{
  "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": 0.5789,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8071,
      "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": 34.863269021165294,
          "above_vwap": true,
          "amount": 3287529953.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 15.094689936873372,
          "last": 61.99,
          "vwap": 56.62630837078386,
          "above_vwap": true,
          "amount": 2692092731.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.362519201228885,
          "last": 89.34,
          "vwap": 87.64802234424894,
          "above_vwap": true,
          "amount": 11503478635.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.339070567986223,
          "last": 39.51,
          "vwap": 37.6267334406837,
          "above_vwap": true,
          "amount": 10115311770.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.360264335962487,
          "last": 517.7,
          "vwap": 495.9413288079494,
          "above_vwap": true,
          "amount": 3062703034.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.333692142088257,
          "last": 102.5,
          "vwap": 100.3612704096775,
          "above_vwap": true,
          "amount": 4632746495.0
        },
        {
          "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": 18.60126829352379,
          "above_vwap": true,
          "amount": 323730893.0
        },
        {
          "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": 41.49801919600029,
          "above_vwap": true,
          "amount": 899743453.0
        },
        {
          "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": 202.44940694799237,
          "above_vwap": true,
          "amount": 8408594403.0
        },
        {
          "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": 160.33320552902833,
          "above_vwap": true,
          "amount": 1692349051.0
        },
        {
          "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": 57.45838562883579,
          "above_vwap": true,
          "amount": 13721246355.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.984214680347293,
          "last": 27.87,
          "vwap": 26.888207796483083,
          "above_vwap": true,
          "amount": 882124122.0
        }
      ]
    },
    "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": 0.5789,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8071,
        "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": 34.863269021165294,
            "above_vwap": true,
            "amount": 3287529953.0
          },
          {
            "symbol": "SHSE.688783",
            "name": "西安奕材-U",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 15.094689936873372,
            "last": 61.99,
            "vwap": 56.62630837078386,
            "above_vwap": true,
            "amount": 2692092731.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 14.362519201228885,
            "last": 89.34,
            "vwap": 87.64802234424894,
            "above_vwap": true,
            "amount": 11503478635.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 13.339070567986223,
            "last": 39.51,
            "vwap": 37.6267334406837,
            "above_vwap": true,
            "amount": 10115311770.0
          },
          {
            "symbol": "SHSE.688200",
            "name": "华峰测控",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.360264335962487,
            "last": 517.7,
            "vwap": 495.9413288079494,
            "above_vwap": true,
            "amount": 3062703034.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 10.333692142088257,
            "last": 102.5,
            "vwap": 100.3612704096775,
            "above_vwap": true,
            "amount": 4632746495.0
          },
          {
            "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": 18.60126829352379,
            "above_vwap": true,
            "amount": 323730893.0
          },
          {
            "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": 41.49801919600029,
            "above_vwap": true,
            "amount": 899743453.0
          },
          {
            "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": 202.44940694799237,
            "above_vwap": true,
            "amount": 8408594403.0
          },
          {
            "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": 160.33320552902833,
            "above_vwap": true,
            "amount": 1692349051.0
          },
          {
            "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": 57.45838562883579,
            "above_vwap": true,
            "amount": 13721246355.0
          },
          {
            "symbol": "SHSE.603155",
            "name": "新亚强",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.984214680347293,
            "last": 27.87,
            "vwap": 26.888207796483083,
            "above_vwap": true,
            "amount": 882124122.0
          }
        ]
      },
      "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": 0.5789,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8071,
      "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": 34.863269021165294,
          "above_vwap": true,
          "amount": 3287529953.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 15.094689936873372,
          "last": 61.99,
          "vwap": 56.62630837078386,
          "above_vwap": true,
          "amount": 2692092731.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.362519201228885,
          "last": 89.34,
          "vwap": 87.64802234424894,
          "above_vwap": true,
          "amount": 11503478635.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.339070567986223,
          "last": 39.51,
          "vwap": 37.6267334406837,
          "above_vwap": true,
          "amount": 10115311770.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.360264335962487,
          "last": 517.7,
          "vwap": 495.9413288079494,
          "above_vwap": true,
          "amount": 3062703034.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.333692142088257,
          "last": 102.5,
          "vwap": 100.3612704096775,
          "above_vwap": true,
          "amount": 4632746495.0
        },
        {
          "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": 18.60126829352379,
          "above_vwap": true,
          "amount": 323730893.0
        },
        {
          "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": 41.49801919600029,
          "above_vwap": true,
          "amount": 899743453.0
        },
        {
          "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": 202.44940694799237,
          "above_vwap": true,
          "amount": 8408594403.0
        },
        {
          "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": 160.33320552902833,
          "above_vwap": true,
          "amount": 1692349051.0
        },
        {
          "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": 57.45838562883579,
          "above_vwap": true,
          "amount": 13721246355.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.984214680347293,
          "last": 27.87,
          "vwap": 26.888207796483083,
          "above_vwap": true,
          "amount": 882124122.0
        }
      ]
    },
    "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": 0.5789,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "业务主题待核对",
      "dominant_theme_share": 0.8071,
      "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": 34.863269021165294,
          "above_vwap": true,
          "amount": 3287529953.0
        },
        {
          "symbol": "SHSE.688783",
          "name": "西安奕材-U",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 15.094689936873372,
          "last": 61.99,
          "vwap": 56.62630837078386,
          "above_vwap": true,
          "amount": 2692092731.0
        },
        {
          "symbol": "SZSE.300346",
          "name": "南大光电",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 14.362519201228885,
          "last": 89.34,
          "vwap": 87.64802234424894,
          "above_vwap": true,
          "amount": 11503478635.0
        },
        {
          "symbol": "SHSE.688126",
          "name": "沪硅产业",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 13.339070567986223,
          "last": 39.51,
          "vwap": 37.6267334406837,
          "above_vwap": true,
          "amount": 10115311770.0
        },
        {
          "symbol": "SHSE.688200",
          "name": "华峰测控",
          "theme": "趋势股",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.360264335962487,
          "last": 517.7,
          "vwap": 495.9413288079494,
          "above_vwap": true,
          "amount": 3062703034.0
        },
        {
          "symbol": "SZSE.300260",
          "name": "新莱应材",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 10.333692142088257,
          "last": 102.5,
          "vwap": 100.3612704096775,
          "above_vwap": true,
          "amount": 4632746495.0
        },
        {
          "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": 18.60126829352379,
          "above_vwap": true,
          "amount": 323730893.0
        },
        {
          "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": 41.49801919600029,
          "above_vwap": true,
          "amount": 899743453.0
        },
        {
          "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": 202.44940694799237,
          "above_vwap": true,
          "amount": 8408594403.0
        },
        {
          "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": 160.33320552902833,
          "above_vwap": true,
          "amount": 1692349051.0
        },
        {
          "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": 57.45838562883579,
          "above_vwap": true,
          "amount": 13721246355.0
        },
        {
          "symbol": "SHSE.603155",
          "name": "新亚强",
          "theme": "业务主题待核对",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.984214680347293,
          "last": 27.87,
          "vwap": 26.888207796483083,
          "above_vwap": true,
          "amount": 882124122.0
        }
      ]
    },
    "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": "2026-06-29T14:49:28",
  "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": "2026-06-29T14:49:28",
      "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": 0.0134,
        "prev_amount_yi": 0.0389,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.006
          },
          {
            "time": "14:48",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0059
          },
          {
            "time": "14:49",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:26",
        "prev_close": 30.9,
        "open": 32.5,
        "high": 37.08,
        "low": 31.53,
        "bid1": 37.08,
        "ask1": 0.0,
        "bid_qty1": 37021,
        "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": "2026-06-29T14:49:28",
      "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": 100.3613,
      "price_vs_vwap_pct": 2.131,
      "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": 0.3568,
        "prev_amount_yi": 0.5099,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6997,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:47",
            "open": 102.38,
            "high": 102.38,
            "low": 102.38,
            "close": 102.38,
            "amount_yi": 0.1802
          },
          {
            "time": "14:48",
            "open": 102.4,
            "high": 102.4,
            "low": 102.37,
            "close": 102.37,
            "amount_yi": 0.1073
          },
          {
            "time": "14:49",
            "open": 102.5,
            "high": 102.5,
            "low": 102.5,
            "close": 102.5,
            "amount_yi": 0.0693
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 102.5,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 92.9,
        "open": 96.53,
        "high": 105.36,
        "low": 94.7,
        "bid1": 102.46,
        "ask1": 102.5,
        "bid_qty1": 61,
        "ask_qty1": 74
      },
      "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": "2026-06-29T14:49:28",
      "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": 27.6154,
      "price_vs_vwap_pct": -1.2508,
      "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": 0.0494,
        "prev_amount_yi": 0.0409,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:47",
            "open": 27.27,
            "high": 27.27,
            "low": 27.26,
            "close": 27.26,
            "amount_yi": 0.0202
          },
          {
            "time": "14:48",
            "open": 27.29,
            "high": 27.29,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.0172
          },
          {
            "time": "14:49",
            "open": 27.27,
            "high": 27.27,
            "low": 27.27,
            "close": 27.27,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.27,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 27.49,
        "open": 28.55,
        "high": 28.83,
        "low": 26.65,
        "bid1": 27.26,
        "ask1": 27.27,
        "bid_qty1": 1,
        "ask_qty1": 44
      },
      "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": "2026-06-29T14:49:28",
      "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": 11.3099,
      "price_vs_vwap_pct": -2.0327,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3949,
        "prev_amount_yi": 0.3563,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:47",
            "open": 11.07,
            "high": 11.08,
            "low": 11.07,
            "close": 11.08,
            "amount_yi": 0.1361
          },
          {
            "time": "14:48",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.1847
          },
          {
            "time": "14:49",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0741
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.08,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 11.67,
        "open": 11.72,
        "high": 12.26,
        "low": 10.73,
        "bid1": 11.08,
        "ask1": 11.09,
        "bid_qty1": 725,
        "ask_qty1": 206
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH",
      "symbol": "SHSE.688392",
      "name": "骄成超声",
      "side": "BUY",
      "priority": "P4",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 208.35,
      "exec_low": 208.35,
      "exec_high": 214.6,
      "invalid_price": 202.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 214.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 214.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 205.22,
      "entry_zone_high": 211.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1632,
        "prev_amount_yi": 0.1957,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:47",
            "open": 220.5,
            "high": 220.5,
            "low": 219.99,
            "close": 219.99,
            "amount_yi": 0.0593
          },
          {
            "time": "14:48",
            "open": 219.01,
            "high": 220.0,
            "low": 219.01,
            "close": 220.0,
            "amount_yi": 0.0618
          },
          {
            "time": "14:49",
            "open": 219.46,
            "high": 219.46,
            "low": 219.46,
            "close": 219.46,
            "amount_yi": 0.0421
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 219.46,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 201.99,
        "open": 195.0,
        "high": 221.96,
        "low": 183.0,
        "bid1": 219.46,
        "ask1": 220.0,
        "bid_qty1": 3,
        "ask_qty1": 273
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY",
      "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM",
      "symbol": "SHSE.605366",
      "name": "宏柏新材",
      "side": "BUY",
      "priority": "P5",
      "status": "CANCELLED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 14.38,
      "exec_low": 14.38,
      "exec_high": 14.81,
      "invalid_price": 13.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 14.0938,
      "price_vs_vwap_pct": -1.446,
      "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": 0.0953,
        "prev_amount_yi": 0.1292,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 13.88,
            "high": 13.89,
            "low": 13.88,
            "close": 13.89,
            "amount_yi": 0.0378
          },
          {
            "time": "14:48",
            "open": 13.89,
            "high": 13.9,
            "low": 13.89,
            "close": 13.9,
            "amount_yi": 0.0339
          },
          {
            "time": "14:49",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0236
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.89,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 14.38,
        "open": 14.2,
        "high": 14.9,
        "low": 13.5,
        "bid1": 13.88,
        "ask1": 13.89,
        "bid_qty1": 296,
        "ask_qty1": 181
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T14:49:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 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": 35.8661,
      "price_vs_vwap_pct": 2.6039,
      "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": 0.2883,
        "prev_amount_yi": 0.35,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 36.38,
            "high": 36.74,
            "low": 36.38,
            "close": 36.74,
            "amount_yi": 0.118
          },
          {
            "time": "14:48",
            "open": 36.45,
            "high": 36.45,
            "low": 36.42,
            "close": 36.42,
            "amount_yi": 0.1163
          },
          {
            "time": "14:49",
            "open": 36.8,
            "high": 36.8,
            "low": 36.8,
            "close": 36.8,
            "amount_yi": 0.054
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.8,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 37.02,
        "open": 37.93,
        "high": 39.48,
        "low": 33.32,
        "bid1": 36.8,
        "ask1": 36.81,
        "bid_qty1": 25,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:49:28",
      "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": 26.834,
      "price_vs_vwap_pct": -2.2509,
      "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": 0.3536,
        "prev_amount_yi": 0.8288,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4266,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 26.15,
            "high": 26.15,
            "low": 26.12,
            "close": 26.12,
            "amount_yi": 0.1907
          },
          {
            "time": "14:48",
            "open": 26.15,
            "high": 26.15,
            "low": 26.12,
            "close": 26.12,
            "amount_yi": 0.1108
          },
          {
            "time": "14:49",
            "open": 26.23,
            "high": 26.23,
            "low": 26.23,
            "close": 26.23,
            "amount_yi": 0.0521
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.23,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 28.46,
        "open": 28.67,
        "high": 29.77,
        "low": 25.61,
        "bid1": 26.23,
        "ask1": 26.24,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:49:28",
      "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": 12.5748,
      "price_vs_vwap_pct": 3.3814,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.138,
        "prev_amount_yi": 0.1072,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 13.02,
            "high": 13.02,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0476
          },
          {
            "time": "14:48",
            "open": 13.01,
            "high": 13.01,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0582
          },
          {
            "time": "14:49",
            "open": 13.0,
            "high": 13.0,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0322
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.0,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 12.31,
        "open": 12.5,
        "high": 13.54,
        "low": 11.88,
        "bid1": 13.0,
        "ask1": 13.01,
        "bid_qty1": 2869,
        "ask_qty1": 643
      },
      "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": "2026-06-29T14:49:28",
      "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": 31.0381,
      "price_vs_vwap_pct": 2.2292,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.6355,
        "prev_amount_yi": 0.5727,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 31.58,
            "high": 31.67,
            "low": 31.58,
            "close": 31.67,
            "amount_yi": 0.179
          },
          {
            "time": "14:48",
            "open": 31.77,
            "high": 31.77,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.3465
          },
          {
            "time": "14:49",
            "open": 31.73,
            "high": 31.73,
            "low": 31.73,
            "close": 31.73,
            "amount_yi": 0.11
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.73,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 29.6,
        "open": 30.99,
        "high": 32.56,
        "low": 29.48,
        "bid1": 31.72,
        "ask1": 31.73,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-06-29T14:49:28",
      "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": 221.1174,
      "price_vs_vwap_pct": -1.2244,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2048,
        "prev_amount_yi": 0.2692,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7608,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 218.33,
            "high": 218.38,
            "low": 218.33,
            "close": 218.38,
            "amount_yi": 0.0849
          },
          {
            "time": "14:48",
            "open": 218.33,
            "high": 218.33,
            "low": 218.32,
            "close": 218.32,
            "amount_yi": 0.0535
          },
          {
            "time": "14:49",
            "open": 218.41,
            "high": 218.41,
            "low": 218.41,
            "close": 218.41,
            "amount_yi": 0.0664
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 218.41,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 220.88,
        "open": 225.0,
        "high": 228.98,
        "low": 214.0,
        "bid1": 218.35,
        "ask1": 218.41,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "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": "2026-06-29T14:49:28",
      "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": 58.9254,
      "price_vs_vwap_pct": -4.3367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3027,
        "prev_amount_yi": 0.2745,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 56.44,
            "high": 56.44,
            "low": 56.37,
            "close": 56.37,
            "amount_yi": 0.1383
          },
          {
            "time": "14:48",
            "open": 56.35,
            "high": 56.35,
            "low": 56.34,
            "close": 56.34,
            "amount_yi": 0.1085
          },
          {
            "time": "14:49",
            "open": 56.37,
            "high": 56.37,
            "low": 56.37,
            "close": 56.37,
            "amount_yi": 0.0559
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.37,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 58.28,
        "open": 58.71,
        "high": 61.68,
        "low": 55.01,
        "bid1": 56.37,
        "ask1": 56.38,
        "bid_qty1": 4,
        "ask_qty1": 196
      },
      "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": "2026-06-29T14:49:28",
      "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": 92.4684,
      "price_vs_vwap_pct": 1.7537,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2288,
        "prev_amount_yi": 0.5611,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:47",
            "open": 93.75,
            "high": 93.94,
            "low": 93.75,
            "close": 93.94,
            "amount_yi": 0.0573
          },
          {
            "time": "14:48",
            "open": 94.12,
            "high": 94.12,
            "low": 94.08,
            "close": 94.08,
            "amount_yi": 0.1209
          },
          {
            "time": "14:49",
            "open": 94.09,
            "high": 94.09,
            "low": 94.09,
            "close": 94.09,
            "amount_yi": 0.0506
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130440.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.09,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 85.83,
        "open": 90.0,
        "high": 94.41,
        "low": 89.9,
        "bid1": 94.08,
        "ask1": 94.1,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "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": "2026-06-29T14:49:28",
      "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": 41.498,
      "price_vs_vwap_pct": 1.4748,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0.0252,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0013
          },
          {
            "time": "14:46",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0003
          },
          {
            "time": "14:47",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0055
          },
          {
            "time": "14:48",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0007
          },
          {
            "time": "14:49",
            "open": 42.11,
            "high": 42.11,
            "low": 42.11,
            "close": 42.11,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 38.28,
        "open": 40.66,
        "high": 42.11,
        "low": 38.0,
        "bid1": 42.11,
        "ask1": 0.0,
        "bid_qty1": 30038,
        "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": "2026-06-29T14:49:28",
      "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": 41.0885,
      "price_vs_vwap_pct": -2.9655,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3597,
        "prev_amount_yi": 0.1874,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 40.0,
            "high": 40.0,
            "low": 39.97,
            "close": 39.97,
            "amount_yi": 0.054
          },
          {
            "time": "14:46",
            "open": 39.96,
            "high": 39.96,
            "low": 39.93,
            "close": 39.93,
            "amount_yi": 0.0714
          },
          {
            "time": "14:47",
            "open": 39.91,
            "high": 39.91,
            "low": 39.83,
            "close": 39.83,
            "amount_yi": 0.1114
          },
          {
            "time": "14:48",
            "open": 39.84,
            "high": 39.85,
            "low": 39.84,
            "close": 39.85,
            "amount_yi": 0.0966
          },
          {
            "time": "14:49",
            "open": 39.87,
            "high": 39.87,
            "low": 39.87,
            "close": 39.87,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.87,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 43.55,
        "open": 42.73,
        "high": 44.05,
        "low": 39.61,
        "bid1": 39.86,
        "ask1": 39.87,
        "bid_qty1": 19,
        "ask_qty1": 25
      },
      "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": "2026-06-29T14:49:28",
      "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": 29.711,
      "price_vs_vwap_pct": 6.6272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1288,
        "prev_amount_yi": 0.0698,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 31.7,
            "high": 31.71,
            "low": 31.7,
            "close": 31.71,
            "amount_yi": 0.0329
          },
          {
            "time": "14:46",
            "open": 31.71,
            "high": 31.71,
            "low": 31.71,
            "close": 31.71,
            "amount_yi": 0.0203
          },
          {
            "time": "14:47",
            "open": 31.7,
            "high": 31.7,
            "low": 31.69,
            "close": 31.69,
            "amount_yi": 0.0552
          },
          {
            "time": "14:48",
            "open": 31.69,
            "high": 31.69,
            "low": 31.69,
            "close": 31.69,
            "amount_yi": 0.0143
          },
          {
            "time": "14:49",
            "open": 31.68,
            "high": 31.68,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 28.83,
        "open": 29.99,
        "high": 31.71,
        "low": 27.33,
        "bid1": 31.68,
        "ask1": 31.69,
        "bid_qty1": 3,
        "ask_qty1": 263
      },
      "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": "2026-06-29T14:49:28",
      "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": 26.8882,
      "price_vs_vwap_pct": 3.6514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4012,
        "prev_amount_yi": 0.2338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.716,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 27.87,
            "high": 27.87,
            "low": 27.87,
            "close": 27.87,
            "amount_yi": 0.291
          },
          {
            "time": "14:46",
            "open": 27.87,
            "high": 27.87,
            "low": 27.87,
            "close": 27.87,
            "amount_yi": 0.0696
          },
          {
            "time": "14:47",
            "open": 27.87,
            "high": 27.87,
            "low": 27.87,
            "close": 27.87,
            "amount_yi": 0.0182
          },
          {
            "time": "14:48",
            "open": 27.87,
            "high": 27.87,
            "low": 27.87,
            "close": 27.87,
            "amount_yi": 0.0149
          },
          {
            "time": "14:49",
            "open": 27.87,
            "high": 27.87,
            "low": 27.87,
            "close": 27.87,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.87,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 25.34,
        "open": 26.0,
        "high": 27.87,
        "low": 25.3,
        "bid1": 27.87,
        "ask1": 0.0,
        "bid_qty1": 20384,
        "ask_qty1": 0
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.2587,
      "price_vs_vwap_pct": -2.4151,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1294,
        "prev_amount_yi": 0.1594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 3.19,
            "high": 3.19,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0307
          },
          {
            "time": "14:46",
            "open": 3.18,
            "high": 3.19,
            "low": 3.18,
            "close": 3.19,
            "amount_yi": 0.023
          },
          {
            "time": "14:47",
            "open": 3.19,
            "high": 3.19,
            "low": 3.19,
            "close": 3.19,
            "amount_yi": 0.0325
          },
          {
            "time": "14:48",
            "open": 3.19,
            "high": 3.19,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0345
          },
          {
            "time": "14:49",
            "open": 3.18,
            "high": 3.18,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.18,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 3.42,
        "open": 3.39,
        "high": 3.45,
        "low": 3.08,
        "bid1": 3.18,
        "ask1": 3.19,
        "bid_qty1": 20058,
        "ask_qty1": 21141
      },
      "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": "2026-06-29T14:49:28",
      "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": 9.2446,
      "price_vs_vwap_pct": -1.1315,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9639,
        "prev_amount_yi": 0.6398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 9.05,
            "high": 9.05,
            "low": 9.05,
            "close": 9.05,
            "amount_yi": 0.1147
          },
          {
            "time": "14:46",
            "open": 9.06,
            "high": 9.08,
            "low": 9.06,
            "close": 9.08,
            "amount_yi": 0.1476
          },
          {
            "time": "14:47",
            "open": 9.1,
            "high": 9.1,
            "low": 9.08,
            "close": 9.08,
            "amount_yi": 0.2653
          },
          {
            "time": "14:48",
            "open": 9.1,
            "high": 9.18,
            "low": 9.1,
            "close": 9.18,
            "amount_yi": 0.3376
          },
          {
            "time": "14:49",
            "open": 9.14,
            "high": 9.14,
            "low": 9.14,
            "close": 9.14,
            "amount_yi": 0.0987
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.14,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 8.83,
        "open": 9.17,
        "high": 9.68,
        "low": 8.81,
        "bid1": 9.13,
        "ask1": 9.14,
        "bid_qty1": 1531,
        "ask_qty1": 71
      },
      "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": "2026-06-29T14:49:28",
      "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": 5.44,
      "price_vs_vwap_pct": -4.7794,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.033,
        "prev_amount_yi": 0.0397,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:45",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0058
          },
          {
            "time": "14:46",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0062
          },
          {
            "time": "14:47",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0117
          },
          {
            "time": "14:48",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0053
          },
          {
            "time": "14:49",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 5.76,
        "open": 5.73,
        "high": 5.95,
        "low": 5.18,
        "bid1": 0.0,
        "ask1": 5.18,
        "bid_qty1": 0,
        "ask_qty1": 54300
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.1166,
        "prev_amount_yi": 0.0831,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 190.39,
            "high": 190.39,
            "low": 190.3,
            "close": 190.3,
            "amount_yi": 0.025
          },
          {
            "time": "14:46",
            "open": 190.5,
            "high": 190.62,
            "low": 190.5,
            "close": 190.62,
            "amount_yi": 0.0238
          },
          {
            "time": "14:47",
            "open": 190.9,
            "high": 190.97,
            "low": 190.9,
            "close": 190.97,
            "amount_yi": 0.0139
          },
          {
            "time": "14:48",
            "open": 191.0,
            "high": 192.8,
            "low": 191.0,
            "close": 192.8,
            "amount_yi": 0.0448
          },
          {
            "time": "14:49",
            "open": 192.14,
            "high": 192.14,
            "low": 192.14,
            "close": 192.14,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.14,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 188.61,
        "open": 189.93,
        "high": 201.69,
        "low": 177.77,
        "bid1": 192.14,
        "ask1": 192.15,
        "bid_qty1": 77,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH",
      "symbol": "SZSE.301526",
      "name": "国际复材",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.1,
      "exec_low": 54.1,
      "exec_high": 54.91,
      "invalid_price": 52.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 48.2073,
      "price_vs_vwap_pct": -1.0316,
      "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": 1.4448,
        "prev_amount_yi": 1.6979,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 47.58,
            "high": 47.62,
            "low": 47.58,
            "close": 47.62,
            "amount_yi": 0.3926
          },
          {
            "time": "14:46",
            "open": 47.72,
            "high": 47.72,
            "low": 47.67,
            "close": 47.67,
            "amount_yi": 0.3845
          },
          {
            "time": "14:47",
            "open": 47.7,
            "high": 47.7,
            "low": 47.68,
            "close": 47.68,
            "amount_yi": 0.2304
          },
          {
            "time": "14:48",
            "open": 47.67,
            "high": 47.7,
            "low": 47.67,
            "close": 47.7,
            "amount_yi": 0.3113
          },
          {
            "time": "14:49",
            "open": 47.71,
            "high": 47.71,
            "low": 47.71,
            "close": 47.71,
            "amount_yi": 0.126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.71,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 52.27,
        "open": 52.27,
        "high": 52.27,
        "low": 45.7,
        "bid1": 47.7,
        "ask1": 47.71,
        "bid_qty1": 91,
        "ask_qty1": 9
      },
      "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": "2026-06-29T14:49:28",
      "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": 75.0818,
      "price_vs_vwap_pct": -0.6817,
      "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": 0.4108,
        "prev_amount_yi": 0.3955,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 74.67,
            "high": 74.67,
            "low": 74.65,
            "close": 74.65,
            "amount_yi": 0.0582
          },
          {
            "time": "14:46",
            "open": 74.58,
            "high": 74.59,
            "low": 74.58,
            "close": 74.59,
            "amount_yi": 0.0878
          },
          {
            "time": "14:47",
            "open": 74.45,
            "high": 74.55,
            "low": 74.45,
            "close": 74.55,
            "amount_yi": 0.117
          },
          {
            "time": "14:48",
            "open": 74.51,
            "high": 74.58,
            "low": 74.51,
            "close": 74.58,
            "amount_yi": 0.1033
          },
          {
            "time": "14:49",
            "open": 74.57,
            "high": 74.57,
            "low": 74.57,
            "close": 74.57,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.57,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 75.81,
        "open": 76.49,
        "high": 81.82,
        "low": 70.31,
        "bid1": 74.56,
        "ask1": 74.57,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:49:28",
      "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": 20.4489,
      "price_vs_vwap_pct": -3.809,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0195,
        "prev_amount_yi": 0.012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0028
          },
          {
            "time": "14:46",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0101
          },
          {
            "time": "14:47",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0031
          },
          {
            "time": "14:48",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.002
          },
          {
            "time": "14:49",
            "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": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 21.85,
        "open": 20.81,
        "high": 21.66,
        "low": 19.67,
        "bid1": 0.0,
        "ask1": 19.67,
        "bid_qty1": 0,
        "ask_qty1": 43081
      },
      "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": "2026-06-29T14:49:28",
      "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": 61.9099,
      "price_vs_vwap_pct": 6.1543,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3074,
        "prev_amount_yi": 1.0517,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 65.67,
            "high": 65.69,
            "low": 65.67,
            "close": 65.69,
            "amount_yi": 0.2731
          },
          {
            "time": "14:46",
            "open": 65.71,
            "high": 65.75,
            "low": 65.71,
            "close": 65.75,
            "amount_yi": 0.2632
          },
          {
            "time": "14:47",
            "open": 65.78,
            "high": 65.78,
            "low": 65.76,
            "close": 65.76,
            "amount_yi": 0.2917
          },
          {
            "time": "14:48",
            "open": 65.68,
            "high": 65.72,
            "low": 65.68,
            "close": 65.72,
            "amount_yi": 0.3292
          },
          {
            "time": "14:49",
            "open": 65.72,
            "high": 65.72,
            "low": 65.72,
            "close": 65.72,
            "amount_yi": 0.1502
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.72,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 60.76,
        "open": 58.98,
        "high": 65.99,
        "low": 57.6,
        "bid1": 65.71,
        "ask1": 65.72,
        "bid_qty1": 20,
        "ask_qty1": 172
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 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": 3.2142,
      "intraday_vwap": 59.7988,
      "price_vs_vwap_pct": 7.0423,
      "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": 1.5475,
        "prev_amount_yi": 1.894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 62.04,
            "high": 62.04,
            "low": 62.02,
            "close": 62.02,
            "amount_yi": 0.2348
          },
          {
            "time": "14:46",
            "open": 62.05,
            "high": 62.24,
            "low": 62.05,
            "close": 62.24,
            "amount_yi": 0.2751
          },
          {
            "time": "14:47",
            "open": 62.56,
            "high": 62.98,
            "low": 62.56,
            "close": 62.98,
            "amount_yi": 0.2945
          },
          {
            "time": "14:48",
            "open": 63.13,
            "high": 63.37,
            "low": 63.13,
            "close": 63.37,
            "amount_yi": 0.5121
          },
          {
            "time": "14:49",
            "open": 64.01,
            "high": 64.01,
            "low": 64.01,
            "close": 64.01,
            "amount_yi": 0.231
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 64.01,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 61.29,
        "open": 61.48,
        "high": 65.31,
        "low": 55.27,
        "bid1": 64.03,
        "ask1": 64.09,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 20.4464,
      "price_vs_vwap_pct": -0.3248,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 20.38,
            "high": 20.39,
            "low": 20.38,
            "close": 20.39,
            "amount_yi": 0.0076
          },
          {
            "time": "14:46",
            "open": 20.39,
            "high": 20.39,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.0069
          },
          {
            "time": "14:47",
            "open": 20.35,
            "high": 20.36,
            "low": 20.35,
            "close": 20.36,
            "amount_yi": 0.0045
          },
          {
            "time": "14:48",
            "open": 20.38,
            "high": 20.38,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.0029
          },
          {
            "time": "14:49",
            "open": 20.38,
            "high": 20.38,
            "low": 20.38,
            "close": 20.38,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.38,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 22.0,
        "open": 21.78,
        "high": 21.78,
        "low": 19.5,
        "bid1": 20.38,
        "ask1": 20.39,
        "bid_qty1": 5,
        "ask_qty1": 43
      },
      "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": "2026-06-29T14:49:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 453.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 446.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 433.22,
      "entry_zone_high": 446.42,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7834,
        "prev_amount_yi": 0.3813,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 369.53,
            "high": 369.53,
            "low": 369.52,
            "close": 369.52,
            "amount_yi": 0.087
          },
          {
            "time": "14:46",
            "open": 369.51,
            "high": 369.51,
            "low": 365.0,
            "close": 365.0,
            "amount_yi": 0.3161
          },
          {
            "time": "14:47",
            "open": 365.6,
            "high": 365.7,
            "low": 365.6,
            "close": 365.7,
            "amount_yi": 0.1127
          },
          {
            "time": "14:48",
            "open": 367.95,
            "high": 369.52,
            "low": 367.95,
            "close": 369.52,
            "amount_yi": 0.1544
          },
          {
            "time": "14:49",
            "open": 371.0,
            "high": 371.0,
            "low": 371.0,
            "close": 371.0,
            "amount_yi": 0.1132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 371.0,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 410.1,
        "open": 407.0,
        "high": 426.0,
        "low": 358.01,
        "bid1": 371.0,
        "ask1": 371.23,
        "bid_qty1": 93,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 366.65,
      "exec_low": 366.65,
      "exec_high": 372.15,
      "invalid_price": 355.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 367.2718,
      "price_vs_vwap_pct": 3.7569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4379,
        "prev_amount_yi": 1.0256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.402,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 376.9,
            "high": 377.39,
            "low": 376.9,
            "close": 377.39,
            "amount_yi": 0.3149
          },
          {
            "time": "14:46",
            "open": 378.0,
            "high": 378.47,
            "low": 378.0,
            "close": 378.47,
            "amount_yi": 0.3192
          },
          {
            "time": "14:47",
            "open": 378.9,
            "high": 379.44,
            "low": 378.9,
            "close": 379.44,
            "amount_yi": 0.3266
          },
          {
            "time": "14:48",
            "open": 379.9,
            "high": 380.1,
            "low": 379.9,
            "close": 380.1,
            "amount_yi": 0.3256
          },
          {
            "time": "14:49",
            "open": 381.07,
            "high": 381.07,
            "low": 381.07,
            "close": 381.07,
            "amount_yi": 0.1516
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 381.07,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 354.78,
        "open": 369.1,
        "high": 388.99,
        "low": 339.02,
        "bid1": 381.03,
        "ask1": 381.2,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH",
      "symbol": "SZSE.301188",
      "name": "力诺药包",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 77.44,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 66.7755,
      "price_vs_vwap_pct": -6.5226,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.828,
        "prev_amount_yi": 0.3562,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 62.5,
            "high": 62.6,
            "low": 62.5,
            "close": 62.6,
            "amount_yi": 0.2509
          },
          {
            "time": "14:46",
            "open": 62.6,
            "high": 62.6,
            "low": 62.5,
            "close": 62.5,
            "amount_yi": 0.2305
          },
          {
            "time": "14:47",
            "open": 62.24,
            "high": 62.33,
            "low": 62.24,
            "close": 62.33,
            "amount_yi": 0.1457
          },
          {
            "time": "14:48",
            "open": 62.4,
            "high": 62.4,
            "low": 62.2,
            "close": 62.2,
            "amount_yi": 0.1624
          },
          {
            "time": "14:49",
            "open": 62.42,
            "high": 62.42,
            "low": 62.42,
            "close": 62.42,
            "amount_yi": 0.0385
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.42,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 71.15,
        "open": 70.79,
        "high": 73.88,
        "low": 62.0,
        "bid1": 62.42,
        "ask1": 62.43,
        "bid_qty1": 3,
        "ask_qty1": 105
      },
      "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": "2026-06-29T14:49:28",
      "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": 15.2799,
      "price_vs_vwap_pct": -1.8318,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0387,
        "prev_amount_yi": 0.118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.328,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0072
          },
          {
            "time": "14:46",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0072
          },
          {
            "time": "14:47",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0064
          },
          {
            "time": "14:48",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0159
          },
          {
            "time": "14:49",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 16.67,
        "open": 16.0,
        "high": 16.1,
        "low": 15.0,
        "bid1": 0.0,
        "ask1": 15.0,
        "bid_qty1": 0,
        "ask_qty1": 115185
      },
      "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": "2026-06-29T14:49:28",
      "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": 271.2123,
      "price_vs_vwap_pct": -1.4425,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2242,
        "prev_amount_yi": 0.1478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0323
          },
          {
            "time": "14:46",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0227
          },
          {
            "time": "14:47",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0612
          },
          {
            "time": "14:48",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0839
          },
          {
            "time": "14:49",
            "open": 267.3,
            "high": 267.3,
            "low": 267.3,
            "close": 267.3,
            "amount_yi": 0.0241
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:25",
        "prev_close": 297.0,
        "open": 287.0,
        "high": 287.0,
        "low": 267.3,
        "bid1": 0.0,
        "ask1": 267.3,
        "bid_qty1": 0,
        "ask_qty1": 814
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.2113,
        "prev_amount_yi": 0.2069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0213,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 103.52,
            "high": 103.86,
            "low": 103.52,
            "close": 103.86,
            "amount_yi": 0.0441
          },
          {
            "time": "14:46",
            "open": 103.83,
            "high": 103.87,
            "low": 103.83,
            "close": 103.87,
            "amount_yi": 0.0519
          },
          {
            "time": "14:47",
            "open": 103.8,
            "high": 103.81,
            "low": 103.8,
            "close": 103.81,
            "amount_yi": 0.0499
          },
          {
            "time": "14:48",
            "open": 103.89,
            "high": 104.0,
            "low": 103.89,
            "close": 104.0,
            "amount_yi": 0.0418
          },
          {
            "time": "14:49",
            "open": 104.02,
            "high": 104.02,
            "low": 104.02,
            "close": 104.02,
            "amount_yi": 0.0236
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.02,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 99.0,
        "open": 100.44,
        "high": 104.75,
        "low": 93.0,
        "bid1": 104.01,
        "ask1": 104.02,
        "bid_qty1": 8,
        "ask_qty1": 8
      },
      "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": "2026-06-29T14:49:28",
      "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": 15.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.29,
      "entry_zone_high": 15.75,
      "entry_risk_pct": 4.3837,
      "intraday_vwap": 15.3656,
      "price_vs_vwap_pct": 2.3715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1797,
        "prev_amount_yi": 0.1408,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2763,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 15.71,
            "high": 15.74,
            "low": 15.71,
            "close": 15.74,
            "amount_yi": 0.0439
          },
          {
            "time": "14:46",
            "open": 15.73,
            "high": 15.73,
            "low": 15.73,
            "close": 15.73,
            "amount_yi": 0.0349
          },
          {
            "time": "14:47",
            "open": 15.74,
            "high": 15.74,
            "low": 15.72,
            "close": 15.72,
            "amount_yi": 0.0497
          },
          {
            "time": "14:48",
            "open": 15.72,
            "high": 15.73,
            "low": 15.72,
            "close": 15.73,
            "amount_yi": 0.0408
          },
          {
            "time": "14:49",
            "open": 15.73,
            "high": 15.73,
            "low": 15.73,
            "close": 15.73,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 15.73,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 15.1,
        "open": 15.15,
        "high": 15.98,
        "low": 14.76,
        "bid1": 15.73,
        "ask1": 15.74,
        "bid_qty1": 90,
        "ask_qty1": 511
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH",
      "symbol": "SHSE.605376",
      "name": "博迁新材",
      "side": "BUY",
      "priority": "W21",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 271.52,
      "exec_low": 271.52,
      "exec_high": 275.59,
      "invalid_price": 263.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 279.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 275.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 267.45,
      "entry_zone_high": 275.59,
      "entry_risk_pct": null,
      "intraday_vwap": 275.8261,
      "price_vs_vwap_pct": 0.6141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8121,
        "prev_amount_yi": 0.403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 275.5,
            "high": 275.5,
            "low": 275.5,
            "close": 275.5,
            "amount_yi": 0.0931
          },
          {
            "time": "14:46",
            "open": 276.0,
            "high": 276.0,
            "low": 275.94,
            "close": 275.94,
            "amount_yi": 0.1177
          },
          {
            "time": "14:47",
            "open": 276.0,
            "high": 276.29,
            "low": 276.0,
            "close": 276.29,
            "amount_yi": 0.1833
          },
          {
            "time": "14:48",
            "open": 276.98,
            "high": 277.8,
            "low": 276.98,
            "close": 277.8,
            "amount_yi": 0.3488
          },
          {
            "time": "14:49",
            "open": 277.52,
            "high": 277.52,
            "low": 277.52,
            "close": 277.52,
            "amount_yi": 0.0692
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 277.52,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 264.0,
        "open": 273.84,
        "high": 290.3,
        "low": 266.0,
        "bid1": 277.51,
        "ask1": 277.79,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.4,
      "exec_low": 23.4,
      "exec_high": 23.75,
      "invalid_price": 22.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 21.2617,
      "price_vs_vwap_pct": -3.5825,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1383,
        "prev_amount_yi": 0.245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0703
          },
          {
            "time": "14:46",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0298
          },
          {
            "time": "14:47",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0123
          },
          {
            "time": "14:48",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0148
          },
          {
            "time": "14:49",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 22.78,
        "open": 22.37,
        "high": 22.8,
        "low": 20.5,
        "bid1": 0.0,
        "ask1": 20.5,
        "bid_qty1": 0,
        "ask_qty1": 7052
      },
      "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": "2026-06-29T14:49:28",
      "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": 9.7739,
      "price_vs_vwap_pct": 0.4717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0026
          },
          {
            "time": "14:46",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0185
          },
          {
            "time": "14:47",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0009
          },
          {
            "time": "14:48",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0026
          },
          {
            "time": "14:49",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:25",
        "prev_close": 8.93,
        "open": 9.68,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.82,
        "ask1": 0.0,
        "bid_qty1": 275985,
        "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": "2026-06-29T14:49:28",
      "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": 75.5445,
      "price_vs_vwap_pct": 3.7931,
      "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": 1.5269,
        "prev_amount_yi": 1.5112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0104,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 78.15,
            "high": 78.15,
            "low": 78.04,
            "close": 78.04,
            "amount_yi": 0.3514
          },
          {
            "time": "14:46",
            "open": 77.98,
            "high": 77.98,
            "low": 77.95,
            "close": 77.95,
            "amount_yi": 0.3057
          },
          {
            "time": "14:47",
            "open": 78.05,
            "high": 78.15,
            "low": 78.05,
            "close": 78.15,
            "amount_yi": 0.3371
          },
          {
            "time": "14:48",
            "open": 78.2,
            "high": 78.3,
            "low": 78.2,
            "close": 78.3,
            "amount_yi": 0.3135
          },
          {
            "time": "14:49",
            "open": 78.41,
            "high": 78.41,
            "low": 78.41,
            "close": 78.41,
            "amount_yi": 0.2192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.41,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 75.37,
        "open": 77.0,
        "high": 79.89,
        "low": 70.0,
        "bid1": 78.41,
        "ask1": 78.43,
        "bid_qty1": 1,
        "ask_qty1": 13
      },
      "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": "2026-06-29T14:49:28",
      "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": 52.9247,
      "price_vs_vwap_pct": 1.2382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1401,
        "prev_amount_yi": 0.1547,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9056,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 53.48,
            "high": 53.48,
            "low": 53.47,
            "close": 53.47,
            "amount_yi": 0.0236
          },
          {
            "time": "14:46",
            "open": 53.41,
            "high": 53.41,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.0242
          },
          {
            "time": "14:47",
            "open": 53.38,
            "high": 53.38,
            "low": 53.28,
            "close": 53.28,
            "amount_yi": 0.0431
          },
          {
            "time": "14:48",
            "open": 53.46,
            "high": 53.5,
            "low": 53.46,
            "close": 53.5,
            "amount_yi": 0.0328
          },
          {
            "time": "14:49",
            "open": 53.58,
            "high": 53.58,
            "low": 53.58,
            "close": 53.58,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.58,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 51.02,
        "open": 50.93,
        "high": 55.1,
        "low": 50.03,
        "bid1": 53.57,
        "ask1": 53.58,
        "bid_qty1": 6,
        "ask_qty1": 22
      },
      "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": "2026-06-29T14:49:28",
      "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": 30.2812,
      "price_vs_vwap_pct": -0.4333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0249,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 30.03,
            "high": 30.05,
            "low": 30.03,
            "close": 30.05,
            "amount_yi": 0.0038
          },
          {
            "time": "14:46",
            "open": 30.06,
            "high": 30.08,
            "low": 30.06,
            "close": 30.08,
            "amount_yi": 0.0047
          },
          {
            "time": "14:47",
            "open": 30.09,
            "high": 30.1,
            "low": 30.09,
            "close": 30.1,
            "amount_yi": 0.0083
          },
          {
            "time": "14:48",
            "open": 30.12,
            "high": 30.15,
            "low": 30.12,
            "close": 30.15,
            "amount_yi": 0.0054
          },
          {
            "time": "14:49",
            "open": 30.15,
            "high": 30.15,
            "low": 30.15,
            "close": 30.15,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.15,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 32.88,
        "open": 32.56,
        "high": 32.74,
        "low": 29.02,
        "bid1": 30.15,
        "ask1": 30.16,
        "bid_qty1": 13,
        "ask_qty1": 41
      },
      "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": "2026-06-29T14:49:28",
      "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": 936.3724,
      "price_vs_vwap_pct": 3.1801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2161,
        "prev_amount_yi": 3.561,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 963.34,
            "high": 965.77,
            "low": 963.34,
            "close": 965.77,
            "amount_yi": 0.5301
          },
          {
            "time": "14:46",
            "open": 965.05,
            "high": 965.84,
            "low": 965.05,
            "close": 965.84,
            "amount_yi": 0.5347
          },
          {
            "time": "14:47",
            "open": 966.0,
            "high": 966.0,
            "low": 966.0,
            "close": 966.0,
            "amount_yi": 0.4955
          },
          {
            "time": "14:48",
            "open": 966.03,
            "high": 966.13,
            "low": 966.03,
            "close": 966.13,
            "amount_yi": 0.422
          },
          {
            "time": "14:49",
            "open": 966.15,
            "high": 966.15,
            "low": 966.15,
            "close": 966.15,
            "amount_yi": 0.2338
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 966.15,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 951.0,
        "open": 939.95,
        "high": 978.0,
        "low": 886.66,
        "bid1": 966.14,
        "ask1": 966.15,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH",
      "symbol": "SHSE.600667",
      "name": "太极实业",
      "side": "BUY",
      "priority": "W28",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.84,
      "exec_low": 27.84,
      "exec_high": 28.26,
      "invalid_price": 27.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 27.772,
      "price_vs_vwap_pct": 3.5215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9821,
        "prev_amount_yi": 1.2991,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 28.85,
            "high": 28.86,
            "low": 28.85,
            "close": 28.86,
            "amount_yi": 0.3436
          },
          {
            "time": "14:46",
            "open": 28.81,
            "high": 28.81,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.6807
          },
          {
            "time": "14:47",
            "open": 28.65,
            "high": 28.65,
            "low": 28.56,
            "close": 28.56,
            "amount_yi": 0.3886
          },
          {
            "time": "14:48",
            "open": 28.67,
            "high": 28.77,
            "low": 28.67,
            "close": 28.77,
            "amount_yi": 0.3844
          },
          {
            "time": "14:49",
            "open": 28.75,
            "high": 28.75,
            "low": 28.75,
            "close": 28.75,
            "amount_yi": 0.1848
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.75,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 26.88,
        "open": 27.84,
        "high": 29.5,
        "low": 25.98,
        "bid1": 28.75,
        "ask1": 28.76,
        "bid_qty1": 795,
        "ask_qty1": 173
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-29T14:49:28",
      "sim_reason": "near_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": 41.3596,
      "price_vs_vwap_pct": 0.823,
      "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": 0.3804,
        "prev_amount_yi": 0.413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 41.57,
            "high": 41.57,
            "low": 41.56,
            "close": 41.56,
            "amount_yi": 0.0882
          },
          {
            "time": "14:46",
            "open": 41.49,
            "high": 41.5,
            "low": 41.49,
            "close": 41.5,
            "amount_yi": 0.0847
          },
          {
            "time": "14:47",
            "open": 41.55,
            "high": 41.55,
            "low": 41.5,
            "close": 41.5,
            "amount_yi": 0.1313
          },
          {
            "time": "14:48",
            "open": 41.56,
            "high": 41.61,
            "low": 41.56,
            "close": 41.61,
            "amount_yi": 0.0555
          },
          {
            "time": "14:49",
            "open": 41.7,
            "high": 41.7,
            "low": 41.7,
            "close": 41.7,
            "amount_yi": 0.0207
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.7,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 41.22,
        "open": 42.5,
        "high": 43.98,
        "low": 39.28,
        "bid1": 41.69,
        "ask1": 41.7,
        "bid_qty1": 25,
        "ask_qty1": 107
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH",
      "symbol": "SHSE.688669",
      "name": "聚石化学",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 98.0,
      "exec_low": 98.0,
      "exec_high": 99.47,
      "invalid_price": 95.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 99.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.53,
      "entry_zone_high": 99.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0912,
        "prev_amount_yi": 0.1291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 96.54,
            "high": 97.27,
            "low": 96.54,
            "close": 97.27,
            "amount_yi": 0.0242
          },
          {
            "time": "14:46",
            "open": 97.24,
            "high": 97.24,
            "low": 96.88,
            "close": 96.88,
            "amount_yi": 0.0124
          },
          {
            "time": "14:47",
            "open": 96.91,
            "high": 96.91,
            "low": 96.72,
            "close": 96.72,
            "amount_yi": 0.0209
          },
          {
            "time": "14:48",
            "open": 96.53,
            "high": 96.53,
            "low": 96.51,
            "close": 96.51,
            "amount_yi": 0.0216
          },
          {
            "time": "14:49",
            "open": 96.8,
            "high": 96.8,
            "low": 96.8,
            "close": 96.8,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.8,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 94.0,
        "open": 98.7,
        "high": 100.88,
        "low": 90.5,
        "bid1": 96.78,
        "ask1": 96.8,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 81.01,
      "exec_low": 81.01,
      "exec_high": 82.23,
      "invalid_price": 78.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 80.3303,
      "price_vs_vwap_pct": -0.5606,
      "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": 0.522,
        "prev_amount_yi": 0.6337,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 79.62,
            "high": 79.66,
            "low": 79.62,
            "close": 79.66,
            "amount_yi": 0.0871
          },
          {
            "time": "14:46",
            "open": 79.82,
            "high": 79.82,
            "low": 79.75,
            "close": 79.75,
            "amount_yi": 0.1133
          },
          {
            "time": "14:47",
            "open": 79.7,
            "high": 79.7,
            "low": 79.69,
            "close": 79.69,
            "amount_yi": 0.1277
          },
          {
            "time": "14:48",
            "open": 79.78,
            "high": 79.86,
            "low": 79.78,
            "close": 79.86,
            "amount_yi": 0.1031
          },
          {
            "time": "14:49",
            "open": 79.88,
            "high": 79.88,
            "low": 79.88,
            "close": 79.88,
            "amount_yi": 0.0908
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.88,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 79.49,
        "open": 81.49,
        "high": 87.3,
        "low": 76.5,
        "bid1": 79.87,
        "ask1": 79.88,
        "bid_qty1": 9,
        "ask_qty1": 15
      },
      "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": "2026-06-29T14:49:28",
      "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": 22.9396,
      "price_vs_vwap_pct": -2.1343,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0261,
        "prev_amount_yi": 0.0187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.008
          },
          {
            "time": "14:46",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0045
          },
          {
            "time": "14:47",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0073
          },
          {
            "time": "14:48",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.004
          },
          {
            "time": "14:49",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 24.94,
        "open": 24.41,
        "high": 24.49,
        "low": 22.45,
        "bid1": 0.0,
        "ask1": 22.45,
        "bid_qty1": 0,
        "ask_qty1": 160550
      },
      "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": "2026-06-29T14:49:28",
      "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": 24.9804,
      "price_vs_vwap_pct": -3.004,
      "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": 0.3432,
        "prev_amount_yi": 0.4524,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7586,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 24.19,
            "high": 24.24,
            "low": 24.19,
            "close": 24.24,
            "amount_yi": 0.059
          },
          {
            "time": "14:46",
            "open": 24.22,
            "high": 24.22,
            "low": 24.19,
            "close": 24.19,
            "amount_yi": 0.0576
          },
          {
            "time": "14:47",
            "open": 24.23,
            "high": 24.23,
            "low": 24.21,
            "close": 24.21,
            "amount_yi": 0.0726
          },
          {
            "time": "14:48",
            "open": 24.22,
            "high": 24.22,
            "low": 24.22,
            "close": 24.22,
            "amount_yi": 0.0952
          },
          {
            "time": "14:49",
            "open": 24.23,
            "high": 24.23,
            "low": 24.23,
            "close": 24.23,
            "amount_yi": 0.0588
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.23,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 26.23,
        "open": 27.0,
        "high": 27.01,
        "low": 23.61,
        "bid1": 24.23,
        "ask1": 24.24,
        "bid_qty1": 122,
        "ask_qty1": 33
      },
      "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": "2026-06-29T14:49:28",
      "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": 43.2189,
      "price_vs_vwap_pct": -0.5065,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2118,
        "prev_amount_yi": 0.1907,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 42.87,
            "high": 42.9,
            "low": 42.87,
            "close": 42.9,
            "amount_yi": 0.0501
          },
          {
            "time": "14:46",
            "open": 43.01,
            "high": 43.01,
            "low": 43.01,
            "close": 43.01,
            "amount_yi": 0.0724
          },
          {
            "time": "14:47",
            "open": 42.98,
            "high": 42.98,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.0201
          },
          {
            "time": "14:48",
            "open": 42.97,
            "high": 42.97,
            "low": 42.94,
            "close": 42.94,
            "amount_yi": 0.0329
          },
          {
            "time": "14:49",
            "open": 43.0,
            "high": 43.0,
            "low": 43.0,
            "close": 43.0,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.0,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 44.42,
        "open": 44.68,
        "high": 44.78,
        "low": 42.58,
        "bid1": 42.99,
        "ask1": 43.0,
        "bid_qty1": 888,
        "ask_qty1": 9
      },
      "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": "2026-06-29T14:49:28",
      "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": 91.9154,
      "price_vs_vwap_pct": -1.2461,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2254,
        "prev_amount_yi": 1.0301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1896,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 90.16,
            "high": 90.2,
            "low": 90.16,
            "close": 90.2,
            "amount_yi": 0.2377
          },
          {
            "time": "14:46",
            "open": 90.34,
            "high": 90.45,
            "low": 90.34,
            "close": 90.45,
            "amount_yi": 0.2612
          },
          {
            "time": "14:47",
            "open": 90.74,
            "high": 90.74,
            "low": 90.61,
            "close": 90.61,
            "amount_yi": 0.3631
          },
          {
            "time": "14:48",
            "open": 90.7,
            "high": 90.7,
            "low": 90.69,
            "close": 90.69,
            "amount_yi": 0.237
          },
          {
            "time": "14:49",
            "open": 90.77,
            "high": 90.77,
            "low": 90.77,
            "close": 90.77,
            "amount_yi": 0.1264
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.77,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 97.67,
        "open": 99.0,
        "high": 99.58,
        "low": 87.9,
        "bid1": 90.8,
        "ask1": 90.81,
        "bid_qty1": 16,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:49:28",
      "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": 19.0902,
      "price_vs_vwap_pct": 1.5704,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.03,
        "prev_amount_yi": 0.0183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:45",
            "open": 19.32,
            "high": 19.34,
            "low": 19.32,
            "close": 19.34,
            "amount_yi": 0.0021
          },
          {
            "time": "14:46",
            "open": 19.33,
            "high": 19.33,
            "low": 19.32,
            "close": 19.32,
            "amount_yi": 0.0045
          },
          {
            "time": "14:47",
            "open": 19.29,
            "high": 19.31,
            "low": 19.29,
            "close": 19.31,
            "amount_yi": 0.0022
          },
          {
            "time": "14:48",
            "open": 19.32,
            "high": 19.39,
            "low": 19.32,
            "close": 19.39,
            "amount_yi": 0.0194
          },
          {
            "time": "14:49",
            "open": 19.39,
            "high": 19.39,
            "low": 19.39,
            "close": 19.39,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.39,
        "ts": "2026-06-29T14:49:28",
        "prev_close": 18.96,
        "open": 18.93,
        "high": 19.43,
        "low": 18.54,
        "bid1": 19.34,
        "ask1": 19.39,
        "bid_qty1": 17,
        "ask_qty1": 17
      },
      "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": "2026-06-29T14:49:28",
      "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": 69.974,
      "price_vs_vwap_pct": 1.4663,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.8586,
        "prev_amount_yi": 2.0578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 70.15,
            "high": 70.44,
            "low": 70.15,
            "close": 70.44,
            "amount_yi": 0.5706
          },
          {
            "time": "14:46",
            "open": 70.64,
            "high": 70.64,
            "low": 70.55,
            "close": 70.55,
            "amount_yi": 0.6003
          },
          {
            "time": "14:47",
            "open": 70.69,
            "high": 70.69,
            "low": 70.67,
            "close": 70.67,
            "amount_yi": 0.6434
          },
          {
            "time": "14:48",
            "open": 70.83,
            "high": 71.0,
            "low": 70.83,
            "close": 71.0,
            "amount_yi": 0.4345
          },
          {
            "time": "14:49",
            "open": 71.0,
            "high": 71.0,
            "low": 71.0,
            "close": 71.0,
            "amount_yi": 0.6098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 71.0,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 74.12,
        "open": 75.53,
        "high": 75.53,
        "low": 66.8,
        "bid1": 70.99,
        "ask1": 71.0,
        "bid_qty1": 149,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:49:28",
      "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": 2.3417,
        "prev_amount_yi": 1.2686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 38.96,
            "high": 38.97,
            "low": 38.96,
            "close": 38.97,
            "amount_yi": 0.2656
          },
          {
            "time": "14:46",
            "open": 38.98,
            "high": 39.02,
            "low": 38.98,
            "close": 39.02,
            "amount_yi": 0.6965
          },
          {
            "time": "14:47",
            "open": 39.07,
            "high": 39.22,
            "low": 39.07,
            "close": 39.22,
            "amount_yi": 0.3891
          },
          {
            "time": "14:48",
            "open": 39.35,
            "high": 39.38,
            "low": 39.35,
            "close": 39.38,
            "amount_yi": 0.5667
          },
          {
            "time": "14:49",
            "open": 39.51,
            "high": 39.51,
            "low": 39.51,
            "close": 39.51,
            "amount_yi": 0.4238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.51,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 34.86,
        "open": 36.18,
        "high": 39.99,
        "low": 35.6,
        "bid1": 39.51,
        "ask1": 39.53,
        "bid_qty1": 56,
        "ask_qty1": 151
      },
      "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": "2026-06-29T14:49:28",
      "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": 50.5505,
      "price_vs_vwap_pct": -3.2255,
      "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": 0.548,
        "prev_amount_yi": 0.5592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.98,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 48.8,
            "high": 48.9,
            "low": 48.8,
            "close": 48.9,
            "amount_yi": 0.1231
          },
          {
            "time": "14:46",
            "open": 48.99,
            "high": 48.99,
            "low": 48.97,
            "close": 48.97,
            "amount_yi": 0.1144
          },
          {
            "time": "14:47",
            "open": 48.91,
            "high": 48.91,
            "low": 48.91,
            "close": 48.91,
            "amount_yi": 0.0955
          },
          {
            "time": "14:48",
            "open": 48.89,
            "high": 48.93,
            "low": 48.89,
            "close": 48.93,
            "amount_yi": 0.1595
          },
          {
            "time": "14:49",
            "open": 48.92,
            "high": 48.92,
            "low": 48.92,
            "close": 48.92,
            "amount_yi": 0.0555
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.92,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 52.31,
        "open": 53.2,
        "high": 55.26,
        "low": 47.08,
        "bid1": 48.91,
        "ask1": 48.92,
        "bid_qty1": 35,
        "ask_qty1": 80
      },
      "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": "2026-06-29T14:49:28",
      "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": 87.648,
      "price_vs_vwap_pct": 1.9304,
      "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": 1.4458,
        "prev_amount_yi": 1.7116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 89.46,
            "high": 89.48,
            "low": 89.46,
            "close": 89.48,
            "amount_yi": 0.3617
          },
          {
            "time": "14:46",
            "open": 89.45,
            "high": 89.48,
            "low": 89.45,
            "close": 89.48,
            "amount_yi": 0.3482
          },
          {
            "time": "14:47",
            "open": 89.46,
            "high": 89.46,
            "low": 89.45,
            "close": 89.45,
            "amount_yi": 0.2368
          },
          {
            "time": "14:48",
            "open": 89.38,
            "high": 89.38,
            "low": 89.34,
            "close": 89.34,
            "amount_yi": 0.3168
          },
          {
            "time": "14:49",
            "open": 89.34,
            "high": 89.34,
            "low": 89.34,
            "close": 89.34,
            "amount_yi": 0.1823
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.34,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 78.12,
        "open": 82.88,
        "high": 93.7,
        "low": 81.33,
        "bid1": 89.33,
        "ask1": 89.34,
        "bid_qty1": 71,
        "ask_qty1": 71
      },
      "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": "2026-06-29T14:49:28",
      "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": 46.3604,
      "price_vs_vwap_pct": -3.0638,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.454,
        "prev_amount_yi": 0.3693,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 44.48,
            "high": 44.54,
            "low": 44.48,
            "close": 44.54,
            "amount_yi": 0.0894
          },
          {
            "time": "14:46",
            "open": 44.59,
            "high": 44.66,
            "low": 44.59,
            "close": 44.66,
            "amount_yi": 0.1133
          },
          {
            "time": "14:47",
            "open": 44.85,
            "high": 44.85,
            "low": 44.79,
            "close": 44.79,
            "amount_yi": 0.1102
          },
          {
            "time": "14:48",
            "open": 44.89,
            "high": 45.0,
            "low": 44.89,
            "close": 45.0,
            "amount_yi": 0.0664
          },
          {
            "time": "14:49",
            "open": 44.94,
            "high": 44.94,
            "low": 44.94,
            "close": 44.94,
            "amount_yi": 0.0747
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.94,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 47.95,
        "open": 50.41,
        "high": 50.98,
        "low": 43.16,
        "bid1": 44.93,
        "ask1": 44.94,
        "bid_qty1": 12,
        "ask_qty1": 38
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.1374,
      "intraday_vwap": 107.0914,
      "price_vs_vwap_pct": -0.8884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2418,
        "prev_amount_yi": 4.5931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4881,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 105.68,
            "high": 106.09,
            "low": 105.68,
            "close": 106.09,
            "amount_yi": 0.5452
          },
          {
            "time": "14:46",
            "open": 105.98,
            "high": 105.98,
            "low": 105.6,
            "close": 105.6,
            "amount_yi": 0.5063
          },
          {
            "time": "14:47",
            "open": 105.9,
            "high": 106.17,
            "low": 105.9,
            "close": 106.17,
            "amount_yi": 0.6306
          },
          {
            "time": "14:48",
            "open": 106.05,
            "high": 106.1,
            "low": 106.05,
            "close": 106.1,
            "amount_yi": 0.385
          },
          {
            "time": "14:49",
            "open": 106.14,
            "high": 106.14,
            "low": 106.14,
            "close": 106.14,
            "amount_yi": 0.1747
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 106.14,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 102.81,
        "open": 110.0,
        "high": 112.88,
        "low": 100.66,
        "bid1": 106.13,
        "ask1": 106.14,
        "bid_qty1": 5,
        "ask_qty1": 14
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.5973,
        "prev_amount_yi": 0.2756,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1673,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 61.9,
            "high": 61.9,
            "low": 61.52,
            "close": 61.52,
            "amount_yi": 0.1591
          },
          {
            "time": "14:46",
            "open": 61.5,
            "high": 61.55,
            "low": 61.5,
            "close": 61.55,
            "amount_yi": 0.0727
          },
          {
            "time": "14:47",
            "open": 61.85,
            "high": 61.85,
            "low": 61.68,
            "close": 61.68,
            "amount_yi": 0.058
          },
          {
            "time": "14:48",
            "open": 61.7,
            "high": 61.84,
            "low": 61.7,
            "close": 61.84,
            "amount_yi": 0.0725
          },
          {
            "time": "14:49",
            "open": 61.99,
            "high": 61.99,
            "low": 61.99,
            "close": 61.99,
            "amount_yi": 0.235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.99,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 53.86,
        "open": 55.0,
        "high": 62.89,
        "low": 51.51,
        "bid1": 61.83,
        "ask1": 61.99,
        "bid_qty1": 4,
        "ask_qty1": 8
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.279,
        "prev_amount_yi": 3.4689,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 508.0,
            "high": 509.0,
            "low": 508.0,
            "close": 509.0,
            "amount_yi": 0.4624
          },
          {
            "time": "14:46",
            "open": 510.0,
            "high": 510.01,
            "low": 510.0,
            "close": 510.01,
            "amount_yi": 0.7923
          },
          {
            "time": "14:47",
            "open": 509.0,
            "high": 509.0,
            "low": 508.55,
            "close": 508.55,
            "amount_yi": 0.7926
          },
          {
            "time": "14:48",
            "open": 508.02,
            "high": 508.19,
            "low": 508.02,
            "close": 508.19,
            "amount_yi": 0.9085
          },
          {
            "time": "14:49",
            "open": 508.5,
            "high": 508.5,
            "low": 508.5,
            "close": 508.5,
            "amount_yi": 0.3232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 508.5,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 501.05,
        "open": 491.54,
        "high": 512.0,
        "low": 472.1,
        "bid1": 508.5,
        "ask1": 508.59,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.002409:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SZSE.002409:VWAP_RECLAIM",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W45",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.2,
      "exec_low": 198.13,
      "exec_high": 198.13,
      "invalid_price": 189.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 202.4494,
      "price_vs_vwap_pct": 2.475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0694,
        "prev_amount_yi": 0.0853,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.01
          },
          {
            "time": "14:46",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0319
          },
          {
            "time": "14:47",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.012
          },
          {
            "time": "14:48",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0124
          },
          {
            "time": "14:49",
            "open": 207.46,
            "high": 207.46,
            "low": 207.46,
            "close": 207.46,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 188.6,
        "open": 199.13,
        "high": 207.46,
        "low": 191.18,
        "bid1": 207.46,
        "ask1": 0.0,
        "bid_qty1": 19898,
        "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": "2026-06-29T14:49:28",
      "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": 82.6734,
      "price_vs_vwap_pct": -2.1693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1383,
        "prev_amount_yi": 0.1455,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 80.71,
            "high": 80.73,
            "low": 80.71,
            "close": 80.73,
            "amount_yi": 0.0416
          },
          {
            "time": "14:46",
            "open": 80.89,
            "high": 80.89,
            "low": 80.88,
            "close": 80.88,
            "amount_yi": 0.0184
          },
          {
            "time": "14:47",
            "open": 81.0,
            "high": 81.11,
            "low": 81.0,
            "close": 81.11,
            "amount_yi": 0.0288
          },
          {
            "time": "14:48",
            "open": 80.93,
            "high": 80.93,
            "low": 80.82,
            "close": 80.82,
            "amount_yi": 0.0385
          },
          {
            "time": "14:49",
            "open": 80.88,
            "high": 80.88,
            "low": 80.88,
            "close": 80.88,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.88,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 88.46,
        "open": 88.55,
        "high": 88.95,
        "low": 79.61,
        "bid1": 80.85,
        "ask1": 80.89,
        "bid_qty1": 33,
        "ask_qty1": 4
      },
      "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": "2026-06-29T14:49:28",
      "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": 76.3619,
      "price_vs_vwap_pct": 4.7643,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4933,
        "prev_amount_yi": 0.2441,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0209,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 78.91,
            "high": 78.95,
            "low": 78.91,
            "close": 78.95,
            "amount_yi": 0.06
          },
          {
            "time": "14:46",
            "open": 79.0,
            "high": 79.03,
            "low": 79.0,
            "close": 79.03,
            "amount_yi": 0.0673
          },
          {
            "time": "14:47",
            "open": 79.45,
            "high": 79.61,
            "low": 79.45,
            "close": 79.61,
            "amount_yi": 0.1341
          },
          {
            "time": "14:48",
            "open": 79.89,
            "high": 80.0,
            "low": 79.89,
            "close": 80.0,
            "amount_yi": 0.1102
          },
          {
            "time": "14:49",
            "open": 80.0,
            "high": 80.0,
            "low": 80.0,
            "close": 80.0,
            "amount_yi": 0.1217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.0,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 76.0,
        "open": 75.99,
        "high": 80.03,
        "low": 71.1,
        "bid1": 79.99,
        "ask1": 80.0,
        "bid_qty1": 14,
        "ask_qty1": 201
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 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": 34.4257,
      "price_vs_vwap_pct": 1.4358,
      "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": 0.2884,
        "prev_amount_yi": 0.3692,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7811,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 34.85,
            "high": 34.85,
            "low": 34.83,
            "close": 34.83,
            "amount_yi": 0.0423
          },
          {
            "time": "14:46",
            "open": 34.83,
            "high": 34.84,
            "low": 34.83,
            "close": 34.84,
            "amount_yi": 0.0665
          },
          {
            "time": "14:47",
            "open": 34.85,
            "high": 34.85,
            "low": 34.84,
            "close": 34.84,
            "amount_yi": 0.0672
          },
          {
            "time": "14:48",
            "open": 34.85,
            "high": 34.9,
            "low": 34.85,
            "close": 34.9,
            "amount_yi": 0.0723
          },
          {
            "time": "14:49",
            "open": 34.92,
            "high": 34.92,
            "low": 34.92,
            "close": 34.92,
            "amount_yi": 0.0401
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.92,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 33.96,
        "open": 34.1,
        "high": 36.37,
        "low": 32.88,
        "bid1": 34.92,
        "ask1": 34.93,
        "bid_qty1": 7,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 16.9075,
      "price_vs_vwap_pct": -5.2491,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0606,
        "prev_amount_yi": 0.055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1018,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0068
          },
          {
            "time": "14:46",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0301
          },
          {
            "time": "14:47",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0116
          },
          {
            "time": "14:48",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0069
          },
          {
            "time": "14:49",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:28",
        "prev_close": 17.8,
        "open": 17.71,
        "high": 18.39,
        "low": 16.02,
        "bid1": 0.0,
        "ask1": 16.02,
        "bid_qty1": 0,
        "ask_qty1": 20076
      },
      "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": "2026-06-29T14:49:28",
      "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": 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": 3.7331,
      "intraday_vwap": 12.4741,
      "price_vs_vwap_pct": 0.849,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1831,
        "prev_amount_yi": 0.1127,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 12.59,
            "high": 12.59,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0541
          },
          {
            "time": "14:46",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0233
          },
          {
            "time": "14:47",
            "open": 12.59,
            "high": 12.59,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0452
          },
          {
            "time": "14:48",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0465
          },
          {
            "time": "14:49",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 12.58,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 12.16,
        "open": 12.17,
        "high": 12.91,
        "low": 11.95,
        "bid1": 12.58,
        "ask1": 12.59,
        "bid_qty1": 97,
        "ask_qty1": 676
      },
      "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": "2026-06-29T14:49:28",
      "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": 28.4326,
      "price_vs_vwap_pct": 1.1163,
      "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": 0.3704,
        "prev_amount_yi": 0.395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 28.7,
            "high": 28.71,
            "low": 28.7,
            "close": 28.71,
            "amount_yi": 0.0703
          },
          {
            "time": "14:46",
            "open": 28.73,
            "high": 28.73,
            "low": 28.7,
            "close": 28.7,
            "amount_yi": 0.1087
          },
          {
            "time": "14:47",
            "open": 28.71,
            "high": 28.74,
            "low": 28.71,
            "close": 28.74,
            "amount_yi": 0.0641
          },
          {
            "time": "14:48",
            "open": 28.75,
            "high": 28.75,
            "low": 28.75,
            "close": 28.75,
            "amount_yi": 0.0855
          },
          {
            "time": "14:49",
            "open": 28.75,
            "high": 28.75,
            "low": 28.75,
            "close": 28.75,
            "amount_yi": 0.0418
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.75,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 26.32,
        "open": 26.68,
        "high": 30.0,
        "low": 26.0,
        "bid1": 28.74,
        "ask1": 28.75,
        "bid_qty1": 49,
        "ask_qty1": 90
      },
      "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": "2026-06-29T14:49:28",
      "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": 84.7308,
      "price_vs_vwap_pct": -0.9333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2699,
        "prev_amount_yi": 0.2388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1302,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 83.7,
            "high": 83.72,
            "low": 83.7,
            "close": 83.72,
            "amount_yi": 0.0337
          },
          {
            "time": "14:46",
            "open": 83.65,
            "high": 83.65,
            "low": 83.52,
            "close": 83.52,
            "amount_yi": 0.0763
          },
          {
            "time": "14:47",
            "open": 83.55,
            "high": 83.55,
            "low": 83.55,
            "close": 83.55,
            "amount_yi": 0.0729
          },
          {
            "time": "14:48",
            "open": 83.77,
            "high": 83.81,
            "low": 83.77,
            "close": 83.81,
            "amount_yi": 0.0537
          },
          {
            "time": "14:49",
            "open": 83.94,
            "high": 83.94,
            "low": 83.94,
            "close": 83.94,
            "amount_yi": 0.0333
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.94,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 86.6,
        "open": 85.74,
        "high": 89.5,
        "low": 80.78,
        "bid1": 83.94,
        "ask1": 83.98,
        "bid_qty1": 73,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:49:28",
      "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": 7.8183,
      "price_vs_vwap_pct": 0.2776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.4872,
        "prev_amount_yi": 4.019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 1.4533
          },
          {
            "time": "14:46",
            "open": 7.77,
            "high": 7.78,
            "low": 7.77,
            "close": 7.78,
            "amount_yi": 1.1976
          },
          {
            "time": "14:47",
            "open": 7.83,
            "high": 7.83,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 3.3813
          },
          {
            "time": "14:48",
            "open": 7.82,
            "high": 7.83,
            "low": 7.82,
            "close": 7.83,
            "amount_yi": 1.3817
          },
          {
            "time": "14:49",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 1.0733
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.84,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 7.79,
        "open": 7.96,
        "high": 8.21,
        "low": 7.51,
        "bid1": 7.84,
        "ask1": 7.85,
        "bid_qty1": 204,
        "ask_qty1": 34459
      },
      "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": "2026-06-29T14:49:28",
      "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": 170.725,
      "price_vs_vwap_pct": -5.6963,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2874,
        "prev_amount_yi": 0.8214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5673,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 162.5,
            "high": 162.5,
            "low": 162.45,
            "close": 162.45,
            "amount_yi": 0.1779
          },
          {
            "time": "14:46",
            "open": 162.38,
            "high": 162.38,
            "low": 162.21,
            "close": 162.21,
            "amount_yi": 0.17
          },
          {
            "time": "14:47",
            "open": 162.01,
            "high": 162.01,
            "low": 161.89,
            "close": 161.89,
            "amount_yi": 0.3472
          },
          {
            "time": "14:48",
            "open": 161.5,
            "high": 161.5,
            "low": 161.15,
            "close": 161.15,
            "amount_yi": 0.2147
          },
          {
            "time": "14:49",
            "open": 161.0,
            "high": 161.0,
            "low": 161.0,
            "close": 161.0,
            "amount_yi": 0.3776
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 161.0,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 178.0,
        "open": 178.5,
        "high": 184.09,
        "low": 160.2,
        "bid1": 160.9,
        "ask1": 161.0,
        "bid_qty1": 16,
        "ask_qty1": 373
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.1991,
      "intraday_vwap": 16.7341,
      "price_vs_vwap_pct": 0.8121,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.078,
        "prev_amount_yi": 0.048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 16.92,
            "high": 16.92,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0171
          },
          {
            "time": "14:46",
            "open": 16.93,
            "high": 16.93,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0143
          },
          {
            "time": "14:47",
            "open": 16.91,
            "high": 16.91,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0101
          },
          {
            "time": "14:48",
            "open": 16.87,
            "high": 16.87,
            "low": 16.87,
            "close": 16.87,
            "amount_yi": 0.0273
          },
          {
            "time": "14:49",
            "open": 16.87,
            "high": 16.87,
            "low": 16.87,
            "close": 16.87,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 16.87,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 16.23,
        "open": 16.19,
        "high": 17.35,
        "low": 15.98,
        "bid1": 16.87,
        "ask1": 16.88,
        "bid_qty1": 16,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:49:28",
      "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": 20.215,
      "price_vs_vwap_pct": -2.0035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0931,
        "prev_amount_yi": 0.1053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8841,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 19.77,
            "high": 19.77,
            "low": 19.77,
            "close": 19.77,
            "amount_yi": 0.0114
          },
          {
            "time": "14:46",
            "open": 19.77,
            "high": 19.78,
            "low": 19.77,
            "close": 19.78,
            "amount_yi": 0.0225
          },
          {
            "time": "14:47",
            "open": 19.77,
            "high": 19.78,
            "low": 19.77,
            "close": 19.78,
            "amount_yi": 0.0233
          },
          {
            "time": "14:48",
            "open": 19.78,
            "high": 19.8,
            "low": 19.78,
            "close": 19.8,
            "amount_yi": 0.0211
          },
          {
            "time": "14:49",
            "open": 19.81,
            "high": 19.81,
            "low": 19.81,
            "close": 19.81,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.81,
        "ts": "2026-06-29T14:49:28",
        "prev_close": 20.78,
        "open": 20.95,
        "high": 21.88,
        "low": 19.16,
        "bid1": 19.82,
        "ask1": 19.83,
        "bid_qty1": 8,
        "ask_qty1": 14
      },
      "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": "2026-06-29T14:49:28",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6316,
        "prev_amount_yi": 0.3386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 517.85,
            "high": 517.85,
            "low": 517.76,
            "close": 517.76,
            "amount_yi": 0.1419
          },
          {
            "time": "14:46",
            "open": 517.82,
            "high": 518.0,
            "low": 517.82,
            "close": 518.0,
            "amount_yi": 0.107
          },
          {
            "time": "14:47",
            "open": 517.65,
            "high": 518.0,
            "low": 517.65,
            "close": 518.0,
            "amount_yi": 0.2027
          },
          {
            "time": "14:48",
            "open": 517.72,
            "high": 517.77,
            "low": 517.72,
            "close": 517.77,
            "amount_yi": 0.0918
          },
          {
            "time": "14:49",
            "open": 517.7,
            "high": 517.7,
            "low": 517.7,
            "close": 517.7,
            "amount_yi": 0.0882
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 517.7,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 469.1,
        "open": 470.5,
        "high": 518.78,
        "low": 470.5,
        "bid1": 517.7,
        "ask1": 518.0,
        "bid_qty1": 112,
        "ask_qty1": 27
      },
      "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": "2026-06-29T14:49:28",
      "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": 18.6013,
      "price_vs_vwap_pct": 5.6915,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0014,
        "prev_amount_yi": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:44",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0003
          },
          {
            "time": "14:45",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0003
          },
          {
            "time": "14:47",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          },
          {
            "time": "14:48",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0006
          },
          {
            "time": "14:49",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:23",
        "prev_close": 17.87,
        "open": 17.13,
        "high": 19.66,
        "low": 17.13,
        "bid1": 19.66,
        "ask1": 0.0,
        "bid_qty1": 30238,
        "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.91,
      "exec_low": 10.06,
      "exec_high": 10.06,
      "invalid_price": 9.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.76,
      "entry_zone_high": 10.06,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7005,
      "price_vs_vwap_pct": -1.1391,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0593,
        "prev_amount_yi": 0.0471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.259,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 9.61,
            "high": 9.61,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.0067
          },
          {
            "time": "14:46",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 0.0116
          },
          {
            "time": "14:47",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 0.0211
          },
          {
            "time": "14:48",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 0.0109
          },
          {
            "time": "14:49",
            "open": 9.59,
            "high": 9.59,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.59,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 9.74,
        "open": 9.71,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.59,
        "ask1": 9.6,
        "bid_qty1": 289,
        "ask_qty1": 658
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM",
      "symbol": "SHSE.600141",
      "name": "兴发集团",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.21,
      "exec_high": 52.21,
      "invalid_price": 49.9,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 47.8894,
      "price_vs_vwap_pct": 0.2727,
      "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": 0.7255,
        "prev_amount_yi": 1.0014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 48.04,
            "high": 48.04,
            "low": 47.89,
            "close": 47.89,
            "amount_yi": 0.2325
          },
          {
            "time": "14:46",
            "open": 47.84,
            "high": 47.84,
            "low": 47.7,
            "close": 47.7,
            "amount_yi": 0.1485
          },
          {
            "time": "14:47",
            "open": 47.78,
            "high": 47.9,
            "low": 47.78,
            "close": 47.9,
            "amount_yi": 0.1052
          },
          {
            "time": "14:48",
            "open": 47.9,
            "high": 47.9,
            "low": 47.89,
            "close": 47.89,
            "amount_yi": 0.1707
          },
          {
            "time": "14:49",
            "open": 48.02,
            "high": 48.02,
            "low": 48.02,
            "close": 48.02,
            "amount_yi": 0.0686
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.02,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 48.8,
        "open": 49.8,
        "high": 50.78,
        "low": 45.6,
        "bid1": 48.0,
        "ask1": 48.02,
        "bid_qty1": 1022,
        "ask_qty1": 75
      },
      "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": "2026-06-29T14:49:28",
      "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": 47.2546,
      "price_vs_vwap_pct": 3.7359,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1682,
        "prev_amount_yi": 0.1416,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 48.79,
            "high": 48.8,
            "low": 48.79,
            "close": 48.8,
            "amount_yi": 0.0257
          },
          {
            "time": "14:46",
            "open": 48.8,
            "high": 48.83,
            "low": 48.8,
            "close": 48.83,
            "amount_yi": 0.0349
          },
          {
            "time": "14:47",
            "open": 48.88,
            "high": 48.92,
            "low": 48.88,
            "close": 48.92,
            "amount_yi": 0.0337
          },
          {
            "time": "14:48",
            "open": 48.97,
            "high": 48.99,
            "low": 48.97,
            "close": 48.99,
            "amount_yi": 0.0404
          },
          {
            "time": "14:49",
            "open": 49.02,
            "high": 49.02,
            "low": 49.02,
            "close": 49.02,
            "amount_yi": 0.0335
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.02,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 45.05,
        "open": 45.07,
        "high": 50.1,
        "low": 43.58,
        "bid1": 49.02,
        "ask1": 49.05,
        "bid_qty1": 403,
        "ask_qty1": 13
      },
      "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": "2026-06-29T14:49:28",
      "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": 50.7707,
      "price_vs_vwap_pct": -2.2862,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0096,
        "prev_amount_yi": 0.0172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0012
          },
          {
            "time": "14:46",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0012
          },
          {
            "time": "14:47",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0014
          },
          {
            "time": "14:48",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0029
          },
          {
            "time": "14:49",
            "open": 49.61,
            "high": 49.61,
            "low": 49.61,
            "close": 49.61,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 55.12,
        "open": 54.71,
        "high": 55.0,
        "low": 49.61,
        "bid1": 0.0,
        "ask1": 49.61,
        "bid_qty1": 0,
        "ask_qty1": 13180
      },
      "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": "2026-06-29T14:49:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 136.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.88,
      "entry_zone_high": 134.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3514,
        "prev_amount_yi": 0.3255,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 139.53,
            "high": 139.53,
            "low": 139.49,
            "close": 139.49,
            "amount_yi": 0.095
          },
          {
            "time": "14:46",
            "open": 139.72,
            "high": 139.74,
            "low": 139.72,
            "close": 139.74,
            "amount_yi": 0.0645
          },
          {
            "time": "14:47",
            "open": 139.72,
            "high": 139.73,
            "low": 139.72,
            "close": 139.73,
            "amount_yi": 0.0713
          },
          {
            "time": "14:48",
            "open": 139.8,
            "high": 139.8,
            "low": 139.6,
            "close": 139.6,
            "amount_yi": 0.1019
          },
          {
            "time": "14:49",
            "open": 139.62,
            "high": 139.62,
            "low": 139.62,
            "close": 139.62,
            "amount_yi": 0.0187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 139.62,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 127.81,
        "open": 130.5,
        "high": 139.99,
        "low": 127.83,
        "bid1": 139.6,
        "ask1": 139.62,
        "bid_qty1": 12,
        "ask_qty1": 5
      },
      "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": "2026-06-29T14:49:28",
      "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": 29.7521,
      "price_vs_vwap_pct": -1.2171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5048,
        "prev_amount_yi": 0.2992,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6872,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 29.37,
            "high": 29.41,
            "low": 29.37,
            "close": 29.41,
            "amount_yi": 0.0807
          },
          {
            "time": "14:46",
            "open": 29.4,
            "high": 29.4,
            "low": 29.4,
            "close": 29.4,
            "amount_yi": 0.1216
          },
          {
            "time": "14:47",
            "open": 29.4,
            "high": 29.4,
            "low": 29.39,
            "close": 29.39,
            "amount_yi": 0.1826
          },
          {
            "time": "14:48",
            "open": 29.39,
            "high": 29.39,
            "low": 29.38,
            "close": 29.38,
            "amount_yi": 0.0722
          },
          {
            "time": "14:49",
            "open": 29.39,
            "high": 29.39,
            "low": 29.39,
            "close": 29.39,
            "amount_yi": 0.0477
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.39,
        "ts": "2026-06-29T14:49:28",
        "prev_close": 30.25,
        "open": 30.02,
        "high": 30.88,
        "low": 29.07,
        "bid1": 29.39,
        "ask1": 29.4,
        "bid_qty1": 160,
        "ask_qty1": 1611
      },
      "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": "2026-06-29T14:49:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 696.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 686.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 665.86,
      "entry_zone_high": 686.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4532,
        "prev_amount_yi": 0.4552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9956,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 697.26,
            "high": 698.27,
            "low": 697.26,
            "close": 698.27,
            "amount_yi": 0.1258
          },
          {
            "time": "14:46",
            "open": 701.0,
            "high": 704.89,
            "low": 701.0,
            "close": 704.89,
            "amount_yi": 0.0626
          },
          {
            "time": "14:47",
            "open": 703.99,
            "high": 703.99,
            "low": 702.58,
            "close": 702.58,
            "amount_yi": 0.063
          },
          {
            "time": "14:48",
            "open": 703.99,
            "high": 705.0,
            "low": 703.99,
            "close": 705.0,
            "amount_yi": 0.0717
          },
          {
            "time": "14:49",
            "open": 706.66,
            "high": 706.66,
            "low": 706.66,
            "close": 706.66,
            "amount_yi": 0.1301
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 706.66,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 653.7,
        "open": 660.0,
        "high": 709.88,
        "low": 642.03,
        "bid1": 703.07,
        "ask1": 706.66,
        "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.603156:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM",
      "symbol": "SHSE.603156",
      "name": "养元饮品",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 48.49,
      "exec_low": 49.22,
      "exec_high": 49.22,
      "invalid_price": 47.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 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": 4.5067,
      "intraday_vwap": 47.6393,
      "price_vs_vwap_pct": 3.1921,
      "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": 0.3053,
        "prev_amount_yi": 0.5843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5225,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 49.24,
            "high": 49.29,
            "low": 49.24,
            "close": 49.29,
            "amount_yi": 0.0664
          },
          {
            "time": "14:46",
            "open": 49.16,
            "high": 49.16,
            "low": 49.05,
            "close": 49.05,
            "amount_yi": 0.0579
          },
          {
            "time": "14:47",
            "open": 49.2,
            "high": 49.25,
            "low": 49.2,
            "close": 49.25,
            "amount_yi": 0.0615
          },
          {
            "time": "14:48",
            "open": 49.23,
            "high": 49.23,
            "low": 49.1,
            "close": 49.1,
            "amount_yi": 0.0471
          },
          {
            "time": "14:49",
            "open": 49.16,
            "high": 49.16,
            "low": 49.16,
            "close": 49.16,
            "amount_yi": 0.0724
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 49.16,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 46.69,
        "open": 47.0,
        "high": 49.36,
        "low": 46.2,
        "bid1": 49.16,
        "ask1": 49.26,
        "bid_qty1": 11,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:49:28",
      "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": 22.4201,
      "price_vs_vwap_pct": -0.6695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1646,
        "prev_amount_yi": 0.1242,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 22.26,
            "high": 22.26,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0247
          },
          {
            "time": "14:46",
            "open": 22.28,
            "high": 22.28,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.0373
          },
          {
            "time": "14:47",
            "open": 22.27,
            "high": 22.28,
            "low": 22.27,
            "close": 22.28,
            "amount_yi": 0.0377
          },
          {
            "time": "14:48",
            "open": 22.27,
            "high": 22.27,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.0266
          },
          {
            "time": "14:49",
            "open": 22.27,
            "high": 22.27,
            "low": 22.27,
            "close": 22.27,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.27,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 23.21,
        "open": 23.29,
        "high": 23.5,
        "low": 21.9,
        "bid1": 22.27,
        "ask1": 22.28,
        "bid_qty1": 29,
        "ask_qty1": 194
      },
      "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": "2026-06-29T14:49:28",
      "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": 12.7989,
      "price_vs_vwap_pct": -1.7884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8579,
        "prev_amount_yi": 0.7072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2131,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.1151
          },
          {
            "time": "14:46",
            "open": 12.54,
            "high": 12.54,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.1125
          },
          {
            "time": "14:47",
            "open": 12.54,
            "high": 12.54,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.2113
          },
          {
            "time": "14:48",
            "open": 12.53,
            "high": 12.54,
            "low": 12.53,
            "close": 12.54,
            "amount_yi": 0.3593
          },
          {
            "time": "14:49",
            "open": 12.57,
            "high": 12.57,
            "low": 12.57,
            "close": 12.57,
            "amount_yi": 0.0597
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.57,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 12.54,
        "open": 12.65,
        "high": 13.5,
        "low": 12.16,
        "bid1": 12.56,
        "ask1": 12.57,
        "bid_qty1": 179,
        "ask_qty1": 1183
      },
      "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": "2026-06-29T14:49:28",
      "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": 160.3332,
      "price_vs_vwap_pct": 4.6259,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0341,
        "prev_amount_yi": 0.0289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0195
          },
          {
            "time": "14:46",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0017
          },
          {
            "time": "14:47",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0084
          },
          {
            "time": "14:48",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0032
          },
          {
            "time": "14:49",
            "open": 167.75,
            "high": 167.75,
            "low": 167.75,
            "close": 167.75,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 152.5,
        "open": 155.55,
        "high": 167.75,
        "low": 151.0,
        "bid1": 167.75,
        "ask1": 0.0,
        "bid_qty1": 17506,
        "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": "2026-06-29T14:49:28",
      "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": 18.9034,
      "price_vs_vwap_pct": -2.3456,
      "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": 0.4238,
        "prev_amount_yi": 0.4807,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 18.43,
            "high": 18.43,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0858
          },
          {
            "time": "14:46",
            "open": 18.43,
            "high": 18.46,
            "low": 18.43,
            "close": 18.46,
            "amount_yi": 0.0643
          },
          {
            "time": "14:47",
            "open": 18.45,
            "high": 18.48,
            "low": 18.45,
            "close": 18.48,
            "amount_yi": 0.0833
          },
          {
            "time": "14:48",
            "open": 18.49,
            "high": 18.49,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.1047
          },
          {
            "time": "14:49",
            "open": 18.46,
            "high": 18.46,
            "low": 18.46,
            "close": 18.46,
            "amount_yi": 0.0857
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.46,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 19.97,
        "open": 20.5,
        "high": 21.32,
        "low": 17.97,
        "bid1": 18.46,
        "ask1": 18.47,
        "bid_qty1": 6,
        "ask_qty1": 1346
      },
      "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": "2026-06-29T14:49:28",
      "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": 128.9985,
      "price_vs_vwap_pct": -2.9834,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0629,
        "prev_amount_yi": 0.1004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 124.93,
            "high": 125.07,
            "low": 124.93,
            "close": 125.07,
            "amount_yi": 0.0076
          },
          {
            "time": "14:46",
            "open": 125.19,
            "high": 125.36,
            "low": 125.19,
            "close": 125.36,
            "amount_yi": 0.0157
          },
          {
            "time": "14:47",
            "open": 125.17,
            "high": 125.26,
            "low": 125.17,
            "close": 125.26,
            "amount_yi": 0.0228
          },
          {
            "time": "14:48",
            "open": 125.24,
            "high": 125.24,
            "low": 125.24,
            "close": 125.24,
            "amount_yi": 0.0089
          },
          {
            "time": "14:49",
            "open": 125.15,
            "high": 125.15,
            "low": 125.15,
            "close": 125.15,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 125.15,
        "ts": "2026-06-29T14:49:21",
        "prev_close": 124.69,
        "open": 127.01,
        "high": 135.5,
        "low": 123.11,
        "bid1": 125.19,
        "ask1": 125.24,
        "bid_qty1": 1,
        "ask_qty1": 59
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.2495,
        "prev_amount_yi": 0.2826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 104.18,
            "high": 104.19,
            "low": 104.18,
            "close": 104.19,
            "amount_yi": 0.0544
          },
          {
            "time": "14:46",
            "open": 104.45,
            "high": 104.5,
            "low": 104.45,
            "close": 104.5,
            "amount_yi": 0.0507
          },
          {
            "time": "14:47",
            "open": 104.78,
            "high": 104.79,
            "low": 104.78,
            "close": 104.79,
            "amount_yi": 0.0619
          },
          {
            "time": "14:48",
            "open": 104.95,
            "high": 105.2,
            "low": 104.95,
            "close": 105.2,
            "amount_yi": 0.0521
          },
          {
            "time": "14:49",
            "open": 104.98,
            "high": 104.98,
            "low": 104.98,
            "close": 104.98,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.98,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 108.6,
        "open": 110.16,
        "high": 115.85,
        "low": 102.57,
        "bid1": 104.98,
        "ask1": 105.0,
        "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.600460:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "W73",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 53.8,
      "exec_low": 54.61,
      "exec_high": 54.61,
      "invalid_price": 52.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.99,
      "entry_zone_high": 54.61,
      "entry_risk_pct": null,
      "intraday_vwap": 53.0528,
      "price_vs_vwap_pct": -1.7959,
      "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": 1.77,
        "prev_amount_yi": 2.2307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 52.08,
            "high": 52.09,
            "low": 52.08,
            "close": 52.09,
            "amount_yi": 0.3662
          },
          {
            "time": "14:46",
            "open": 52.12,
            "high": 52.13,
            "low": 52.12,
            "close": 52.13,
            "amount_yi": 0.3836
          },
          {
            "time": "14:47",
            "open": 52.15,
            "high": 52.15,
            "low": 52.15,
            "close": 52.15,
            "amount_yi": 0.3461
          },
          {
            "time": "14:48",
            "open": 52.1,
            "high": 52.11,
            "low": 52.1,
            "close": 52.11,
            "amount_yi": 0.3891
          },
          {
            "time": "14:49",
            "open": 52.1,
            "high": 52.1,
            "low": 52.1,
            "close": 52.1,
            "amount_yi": 0.285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.1,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 50.38,
        "open": 52.89,
        "high": 55.42,
        "low": 50.85,
        "bid1": 52.08,
        "ask1": 52.1,
        "bid_qty1": 866,
        "ask_qty1": 46
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM",
      "symbol": "SHSE.600598",
      "name": "北大荒",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.96,
      "exec_low": 11.12,
      "exec_high": 11.12,
      "invalid_price": 10.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.8,
      "entry_zone_high": 11.12,
      "entry_risk_pct": 3.1876,
      "intraday_vwap": 10.8221,
      "price_vs_vwap_pct": 1.3666,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0551,
        "prev_amount_yi": 0.0502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 10.98,
            "high": 10.98,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0178
          },
          {
            "time": "14:46",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0102
          },
          {
            "time": "14:47",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0115
          },
          {
            "time": "14:48",
            "open": 10.96,
            "high": 10.96,
            "low": 10.96,
            "close": 10.96,
            "amount_yi": 0.0079
          },
          {
            "time": "14:49",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.97,
        "ts": "2026-06-29T14:49:28",
        "prev_close": 10.79,
        "open": 10.75,
        "high": 11.08,
        "low": 10.46,
        "bid1": 10.97,
        "ask1": 10.98,
        "bid_qty1": 53,
        "ask_qty1": 214
      },
      "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": "2026-06-29T14:49:28",
      "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": 4.3364,
      "intraday_vwap": 7.4926,
      "price_vs_vwap_pct": 1.5669,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0537,
        "prev_amount_yi": 0.0445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 7.6,
            "high": 7.6,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.0125
          },
          {
            "time": "14:46",
            "open": 7.61,
            "high": 7.61,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.0188
          },
          {
            "time": "14:47",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0107
          },
          {
            "time": "14:48",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0093
          },
          {
            "time": "14:49",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 7.61,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 7.51,
        "open": 7.48,
        "high": 7.61,
        "low": 7.29,
        "bid1": 7.6,
        "ask1": 7.61,
        "bid_qty1": 1133,
        "ask_qty1": 2329
      },
      "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": "2026-06-29T14:49:28",
      "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": 123.5142,
      "price_vs_vwap_pct": 2.1097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9498,
        "prev_amount_yi": 1.6656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 125.94,
            "high": 125.98,
            "low": 125.94,
            "close": 125.98,
            "amount_yi": 0.5593
          },
          {
            "time": "14:46",
            "open": 126.06,
            "high": 126.1,
            "low": 126.06,
            "close": 126.1,
            "amount_yi": 0.3201
          },
          {
            "time": "14:47",
            "open": 126.05,
            "high": 126.05,
            "low": 126.0,
            "close": 126.0,
            "amount_yi": 0.4322
          },
          {
            "time": "14:48",
            "open": 126.02,
            "high": 126.04,
            "low": 126.02,
            "close": 126.04,
            "amount_yi": 0.3871
          },
          {
            "time": "14:49",
            "open": 126.12,
            "high": 126.12,
            "low": 126.12,
            "close": 126.12,
            "amount_yi": 0.2511
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 126.12,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 118.18,
        "open": 117.21,
        "high": 126.58,
        "low": 116.8,
        "bid1": 126.12,
        "ask1": 126.13,
        "bid_qty1": 49,
        "ask_qty1": 8
      },
      "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": "2026-06-29T14:49:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "趋势股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 156.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 149.71,
      "entry_zone_high": 154.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4322,
        "prev_amount_yi": 0.2731,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 136.99,
            "high": 137.13,
            "low": 136.99,
            "close": 137.13,
            "amount_yi": 0.0696
          },
          {
            "time": "14:46",
            "open": 137.24,
            "high": 137.24,
            "low": 136.96,
            "close": 136.96,
            "amount_yi": 0.0502
          },
          {
            "time": "14:47",
            "open": 137.11,
            "high": 138.32,
            "low": 137.11,
            "close": 138.32,
            "amount_yi": 0.1398
          },
          {
            "time": "14:48",
            "open": 138.03,
            "high": 138.96,
            "low": 138.03,
            "close": 138.96,
            "amount_yi": 0.1298
          },
          {
            "time": "14:49",
            "open": 138.59,
            "high": 138.59,
            "low": 138.59,
            "close": 138.59,
            "amount_yi": 0.0428
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 138.59,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 149.38,
        "open": 147.56,
        "high": 152.32,
        "low": 131.63,
        "bid1": 138.58,
        "ask1": 138.59,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "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": "2026-06-29T14:49:28",
      "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": 11.8403,
      "price_vs_vwap_pct": -0.8471,
      "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": 0.5764,
        "prev_amount_yi": 0.5549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 11.66,
            "high": 11.68,
            "low": 11.66,
            "close": 11.68,
            "amount_yi": 0.0674
          },
          {
            "time": "14:46",
            "open": 11.74,
            "high": 11.74,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.2118
          },
          {
            "time": "14:47",
            "open": 11.73,
            "high": 11.74,
            "low": 11.73,
            "close": 11.74,
            "amount_yi": 0.1452
          },
          {
            "time": "14:48",
            "open": 11.74,
            "high": 11.74,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0832
          },
          {
            "time": "14:49",
            "open": 11.74,
            "high": 11.74,
            "low": 11.74,
            "close": 11.74,
            "amount_yi": 0.0688
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.74,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 12.14,
        "open": 12.59,
        "high": 12.84,
        "low": 11.1,
        "bid1": 11.73,
        "ask1": 11.74,
        "bid_qty1": 799,
        "ask_qty1": 17
      },
      "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": "2026-06-29T14:49:28",
      "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": 21.9193,
      "price_vs_vwap_pct": -1.0005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3821,
        "prev_amount_yi": 1.1995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 21.59,
            "high": 21.59,
            "low": 21.58,
            "close": 21.58,
            "amount_yi": 0.3068
          },
          {
            "time": "14:46",
            "open": 21.58,
            "high": 21.58,
            "low": 21.58,
            "close": 21.58,
            "amount_yi": 0.2965
          },
          {
            "time": "14:47",
            "open": 21.65,
            "high": 21.67,
            "low": 21.65,
            "close": 21.67,
            "amount_yi": 0.3735
          },
          {
            "time": "14:48",
            "open": 21.67,
            "high": 21.68,
            "low": 21.67,
            "close": 21.68,
            "amount_yi": 0.2567
          },
          {
            "time": "14:49",
            "open": 21.7,
            "high": 21.7,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.1486
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.7,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 22.56,
        "open": 22.73,
        "high": 23.5,
        "low": 20.58,
        "bid1": 21.7,
        "ask1": 21.71,
        "bid_qty1": 114,
        "ask_qty1": 211
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.0437,
        "prev_amount_yi": 0.0683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6398,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 61.35,
            "high": 61.39,
            "low": 61.35,
            "close": 61.39,
            "amount_yi": 0.0174
          },
          {
            "time": "14:46",
            "open": 61.39,
            "high": 61.96,
            "low": 61.39,
            "close": 61.96,
            "amount_yi": 0.0128
          },
          {
            "time": "14:47",
            "open": 62.06,
            "high": 62.18,
            "low": 62.06,
            "close": 62.18,
            "amount_yi": 0.0069
          },
          {
            "time": "14:48",
            "open": 62.62,
            "high": 62.93,
            "low": 62.62,
            "close": 62.93,
            "amount_yi": 0.0025
          },
          {
            "time": "14:49",
            "open": 62.93,
            "high": 62.93,
            "low": 62.93,
            "close": 62.93,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.93,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 69.39,
        "open": 71.0,
        "high": 71.49,
        "low": 60.08,
        "bid1": 62.9,
        "ask1": 62.93,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:49:28",
      "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": 57.4584,
      "price_vs_vwap_pct": 2.4393,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4621,
        "prev_amount_yi": 0.1187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.893,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1106
          },
          {
            "time": "14:46",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0504
          },
          {
            "time": "14:47",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.0927
          },
          {
            "time": "14:48",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.074
          },
          {
            "time": "14:49",
            "open": 58.86,
            "high": 58.86,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.1344
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:24",
        "prev_close": 53.51,
        "open": 56.0,
        "high": 58.86,
        "low": 55.55,
        "bid1": 58.86,
        "ask1": 0.0,
        "bid_qty1": 70963,
        "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": "2026-06-29T14:49:28",
      "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": 26.6804,
      "price_vs_vwap_pct": 0.7481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1384,
        "prev_amount_yi": 0.1039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3321,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 26.91,
            "high": 26.92,
            "low": 26.91,
            "close": 26.92,
            "amount_yi": 0.0308
          },
          {
            "time": "14:46",
            "open": 26.9,
            "high": 26.92,
            "low": 26.9,
            "close": 26.92,
            "amount_yi": 0.0471
          },
          {
            "time": "14:47",
            "open": 26.93,
            "high": 26.93,
            "low": 26.92,
            "close": 26.92,
            "amount_yi": 0.0267
          },
          {
            "time": "14:48",
            "open": 26.92,
            "high": 26.93,
            "low": 26.92,
            "close": 26.93,
            "amount_yi": 0.0215
          },
          {
            "time": "14:49",
            "open": 26.88,
            "high": 26.88,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.88,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 25.42,
        "open": 25.43,
        "high": 27.28,
        "low": 25.27,
        "bid1": 26.9,
        "ask1": 26.91,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-06-29T14:49:28",
      "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": 73.4381,
      "price_vs_vwap_pct": -0.8553,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0979,
        "prev_amount_yi": 0.1093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 72.81,
            "high": 72.81,
            "low": 72.81,
            "close": 72.81,
            "amount_yi": 0.0214
          },
          {
            "time": "14:46",
            "open": 72.86,
            "high": 72.86,
            "low": 72.81,
            "close": 72.81,
            "amount_yi": 0.0258
          },
          {
            "time": "14:47",
            "open": 72.79,
            "high": 72.79,
            "low": 72.77,
            "close": 72.77,
            "amount_yi": 0.0166
          },
          {
            "time": "14:48",
            "open": 72.74,
            "high": 72.78,
            "low": 72.74,
            "close": 72.78,
            "amount_yi": 0.0214
          },
          {
            "time": "14:49",
            "open": 72.81,
            "high": 72.81,
            "low": 72.81,
            "close": 72.81,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.81,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 76.02,
        "open": 76.24,
        "high": 77.0,
        "low": 71.81,
        "bid1": 72.8,
        "ask1": 72.83,
        "bid_qty1": 24,
        "ask_qty1": 10
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.5237,
      "intraday_vwap": 57.1357,
      "price_vs_vwap_pct": 0.7951,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0433,
        "prev_amount_yi": 0.0304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 57.67,
            "high": 57.67,
            "low": 57.64,
            "close": 57.64,
            "amount_yi": 0.008
          },
          {
            "time": "14:46",
            "open": 57.68,
            "high": 57.68,
            "low": 57.66,
            "close": 57.66,
            "amount_yi": 0.008
          },
          {
            "time": "14:47",
            "open": 57.66,
            "high": 57.66,
            "low": 57.65,
            "close": 57.65,
            "amount_yi": 0.0095
          },
          {
            "time": "14:48",
            "open": 57.62,
            "high": 57.62,
            "low": 57.6,
            "close": 57.6,
            "amount_yi": 0.0133
          },
          {
            "time": "14:49",
            "open": 57.59,
            "high": 57.59,
            "low": 57.59,
            "close": 57.59,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 57.59,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 56.7,
        "open": 56.4,
        "high": 59.18,
        "low": 54.3,
        "bid1": 57.6,
        "ask1": 57.61,
        "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.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": "2026-06-29T14:49:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.87,
      "entry_zone_high": 5.01,
      "entry_risk_pct": 3.4274,
      "intraday_vwap": 4.913,
      "price_vs_vwap_pct": 0.7531,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0822,
        "prev_amount_yi": 0.0684,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2018,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0195
          },
          {
            "time": "14:46",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0127
          },
          {
            "time": "14:47",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.0322
          },
          {
            "time": "14:48",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0123
          },
          {
            "time": "14:49",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": "2026-06-29T14:49:25",
        "prev_close": 4.92,
        "open": 4.91,
        "high": 4.99,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 23236,
        "ask_qty1": 779
      },
      "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": "2026-06-29T14:49:28",
      "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": 15.9706,
      "price_vs_vwap_pct": 0.1215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1222,
        "prev_amount_yi": 0.1121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0901,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 15.93,
            "high": 15.93,
            "low": 15.91,
            "close": 15.91,
            "amount_yi": 0.0131
          },
          {
            "time": "14:46",
            "open": 15.9,
            "high": 15.91,
            "low": 15.9,
            "close": 15.91,
            "amount_yi": 0.0301
          },
          {
            "time": "14:47",
            "open": 15.99,
            "high": 15.99,
            "low": 15.98,
            "close": 15.98,
            "amount_yi": 0.0418
          },
          {
            "time": "14:48",
            "open": 15.97,
            "high": 15.98,
            "low": 15.97,
            "close": 15.98,
            "amount_yi": 0.0311
          },
          {
            "time": "14:49",
            "open": 15.99,
            "high": 15.99,
            "low": 15.99,
            "close": 15.99,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.99,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 16.7,
        "open": 16.54,
        "high": 16.8,
        "low": 15.4,
        "bid1": 15.99,
        "ask1": 16.0,
        "bid_qty1": 90,
        "ask_qty1": 265
      },
      "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": "2026-06-29T14:49:28",
      "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": 2.9311,
      "price_vs_vwap_pct": -1.061,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0839,
        "prev_amount_yi": 0.1,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0214
          },
          {
            "time": "14:46",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0148
          },
          {
            "time": "14:47",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0193
          },
          {
            "time": "14:48",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0123
          },
          {
            "time": "14:49",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.9,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 3.03,
        "open": 2.98,
        "high": 3.0,
        "low": 2.88,
        "bid1": 2.9,
        "ask1": 2.91,
        "bid_qty1": 58857,
        "ask_qty1": 29652
      },
      "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": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 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": 192.9029,
      "price_vs_vwap_pct": 1.8803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1293,
        "prev_amount_yi": 0.1624,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 195.97,
            "high": 196.0,
            "low": 195.97,
            "close": 196.0,
            "amount_yi": 0.021
          },
          {
            "time": "14:46",
            "open": 196.12,
            "high": 196.18,
            "low": 196.12,
            "close": 196.18,
            "amount_yi": 0.0229
          },
          {
            "time": "14:47",
            "open": 196.25,
            "high": 196.31,
            "low": 196.25,
            "close": 196.31,
            "amount_yi": 0.0346
          },
          {
            "time": "14:48",
            "open": 196.38,
            "high": 196.43,
            "low": 196.38,
            "close": 196.43,
            "amount_yi": 0.0376
          },
          {
            "time": "14:49",
            "open": 196.53,
            "high": 196.53,
            "low": 196.53,
            "close": 196.53,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 196.53,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 190.62,
        "open": 193.29,
        "high": 204.56,
        "low": 180.5,
        "bid1": 196.52,
        "ask1": 196.57,
        "bid_qty1": 19,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-29T14:49:28",
      "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": 21.3462,
      "price_vs_vwap_pct": -1.6687,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2925,
        "prev_amount_yi": 0.9731,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 20.94,
            "high": 20.94,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.1388
          },
          {
            "time": "14:46",
            "open": 20.97,
            "high": 20.97,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.2819
          },
          {
            "time": "14:47",
            "open": 20.96,
            "high": 20.96,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.2694
          },
          {
            "time": "14:48",
            "open": 20.98,
            "high": 20.98,
            "low": 20.98,
            "close": 20.98,
            "amount_yi": 0.3528
          },
          {
            "time": "14:49",
            "open": 20.99,
            "high": 20.99,
            "low": 20.99,
            "close": 20.99,
            "amount_yi": 0.2496
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:28",
        "prev_close": 21.73,
        "open": 22.4,
        "high": 22.89,
        "low": 20.07,
        "bid1": 20.98,
        "ask1": 20.99,
        "bid_qty1": 1119,
        "ask_qty1": 2
      },
      "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": "2026-06-29T14:49:28",
      "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": 1.2416,
        "prev_amount_yi": 0.6016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 442.96,
            "high": 442.96,
            "low": 442.96,
            "close": 442.96,
            "amount_yi": 0.1977
          },
          {
            "time": "14:46",
            "open": 443.0,
            "high": 443.0,
            "low": 443.0,
            "close": 443.0,
            "amount_yi": 0.2746
          },
          {
            "time": "14:47",
            "open": 442.99,
            "high": 442.99,
            "low": 442.99,
            "close": 442.99,
            "amount_yi": 0.2719
          },
          {
            "time": "14:48",
            "open": 443.48,
            "high": 444.76,
            "low": 443.48,
            "close": 444.76,
            "amount_yi": 0.3479
          },
          {
            "time": "14:49",
            "open": 445.0,
            "high": 445.0,
            "low": 445.0,
            "close": 445.0,
            "amount_yi": 0.1495
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 445.0,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 414.0,
        "open": 420.0,
        "high": 450.0,
        "low": 414.0,
        "bid1": 444.99,
        "ask1": 445.0,
        "bid_qty1": 10,
        "ask_qty1": 1137
      },
      "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": "2026-06-29T14:49:28",
      "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": 17.9201,
      "price_vs_vwap_pct": 0.7249,
      "energy_floor_hint_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": 0.0457,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 18.08,
            "high": 18.08,
            "low": 18.06,
            "close": 18.06,
            "amount_yi": 0.0161
          },
          {
            "time": "14:46",
            "open": 18.05,
            "high": 18.06,
            "low": 18.05,
            "close": 18.06,
            "amount_yi": 0.002
          },
          {
            "time": "14:47",
            "open": 18.05,
            "high": 18.05,
            "low": 18.05,
            "close": 18.05,
            "amount_yi": 0.0069
          },
          {
            "time": "14:48",
            "open": 18.04,
            "high": 18.04,
            "low": 18.04,
            "close": 18.04,
            "amount_yi": 0.0036
          },
          {
            "time": "14:49",
            "open": 18.05,
            "high": 18.05,
            "low": 18.05,
            "close": 18.05,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.05,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 17.96,
        "open": 17.9,
        "high": 18.2,
        "low": 17.5,
        "bid1": 18.04,
        "ask1": 18.05,
        "bid_qty1": 465,
        "ask_qty1": 1460
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.94,
      "exec_low": 6.03,
      "exec_high": 6.03,
      "invalid_price": 5.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "业务主题待核对",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.85,
      "entry_zone_high": 6.03,
      "entry_risk_pct": 3.0303,
      "intraday_vwap": 5.8858,
      "price_vs_vwap_pct": 0.9209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0281,
        "prev_amount_yi": 0.0247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 5.94,
            "high": 5.94,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0028
          },
          {
            "time": "14:46",
            "open": 5.94,
            "high": 5.94,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0087
          },
          {
            "time": "14:47",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0062
          },
          {
            "time": "14:48",
            "open": 5.94,
            "high": 5.94,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0073
          },
          {
            "time": "14:49",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.94,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 5.92,
        "open": 5.92,
        "high": 5.98,
        "low": 5.76,
        "bid1": 5.93,
        "ask1": 5.94,
        "bid_qty1": 2272,
        "ask_qty1": 588
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.601229:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.601229:VWAP_RECLAIM",
      "symbol": "SHSE.601229",
      "name": "上海银行",
      "side": "BUY",
      "priority": "W93",
      "status": "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": "2026-06-29T14:49:28",
      "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": 8.7789,
      "price_vs_vwap_pct": 1.1516,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0477,
        "prev_amount_yi": 0.0633,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0086
          },
          {
            "time": "14:46",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0132
          },
          {
            "time": "14:47",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0117
          },
          {
            "time": "14:48",
            "open": 8.89,
            "high": 8.89,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0103
          },
          {
            "time": "14:49",
            "open": 8.88,
            "high": 8.88,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:25",
        "prev_close": 8.89,
        "open": 8.89,
        "high": 8.91,
        "low": 8.61,
        "bid1": 8.88,
        "ask1": 8.89,
        "bid_qty1": 672,
        "ask_qty1": 86
      },
      "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": "2026-06-29T14:49:28",
      "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": 7.8004,
      "price_vs_vwap_pct": 0.5077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0298,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7322,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 7.84,
            "high": 7.84,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0068
          },
          {
            "time": "14:46",
            "open": 7.84,
            "high": 7.84,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0062
          },
          {
            "time": "14:47",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0101
          },
          {
            "time": "14:48",
            "open": 7.84,
            "high": 7.84,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0033
          },
          {
            "time": "14:49",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.84,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 7.9,
        "open": 7.9,
        "high": 7.91,
        "low": 7.64,
        "bid1": 7.83,
        "ask1": 7.84,
        "bid_qty1": 457,
        "ask_qty1": 169
      },
      "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": "2026-06-29T14:49:28",
      "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_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2594,
        "prev_amount_yi": 0.2592,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 142.25,
            "high": 142.25,
            "low": 142.23,
            "close": 142.23,
            "amount_yi": 0.0581
          },
          {
            "time": "14:46",
            "open": 142.34,
            "high": 142.34,
            "low": 142.32,
            "close": 142.32,
            "amount_yi": 0.0543
          },
          {
            "time": "14:47",
            "open": 142.48,
            "high": 142.48,
            "low": 142.48,
            "close": 142.48,
            "amount_yi": 0.0657
          },
          {
            "time": "14:48",
            "open": 142.57,
            "high": 142.58,
            "low": 142.57,
            "close": 142.58,
            "amount_yi": 0.0607
          },
          {
            "time": "14:49",
            "open": 142.42,
            "high": 142.42,
            "low": 142.42,
            "close": 142.42,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 142.42,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 146.8,
        "open": 145.21,
        "high": 149.89,
        "low": 134.12,
        "bid1": 142.32,
        "ask1": 142.41,
        "bid_qty1": 11,
        "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": "2026-06-29T14:49:28",
      "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": 52.7938,
      "price_vs_vwap_pct": -0.8785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9361,
        "prev_amount_yi": 1.4483,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 51.46,
            "high": 51.46,
            "low": 51.45,
            "close": 51.45,
            "amount_yi": 0.2629
          },
          {
            "time": "14:46",
            "open": 51.46,
            "high": 51.46,
            "low": 51.45,
            "close": 51.45,
            "amount_yi": 0.288
          },
          {
            "time": "14:47",
            "open": 51.41,
            "high": 51.41,
            "low": 51.37,
            "close": 51.37,
            "amount_yi": 0.3101
          },
          {
            "time": "14:48",
            "open": 51.98,
            "high": 52.18,
            "low": 51.98,
            "close": 52.18,
            "amount_yi": 0.8886
          },
          {
            "time": "14:49",
            "open": 52.33,
            "high": 52.33,
            "low": 52.33,
            "close": 52.33,
            "amount_yi": 0.1865
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.33,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 55.59,
        "open": 56.58,
        "high": 57.0,
        "low": 50.4,
        "bid1": 52.32,
        "ask1": 52.33,
        "bid_qty1": 68,
        "ask_qty1": 138
      },
      "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": "2026-06-29T14:49:28",
      "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": 9.7493,
      "price_vs_vwap_pct": 0.3149,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1597,
        "prev_amount_yi": 0.1228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3005,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 9.8,
            "high": 9.8,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0301
          },
          {
            "time": "14:46",
            "open": 9.79,
            "high": 9.8,
            "low": 9.79,
            "close": 9.8,
            "amount_yi": 0.0183
          },
          {
            "time": "14:47",
            "open": 9.79,
            "high": 9.79,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0625
          },
          {
            "time": "14:48",
            "open": 9.78,
            "high": 9.79,
            "low": 9.78,
            "close": 9.79,
            "amount_yi": 0.021
          },
          {
            "time": "14:49",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.78,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 9.78,
        "open": 9.71,
        "high": 9.89,
        "low": 9.59,
        "bid1": 9.78,
        "ask1": 9.79,
        "bid_qty1": 4938,
        "ask_qty1": 1116
      },
      "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": "2026-06-29T14:49:28",
      "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": 42.2159,
      "price_vs_vwap_pct": 1.9995,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0354,
        "prev_amount_yi": 0.0174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 43.02,
            "high": 43.02,
            "low": 43.01,
            "close": 43.01,
            "amount_yi": 0.0046
          },
          {
            "time": "14:46",
            "open": 43.01,
            "high": 43.04,
            "low": 43.01,
            "close": 43.04,
            "amount_yi": 0.0039
          },
          {
            "time": "14:47",
            "open": 43.05,
            "high": 43.07,
            "low": 43.05,
            "close": 43.07,
            "amount_yi": 0.007
          },
          {
            "time": "14:48",
            "open": 43.07,
            "high": 43.08,
            "low": 43.07,
            "close": 43.08,
            "amount_yi": 0.0165
          },
          {
            "time": "14:49",
            "open": 43.06,
            "high": 43.06,
            "low": 43.06,
            "close": 43.06,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": "2026-06-29T14:49:24",
        "prev_close": 41.86,
        "open": 41.86,
        "high": 43.25,
        "low": 40.4,
        "bid1": 43.06,
        "ask1": 43.07,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY",
      "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM",
      "symbol": "SHSE.600048",
      "name": "保利发展",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-29T14:49:28",
      "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": 4.6892,
      "price_vs_vwap_pct": 0.8701,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0272,
        "prev_amount_yi": 0.1106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 4.73,
            "high": 4.73,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0065
          },
          {
            "time": "14:46",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0024
          },
          {
            "time": "14:47",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0044
          },
          {
            "time": "14:48",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0075
          },
          {
            "time": "14:49",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 4.75,
        "open": 4.75,
        "high": 4.77,
        "low": 4.58,
        "bid1": 4.72,
        "ask1": 4.73,
        "bid_qty1": 10551,
        "ask_qty1": 10369
      },
      "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": "2026-06-29T14:49:28",
      "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": 11.0216,
      "price_vs_vwap_pct": 0.9835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.212,
        "prev_amount_yi": 0.2338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 11.14,
            "high": 11.14,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0327
          },
          {
            "time": "14:46",
            "open": 11.14,
            "high": 11.14,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.0447
          },
          {
            "time": "14:47",
            "open": 11.13,
            "high": 11.13,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0456
          },
          {
            "time": "14:48",
            "open": 11.13,
            "high": 11.13,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0648
          },
          {
            "time": "14:49",
            "open": 11.13,
            "high": 11.13,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.13,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 11.09,
        "open": 11.07,
        "high": 11.15,
        "low": 10.79,
        "bid1": 11.12,
        "ask1": 11.13,
        "bid_qty1": 2488,
        "ask_qty1": 461
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.6326,
      "intraday_vwap": 43.4581,
      "price_vs_vwap_pct": -0.6399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0767,
        "prev_amount_yi": 0.0719,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0668,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 43.19,
            "high": 43.19,
            "low": 43.19,
            "close": 43.19,
            "amount_yi": 0.014
          },
          {
            "time": "14:46",
            "open": 43.22,
            "high": 43.22,
            "low": 43.21,
            "close": 43.21,
            "amount_yi": 0.0133
          },
          {
            "time": "14:47",
            "open": 43.16,
            "high": 43.16,
            "low": 43.13,
            "close": 43.13,
            "amount_yi": 0.0221
          },
          {
            "time": "14:48",
            "open": 43.15,
            "high": 43.2,
            "low": 43.15,
            "close": 43.2,
            "amount_yi": 0.0168
          },
          {
            "time": "14:49",
            "open": 43.18,
            "high": 43.18,
            "low": 43.18,
            "close": 43.18,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 43.18,
        "ts": "2026-06-29T14:49:24",
        "prev_close": 42.39,
        "open": 42.21,
        "high": 44.84,
        "low": 41.01,
        "bid1": 43.19,
        "ask1": 43.22,
        "bid_qty1": 4,
        "ask_qty1": 22
      },
      "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": "2026-06-29T14:49:28",
      "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": 6.2953,
      "price_vs_vwap_pct": 1.1866,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0733,
        "prev_amount_yi": 0.0528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0077
          },
          {
            "time": "14:46",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0056
          },
          {
            "time": "14:47",
            "open": 6.38,
            "high": 6.38,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0347
          },
          {
            "time": "14:48",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0075
          },
          {
            "time": "14:49",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0178
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 6.3,
        "open": 6.29,
        "high": 6.41,
        "low": 6.12,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 1329,
        "ask_qty1": 28
      },
      "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": "2026-06-29T14:49:28",
      "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": 5.8968,
      "price_vs_vwap_pct": 0.563,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0296,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0115
          },
          {
            "time": "14:46",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0078
          },
          {
            "time": "14:47",
            "open": 5.93,
            "high": 5.94,
            "low": 5.93,
            "close": 5.94,
            "amount_yi": 0.005
          },
          {
            "time": "14:48",
            "open": 5.94,
            "high": 5.94,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.004
          },
          {
            "time": "14:49",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.93,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 5.9,
        "open": 5.87,
        "high": 5.99,
        "low": 5.72,
        "bid1": 5.93,
        "ask1": 5.94,
        "bid_qty1": 653,
        "ask_qty1": 838
      },
      "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": "2026-06-29T14:49:28",
      "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": 5.7451,
      "price_vs_vwap_pct": 0.7815,
      "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": 0.25,
        "prev_amount_yi": 0.3786,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0795
          },
          {
            "time": "14:46",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0748
          },
          {
            "time": "14:47",
            "open": 5.78,
            "high": 5.79,
            "low": 5.78,
            "close": 5.79,
            "amount_yi": 0.0554
          },
          {
            "time": "14:48",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0265
          },
          {
            "time": "14:49",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.79,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 5.76,
        "open": 5.75,
        "high": 5.82,
        "low": 5.62,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 20120,
        "ask_qty1": 25513
      },
      "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": "2026-06-29T14:49:28",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4512,
        "prev_amount_yi": 0.4101,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 118.06,
            "high": 118.08,
            "low": 118.06,
            "close": 118.08,
            "amount_yi": 0.0958
          },
          {
            "time": "14:46",
            "open": 118.09,
            "high": 118.09,
            "low": 118.01,
            "close": 118.01,
            "amount_yi": 0.1046
          },
          {
            "time": "14:47",
            "open": 118.02,
            "high": 118.02,
            "low": 118.0,
            "close": 118.0,
            "amount_yi": 0.0576
          },
          {
            "time": "14:48",
            "open": 117.97,
            "high": 118.02,
            "low": 117.97,
            "close": 118.02,
            "amount_yi": 0.0899
          },
          {
            "time": "14:49",
            "open": 118.19,
            "high": 118.19,
            "low": 118.19,
            "close": 118.19,
            "amount_yi": 0.1033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 118.19,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 119.05,
        "open": 119.5,
        "high": 125.22,
        "low": 114.0,
        "bid1": 118.16,
        "ask1": 118.19,
        "bid_qty1": 3,
        "ask_qty1": 77
      },
      "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": "2026-06-29T14:49:28",
      "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": 7.1726,
      "price_vs_vwap_pct": 0.6608,
      "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": 0.2767,
        "prev_amount_yi": 0.4054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 7.22,
            "high": 7.22,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0528
          },
          {
            "time": "14:46",
            "open": 7.22,
            "high": 7.22,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0509
          },
          {
            "time": "14:47",
            "open": 7.22,
            "high": 7.22,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0827
          },
          {
            "time": "14:48",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.054
          },
          {
            "time": "14:49",
            "open": 7.22,
            "high": 7.22,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.22,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 7.15,
        "open": 7.12,
        "high": 7.27,
        "low": 7.05,
        "bid1": 7.21,
        "ask1": 7.22,
        "bid_qty1": 20097,
        "ask_qty1": 14399
      },
      "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": "2026-06-29T14:49:28",
      "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": 36.1834,
      "price_vs_vwap_pct": 0.7092,
      "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": 0.4694,
        "prev_amount_yi": 0.5542,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.847,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 36.48,
            "high": 36.48,
            "low": 36.44,
            "close": 36.44,
            "amount_yi": 0.148
          },
          {
            "time": "14:46",
            "open": 36.45,
            "high": 36.45,
            "low": 36.45,
            "close": 36.45,
            "amount_yi": 0.0738
          },
          {
            "time": "14:47",
            "open": 36.45,
            "high": 36.45,
            "low": 36.44,
            "close": 36.44,
            "amount_yi": 0.0793
          },
          {
            "time": "14:48",
            "open": 36.44,
            "high": 36.44,
            "low": 36.42,
            "close": 36.42,
            "amount_yi": 0.1036
          },
          {
            "time": "14:49",
            "open": 36.44,
            "high": 36.44,
            "low": 36.44,
            "close": 36.44,
            "amount_yi": 0.0647
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.44,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 36.0,
        "open": 35.9,
        "high": 36.72,
        "low": 35.4,
        "bid1": 36.43,
        "ask1": 36.44,
        "bid_qty1": 173,
        "ask_qty1": 88
      },
      "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": "2026-06-29T14:49:28",
      "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": 0.2064,
        "prev_amount_yi": 0.2009,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0274,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 113.48,
            "high": 113.69,
            "low": 113.48,
            "close": 113.69,
            "amount_yi": 0.0248
          },
          {
            "time": "14:46",
            "open": 113.89,
            "high": 114.16,
            "low": 113.89,
            "close": 114.16,
            "amount_yi": 0.0617
          },
          {
            "time": "14:47",
            "open": 114.15,
            "high": 114.15,
            "low": 114.14,
            "close": 114.14,
            "amount_yi": 0.038
          },
          {
            "time": "14:48",
            "open": 114.16,
            "high": 114.32,
            "low": 114.16,
            "close": 114.32,
            "amount_yi": 0.062
          },
          {
            "time": "14:49",
            "open": 114.44,
            "high": 114.44,
            "low": 114.44,
            "close": 114.44,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 114.44,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 106.8,
        "open": 107.0,
        "high": 117.54,
        "low": 102.81,
        "bid1": 114.44,
        "ask1": 114.5,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "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": "2026-06-29T14:49:28",
      "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": 8.459,
      "price_vs_vwap_pct": -2.3525,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0783,
        "prev_amount_yi": 0.075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 8.22,
            "high": 8.22,
            "low": 8.22,
            "close": 8.22,
            "amount_yi": 0.0108
          },
          {
            "time": "14:46",
            "open": 8.21,
            "high": 8.21,
            "low": 8.19,
            "close": 8.19,
            "amount_yi": 0.0276
          },
          {
            "time": "14:47",
            "open": 8.21,
            "high": 8.21,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0177
          },
          {
            "time": "14:48",
            "open": 8.21,
            "high": 8.23,
            "low": 8.21,
            "close": 8.23,
            "amount_yi": 0.0174
          },
          {
            "time": "14:49",
            "open": 8.26,
            "high": 8.26,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.26,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 9.04,
        "open": 8.9,
        "high": 9.22,
        "low": 8.14,
        "bid1": 8.25,
        "ask1": 8.26,
        "bid_qty1": 12,
        "ask_qty1": 89
      },
      "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": "2026-06-29T14:49:28",
      "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": 795.3541,
      "price_vs_vwap_pct": 5.8661,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.5625,
        "prev_amount_yi": 10.5826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6201,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 840.67,
            "high": 840.67,
            "low": 840.3,
            "close": 840.3,
            "amount_yi": 1.2225
          },
          {
            "time": "14:46",
            "open": 838.96,
            "high": 838.96,
            "low": 837.0,
            "close": 837.0,
            "amount_yi": 1.3102
          },
          {
            "time": "14:47",
            "open": 838.08,
            "high": 839.17,
            "low": 838.08,
            "close": 839.17,
            "amount_yi": 1.2884
          },
          {
            "time": "14:48",
            "open": 840.02,
            "high": 841.31,
            "low": 840.02,
            "close": 841.31,
            "amount_yi": 1.8299
          },
          {
            "time": "14:49",
            "open": 842.01,
            "high": 842.01,
            "low": 842.01,
            "close": 842.01,
            "amount_yi": 0.9115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 842.01,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 770.0,
        "open": 779.0,
        "high": 846.66,
        "low": 750.0,
        "bid1": 842.0,
        "ask1": 842.01,
        "bid_qty1": 13,
        "ask_qty1": 28
      },
      "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": "2026-06-29T14:49:28",
      "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": 20.2881,
      "price_vs_vwap_pct": 0.5516,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1383,
        "prev_amount_yi": 0.1686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8203,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 20.39,
            "high": 20.4,
            "low": 20.39,
            "close": 20.4,
            "amount_yi": 0.0335
          },
          {
            "time": "14:46",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0323
          },
          {
            "time": "14:47",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0199
          },
          {
            "time": "14:48",
            "open": 20.4,
            "high": 20.4,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.0329
          },
          {
            "time": "14:49",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:26",
        "prev_close": 19.72,
        "open": 20.12,
        "high": 20.58,
        "low": 19.72,
        "bid1": 20.39,
        "ask1": 20.4,
        "bid_qty1": 1205,
        "ask_qty1": 185
      },
      "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": "2026-06-29T14:49:28",
      "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": 48.799,
      "price_vs_vwap_pct": -0.0389,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.066,
        "prev_amount_yi": 0.0945,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 48.14,
            "high": 48.29,
            "low": 48.14,
            "close": 48.29,
            "amount_yi": 0.0181
          },
          {
            "time": "14:46",
            "open": 48.2,
            "high": 48.6,
            "low": 48.2,
            "close": 48.6,
            "amount_yi": 0.0127
          },
          {
            "time": "14:47",
            "open": 48.6,
            "high": 48.6,
            "low": 48.48,
            "close": 48.48,
            "amount_yi": 0.0142
          },
          {
            "time": "14:48",
            "open": 48.71,
            "high": 48.74,
            "low": 48.71,
            "close": 48.74,
            "amount_yi": 0.0145
          },
          {
            "time": "14:49",
            "open": 48.78,
            "high": 48.78,
            "low": 48.78,
            "close": 48.78,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.78,
        "ts": "2026-06-29T14:49:25",
        "prev_close": 52.27,
        "open": 51.01,
        "high": 52.39,
        "low": 47.47,
        "bid1": 48.76,
        "ask1": 48.78,
        "bid_qty1": 23,
        "ask_qty1": 81
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.8445,
      "intraday_vwap": 22.7739,
      "price_vs_vwap_pct": 1.6075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.018,
        "prev_amount_yi": 0.0208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8654,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 23.12,
            "high": 23.12,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0042
          },
          {
            "time": "14:46",
            "open": 23.12,
            "high": 23.15,
            "low": 23.12,
            "close": 23.15,
            "amount_yi": 0.0043
          },
          {
            "time": "14:47",
            "open": 23.14,
            "high": 23.14,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.0028
          },
          {
            "time": "14:48",
            "open": 23.14,
            "high": 23.15,
            "low": 23.14,
            "close": 23.15,
            "amount_yi": 0.0041
          },
          {
            "time": "14:49",
            "open": 23.14,
            "high": 23.14,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 23.14,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 22.42,
        "open": 22.79,
        "high": 23.24,
        "low": 21.89,
        "bid1": 23.14,
        "ask1": 23.15,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "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": "2026-06-29T14:49:28",
      "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": 33.6577,
      "price_vs_vwap_pct": 1.1358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0.0213,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6291,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 34.02,
            "high": 34.03,
            "low": 34.02,
            "close": 34.03,
            "amount_yi": 0.0026
          },
          {
            "time": "14:46",
            "open": 34.04,
            "high": 34.04,
            "low": 34.04,
            "close": 34.04,
            "amount_yi": 0.0019
          },
          {
            "time": "14:47",
            "open": 34.02,
            "high": 34.02,
            "low": 34.01,
            "close": 34.01,
            "amount_yi": 0.0026
          },
          {
            "time": "14:48",
            "open": 34.03,
            "high": 34.05,
            "low": 34.03,
            "close": 34.05,
            "amount_yi": 0.0056
          },
          {
            "time": "14:49",
            "open": 34.04,
            "high": 34.04,
            "low": 34.04,
            "close": 34.04,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:25",
        "prev_close": 32.55,
        "open": 32.71,
        "high": 34.54,
        "low": 32.07,
        "bid1": 34.04,
        "ask1": 34.05,
        "bid_qty1": 10,
        "ask_qty1": 15
      },
      "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": "2026-06-29T14:49:28",
      "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": 6.1653,
      "price_vs_vwap_pct": 1.2116,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2767,
        "prev_amount_yi": 0.187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4797,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0575
          },
          {
            "time": "14:46",
            "open": 6.25,
            "high": 6.25,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0494
          },
          {
            "time": "14:47",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0969
          },
          {
            "time": "14:48",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0313
          },
          {
            "time": "14:49",
            "open": 6.24,
            "high": 6.24,
            "low": 6.24,
            "close": 6.24,
            "amount_yi": 0.0416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.24,
        "ts": "2026-06-29T14:49:27",
        "prev_close": 6.19,
        "open": 6.16,
        "high": 6.3,
        "low": 6.0,
        "bid1": 6.23,
        "ask1": 6.24,
        "bid_qty1": 25413,
        "ask_qty1": 7259
      },
      "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": "2026-06-29T14:49:28",
      "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": 3.6597,
      "intraday_vwap": 20.5074,
      "price_vs_vwap_pct": 2.4508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0639,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.8779,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 20.89,
            "high": 20.9,
            "low": 20.89,
            "close": 20.9,
            "amount_yi": 0.0023
          },
          {
            "time": "14:46",
            "open": 20.9,
            "high": 20.9,
            "low": 20.89,
            "close": 20.89,
            "amount_yi": 0.0172
          },
          {
            "time": "14:47",
            "open": 20.98,
            "high": 21.05,
            "low": 20.98,
            "close": 21.05,
            "amount_yi": 0.0195
          },
          {
            "time": "14:48",
            "open": 21.0,
            "high": 21.08,
            "low": 21.0,
            "close": 21.08,
            "amount_yi": 0.0187
          },
          {
            "time": "14:49",
            "open": 21.01,
            "high": 21.01,
            "low": 21.01,
            "close": 21.01,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 434.8,
      "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": 21.01,
        "ts": "2026-06-29T14:49:28",
        "prev_close": 20.68,
        "open": 20.47,
        "high": 21.12,
        "low": 19.85,
        "bid1": 21.01,
        "ask1": 21.04,
        "bid_qty1": 74,
        "ask_qty1": 1
      },
      "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": "2026-06-29T14:49:28",
      "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": 16.7118,
      "price_vs_vwap_pct": 0.8868,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1869,
        "prev_amount_yi": 0.2404,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 16.86,
            "high": 16.86,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.0651
          },
          {
            "time": "14:46",
            "open": 16.86,
            "high": 16.86,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.027
          },
          {
            "time": "14:47",
            "open": 16.86,
            "high": 16.86,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.0339
          },
          {
            "time": "14:48",
            "open": 16.86,
            "high": 16.86,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.0418
          },
          {
            "time": "14:49",
            "open": 16.86,
            "high": 16.86,
            "low": 16.86,
            "close": 16.86,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:27",
        "prev_close": 16.77,
        "open": 16.77,
        "high": 16.96,
        "low": 16.44,
        "bid1": 16.86,
        "ask1": 16.87,
        "bid_qty1": 32,
        "ask_qty1": 748
      },
      "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": "2026-06-29T14:49:28",
      "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": 4.9255,
      "price_vs_vwap_pct": 0.7004,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0485,
        "prev_amount_yi": 0.0745,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 4.97,
            "high": 4.97,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.011
          },
          {
            "time": "14:46",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.009
          },
          {
            "time": "14:47",
            "open": 4.97,
            "high": 4.97,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0131
          },
          {
            "time": "14:48",
            "open": 4.97,
            "high": 4.97,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0104
          },
          {
            "time": "14:49",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-29T14:49:26",
        "prev_close": 4.94,
        "open": 4.93,
        "high": 4.97,
        "low": 4.87,
        "bid1": 4.96,
        "ask1": 4.97,
        "bid_qty1": 12144,
        "ask_qty1": 22376
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-29T14:49:28",
      "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": 22.7733,
      "price_vs_vwap_pct": 0.6442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0414,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:45",
            "open": 22.93,
            "high": 22.93,
            "low": 22.91,
            "close": 22.91,
            "amount_yi": 0.015
          },
          {
            "time": "14:46",
            "open": 22.9,
            "high": 22.91,
            "low": 22.9,
            "close": 22.91,
            "amount_yi": 0.0074
          },
          {
            "time": "14:47",
            "open": 22.9,
            "high": 22.91,
            "low": 22.9,
            "close": 22.91,
            "amount_yi": 0.0106
          },
          {
            "time": "14:48",
            "open": 22.92,
            "high": 22.93,
            "low": 22.92,
            "close": 22.93,
            "amount_yi": 0.0037
          },
          {
            "time": "14:49",
            "open": 22.92,
            "high": 22.92,
            "low": 22.92,
            "close": 22.92,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 869.6,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.92,
        "ts": "2026-06-29T14:49:26",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
        "low": 22.03,
        "bid1": 22.91,
        "ask1": 22.92,
        "bid_qty1": 15,
        "ask_qty1": 1
      },
      "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": 545332.0,
    "total_value": 1089825.0,
    "unrealized_pnl": 98520.00000000003,
    "unrealized_pnl_pct_of_initial": 9.852000000000002,
    "realized_pnl": -8695.00000000003,
    "realized_pnl_pct_of_initial": -0.8695000000000029,
    "total_pnl": 89825.0,
    "total_pnl_pct": 8.982500000000005
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 102.0,
      "market_value": 244800.0,
      "unrealized_pnl": 52080.00000000001,
      "unrealized_pnl_pct": 27.02366127023661,
      "updated_at": "2026-06-29T14:49:28",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.46232193242034
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 128.58,
      "market_value": 231444.00000000003,
      "unrealized_pnl": 36072.000000000015,
      "unrealized_pnl_pct": 18.46323935876175,
      "updated_at": "2026-06-29T14:49:28",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.23680407404859
    },
    {
      "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": "2026-06-29T14:49:28",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.33936641203863
    }
  ],
  "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
  }
}