": 137.81,
            "high": 137.81,
            "low": 137.81,
            "close": 137.81,
            "amount_yi": 0.0845
          },
          {
            "time": "14:31",
            "open": 137.89,
            "high": 137.89,
            "low": 137.89,
            "close": 137.89,
            "amount_yi": 0.0388
          },
          {
            "time": "14:32",
            "open": 138.22,
            "high": 138.22,
            "low": 138.17,
            "close": 138.17,
            "amount_yi": 0.0408
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 138.17,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 127.83,
        "bid1": 138.04,
        "ask1": 138.18,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM",
      "symbol": "SHSE.601066",
      "name": "中信建投",
      "side": "BUY",
      "priority": "W64",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 31.4,
      "exec_low": 31.87,
      "exec_high": 31.87,
      "invalid_price": 30.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 29.7685,
      "price_vs_vwap_pct": -1.5738,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4412,
        "prev_amount_yi": 0.373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 29.19,
            "high": 29.19,
            "low": 29.19,
            "close": 29.19,
            "amount_yi": 0.0376
          },
          {
            "time": "14:29",
            "open": 29.19,
            "high": 29.19,
            "low": 29.19,
            "close": 29.19,
            "amount_yi": 0.1182
          },
          {
            "time": "14:30",
            "open": 29.28,
            "high": 29.28,
            "low": 29.28,
            "close": 29.28,
            "amount_yi": 0.0287
          },
          {
            "time": "14:31",
            "open": 29.3,
            "high": 29.3,
            "low": 29.29,
            "close": 29.29,
            "amount_yi": 0.1356
          },
          {
            "time": "14:32",
            "open": 29.3,
            "high": 29.3,
            "low": 29.3,
            "close": 29.3,
            "amount_yi": 0.1211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.3,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.29,
        "ask1": 29.3,
        "bid_qty1": 274,
        "ask_qty1": 100
      },
      "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": "2026-06-29T14:32:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3393,
        "prev_amount_yi": 0.558,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 698.0,
            "high": 698.0,
            "low": 695.01,
            "close": 695.01,
            "amount_yi": 0.1206
          },
          {
            "time": "14:29",
            "open": 699.54,
            "high": 699.54,
            "low": 699.54,
            "close": 699.54,
            "amount_yi": 0.0461
          },
          {
            "time": "14:30",
            "open": 698.0,
            "high": 698.0,
            "low": 698.0,
            "close": 698.0,
            "amount_yi": 0.071
          },
          {
            "time": "14:31",
            "open": 698.0,
            "high": 698.0,
            "low": 698.0,
            "close": 698.0,
            "amount_yi": 0.0331
          },
          {
            "time": "14:32",
            "open": 698.84,
            "high": 699.54,
            "low": 698.84,
            "close": 699.54,
            "amount_yi": 0.0685
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 699.54,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 709.88,
        "low": 642.03,
        "bid1": 699.0,
        "ask1": 699.54,
        "bid_qty1": 95,
        "ask_qty1": 1
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "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": 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": 47.4074,
      "price_vs_vwap_pct": 1.9883,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2207,
        "prev_amount_yi": 0.105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 48.12,
            "high": 48.12,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.046
          },
          {
            "time": "14:29",
            "open": 48.12,
            "high": 48.12,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.0319
          },
          {
            "time": "14:30",
            "open": 48.12,
            "high": 48.12,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.0266
          },
          {
            "time": "14:31",
            "open": 48.13,
            "high": 48.16,
            "low": 48.13,
            "close": 48.16,
            "amount_yi": 0.0727
          },
          {
            "time": "14:32",
            "open": 48.19,
            "high": 48.35,
            "low": 48.19,
            "close": 48.35,
            "amount_yi": 0.0435
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.35,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 48.84,
        "low": 46.2,
        "bid1": 48.35,
        "ask1": 48.36,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "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": 22.4266,
      "price_vs_vwap_pct": -1.055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1201,
        "prev_amount_yi": 0.0997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2046,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 22.08,
            "high": 22.08,
            "low": 22.07,
            "close": 22.07,
            "amount_yi": 0.0158
          },
          {
            "time": "14:29",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0153
          },
          {
            "time": "14:30",
            "open": 22.15,
            "high": 22.15,
            "low": 22.15,
            "close": 22.15,
            "amount_yi": 0.0268
          },
          {
            "time": "14:31",
            "open": 22.17,
            "high": 22.19,
            "low": 22.17,
            "close": 22.19,
            "amount_yi": 0.0161
          },
          {
            "time": "14:32",
            "open": 22.18,
            "high": 22.19,
            "low": 22.18,
            "close": 22.19,
            "amount_yi": 0.0461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.19,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 21.9,
        "bid1": 22.19,
        "ask1": 22.2,
        "bid_qty1": 23,
        "ask_qty1": 1099
      },
      "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": "2026-06-29T14:32:37",
      "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": 12.8119,
      "price_vs_vwap_pct": -2.0442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3841,
        "prev_amount_yi": 0.3527,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 12.53,
            "high": 12.53,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.1044
          },
          {
            "time": "14:29",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0247
          },
          {
            "time": "14:30",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0717
          },
          {
            "time": "14:31",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0757
          },
          {
            "time": "14:32",
            "open": 12.54,
            "high": 12.55,
            "low": 12.54,
            "close": 12.55,
            "amount_yi": 0.1076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:32",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.16,
        "bid1": 12.54,
        "ask1": 12.55,
        "bid_qty1": 978,
        "ask_qty1": 747
      },
      "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": "2026-06-29T14:32:37",
      "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": 160.295,
      "price_vs_vwap_pct": 4.6508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.011,
        "prev_amount_yi": 0.0104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0023
          },
          {
            "time": "14:29",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0008
          },
          {
            "time": "14:30",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0052
          },
          {
            "time": "14:31",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.001
          },
          {
            "time": "14:32",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 167.75,
        "low": 151.0,
        "bid1": 167.75,
        "ask1": 0.0,
        "bid_qty1": 18064,
        "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": "2026-06-29T14:32:37",
      "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": 18.9232,
      "price_vs_vwap_pct": -2.6592,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1761,
        "prev_amount_yi": 0.238,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 18.4,
            "high": 18.4,
            "low": 18.4,
            "close": 18.4,
            "amount_yi": 0.0254
          },
          {
            "time": "14:29",
            "open": 18.43,
            "high": 18.43,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0122
          },
          {
            "time": "14:30",
            "open": 18.43,
            "high": 18.43,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0397
          },
          {
            "time": "14:31",
            "open": 18.38,
            "high": 18.41,
            "low": 18.38,
            "close": 18.41,
            "amount_yi": 0.055
          },
          {
            "time": "14:32",
            "open": 18.39,
            "high": 18.42,
            "low": 18.39,
            "close": 18.42,
            "amount_yi": 0.0438
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.42,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 17.97,
        "bid1": 18.41,
        "ask1": 18.42,
        "bid_qty1": 123,
        "ask_qty1": 194
      },
      "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": "2026-06-29T14:32:37",
      "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": 129.1198,
      "price_vs_vwap_pct": -2.7725,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0655,
        "prev_amount_yi": 0.082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7988,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 124.61,
            "high": 124.61,
            "low": 124.35,
            "close": 124.35,
            "amount_yi": 0.0173
          },
          {
            "time": "14:29",
            "open": 124.4,
            "high": 124.4,
            "low": 124.4,
            "close": 124.4,
            "amount_yi": 0.002
          },
          {
            "time": "14:30",
            "open": 124.98,
            "high": 124.98,
            "low": 124.98,
            "close": 124.98,
            "amount_yi": 0.0125
          },
          {
            "time": "14:31",
            "open": 125.0,
            "high": 125.26,
            "low": 125.0,
            "close": 125.26,
            "amount_yi": 0.0179
          },
          {
            "time": "14:32",
            "open": 125.29,
            "high": 125.54,
            "low": 125.29,
            "close": 125.54,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 125.54,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 123.11,
        "bid1": 125.4,
        "ask1": 125.55,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.1703,
        "prev_amount_yi": 0.1738,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 103.81,
            "high": 103.81,
            "low": 103.62,
            "close": 103.62,
            "amount_yi": 0.0304
          },
          {
            "time": "14:29",
            "open": 103.64,
            "high": 103.64,
            "low": 103.64,
            "close": 103.64,
            "amount_yi": 0.0108
          },
          {
            "time": "14:30",
            "open": 103.88,
            "high": 103.88,
            "low": 103.88,
            "close": 103.88,
            "amount_yi": 0.0346
          },
          {
            "time": "14:31",
            "open": 103.69,
            "high": 103.82,
            "low": 103.69,
            "close": 103.82,
            "amount_yi": 0.0323
          },
          {
            "time": "14:32",
            "open": 104.03,
            "high": 104.41,
            "low": 104.03,
            "close": 104.41,
            "amount_yi": 0.0622
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.41,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 102.57,
        "bid1": 104.41,
        "ask1": 104.43,
        "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.600460:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.8,
      "exec_low": 54.61,
      "exec_high": 54.61,
      "invalid_price": 52.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.0903,
      "price_vs_vwap_pct": -1.2626,
      "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": 0.9239,
        "prev_amount_yi": 1.0712,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 52.18,
            "high": 52.18,
            "low": 52.14,
            "close": 52.14,
            "amount_yi": 0.1936
          },
          {
            "time": "14:29",
            "open": 52.19,
            "high": 52.19,
            "low": 52.19,
            "close": 52.19,
            "amount_yi": 0.0677
          },
          {
            "time": "14:30",
            "open": 52.27,
            "high": 52.27,
            "low": 52.27,
            "close": 52.27,
            "amount_yi": 0.1974
          },
          {
            "time": "14:31",
            "open": 52.14,
            "high": 52.3,
            "low": 52.14,
            "close": 52.3,
            "amount_yi": 0.2764
          },
          {
            "time": "14:32",
            "open": 52.37,
            "high": 52.42,
            "low": 52.37,
            "close": 52.42,
            "amount_yi": 0.1888
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.42,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 50.85,
        "bid1": 52.42,
        "ask1": 52.43,
        "bid_qty1": 27,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM",
      "symbol": "SHSE.600598",
      "name": "北大荒",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.96,
      "exec_low": 11.12,
      "exec_high": 11.12,
      "invalid_price": 10.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.8,
      "entry_zone_high": 11.12,
      "entry_risk_pct": 3.2757,
      "intraday_vwap": 10.8124,
      "price_vs_vwap_pct": 1.6426,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0371,
        "prev_amount_yi": 0.0588,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 10.95,
            "high": 10.96,
            "low": 10.95,
            "close": 10.96,
            "amount_yi": 0.0069
          },
          {
            "time": "14:29",
            "open": 10.95,
            "high": 10.95,
            "low": 10.95,
            "close": 10.95,
            "amount_yi": 0.0023
          },
          {
            "time": "14:30",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0045
          },
          {
            "time": "14:31",
            "open": 10.97,
            "high": 10.99,
            "low": 10.97,
            "close": 10.99,
            "amount_yi": 0.0142
          },
          {
            "time": "14:32",
            "open": 10.98,
            "high": 10.99,
            "low": 10.98,
            "close": 10.99,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.99,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 11.08,
        "low": 10.46,
        "bid1": 10.98,
        "ask1": 10.99,
        "bid_qty1": 356,
        "ask_qty1": 386
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.9578,
      "intraday_vwap": 7.4847,
      "price_vs_vwap_pct": 1.2733,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0327,
        "prev_amount_yi": 0.0261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 7.56,
            "high": 7.57,
            "low": 7.56,
            "close": 7.57,
            "amount_yi": 0.009
          },
          {
            "time": "14:29",
            "open": 7.57,
            "high": 7.57,
            "low": 7.57,
            "close": 7.57,
            "amount_yi": 0.0025
          },
          {
            "time": "14:30",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0112
          },
          {
            "time": "14:31",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0073
          },
          {
            "time": "14:32",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 7.58,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.61,
        "low": 7.29,
        "bid1": 7.57,
        "ask1": 7.58,
        "bid_qty1": 727,
        "ask_qty1": 345
      },
      "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": "2026-06-29T14:32:37",
      "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": 123.3927,
      "price_vs_vwap_pct": 2.2508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7614,
        "prev_amount_yi": 1.0095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7448,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 125.48,
            "high": 125.49,
            "low": 125.48,
            "close": 125.49,
            "amount_yi": 0.2072
          },
          {
            "time": "14:29",
            "open": 125.58,
            "high": 125.58,
            "low": 125.58,
            "close": 125.58,
            "amount_yi": 0.1132
          },
          {
            "time": "14:30",
            "open": 125.7,
            "high": 125.7,
            "low": 125.7,
            "close": 125.7,
            "amount_yi": 0.2923
          },
          {
            "time": "14:31",
            "open": 125.78,
            "high": 125.91,
            "low": 125.78,
            "close": 125.91,
            "amount_yi": 0.4784
          },
          {
            "time": "14:32",
            "open": 126.09,
            "high": 126.17,
            "low": 126.09,
            "close": 126.17,
            "amount_yi": 0.6703
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 126.17,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 126.58,
        "low": 116.8,
        "bid1": 126.17,
        "ask1": 126.18,
        "bid_qty1": 16,
        "ask_qty1": 14
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.2322,
        "prev_amount_yi": 0.2076,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1185,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 136.88,
            "high": 136.96,
            "low": 136.88,
            "close": 136.96,
            "amount_yi": 0.0307
          },
          {
            "time": "14:29",
            "open": 136.89,
            "high": 136.89,
            "low": 136.89,
            "close": 136.89,
            "amount_yi": 0.0171
          },
          {
            "time": "14:30",
            "open": 137.82,
            "high": 137.82,
            "low": 137.82,
            "close": 137.82,
            "amount_yi": 0.0899
          },
          {
            "time": "14:31",
            "open": 137.52,
            "high": 137.68,
            "low": 137.52,
            "close": 137.68,
            "amount_yi": 0.0522
          },
          {
            "time": "14:32",
            "open": 137.87,
            "high": 138.0,
            "low": 137.87,
            "close": 138.0,
            "amount_yi": 0.0423
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 138.0,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 131.63,
        "bid1": 138.0,
        "ask1": 138.01,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM",
      "symbol": "SHSE.600909",
      "name": "华安证券",
      "side": "BUY",
      "priority": "W78",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.91,
      "exec_low": 13.1,
      "exec_high": 13.1,
      "invalid_price": 12.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 11.849,
      "price_vs_vwap_pct": -2.6078,
      "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": 0.4,
        "prev_amount_yi": 0.5518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 11.46,
            "high": 11.47,
            "low": 11.46,
            "close": 11.47,
            "amount_yi": 0.0763
          },
          {
            "time": "14:29",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0333
          },
          {
            "time": "14:30",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.1169
          },
          {
            "time": "14:31",
            "open": 11.49,
            "high": 11.53,
            "low": 11.49,
            "close": 11.53,
            "amount_yi": 0.0985
          },
          {
            "time": "14:32",
            "open": 11.55,
            "high": 11.55,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.54,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.1,
        "bid1": 11.53,
        "ask1": 11.54,
        "bid_qty1": 883,
        "ask_qty1": 9
      },
      "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": "2026-06-29T14:32:37",
      "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": 21.927,
      "price_vs_vwap_pct": -0.9896,
      "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": 0.6277,
        "prev_amount_yi": 0.7922,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 21.54,
            "high": 21.54,
            "low": 21.52,
            "close": 21.52,
            "amount_yi": 0.1335
          },
          {
            "time": "14:29",
            "open": 21.53,
            "high": 21.53,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0486
          },
          {
            "time": "14:30",
            "open": 21.58,
            "high": 21.58,
            "low": 21.58,
            "close": 21.58,
            "amount_yi": 0.1157
          },
          {
            "time": "14:31",
            "open": 21.62,
            "high": 21.67,
            "low": 21.62,
            "close": 21.67,
            "amount_yi": 0.1255
          },
          {
            "time": "14:32",
            "open": 21.7,
            "high": 21.71,
            "low": 21.7,
            "close": 21.71,
            "amount_yi": 0.2044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.71,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 20.58,
        "bid1": 21.71,
        "ask1": 21.72,
        "bid_qty1": 15,
        "ask_qty1": 100
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.0238,
        "prev_amount_yi": 0.0457,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 62.72,
            "high": 62.84,
            "low": 62.72,
            "close": 62.84,
            "amount_yi": 0.0007
          },
          {
            "time": "14:29",
            "open": 62.84,
            "high": 62.84,
            "low": 62.84,
            "close": 62.84,
            "amount_yi": 0.0014
          },
          {
            "time": "14:30",
            "open": 62.7,
            "high": 62.7,
            "low": 62.7,
            "close": 62.7,
            "amount_yi": 0.0098
          },
          {
            "time": "14:31",
            "open": 62.59,
            "high": 62.99,
            "low": 62.59,
            "close": 62.99,
            "amount_yi": 0.0078
          },
          {
            "time": "14:32",
            "open": 63.0,
            "high": 63.11,
            "low": 63.0,
            "close": 63.11,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.11,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 60.08,
        "bid1": 63.11,
        "ask1": 63.18,
        "bid_qty1": 18,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:32:37",
      "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": 57.4496,
      "price_vs_vwap_pct": 2.455,
      "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": 0.2554,
        "prev_amount_yi": 0.2567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0388
          },
          {
            "time": "14:29",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0243
          },
          {
            "time": "14:30",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.07
          },
          {
            "time": "14:31",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0674
          },
          {
            "time": "14:32",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0549
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:33",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.55,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 114401,
        "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": "2026-06-29T14:32:37",
      "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": 26.667,
      "price_vs_vwap_pct": 1.0612,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0456,
        "prev_amount_yi": 0.0838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 26.91,
            "high": 26.92,
            "low": 26.91,
            "close": 26.92,
            "amount_yi": 0.0145
          },
          {
            "time": "14:29",
            "open": 26.91,
            "high": 26.91,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.0012
          },
          {
            "time": "14:30",
            "open": 26.94,
            "high": 26.94,
            "low": 26.94,
            "close": 26.94,
            "amount_yi": 0.0077
          },
          {
            "time": "14:31",
            "open": 26.95,
            "high": 26.96,
            "low": 26.95,
            "close": 26.96,
            "amount_yi": 0.0128
          },
          {
            "time": "14:32",
            "open": 26.96,
            "high": 26.96,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.95,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 27.28,
        "low": 25.27,
        "bid1": 26.94,
        "ask1": 26.95,
        "bid_qty1": 10,
        "ask_qty1": 7
      },
      "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": "2026-06-29T14:32:37",
      "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": 73.4691,
      "price_vs_vwap_pct": -0.6929,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0444,
        "prev_amount_yi": 0.0398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1156,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 72.78,
            "high": 72.83,
            "low": 72.78,
            "close": 72.83,
            "amount_yi": 0.0056
          },
          {
            "time": "14:29",
            "open": 72.83,
            "high": 72.83,
            "low": 72.83,
            "close": 72.83,
            "amount_yi": 0.0013
          },
          {
            "time": "14:30",
            "open": 72.85,
            "high": 72.85,
            "low": 72.85,
            "close": 72.85,
            "amount_yi": 0.0076
          },
          {
            "time": "14:31",
            "open": 72.82,
            "high": 72.85,
            "low": 72.82,
            "close": 72.85,
            "amount_yi": 0.006
          },
          {
            "time": "14:32",
            "open": 72.86,
            "high": 72.96,
            "low": 72.86,
            "close": 72.96,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.96,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 71.81,
        "bid1": 72.94,
        "ask1": 72.97,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.7576,
      "intraday_vwap": 57.1199,
      "price_vs_vwap_pct": 1.1031,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0377,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 57.57,
            "high": 57.59,
            "low": 57.57,
            "close": 57.59,
            "amount_yi": 0.0085
          },
          {
            "time": "14:29",
            "open": 57.68,
            "high": 57.68,
            "low": 57.68,
            "close": 57.68,
            "amount_yi": 0.0089
          },
          {
            "time": "14:30",
            "open": 57.69,
            "high": 57.69,
            "low": 57.69,
            "close": 57.69,
            "amount_yi": 0.0029
          },
          {
            "time": "14:31",
            "open": 57.72,
            "high": 57.74,
            "low": 57.72,
            "close": 57.74,
            "amount_yi": 0.0069
          },
          {
            "time": "14:32",
            "open": 57.71,
            "high": 57.75,
            "low": 57.71,
            "close": 57.75,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 57.75,
        "ts": "2026-06-29T14:32:26",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 59.18,
        "low": 54.3,
        "bid1": 57.73,
        "ask1": 57.75,
        "bid_qty1": 5,
        "ask_qty1": 13
      },
      "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": "2026-06-29T14:32:37",
      "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": 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": 4.9112,
      "price_vs_vwap_pct": 0.79,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1829,
        "prev_amount_yi": 0.0495,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0176
          },
          {
            "time": "14:29",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0116
          },
          {
            "time": "14:30",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.1077
          },
          {
            "time": "14:31",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.0337
          },
          {
            "time": "14:32",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.95,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.99,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 18434,
        "ask_qty1": 9478
      },
      "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": "2026-06-29T14:32:37",
      "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": 15.9726,
      "price_vs_vwap_pct": -0.3293,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0467,
        "prev_amount_yi": 0.049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 15.85,
            "high": 15.85,
            "low": 15.84,
            "close": 15.84,
            "amount_yi": 0.0141
          },
          {
            "time": "14:29",
            "open": 15.86,
            "high": 15.86,
            "low": 15.86,
            "close": 15.86,
            "amount_yi": 0.005
          },
          {
            "time": "14:30",
            "open": 15.9,
            "high": 15.9,
            "low": 15.9,
            "close": 15.9,
            "amount_yi": 0.0076
          },
          {
            "time": "14:31",
            "open": 15.89,
            "high": 15.91,
            "low": 15.89,
            "close": 15.91,
            "amount_yi": 0.0093
          },
          {
            "time": "14:32",
            "open": 15.92,
            "high": 15.92,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.92,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.4,
        "bid1": 15.91,
        "ask1": 15.92,
        "bid_qty1": 143,
        "ask_qty1": 818
      },
      "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": "2026-06-29T14:32:37",
      "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": 2.9328,
      "price_vs_vwap_pct": -0.7774,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0826,
        "prev_amount_yi": 0.1389,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.018
          },
          {
            "time": "14:29",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0139
          },
          {
            "time": "14:30",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0152
          },
          {
            "time": "14:31",
            "open": 2.92,
            "high": 2.92,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0137
          },
          {
            "time": "14:32",
            "open": 2.92,
            "high": 2.92,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.91,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.91,
        "ask1": 2.92,
        "bid_qty1": 1372,
        "ask_qty1": 23351
      },
      "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": "2026-06-29T14:32:37",
      "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": 192.7613,
      "price_vs_vwap_pct": 1.4208,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1277,
        "prev_amount_yi": 0.0869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 194.81,
            "high": 194.81,
            "low": 194.8,
            "close": 194.8,
            "amount_yi": 0.0236
          },
          {
            "time": "14:29",
            "open": 194.88,
            "high": 194.88,
            "low": 194.88,
            "close": 194.88,
            "amount_yi": 0.0136
          },
          {
            "time": "14:30",
            "open": 195.01,
            "high": 195.01,
            "low": 195.01,
            "close": 195.01,
            "amount_yi": 0.0265
          },
          {
            "time": "14:31",
            "open": 195.21,
            "high": 195.25,
            "low": 195.21,
            "close": 195.25,
            "amount_yi": 0.0398
          },
          {
            "time": "14:32",
            "open": 195.3,
            "high": 195.5,
            "low": 195.3,
            "close": 195.5,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 195.5,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 180.5,
        "bid1": 195.4,
        "ask1": 195.5,
        "bid_qty1": 3,
        "ask_qty1": 8
      },
      "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": "2026-06-29T14:32:37",
      "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": 21.3603,
      "price_vs_vwap_pct": -1.7336,
      "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": 0.7009,
        "prev_amount_yi": 0.7491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 20.85,
            "high": 20.85,
            "low": 20.82,
            "close": 20.82,
            "amount_yi": 0.1552
          },
          {
            "time": "14:29",
            "open": 20.82,
            "high": 20.82,
            "low": 20.82,
            "close": 20.82,
            "amount_yi": 0.0852
          },
          {
            "time": "14:30",
            "open": 20.92,
            "high": 20.92,
            "low": 20.92,
            "close": 20.92,
            "amount_yi": 0.1239
          },
          {
            "time": "14:31",
            "open": 20.94,
            "high": 20.99,
            "low": 20.94,
            "close": 20.99,
            "amount_yi": 0.1362
          },
          {
            "time": "14:32",
            "open": 20.98,
            "high": 20.99,
            "low": 20.98,
            "close": 20.99,
            "amount_yi": 0.2004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.99,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.07,
        "bid1": 20.98,
        "ask1": 21.0,
        "bid_qty1": 387,
        "ask_qty1": 1192
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.8091,
        "prev_amount_yi": 0.4001,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 439.89,
            "high": 439.89,
            "low": 437.97,
            "close": 437.97,
            "amount_yi": 0.057
          },
          {
            "time": "14:29",
            "open": 440.0,
            "high": 440.0,
            "low": 440.0,
            "close": 440.0,
            "amount_yi": 0.0277
          },
          {
            "time": "14:30",
            "open": 441.0,
            "high": 441.0,
            "low": 441.0,
            "close": 441.0,
            "amount_yi": 0.3845
          },
          {
            "time": "14:31",
            "open": 440.99,
            "high": 441.0,
            "low": 440.99,
            "close": 441.0,
            "amount_yi": 0.1894
          },
          {
            "time": "14:32",
            "open": 441.0,
            "high": 441.92,
            "low": 441.0,
            "close": 441.92,
            "amount_yi": 0.1505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 441.92,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 441.91,
        "ask1": 441.94,
        "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.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": "2026-06-29T14:32:37",
      "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": 17.9115,
      "price_vs_vwap_pct": 0.7174,
      "energy_floor_hint_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": 0.0682,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9443,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 17.99,
            "high": 17.99,
            "low": 17.98,
            "close": 17.98,
            "amount_yi": 0.0102
          },
          {
            "time": "14:29",
            "open": 17.98,
            "high": 17.98,
            "low": 17.98,
            "close": 17.98,
            "amount_yi": 0.0046
          },
          {
            "time": "14:30",
            "open": 18.02,
            "high": 18.02,
            "low": 18.02,
            "close": 18.02,
            "amount_yi": 0.0259
          },
          {
            "time": "14:31",
            "open": 18.03,
            "high": 18.03,
            "low": 18.03,
            "close": 18.03,
            "amount_yi": 0.0134
          },
          {
            "time": "14:32",
            "open": 18.04,
            "high": 18.04,
            "low": 18.04,
            "close": 18.04,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.04,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 18.2,
        "low": 17.5,
        "bid1": 18.03,
        "ask1": 18.04,
        "bid_qty1": 334,
        "ask_qty1": 118
      },
      "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": "2026-06-29T14:32:37",
      "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": 5.8833,
      "price_vs_vwap_pct": 0.6238,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0708,
        "prev_amount_yi": 0.0339,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 5.91,
            "high": 5.92,
            "low": 5.91,
            "close": 5.92,
            "amount_yi": 0.0103
          },
          {
            "time": "14:29",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.005
          },
          {
            "time": "14:30",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0513
          },
          {
            "time": "14:31",
            "open": 5.93,
            "high": 5.93,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0031
          },
          {
            "time": "14:32",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.92,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.98,
        "low": 5.76,
        "bid1": 5.92,
        "ask1": 5.93,
        "bid_qty1": 4749,
        "ask_qty1": 3811
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "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": 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": 8.7712,
      "price_vs_vwap_pct": 1.2404,
      "energy_floor_hint_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": 0.0998,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1533,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0327
          },
          {
            "time": "14:29",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0022
          },
          {
            "time": "14:30",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0569
          },
          {
            "time": "14:31",
            "open": 8.87,
            "high": 8.88,
            "low": 8.87,
            "close": 8.88,
            "amount_yi": 0.0111
          },
          {
            "time": "14:32",
            "open": 8.87,
            "high": 8.88,
            "low": 8.87,
            "close": 8.88,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.88,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.9,
        "low": 8.61,
        "bid1": 8.87,
        "ask1": 8.88,
        "bid_qty1": 749,
        "ask_qty1": 131
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:32:37",
      "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": 7.798,
      "price_vs_vwap_pct": 0.2821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.036,
        "prev_amount_yi": 0.0485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 7.8,
            "high": 7.81,
            "low": 7.8,
            "close": 7.81,
            "amount_yi": 0.0087
          },
          {
            "time": "14:29",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0017
          },
          {
            "time": "14:30",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0171
          },
          {
            "time": "14:31",
            "open": 7.83,
            "high": 7.83,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0033
          },
          {
            "time": "14:32",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.82,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.82,
        "ask1": 7.83,
        "bid_qty1": 98,
        "ask_qty1": 529
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.1865,
        "prev_amount_yi": 0.1605,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.162,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 141.89,
            "high": 141.89,
            "low": 141.86,
            "close": 141.86,
            "amount_yi": 0.0234
          },
          {
            "time": "14:29",
            "open": 141.82,
            "high": 141.82,
            "low": 141.82,
            "close": 141.82,
            "amount_yi": 0.0166
          },
          {
            "time": "14:30",
            "open": 142.41,
            "high": 142.41,
            "low": 142.41,
            "close": 142.41,
            "amount_yi": 0.0454
          },
          {
            "time": "14:31",
            "open": 142.22,
            "high": 142.4,
            "low": 142.22,
            "close": 142.4,
            "amount_yi": 0.055
          },
          {
            "time": "14:32",
            "open": 142.7,
            "high": 142.7,
            "low": 142.67,
            "close": 142.67,
            "amount_yi": 0.0461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 142.67,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 134.12,
        "bid1": 142.5,
        "ask1": 142.67,
        "bid_qty1": 6,
        "ask_qty1": 7
      },
      "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": "2026-06-29T14:32:37",
      "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": 52.8566,
      "price_vs_vwap_pct": -2.4341,
      "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": 0.7377,
        "prev_amount_yi": 1.0262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 51.45,
            "high": 51.45,
            "low": 51.45,
            "close": 51.45,
            "amount_yi": 0.0936
          },
          {
            "time": "14:29",
            "open": 51.42,
            "high": 51.42,
            "low": 51.42,
            "close": 51.42,
            "amount_yi": 0.0582
          },
          {
            "time": "14:30",
            "open": 51.52,
            "high": 51.52,
            "low": 51.52,
            "close": 51.52,
            "amount_yi": 0.177
          },
          {
            "time": "14:31",
            "open": 51.53,
            "high": 51.53,
            "low": 51.5,
            "close": 51.5,
            "amount_yi": 0.2448
          },
          {
            "time": "14:32",
            "open": 51.53,
            "high": 51.57,
            "low": 51.53,
            "close": 51.57,
            "amount_yi": 0.1641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.57,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 50.4,
        "bid1": 51.56,
        "ask1": 51.57,
        "bid_qty1": 161,
        "ask_qty1": 76
      },
      "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": "2026-06-29T14:32:37",
      "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": 9.7464,
      "price_vs_vwap_pct": 0.5499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1266,
        "prev_amount_yi": 0.1638,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 9.79,
            "high": 9.79,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0379
          },
          {
            "time": "14:29",
            "open": 9.79,
            "high": 9.79,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0037
          },
          {
            "time": "14:30",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0454
          },
          {
            "time": "14:31",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0215
          },
          {
            "time": "14:32",
            "open": 9.81,
            "high": 9.81,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.8,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.89,
        "low": 9.59,
        "bid1": 9.8,
        "ask1": 9.81,
        "bid_qty1": 3226,
        "ask_qty1": 188
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.297,
      "intraday_vwap": 42.1746,
      "price_vs_vwap_pct": 2.0994,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0445,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.4268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 43.04,
            "high": 43.05,
            "low": 43.04,
            "close": 43.05,
            "amount_yi": 0.0037
          },
          {
            "time": "14:29",
            "open": 43.05,
            "high": 43.05,
            "low": 43.05,
            "close": 43.05,
            "amount_yi": 0.0021
          },
          {
            "time": "14:30",
            "open": 43.1,
            "high": 43.1,
            "low": 43.1,
            "close": 43.1,
            "amount_yi": 0.0057
          },
          {
            "time": "14:31",
            "open": 43.1,
            "high": 43.14,
            "low": 43.1,
            "close": 43.14,
            "amount_yi": 0.006
          },
          {
            "time": "14:32",
            "open": 43.07,
            "high": 43.07,
            "low": 43.06,
            "close": 43.06,
            "amount_yi": 0.027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 43.06,
        "ts": "2026-06-29T14:32:30",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 43.25,
        "low": 40.4,
        "bid1": 43.05,
        "ask1": 43.07,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "2026-06-29T14:32:37",
      "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": 4.6881,
      "price_vs_vwap_pct": 0.8938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0348,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 4.71,
            "high": 4.72,
            "low": 4.71,
            "close": 4.72,
            "amount_yi": 0.0056
          },
          {
            "time": "14:29",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.006
          },
          {
            "time": "14:30",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0195
          },
          {
            "time": "14:31",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0019
          },
          {
            "time": "14:32",
            "open": 4.72,
            "high": 4.73,
            "low": 4.72,
            "close": 4.73,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.73,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.77,
        "low": 4.58,
        "bid1": 4.72,
        "ask1": 4.73,
        "bid_qty1": 20401,
        "ask_qty1": 9125
      },
      "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": "2026-06-29T14:32:37",
      "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": 11.0132,
      "price_vs_vwap_pct": 0.9697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3189,
        "prev_amount_yi": 0.2381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 11.09,
            "high": 11.09,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0239
          },
          {
            "time": "14:29",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0075
          },
          {
            "time": "14:30",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.1133
          },
          {
            "time": "14:31",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.1062
          },
          {
            "time": "14:32",
            "open": 11.11,
            "high": 11.12,
            "low": 11.11,
            "close": 11.12,
            "amount_yi": 0.068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.12,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.14,
        "low": 10.79,
        "bid1": 11.11,
        "ask1": 11.12,
        "bid_qty1": 1462,
        "ask_qty1": 1065
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.8994,
      "intraday_vwap": 43.4795,
      "price_vs_vwap_pct": -0.3668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1268,
        "prev_amount_yi": 0.0749,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 43.44,
            "high": 43.44,
            "low": 43.37,
            "close": 43.37,
            "amount_yi": 0.0411
          },
          {
            "time": "14:29",
            "open": 43.35,
            "high": 43.35,
            "low": 43.35,
            "close": 43.35,
            "amount_yi": 0.014
          },
          {
            "time": "14:30",
            "open": 43.33,
            "high": 43.33,
            "low": 43.33,
            "close": 43.33,
            "amount_yi": 0.0231
          },
          {
            "time": "14:31",
            "open": 43.3,
            "high": 43.3,
            "low": 43.29,
            "close": 43.29,
            "amount_yi": 0.0204
          },
          {
            "time": "14:32",
            "open": 43.33,
            "high": 43.33,
            "low": 43.32,
            "close": 43.32,
            "amount_yi": 0.0282
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 43.32,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 44.84,
        "low": 41.01,
        "bid1": 43.32,
        "ask1": 43.34,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "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": "2026-06-29T14:32:37",
      "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": 6.2907,
      "price_vs_vwap_pct": 1.2606,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0681,
        "prev_amount_yi": 0.0519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 6.34,
            "high": 6.35,
            "low": 6.34,
            "close": 6.35,
            "amount_yi": 0.0049
          },
          {
            "time": "14:29",
            "open": 6.35,
            "high": 6.35,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.0028
          },
          {
            "time": "14:30",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0355
          },
          {
            "time": "14:31",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.019
          },
          {
            "time": "14:32",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.37,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.41,
        "low": 6.12,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 1692,
        "ask_qty1": 136
      },
      "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": "2026-06-29T14:32:37",
      "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": 5.8941,
      "price_vs_vwap_pct": 0.7787,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0292,
        "prev_amount_yi": 0.0189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.545,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0022
          },
          {
            "time": "14:29",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0014
          },
          {
            "time": "14:30",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0099
          },
          {
            "time": "14:31",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0089
          },
          {
            "time": "14:32",
            "open": 5.95,
            "high": 5.95,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.94,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.99,
        "low": 5.72,
        "bid1": 5.94,
        "ask1": 5.95,
        "bid_qty1": 1150,
        "ask_qty1": 290
      },
      "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": "2026-06-29T14:32:37",
      "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": 5.7424,
      "price_vs_vwap_pct": 0.6548,
      "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": 0.5269,
        "prev_amount_yi": 0.5721,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0252
          },
          {
            "time": "14:29",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0478
          },
          {
            "time": "14:30",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.2759
          },
          {
            "time": "14:31",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.1157
          },
          {
            "time": "14:32",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0623
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:32:31",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.82,
        "low": 5.62,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 6823,
        "ask_qty1": 8311
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.2021,
        "prev_amount_yi": 0.2008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 117.01,
            "high": 117.01,
            "low": 117.0,
            "close": 117.0,
            "amount_yi": 0.0384
          },
          {
            "time": "14:29",
            "open": 116.97,
            "high": 116.97,
            "low": 116.97,
            "close": 116.97,
            "amount_yi": 0.0187
          },
          {
            "time": "14:30",
            "open": 117.5,
            "high": 117.5,
            "low": 117.5,
            "close": 117.5,
            "amount_yi": 0.0587
          },
          {
            "time": "14:31",
            "open": 117.51,
            "high": 117.78,
            "low": 117.51,
            "close": 117.78,
            "amount_yi": 0.051
          },
          {
            "time": "14:32",
            "open": 117.73,
            "high": 117.73,
            "low": 117.69,
            "close": 117.69,
            "amount_yi": 0.0353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.69,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 114.0,
        "bid1": 117.65,
        "ask1": 117.69,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:32:37",
      "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": 7.171,
      "price_vs_vwap_pct": 0.5439,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2394,
        "prev_amount_yi": 0.4297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5571,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0754
          },
          {
            "time": "14:29",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0219
          },
          {
            "time": "14:30",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.0887
          },
          {
            "time": "14:31",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0215
          },
          {
            "time": "14:32",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0319
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.21,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.27,
        "low": 7.05,
        "bid1": 7.2,
        "ask1": 7.21,
        "bid_qty1": 15666,
        "ask_qty1": 8806
      },
      "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": "2026-06-29T14:32:37",
      "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": 36.1702,
      "price_vs_vwap_pct": 0.6906,
      "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": 0.5005,
        "prev_amount_yi": 0.4906,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 36.38,
            "high": 36.38,
            "low": 36.38,
            "close": 36.38,
            "amount_yi": 0.1112
          },
          {
            "time": "14:29",
            "open": 36.4,
            "high": 36.4,
            "low": 36.4,
            "close": 36.4,
            "amount_yi": 0.0552
          },
          {
            "time": "14:30",
            "open": 36.4,
            "high": 36.4,
            "low": 36.4,
            "close": 36.4,
            "amount_yi": 0.159
          },
          {
            "time": "14:31",
            "open": 36.4,
            "high": 36.4,
            "low": 36.4,
            "close": 36.4,
            "amount_yi": 0.1011
          },
          {
            "time": "14:32",
            "open": 36.41,
            "high": 36.42,
            "low": 36.41,
            "close": 36.42,
            "amount_yi": 0.074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.42,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.72,
        "low": 35.4,
        "bid1": 36.41,
        "ask1": 36.42,
        "bid_qty1": 528,
        "ask_qty1": 404
      },
      "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": "2026-06-29T14:32:37",
      "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": 0.1357,
        "prev_amount_yi": 0.1112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2203,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 112.06,
            "high": 112.06,
            "low": 111.99,
            "close": 111.99,
            "amount_yi": 0.019
          },
          {
            "time": "14:29",
            "open": 112.43,
            "high": 112.43,
            "low": 112.43,
            "close": 112.43,
            "amount_yi": 0.0169
          },
          {
            "time": "14:30",
            "open": 112.39,
            "high": 112.39,
            "low": 112.39,
            "close": 112.39,
            "amount_yi": 0.0283
          },
          {
            "time": "14:31",
            "open": 112.48,
            "high": 112.66,
            "low": 112.48,
            "close": 112.66,
            "amount_yi": 0.0368
          },
          {
            "time": "14:32",
            "open": 112.52,
            "high": 112.58,
            "low": 112.52,
            "close": 112.58,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.58,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 117.54,
        "low": 102.81,
        "bid1": 112.58,
        "ask1": 112.73,
        "bid_qty1": 2,
        "ask_qty1": 0
      },
      "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": "2026-06-29T14:32:37",
      "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": 8.4673,
      "price_vs_vwap_pct": -2.212,
      "energy_floor_hint_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": 0.0305,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 8.26,
            "high": 8.31,
            "low": 8.26,
            "close": 8.31,
            "amount_yi": 0.0115
          },
          {
            "time": "14:29",
            "open": 8.29,
            "high": 8.29,
            "low": 8.29,
            "close": 8.29,
            "amount_yi": 0.009
          },
          {
            "time": "14:30",
            "open": 8.31,
            "high": 8.31,
            "low": 8.31,
            "close": 8.31,
            "amount_yi": 0.0155
          },
          {
            "time": "14:31",
            "open": 8.29,
            "high": 8.31,
            "low": 8.29,
            "close": 8.31,
            "amount_yi": 0.0506
          },
          {
            "time": "14:32",
            "open": 8.28,
            "high": 8.28,
            "low": 8.28,
            "close": 8.28,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.28,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.14,
        "bid1": 8.27,
        "ask1": 8.28,
        "bid_qty1": 867,
        "ask_qty1": 13
      },
      "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": "2026-06-29T14:32:37",
      "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": 792.3825,
      "price_vs_vwap_pct": 3.3693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9636,
        "prev_amount_yi": 3.5933,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 814.0,
            "high": 814.0,
            "low": 811.01,
            "close": 811.01,
            "amount_yi": 0.5664
          },
          {
            "time": "14:29",
            "open": 813.01,
            "high": 813.01,
            "low": 813.01,
            "close": 813.01,
            "amount_yi": 0.4299
          },
          {
            "time": "14:30",
            "open": 815.0,
            "high": 815.0,
            "low": 815.0,
            "close": 815.0,
            "amount_yi": 0.7887
          },
          {
            "time": "14:31",
            "open": 815.28,
            "high": 817.99,
            "low": 815.28,
            "close": 817.99,
            "amount_yi": 1.4578
          },
          {
            "time": "14:32",
            "open": 818.8,
            "high": 819.08,
            "low": 818.8,
            "close": 819.08,
            "amount_yi": 1.7208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 819.08,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 820.0,
        "low": 750.0,
        "bid1": 819.08,
        "ask1": 819.16,
        "bid_qty1": 3,
        "ask_qty1": 7
      },
      "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": "2026-06-29T14:32:37",
      "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": 20.2836,
      "price_vs_vwap_pct": 0.5739,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1726,
        "prev_amount_yi": 0.1228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4055,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 20.37,
            "high": 20.37,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.0483
          },
          {
            "time": "14:29",
            "open": 20.36,
            "high": 20.36,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.0288
          },
          {
            "time": "14:30",
            "open": 20.36,
            "high": 20.36,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.0329
          },
          {
            "time": "14:31",
            "open": 20.38,
            "high": 20.39,
            "low": 20.38,
            "close": 20.39,
            "amount_yi": 0.0336
          },
          {
            "time": "14:32",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.4,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.58,
        "low": 19.72,
        "bid1": 20.4,
        "ask1": 20.41,
        "bid_qty1": 244,
        "ask_qty1": 543
      },
      "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": "2026-06-29T14:32:37",
      "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": 48.8513,
      "price_vs_vwap_pct": -0.3711,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0.0273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 48.67,
            "high": 48.77,
            "low": 48.67,
            "close": 48.77,
            "amount_yi": 0.0054
          },
          {
            "time": "14:29",
            "open": 48.65,
            "high": 48.65,
            "low": 48.65,
            "close": 48.65,
            "amount_yi": 0.002
          },
          {
            "time": "14:30",
            "open": 48.51,
            "high": 48.51,
            "low": 48.51,
            "close": 48.51,
            "amount_yi": 0.0046
          },
          {
            "time": "14:31",
            "open": 48.6,
            "high": 48.62,
            "low": 48.6,
            "close": 48.62,
            "amount_yi": 0.0032
          },
          {
            "time": "14:32",
            "open": 48.62,
            "high": 48.67,
            "low": 48.62,
            "close": 48.67,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.67,
        "ts": "2026-06-29T14:32:31",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 48.67,
        "ask1": 48.86,
        "bid_qty1": 6,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:32:37",
      "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": 3.6364,
      "intraday_vwap": 22.7503,
      "price_vs_vwap_pct": 1.4932,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.014,
        "prev_amount_yi": 0.0132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 23.06,
            "high": 23.07,
            "low": 23.06,
            "close": 23.07,
            "amount_yi": 0.0017
          },
          {
            "time": "14:29",
            "open": 23.08,
            "high": 23.08,
            "low": 23.08,
            "close": 23.08,
            "amount_yi": 0.0034
          },
          {
            "time": "14:30",
            "open": 23.1,
            "high": 23.1,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0051
          },
          {
            "time": "14:31",
            "open": 23.08,
            "high": 23.1,
            "low": 23.08,
            "close": 23.1,
            "amount_yi": 0.0019
          },
          {
            "time": "14:32",
            "open": 23.1,
            "high": 23.1,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 23.09,
        "ts": "2026-06-29T14:32:26",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 23.24,
        "low": 21.89,
        "bid1": 23.09,
        "ask1": 23.1,
        "bid_qty1": 11,
        "ask_qty1": 32
      },
      "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": "2026-06-29T14:32:37",
      "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": 33.6392,
      "price_vs_vwap_pct": 1.1915,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 34.0,
            "high": 34.0,
            "low": 33.99,
            "close": 33.99,
            "amount_yi": 0.002
          },
          {
            "time": "14:29",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0005
          },
          {
            "time": "14:30",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0012
          },
          {
            "time": "14:31",
            "open": 34.0,
            "high": 34.01,
            "low": 34.0,
            "close": 34.01,
            "amount_yi": 0.0015
          },
          {
            "time": "14:32",
            "open": 34.04,
            "high": 34.04,
            "low": 34.04,
            "close": 34.04,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.04,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 34.54,
        "low": 32.07,
        "bid1": 34.03,
        "ask1": 34.04,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "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": "2026-06-29T14:32:37",
      "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": 6.1625,
      "price_vs_vwap_pct": 1.0953,
      "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": 0.2839,
        "prev_amount_yi": 0.349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8135,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 6.22,
            "high": 6.23,
            "low": 6.22,
            "close": 6.23,
            "amount_yi": 0.034
          },
          {
            "time": "14:29",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0166
          },
          {
            "time": "14:30",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.1827
          },
          {
            "time": "14:31",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0281
          },
          {
            "time": "14:32",
            "open": 6.24,
            "high": 6.24,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.23,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.3,
        "low": 6.0,
        "bid1": 6.23,
        "ask1": 6.24,
        "bid_qty1": 5730,
        "ask_qty1": 10020
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM",
      "symbol": "SHSE.603899",
      "name": "晨光股份",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.9,
      "exec_low": 21.21,
      "exec_high": 21.21,
      "invalid_price": 20.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 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": 3.5221,
      "intraday_vwap": 20.465,
      "price_vs_vwap_pct": 2.5654,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0665,
        "prev_amount_yi": 0.0367,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 20.96,
            "high": 20.96,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.0104
          },
          {
            "time": "14:29",
            "open": 20.95,
            "high": 20.95,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.0006
          },
          {
            "time": "14:30",
            "open": 21.02,
            "high": 21.02,
            "low": 21.02,
            "close": 21.02,
            "amount_yi": 0.0257
          },
          {
            "time": "14:31",
            "open": 20.99,
            "high": 21.0,
            "low": 20.99,
            "close": 21.0,
            "amount_yi": 0.0253
          },
          {
            "time": "14:32",
            "open": 20.99,
            "high": 20.99,
            "low": 20.99,
            "close": 20.99,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 433.1,
      "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": 20.99,
        "ts": "2026-06-29T14:32:34",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 21.08,
        "low": 19.85,
        "bid1": 20.99,
        "ask1": 21.01,
        "bid_qty1": 17,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM",
      "symbol": "SHSE.601166",
      "name": "兴业银行",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.07,
      "exec_low": 17.33,
      "exec_high": 17.33,
      "invalid_price": 16.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "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": 16.7039,
      "price_vs_vwap_pct": 0.9345,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1642,
        "prev_amount_yi": 0.2806,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5852,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 16.84,
            "high": 16.84,
            "low": 16.84,
            "close": 16.84,
            "amount_yi": 0.0362
          },
          {
            "time": "14:29",
            "open": 16.85,
            "high": 16.85,
            "low": 16.85,
            "close": 16.85,
            "amount_yi": 0.0189
          },
          {
            "time": "14:30",
            "open": 16.85,
            "high": 16.85,
            "low": 16.85,
            "close": 16.85,
            "amount_yi": 0.0463
          },
          {
            "time": "14:31",
            "open": 16.84,
            "high": 16.86,
            "low": 16.84,
            "close": 16.86,
            "amount_yi": 0.0369
          },
          {
            "time": "14:32",
            "open": 16.87,
            "high": 16.87,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.86,
        "ts": "2026-06-29T14:32:33",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.96,
        "low": 16.44,
        "bid1": 16.86,
        "ask1": 16.87,
        "bid_qty1": 676,
        "ask_qty1": 779
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601169:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601169:VWAP_RECLAIM",
      "symbol": "SHSE.601169",
      "name": "北京银行",
      "side": "BUY",
      "priority": "W118",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.01,
      "exec_low": 5.09,
      "exec_high": 5.09,
      "invalid_price": 4.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:32:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 4.9233,
      "price_vs_vwap_pct": 0.7454,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2246,
        "prev_amount_yi": 0.1715,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.01
          },
          {
            "time": "14:29",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0017
          },
          {
            "time": "14:30",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.1034
          },
          {
            "time": "14:31",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0747
          },
          {
            "time": "14:32",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.0348
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.96,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.97,
        "low": 4.87,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 35625,
        "ask_qty1": 954
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603816:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603816:VWAP_RECLAIM",
      "symbol": "SHSE.603816",
      "name": "顾家家居",
      "side": "BUY",
      "priority": "W119",
      "status": "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": "2026-06-29T14:32:37",
      "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": 22.7655,
      "price_vs_vwap_pct": 1.0301,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0368,
        "prev_amount_yi": 0.0343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 22.96,
            "high": 22.97,
            "low": 22.96,
            "close": 22.97,
            "amount_yi": 0.004
          },
          {
            "time": "14:29",
            "open": 22.98,
            "high": 22.98,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0084
          },
          {
            "time": "14:30",
            "open": 23.01,
            "high": 23.01,
            "low": 23.01,
            "close": 23.01,
            "amount_yi": 0.0075
          },
          {
            "time": "14:31",
            "open": 23.0,
            "high": 23.01,
            "low": 23.0,
            "close": 23.01,
            "amount_yi": 0.0117
          },
          {
            "time": "14:32",
            "open": 23.01,
            "high": 23.01,
            "low": 23.0,
            "close": 23.0,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 866.2,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.0,
        "ts": "2026-06-29T14:32:32",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
        "low": 22.03,
        "bid1": 23.0,
        "ask1": 23.01,
        "bid_qty1": 11,
        "ask_qty1": 8
      },
      "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": 538888.0,
    "total_value": 1083381.0,
    "unrealized_pnl": 92075.99999999999,
    "unrealized_pnl_pct_of_initial": 9.2076,
    "realized_pnl": -8694.999999999985,
    "realized_pnl_pct_of_initial": -0.8694999999999986,
    "total_pnl": 83381.0,
    "total_pnl_pct": 8.338099999999994
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 100.35,
      "market_value": 240840.0,
      "unrealized_pnl": 48119.99999999999,
      "unrealized_pnl_pct": 24.968866749688658,
      "updated_at": "2026-06-29T14:32:37",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.230406477499606
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 127.2,
      "market_value": 228960.0,
      "unrealized_pnl": 33587.99999999999,
      "unrealized_pnl_pct": 17.191818684355997,
      "updated_at": "2026-06-29T14:32:37",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.13383934183819
    },
    {
      "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": "2026-06-29T14:32:37",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.377073254930629
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "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": false,
        "market_gate_reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "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
  }
}