{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260629",
  "trade_date": "20260630",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "quote_stale,active_mainline_not_confirmed",
    "enabled": true,
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.2932,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.195,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 18.68365180467091,
          "last": 33.54,
          "vwap": 32.40204239677385,
          "above_vwap": true,
          "amount": 181587526.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 11.296436694465516,
          "last": 73.4,
          "vwap": 74.20270373513726,
          "above_vwap": false,
          "amount": 1250953998.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.547985587946272,
          "last": 66.89,
          "vwap": 65.25013465428123,
          "above_vwap": true,
          "amount": 348409619.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.011399620012671,
          "last": 34.11,
          "vwap": 33.63950412203189,
          "above_vwap": true,
          "amount": 272574174.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.303808550999546,
          "last": 72.85,
          "vwap": 72.13809170966366,
          "above_vwap": true,
          "amount": 2417354667.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.2547292563307035,
          "last": 420.64,
          "vwap": 408.5294768295913,
          "above_vwap": true,
          "amount": 700270998.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.522613065326642,
          "last": 52.0,
          "vwap": 52.027038771479894,
          "above_vwap": false,
          "amount": 375466028.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3010752688172005,
          "last": 5.82,
          "vwap": 5.811227888073448,
          "above_vwap": true,
          "amount": 158999844.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.288025889967639,
          "last": 38.67,
          "vwap": 38.642876980872835,
          "above_vwap": true,
          "amount": 899104437.0
        },
        {
          "symbol": "SZSE.002728",
          "name": "特一药业",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.20454545454545,
          "last": 9.17,
          "vwap": 9.022364493162609,
          "above_vwap": true,
          "amount": 132681990.0
        },
        {
          "symbol": "SHSE.688120",
          "name": "华海清科",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5660091047041043,
          "last": 327.6,
          "vwap": 326.95472799659035,
          "above_vwap": true,
          "amount": 1169112946.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.364504000771218,
          "last": 214.44,
          "vwap": 217.62518112259417,
          "above_vwap": false,
          "amount": 2676419765.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "quote_stale,active_mainline_not_confirmed",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "MAINLINE_BREAK",
        "label": "主线承接断裂",
        "entry_policy": "no_official_buy",
        "official_buy_allowed": false,
        "reason": "active_mainline_not_confirmed",
        "pool_up_ratio": 0.2932,
        "active_up_ratio": 0.1538,
        "active_positive": 2,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "氦气概念",
        "dominant_theme_share": 0.195,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SZSE.301520",
            "name": "万邦医药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 18.68365180467091,
            "last": 33.54,
            "vwap": 32.40204239677385,
            "above_vwap": true,
            "amount": 181587526.0
          },
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 11.296436694465516,
            "last": 73.4,
            "vwap": 74.20270373513726,
            "above_vwap": false,
            "amount": 1250953998.0
          },
          {
            "symbol": "SZSE.002653",
            "name": "海思科",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.547985587946272,
            "last": 66.89,
            "vwap": 65.25013465428123,
            "above_vwap": true,
            "amount": 348409619.0
          },
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.011399620012671,
            "last": 34.11,
            "vwap": 33.63950412203189,
            "above_vwap": true,
            "amount": 272574174.0
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.303808550999546,
            "last": 72.85,
            "vwap": 72.13809170966366,
            "above_vwap": true,
            "amount": 2417354667.0
          },
          {
            "symbol": "SHSE.688037",
            "name": "芯源微",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.2547292563307035,
            "last": 420.64,
            "vwap": 408.5294768295913,
            "above_vwap": true,
            "amount": 700270998.0
          },
          {
            "symbol": "SHSE.688336",
            "name": "三生国健",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.522613065326642,
            "last": 52.0,
            "vwap": 52.027038771479894,
            "above_vwap": false,
            "amount": 375466028.0
          },
          {
            "symbol": "SZSE.002038",
            "name": "双鹭药业",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.3010752688172005,
            "last": 5.82,
            "vwap": 5.811227888073448,
            "above_vwap": true,
            "amount": 158999844.0
          },
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.288025889967639,
            "last": 38.67,
            "vwap": 38.642876980872835,
            "above_vwap": true,
            "amount": 899104437.0
          },
          {
            "symbol": "SZSE.002728",
            "name": "特一药业",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.20454545454545,
            "last": 9.17,
            "vwap": 9.022364493162609,
            "above_vwap": true,
            "amount": 132681990.0
          },
          {
            "symbol": "SHSE.688120",
            "name": "华海清科",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.5660091047041043,
            "last": 327.6,
            "vwap": 326.95472799659035,
            "above_vwap": true,
            "amount": 1169112946.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "工业气体",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.364504000771218,
            "last": 214.44,
            "vwap": 217.62518112259417,
            "above_vwap": false,
            "amount": 2676419765.0
          }
        ]
      },
      "style_code": "MAINLINE_BREAK",
      "style_label": "主线承接断裂",
      "entry_policy": "no_official_buy"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "quote_stale,active_mainline_not_confirmed",
    "enabled": true,
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.2932,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.195,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 18.68365180467091,
          "last": 33.54,
          "vwap": 32.40204239677385,
          "above_vwap": true,
          "amount": 181587526.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 11.296436694465516,
          "last": 73.4,
          "vwap": 74.20270373513726,
          "above_vwap": false,
          "amount": 1250953998.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.547985587946272,
          "last": 66.89,
          "vwap": 65.25013465428123,
          "above_vwap": true,
          "amount": 348409619.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.011399620012671,
          "last": 34.11,
          "vwap": 33.63950412203189,
          "above_vwap": true,
          "amount": 272574174.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.303808550999546,
          "last": 72.85,
          "vwap": 72.13809170966366,
          "above_vwap": true,
          "amount": 2417354667.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.2547292563307035,
          "last": 420.64,
          "vwap": 408.5294768295913,
          "above_vwap": true,
          "amount": 700270998.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.522613065326642,
          "last": 52.0,
          "vwap": 52.027038771479894,
          "above_vwap": false,
          "amount": 375466028.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3010752688172005,
          "last": 5.82,
          "vwap": 5.811227888073448,
          "above_vwap": true,
          "amount": 158999844.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.288025889967639,
          "last": 38.67,
          "vwap": 38.642876980872835,
          "above_vwap": true,
          "amount": 899104437.0
        },
        {
          "symbol": "SZSE.002728",
          "name": "特一药业",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.20454545454545,
          "last": 9.17,
          "vwap": 9.022364493162609,
          "above_vwap": true,
          "amount": 132681990.0
        },
        {
          "symbol": "SHSE.688120",
          "name": "华海清科",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5660091047041043,
          "last": 327.6,
          "vwap": 326.95472799659035,
          "above_vwap": true,
          "amount": 1169112946.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.364504000771218,
          "last": 214.44,
          "vwap": 217.62518112259417,
          "above_vwap": false,
          "amount": 2676419765.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "quote_stale,active_mainline_not_confirmed",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.2932,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.195,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 18.68365180467091,
          "last": 33.54,
          "vwap": 32.40204239677385,
          "above_vwap": true,
          "amount": 181587526.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 11.296436694465516,
          "last": 73.4,
          "vwap": 74.20270373513726,
          "above_vwap": false,
          "amount": 1250953998.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.547985587946272,
          "last": 66.89,
          "vwap": 65.25013465428123,
          "above_vwap": true,
          "amount": 348409619.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.011399620012671,
          "last": 34.11,
          "vwap": 33.63950412203189,
          "above_vwap": true,
          "amount": 272574174.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.303808550999546,
          "last": 72.85,
          "vwap": 72.13809170966366,
          "above_vwap": true,
          "amount": 2417354667.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.2547292563307035,
          "last": 420.64,
          "vwap": 408.5294768295913,
          "above_vwap": true,
          "amount": 700270998.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.522613065326642,
          "last": 52.0,
          "vwap": 52.027038771479894,
          "above_vwap": false,
          "amount": 375466028.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3010752688172005,
          "last": 5.82,
          "vwap": 5.811227888073448,
          "above_vwap": true,
          "amount": 158999844.0
        },
        {
          "symbol": "SHSE.688432",
          "name": "有研硅",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.288025889967639,
          "last": 38.67,
          "vwap": 38.642876980872835,
          "above_vwap": true,
          "amount": 899104437.0
        },
        {
          "symbol": "SZSE.002728",
          "name": "特一药业",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.20454545454545,
          "last": 9.17,
          "vwap": 9.022364493162609,
          "above_vwap": true,
          "amount": 132681990.0
        },
        {
          "symbol": "SHSE.688120",
          "name": "华海清科",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5660091047041043,
          "last": 327.6,
          "vwap": 326.95472799659035,
          "above_vwap": true,
          "amount": 1169112946.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.364504000771218,
          "last": 214.44,
          "vwap": 217.62518112259417,
          "above_vwap": false,
          "amount": 2676419765.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": true,
  "generated_at": "2026-06-30T09:37:09",
  "signals": [
    {
      "event_id": "20260629:20260630:SZSE.000404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000404",
      "name": "长虹华意",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.15,
      "exec_low": 8.15,
      "exec_high": 8.39,
      "invalid_price": 7.91,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.39,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.03,
      "entry_zone_high": 8.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0846,
        "prev_amount_yi": 0.1238,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 7.91,
            "high": 7.91,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0186
          },
          {
            "time": "09:35",
            "open": 7.9,
            "high": 7.9,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0362
          },
          {
            "time": "09:36",
            "open": 7.85,
            "high": 7.85,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0298
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.82,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 8.06,
        "open": 8.0,
        "high": 8.09,
        "low": 7.81,
        "bid1": 7.82,
        "ask1": 7.83,
        "bid_qty1": 54,
        "ask_qty1": 268
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301393:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301393:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301393",
      "name": "昊帆生物",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 64.9,
      "exec_low": 64.9,
      "exec_high": 66.85,
      "invalid_price": 62.95,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 66.85,
      "max_chase_pct": 3.0,
      "base_exec_high": 66.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 63.93,
      "entry_zone_high": 65.87,
      "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": 0.082,
        "prev_amount_yi": 0.1237,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 62.78,
            "high": 62.89,
            "low": 62.78,
            "close": 62.89,
            "amount_yi": 0.0224
          },
          {
            "time": "09:35",
            "open": 63.28,
            "high": 63.28,
            "low": 63.1,
            "close": 63.1,
            "amount_yi": 0.0331
          },
          {
            "time": "09:36",
            "open": 63.08,
            "high": 63.08,
            "low": 63.06,
            "close": 63.06,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.99,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 63.1,
        "open": 62.54,
        "high": 64.45,
        "low": 61.6,
        "bid1": 62.96,
        "ask1": 63.06,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300002:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300002:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300002",
      "name": "神州泰岳",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.23,
      "exec_low": 8.23,
      "exec_high": 8.48,
      "invalid_price": 7.98,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.11,
      "entry_zone_high": 8.35,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.8266,
        "prev_amount_yi": 0.6099,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 7.62,
            "high": 7.63,
            "low": 7.62,
            "close": 7.63,
            "amount_yi": 0.1286
          },
          {
            "time": "09:35",
            "open": 7.56,
            "high": 7.56,
            "low": 7.56,
            "close": 7.56,
            "amount_yi": 0.5159
          },
          {
            "time": "09:36",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.1821
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.6,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 7.9,
        "open": 7.95,
        "high": 7.95,
        "low": 7.53,
        "bid1": 7.59,
        "ask1": 7.6,
        "bid_qty1": 241,
        "ask_qty1": 298
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688117:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688117:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688117",
      "name": "圣诺生物",
      "side": "BUY",
      "priority": "P3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 27.54,
      "exec_low": 27.54,
      "exec_high": 28.37,
      "invalid_price": 26.71,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 28.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 28.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.13,
      "entry_zone_high": 27.95,
      "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": 0.0718,
        "prev_amount_yi": 0.1201,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 26.55,
            "high": 26.62,
            "low": 26.55,
            "close": 26.62,
            "amount_yi": 0.0342
          },
          {
            "time": "09:35",
            "open": 26.74,
            "high": 26.74,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0179
          },
          {
            "time": "09:36",
            "open": 26.58,
            "high": 26.58,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.66,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 26.78,
        "open": 26.86,
        "high": 26.89,
        "low": 26.0,
        "bid1": 26.63,
        "ask1": 26.66,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688596:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688596:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688596",
      "name": "正帆科技",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 67.46,
      "exec_low": 67.46,
      "exec_high": 69.48,
      "invalid_price": 65.44,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 69.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 69.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 66.45,
      "entry_zone_high": 68.47,
      "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": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.3548,
        "prev_amount_yi": 5.4327,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 75.02,
            "high": 76.53,
            "low": 75.02,
            "close": 76.53,
            "amount_yi": 1.1771
          },
          {
            "time": "09:35",
            "open": 76.08,
            "high": 76.08,
            "low": 75.08,
            "close": 75.08,
            "amount_yi": 1.2795
          },
          {
            "time": "09:36",
            "open": 73.91,
            "high": 73.91,
            "low": 72.55,
            "close": 72.55,
            "amount_yi": 0.8982
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.4,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 65.95,
        "open": 70.61,
        "high": 76.88,
        "low": 70.61,
        "bid1": 73.26,
        "ask1": 73.4,
        "bid_qty1": 142,
        "ask_qty1": 225
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301087",
      "name": "可孚医疗",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.9,
      "exec_low": 48.9,
      "exec_high": 50.37,
      "invalid_price": 47.43,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 50.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 50.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 48.17,
      "entry_zone_high": 49.63,
      "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": 0.0877,
        "prev_amount_yi": 0.0913,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 46.45,
            "high": 46.59,
            "low": 46.45,
            "close": 46.59,
            "amount_yi": 0.0447
          },
          {
            "time": "09:35",
            "open": 46.36,
            "high": 46.4,
            "low": 46.36,
            "close": 46.4,
            "amount_yi": 0.0221
          },
          {
            "time": "09:36",
            "open": 46.44,
            "high": 46.47,
            "low": 46.44,
            "close": 46.47,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.46,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 47.62,
        "open": 47.79,
        "high": 47.8,
        "low": 46.05,
        "bid1": 46.45,
        "ask1": 46.47,
        "bid_qty1": 24,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688670:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688670:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688670",
      "name": "金迪克",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 15.5,
      "exec_low": 15.5,
      "exec_high": 15.96,
      "invalid_price": 15.04,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 15.96,
      "max_chase_pct": 3.0,
      "base_exec_high": 15.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.27,
      "entry_zone_high": 15.73,
      "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": 0.0401,
        "prev_amount_yi": 0.0417,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 14.81,
            "high": 14.81,
            "low": 14.71,
            "close": 14.71,
            "amount_yi": 0.0135
          },
          {
            "time": "09:35",
            "open": 14.81,
            "high": 14.81,
            "low": 14.73,
            "close": 14.73,
            "amount_yi": 0.0171
          },
          {
            "time": "09:36",
            "open": 14.8,
            "high": 14.85,
            "low": 14.8,
            "close": 14.85,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.84,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 15.1,
        "open": 15.0,
        "high": 15.5,
        "low": 14.7,
        "bid1": 14.84,
        "ask1": 14.85,
        "bid_qty1": 41,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301257:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301257:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301257",
      "name": "普蕊斯",
      "side": "BUY",
      "priority": "P7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 46.95,
      "exec_low": 46.95,
      "exec_high": 48.36,
      "invalid_price": 45.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 48.36,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.25,
      "entry_zone_high": 47.65,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1742,
        "prev_amount_yi": 0.1321,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 44.98,
            "high": 44.98,
            "low": 44.87,
            "close": 44.87,
            "amount_yi": 0.0447
          },
          {
            "time": "09:35",
            "open": 44.65,
            "high": 44.65,
            "low": 44.62,
            "close": 44.62,
            "amount_yi": 0.0877
          },
          {
            "time": "09:36",
            "open": 44.63,
            "high": 44.63,
            "low": 44.6,
            "close": 44.6,
            "amount_yi": 0.0418
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.48,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 46.25,
        "open": 45.03,
        "high": 45.68,
        "low": 44.44,
        "bid1": 44.48,
        "ask1": 44.49,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688578:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688578",
      "name": "艾力斯",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 108.0,
      "exec_low": 108.0,
      "exec_high": 111.24,
      "invalid_price": 104.76,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 111.24,
      "max_chase_pct": 3.0,
      "base_exec_high": 111.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 106.38,
      "entry_zone_high": 109.62,
      "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": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.6288,
        "prev_amount_yi": 0.9565,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 108.85,
            "high": 108.85,
            "low": 108.24,
            "close": 108.24,
            "amount_yi": 0.2151
          },
          {
            "time": "09:35",
            "open": 107.0,
            "high": 107.59,
            "low": 107.0,
            "close": 107.59,
            "amount_yi": 0.2298
          },
          {
            "time": "09:36",
            "open": 107.4,
            "high": 107.61,
            "low": 107.4,
            "close": 107.61,
            "amount_yi": 0.1839
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.18,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 107.01,
        "open": 107.56,
        "high": 109.01,
        "low": 106.01,
        "bid1": 107.18,
        "ask1": 107.39,
        "bid_qty1": 4,
        "ask_qty1": 12
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688566:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688566:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688566",
      "name": "吉贝尔",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.89,
      "exec_low": 25.89,
      "exec_high": 26.67,
      "invalid_price": 25.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 26.67,
      "max_chase_pct": 3.0,
      "base_exec_high": 26.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.5,
      "entry_zone_high": 26.28,
      "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": 0.028,
        "prev_amount_yi": 0.0462,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6061,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 25.55,
            "high": 25.61,
            "low": 25.55,
            "close": 25.61,
            "amount_yi": 0.0121
          },
          {
            "time": "09:35",
            "open": 25.62,
            "high": 25.62,
            "low": 25.56,
            "close": 25.56,
            "amount_yi": 0.0043
          },
          {
            "time": "09:36",
            "open": 25.45,
            "high": 25.45,
            "low": 25.37,
            "close": 25.37,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.31,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 25.81,
        "open": 25.8,
        "high": 26.2,
        "low": 25.3,
        "bid1": 25.31,
        "ask1": 25.36,
        "bid_qty1": 8,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300759:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300759:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300759",
      "name": "康龙化成",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 30.0,
      "exec_low": 30.0,
      "exec_high": 30.9,
      "invalid_price": 29.1,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.9,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.55,
      "entry_zone_high": 30.45,
      "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": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.8347,
        "prev_amount_yi": 1.1076,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 28.6,
            "high": 28.6,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.2602
          },
          {
            "time": "09:35",
            "open": 28.37,
            "high": 28.37,
            "low": 28.32,
            "close": 28.32,
            "amount_yi": 0.2908
          },
          {
            "time": "09:36",
            "open": 28.33,
            "high": 28.33,
            "low": 28.25,
            "close": 28.25,
            "amount_yi": 0.2837
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.37,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 28.8,
        "open": 28.28,
        "high": 28.64,
        "low": 28.06,
        "bid1": 28.38,
        "ask1": 28.4,
        "bid_qty1": 9,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.17,
      "exec_low": 33.17,
      "exec_high": 34.17,
      "invalid_price": 32.17,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 34.17,
      "max_chase_pct": 3.0,
      "base_exec_high": 34.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.67,
      "entry_zone_high": 33.67,
      "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": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5401,
        "prev_amount_yi": 0.5416,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 32.37,
            "high": 32.37,
            "low": 32.37,
            "close": 32.37,
            "amount_yi": 0.2242
          },
          {
            "time": "09:35",
            "open": 32.31,
            "high": 32.31,
            "low": 32.21,
            "close": 32.21,
            "amount_yi": 0.138
          },
          {
            "time": "09:36",
            "open": 32.18,
            "high": 32.18,
            "low": 32.11,
            "close": 32.11,
            "amount_yi": 0.1779
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.13,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 32.9,
        "open": 32.95,
        "high": 32.97,
        "low": 32.08,
        "bid1": 32.12,
        "ask1": 32.13,
        "bid_qty1": 49,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688176:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688176",
      "name": "亚虹医药-U",
      "side": "BUY",
      "priority": "P12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.32,
      "exec_low": 10.32,
      "exec_high": 10.63,
      "invalid_price": 10.01,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 10.63,
      "max_chase_pct": 3.0,
      "base_exec_high": 10.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.17,
      "entry_zone_high": 10.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0825,
        "prev_amount_yi": 0.0539,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:34",
            "open": 10.08,
            "high": 10.1,
            "low": 10.08,
            "close": 10.1,
            "amount_yi": 0.017
          },
          {
            "time": "09:35",
            "open": 10.07,
            "high": 10.07,
            "low": 10.01,
            "close": 10.01,
            "amount_yi": 0.0251
          },
          {
            "time": "09:36",
            "open": 10.0,
            "high": 10.0,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0404
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129640.68,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.02,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 10.22,
        "open": 10.22,
        "high": 10.23,
        "low": 9.98,
        "bid1": 10.0,
        "ask1": 10.02,
        "bid_qty1": 47,
        "ask_qty1": 120
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688180:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688180:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688180",
      "name": "君实生物-U",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.3,
      "exec_low": 34.3,
      "exec_high": 34.81,
      "invalid_price": 33.27,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.79,
      "entry_zone_high": 34.81,
      "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": 0.7761,
        "prev_amount_yi": 0.4172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 33.73,
            "high": 33.8,
            "low": 33.73,
            "close": 33.8,
            "amount_yi": 0.1286
          },
          {
            "time": "09:33",
            "open": 33.88,
            "high": 33.88,
            "low": 33.88,
            "close": 33.88,
            "amount_yi": 0.0702
          },
          {
            "time": "09:34",
            "open": 34.0,
            "high": 34.0,
            "low": 33.89,
            "close": 33.89,
            "amount_yi": 0.1987
          },
          {
            "time": "09:35",
            "open": 34.09,
            "high": 34.09,
            "low": 34.09,
            "close": 34.09,
            "amount_yi": 0.1926
          },
          {
            "time": "09:36",
            "open": 33.9,
            "high": 33.95,
            "low": 33.9,
            "close": 33.95,
            "amount_yi": 0.186
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.9,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 33.96,
        "open": 33.5,
        "high": 34.18,
        "low": 33.36,
        "bid1": 33.9,
        "ask1": 33.91,
        "bid_qty1": 15,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.8,
      "exec_low": 18.8,
      "exec_high": 19.08,
      "invalid_price": 18.24,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.52,
      "entry_zone_high": 19.08,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2004,
        "prev_amount_yi": 0.1481,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 18.15,
            "high": 18.28,
            "low": 18.15,
            "close": 18.28,
            "amount_yi": 0.066
          },
          {
            "time": "09:33",
            "open": 18.25,
            "high": 18.25,
            "low": 18.25,
            "close": 18.25,
            "amount_yi": 0.0133
          },
          {
            "time": "09:34",
            "open": 18.36,
            "high": 18.36,
            "low": 18.32,
            "close": 18.32,
            "amount_yi": 0.0244
          },
          {
            "time": "09:35",
            "open": 18.29,
            "high": 18.29,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0472
          },
          {
            "time": "09:36",
            "open": 18.09,
            "high": 18.09,
            "low": 17.99,
            "close": 17.99,
            "amount_yi": 0.0495
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.05,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 18.35,
        "open": 18.2,
        "high": 18.44,
        "low": 17.94,
        "bid1": 18.05,
        "ask1": 18.07,
        "bid_qty1": 30,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301509:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301509:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301509",
      "name": "金凯生科",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.68,
      "exec_low": 29.68,
      "exec_high": 30.13,
      "invalid_price": 28.79,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.23,
      "entry_zone_high": 30.13,
      "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": 0.0949,
        "prev_amount_yi": 0.1282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7402,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 28.89,
            "high": 28.89,
            "low": 28.87,
            "close": 28.87,
            "amount_yi": 0.0265
          },
          {
            "time": "09:33",
            "open": 28.9,
            "high": 28.9,
            "low": 28.9,
            "close": 28.9,
            "amount_yi": 0.0062
          },
          {
            "time": "09:34",
            "open": 28.83,
            "high": 29.04,
            "low": 28.83,
            "close": 29.04,
            "amount_yi": 0.0145
          },
          {
            "time": "09:35",
            "open": 28.93,
            "high": 28.93,
            "low": 28.82,
            "close": 28.82,
            "amount_yi": 0.0157
          },
          {
            "time": "09:36",
            "open": 28.81,
            "high": 28.81,
            "low": 28.69,
            "close": 28.69,
            "amount_yi": 0.032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.68,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 29.28,
        "open": 28.99,
        "high": 29.65,
        "low": 28.59,
        "bid1": 28.68,
        "ask1": 28.7,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300723:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300723",
      "name": "一品红",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.32,
      "exec_low": 38.32,
      "exec_high": 38.89,
      "invalid_price": 37.17,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.75,
      "entry_zone_high": 38.89,
      "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": 0.6251,
        "prev_amount_yi": 0.6745,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 37.13,
            "high": 37.13,
            "low": 36.86,
            "close": 36.86,
            "amount_yi": 0.1374
          },
          {
            "time": "09:33",
            "open": 37.11,
            "high": 37.11,
            "low": 37.11,
            "close": 37.11,
            "amount_yi": 0.0792
          },
          {
            "time": "09:34",
            "open": 37.09,
            "high": 37.39,
            "low": 37.09,
            "close": 37.39,
            "amount_yi": 0.1392
          },
          {
            "time": "09:35",
            "open": 37.36,
            "high": 37.36,
            "low": 37.05,
            "close": 37.05,
            "amount_yi": 0.1089
          },
          {
            "time": "09:36",
            "open": 37.19,
            "high": 37.19,
            "low": 37.18,
            "close": 37.18,
            "amount_yi": 0.1604
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.12,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 37.98,
        "open": 37.21,
        "high": 37.56,
        "low": 36.73,
        "bid1": 37.12,
        "ask1": 37.13,
        "bid_qty1": 14,
        "ask_qty1": 37
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688266:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 117.54,
      "exec_low": 117.54,
      "exec_high": 119.3,
      "invalid_price": 114.01,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 121.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 119.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 115.78,
      "entry_zone_high": 119.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.789,
        "prev_amount_yi": 0.4784,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6492,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 114.43,
            "high": 114.43,
            "low": 113.87,
            "close": 113.87,
            "amount_yi": 0.1675
          },
          {
            "time": "09:33",
            "open": 114.62,
            "high": 114.62,
            "low": 114.62,
            "close": 114.62,
            "amount_yi": 0.0626
          },
          {
            "time": "09:34",
            "open": 115.31,
            "high": 115.4,
            "low": 115.31,
            "close": 115.4,
            "amount_yi": 0.1532
          },
          {
            "time": "09:35",
            "open": 115.8,
            "high": 115.8,
            "low": 115.75,
            "close": 115.75,
            "amount_yi": 0.2601
          },
          {
            "time": "09:36",
            "open": 114.49,
            "high": 114.6,
            "low": 114.49,
            "close": 114.6,
            "amount_yi": 0.1456
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 114.98,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 114.41,
        "open": 115.01,
        "high": 116.24,
        "low": 112.22,
        "bid1": 114.65,
        "ask1": 115.04,
        "bid_qty1": 4,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600196:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600196:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600196",
      "name": "复星医药",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.75,
      "exec_low": 22.75,
      "exec_high": 23.09,
      "invalid_price": 22.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.41,
      "entry_zone_high": 23.09,
      "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": 0.6767,
        "prev_amount_yi": 0.3718,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8201,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 22.41,
            "high": 22.49,
            "low": 22.41,
            "close": 22.49,
            "amount_yi": 0.2461
          },
          {
            "time": "09:33",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0566
          },
          {
            "time": "09:34",
            "open": 22.61,
            "high": 22.64,
            "low": 22.61,
            "close": 22.64,
            "amount_yi": 0.1488
          },
          {
            "time": "09:35",
            "open": 22.67,
            "high": 22.67,
            "low": 22.56,
            "close": 22.56,
            "amount_yi": 0.1482
          },
          {
            "time": "09:36",
            "open": 22.52,
            "high": 22.52,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.5,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 22.73,
        "open": 22.73,
        "high": 22.73,
        "low": 22.36,
        "bid1": 22.5,
        "ask1": 22.53,
        "bid_qty1": 45,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000963:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000963:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.74,
      "exec_low": 28.74,
      "exec_high": 29.17,
      "invalid_price": 27.88,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.31,
      "entry_zone_high": 29.17,
      "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": 0.692,
        "prev_amount_yi": 0.3318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0856,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 28.29,
            "high": 28.29,
            "low": 28.21,
            "close": 28.21,
            "amount_yi": 0.105
          },
          {
            "time": "09:33",
            "open": 28.27,
            "high": 28.27,
            "low": 28.27,
            "close": 28.27,
            "amount_yi": 0.0824
          },
          {
            "time": "09:34",
            "open": 28.25,
            "high": 28.29,
            "low": 28.25,
            "close": 28.29,
            "amount_yi": 0.1582
          },
          {
            "time": "09:35",
            "open": 28.19,
            "high": 28.19,
            "low": 28.16,
            "close": 28.16,
            "amount_yi": 0.134
          },
          {
            "time": "09:36",
            "open": 28.1,
            "high": 28.1,
            "low": 28.03,
            "close": 28.03,
            "amount_yi": 0.2124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.1,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 28.72,
        "open": 28.62,
        "high": 28.63,
        "low": 28.02,
        "bid1": 28.09,
        "ask1": 28.11,
        "bid_qty1": 104,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688073:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688073:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688073",
      "name": "毕得医药",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 54.31,
      "exec_low": 54.31,
      "exec_high": 55.12,
      "invalid_price": 52.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 55.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.5,
      "entry_zone_high": 55.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.115,
        "prev_amount_yi": 0.072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 53.24,
            "high": 53.3,
            "low": 53.24,
            "close": 53.3,
            "amount_yi": 0.0326
          },
          {
            "time": "09:33",
            "open": 53.88,
            "high": 53.88,
            "low": 53.88,
            "close": 53.88,
            "amount_yi": 0.028
          },
          {
            "time": "09:34",
            "open": 53.88,
            "high": 53.93,
            "low": 53.88,
            "close": 53.93,
            "amount_yi": 0.0222
          },
          {
            "time": "09:35",
            "open": 53.9,
            "high": 53.9,
            "low": 53.77,
            "close": 53.77,
            "amount_yi": 0.0161
          },
          {
            "time": "09:36",
            "open": 53.59,
            "high": 53.59,
            "low": 53.3,
            "close": 53.3,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.3,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 54.24,
        "open": 53.21,
        "high": 54.19,
        "low": 53.01,
        "bid1": 53.29,
        "ask1": 53.3,
        "bid_qty1": 8,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300149:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300149:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300149",
      "name": "睿智医药",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.95,
      "exec_low": 9.95,
      "exec_high": 10.1,
      "invalid_price": 9.65,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.8,
      "entry_zone_high": 10.1,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4416,
        "prev_amount_yi": 0.5872,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.752,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 9.54,
            "high": 9.54,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.1278
          },
          {
            "time": "09:33",
            "open": 9.55,
            "high": 9.55,
            "low": 9.55,
            "close": 9.55,
            "amount_yi": 0.0571
          },
          {
            "time": "09:34",
            "open": 9.55,
            "high": 9.59,
            "low": 9.55,
            "close": 9.59,
            "amount_yi": 0.0656
          },
          {
            "time": "09:35",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.069
          },
          {
            "time": "09:36",
            "open": 9.48,
            "high": 9.48,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.1221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.47,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 9.86,
        "open": 9.42,
        "high": 9.7,
        "low": 9.3,
        "bid1": 9.47,
        "ask1": 9.49,
        "bid_qty1": 45,
        "ask_qty1": 1125
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688356:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688356:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688356",
      "name": "XD键凯科",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 80.49,
      "exec_low": 80.49,
      "exec_high": 81.7,
      "invalid_price": 78.08,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 82.9,
      "max_chase_pct": 1.5,
      "base_exec_high": 81.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 79.28,
      "entry_zone_high": 81.7,
      "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": 0.1461,
        "prev_amount_yi": 0.1405,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 76.7,
            "high": 77.08,
            "low": 76.7,
            "close": 77.08,
            "amount_yi": 0.0463
          },
          {
            "time": "09:33",
            "open": 77.46,
            "high": 77.46,
            "low": 77.46,
            "close": 77.46,
            "amount_yi": 0.0141
          },
          {
            "time": "09:34",
            "open": 77.39,
            "high": 77.39,
            "low": 77.33,
            "close": 77.33,
            "amount_yi": 0.0242
          },
          {
            "time": "09:35",
            "open": 76.81,
            "high": 76.81,
            "low": 76.78,
            "close": 76.78,
            "amount_yi": 0.0251
          },
          {
            "time": "09:36",
            "open": 76.69,
            "high": 76.69,
            "low": 76.3,
            "close": 76.3,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.49,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 79.1,
        "open": 78.01,
        "high": 78.1,
        "low": 76.16,
        "bid1": 76.32,
        "ask1": 76.49,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.603087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603087",
      "name": "甘李药业",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 57.99,
      "exec_low": 57.99,
      "exec_high": 58.86,
      "invalid_price": 56.25,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 59.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.12,
      "entry_zone_high": 58.86,
      "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": 0.2929,
        "prev_amount_yi": 0.2144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3661,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 57.01,
            "high": 57.03,
            "low": 57.01,
            "close": 57.03,
            "amount_yi": 0.0737
          },
          {
            "time": "09:33",
            "open": 57.03,
            "high": 57.03,
            "low": 57.03,
            "close": 57.03,
            "amount_yi": 0.0313
          },
          {
            "time": "09:34",
            "open": 57.03,
            "high": 57.15,
            "low": 57.03,
            "close": 57.15,
            "amount_yi": 0.0527
          },
          {
            "time": "09:35",
            "open": 57.1,
            "high": 57.1,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 0.0772
          },
          {
            "time": "09:36",
            "open": 56.89,
            "high": 56.89,
            "low": 56.81,
            "close": 56.81,
            "amount_yi": 0.058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.9,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 57.57,
        "open": 57.5,
        "high": 57.59,
        "low": 56.8,
        "bid1": 56.9,
        "ask1": 56.93,
        "bid_qty1": 14,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688068:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688068",
      "name": "热景生物",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 84.89,
      "exec_low": 84.89,
      "exec_high": 86.16,
      "invalid_price": 82.34,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 87.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 83.62,
      "entry_zone_high": 86.16,
      "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": 0.3546,
        "prev_amount_yi": 0.1655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 85.84,
            "high": 85.84,
            "low": 85.44,
            "close": 85.44,
            "amount_yi": 0.0901
          },
          {
            "time": "09:33",
            "open": 86.04,
            "high": 86.04,
            "low": 86.04,
            "close": 86.04,
            "amount_yi": 0.0311
          },
          {
            "time": "09:34",
            "open": 86.04,
            "high": 86.85,
            "low": 86.04,
            "close": 86.85,
            "amount_yi": 0.0728
          },
          {
            "time": "09:35",
            "open": 86.35,
            "high": 86.35,
            "low": 86.04,
            "close": 86.04,
            "amount_yi": 0.0825
          },
          {
            "time": "09:36",
            "open": 85.46,
            "high": 85.83,
            "low": 85.46,
            "close": 85.83,
            "amount_yi": 0.0781
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.55,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 84.89,
        "open": 84.33,
        "high": 86.92,
        "low": 83.6,
        "bid1": 86.32,
        "ask1": 86.55,
        "bid_qty1": 28,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.22,
      "exec_low": 26.22,
      "exec_high": 26.61,
      "invalid_price": 25.43,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.83,
      "entry_zone_high": 26.61,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.233,
        "prev_amount_yi": 0.1395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 26.15,
            "high": 26.15,
            "low": 25.97,
            "close": 25.97,
            "amount_yi": 0.0791
          },
          {
            "time": "09:33",
            "open": 26.0,
            "high": 26.0,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.0082
          },
          {
            "time": "09:34",
            "open": 26.0,
            "high": 26.02,
            "low": 26.0,
            "close": 26.02,
            "amount_yi": 0.0266
          },
          {
            "time": "09:35",
            "open": 25.91,
            "high": 25.94,
            "low": 25.91,
            "close": 25.94,
            "amount_yi": 0.0769
          },
          {
            "time": "09:36",
            "open": 25.93,
            "high": 25.98,
            "low": 25.93,
            "close": 25.98,
            "amount_yi": 0.0422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.92,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 26.18,
        "open": 26.18,
        "high": 26.25,
        "low": 25.8,
        "bid1": 25.91,
        "ask1": 25.92,
        "bid_qty1": 76,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688488:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688488:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688488",
      "name": "艾迪药业",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.27,
      "exec_low": 13.27,
      "exec_high": 13.47,
      "invalid_price": 12.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.07,
      "entry_zone_high": 13.47,
      "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": 0.0593,
        "prev_amount_yi": 0.0567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 12.66,
            "high": 12.71,
            "low": 12.66,
            "close": 12.71,
            "amount_yi": 0.0114
          },
          {
            "time": "09:33",
            "open": 12.67,
            "high": 12.67,
            "low": 12.67,
            "close": 12.67,
            "amount_yi": 0.0055
          },
          {
            "time": "09:34",
            "open": 12.68,
            "high": 12.69,
            "low": 12.68,
            "close": 12.69,
            "amount_yi": 0.0137
          },
          {
            "time": "09:35",
            "open": 12.62,
            "high": 12.62,
            "low": 12.57,
            "close": 12.57,
            "amount_yi": 0.0162
          },
          {
            "time": "09:36",
            "open": 12.55,
            "high": 12.74,
            "low": 12.55,
            "close": 12.74,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.62,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 12.71,
        "open": 12.53,
        "high": 12.77,
        "low": 12.46,
        "bid1": 12.62,
        "ask1": 12.64,
        "bid_qty1": 23,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688192:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688192",
      "name": "迪哲医药-U",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 41.38,
      "exec_low": 41.38,
      "exec_high": 42.0,
      "invalid_price": 40.14,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 42.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 40.76,
      "entry_zone_high": 42.0,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.215,
        "prev_amount_yi": 0.1619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.328,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 40.78,
            "high": 40.95,
            "low": 40.78,
            "close": 40.95,
            "amount_yi": 0.0815
          },
          {
            "time": "09:33",
            "open": 40.97,
            "high": 40.97,
            "low": 40.97,
            "close": 40.97,
            "amount_yi": 0.03
          },
          {
            "time": "09:34",
            "open": 40.95,
            "high": 40.95,
            "low": 40.79,
            "close": 40.79,
            "amount_yi": 0.0351
          },
          {
            "time": "09:35",
            "open": 40.66,
            "high": 40.69,
            "low": 40.66,
            "close": 40.69,
            "amount_yi": 0.0385
          },
          {
            "time": "09:36",
            "open": 40.59,
            "high": 40.59,
            "low": 40.51,
            "close": 40.51,
            "amount_yi": 0.0299
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.58,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 40.7,
        "open": 40.78,
        "high": 41.11,
        "low": 40.01,
        "bid1": 40.56,
        "ask1": 40.58,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "华纳药厂",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.3,
      "exec_low": 47.3,
      "exec_high": 48.01,
      "invalid_price": 45.88,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 48.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 48.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.59,
      "entry_zone_high": 48.01,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1598,
        "prev_amount_yi": 0.0371,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.3073,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 46.49,
            "high": 46.49,
            "low": 46.0,
            "close": 46.0,
            "amount_yi": 0.0192
          },
          {
            "time": "09:33",
            "open": 46.0,
            "high": 46.0,
            "low": 46.0,
            "close": 46.0,
            "amount_yi": 0.014
          },
          {
            "time": "09:34",
            "open": 45.91,
            "high": 45.91,
            "low": 45.81,
            "close": 45.81,
            "amount_yi": 0.0317
          },
          {
            "time": "09:35",
            "open": 45.71,
            "high": 45.99,
            "low": 45.71,
            "close": 45.99,
            "amount_yi": 0.0403
          },
          {
            "time": "09:36",
            "open": 46.19,
            "high": 46.21,
            "low": 46.19,
            "close": 46.21,
            "amount_yi": 0.0546
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.57,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 47.0,
        "open": 47.0,
        "high": 47.0,
        "low": 45.71,
        "bid1": 46.28,
        "ask1": 46.56,
        "bid_qty1": 35,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600276:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600276:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600276",
      "name": "恒瑞医药",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 53.31,
      "exec_low": 53.31,
      "exec_high": 54.11,
      "invalid_price": 51.71,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 54.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.51,
      "entry_zone_high": 54.11,
      "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": 4.92,
        "prev_amount_yi": 4.0479,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2154,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 53.13,
            "high": 53.35,
            "low": 53.13,
            "close": 53.35,
            "amount_yi": 1.6534
          },
          {
            "time": "09:33",
            "open": 53.25,
            "high": 53.25,
            "low": 53.25,
            "close": 53.25,
            "amount_yi": 0.6663
          },
          {
            "time": "09:34",
            "open": 53.17,
            "high": 53.29,
            "low": 53.17,
            "close": 53.29,
            "amount_yi": 0.9196
          },
          {
            "time": "09:35",
            "open": 53.11,
            "high": 53.11,
            "low": 52.88,
            "close": 52.88,
            "amount_yi": 0.7757
          },
          {
            "time": "09:36",
            "open": 52.6,
            "high": 52.63,
            "low": 52.6,
            "close": 52.63,
            "amount_yi": 0.905
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.82,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 52.93,
        "open": 52.97,
        "high": 53.45,
        "low": 52.2,
        "bid1": 52.8,
        "ask1": 52.82,
        "bid_qty1": 243,
        "ask_qty1": 304
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688235:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688235:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688235",
      "name": "百济神州",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 258.93,
      "exec_low": 258.93,
      "exec_high": 262.81,
      "invalid_price": 251.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 266.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 262.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 255.05,
      "entry_zone_high": 262.81,
      "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": 1.5844,
        "prev_amount_yi": 1.1644,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3607,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 254.48,
            "high": 254.5,
            "low": 254.48,
            "close": 254.5,
            "amount_yi": 0.4312
          },
          {
            "time": "09:33",
            "open": 254.56,
            "high": 254.56,
            "low": 254.56,
            "close": 254.56,
            "amount_yi": 0.1389
          },
          {
            "time": "09:34",
            "open": 254.0,
            "high": 256.7,
            "low": 254.0,
            "close": 256.7,
            "amount_yi": 0.3942
          },
          {
            "time": "09:35",
            "open": 255.36,
            "high": 255.36,
            "low": 254.93,
            "close": 254.93,
            "amount_yi": 0.3395
          },
          {
            "time": "09:36",
            "open": 253.81,
            "high": 253.81,
            "low": 253.39,
            "close": 253.39,
            "amount_yi": 0.2806
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 254.44,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 255.9,
        "open": 257.92,
        "high": 257.92,
        "low": 252.89,
        "bid1": 254.0,
        "ask1": 254.7,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W18",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.28,
      "exec_low": 22.28,
      "exec_high": 22.61,
      "invalid_price": 21.61,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.95,
      "entry_zone_high": 22.61,
      "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": 0.9616,
        "prev_amount_yi": 0.8108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.186,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 22.1,
            "high": 22.1,
            "low": 21.9,
            "close": 21.9,
            "amount_yi": 0.1439
          },
          {
            "time": "09:33",
            "open": 22.06,
            "high": 22.06,
            "low": 22.06,
            "close": 22.06,
            "amount_yi": 0.0823
          },
          {
            "time": "09:34",
            "open": 22.36,
            "high": 22.39,
            "low": 22.36,
            "close": 22.39,
            "amount_yi": 0.2542
          },
          {
            "time": "09:35",
            "open": 22.39,
            "high": 22.39,
            "low": 22.39,
            "close": 22.39,
            "amount_yi": 0.3493
          },
          {
            "time": "09:36",
            "open": 22.29,
            "high": 22.29,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.1319
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.26,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 22.1,
        "open": 22.06,
        "high": 22.52,
        "low": 21.9,
        "bid1": 22.26,
        "ask1": 22.27,
        "bid_qty1": 18,
        "ask_qty1": 25
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000661:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000661:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000661",
      "name": "长春高新",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 68.49,
      "exec_low": 68.49,
      "exec_high": 69.52,
      "invalid_price": 66.44,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 70.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 69.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 67.46,
      "entry_zone_high": 69.52,
      "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": 0.5075,
        "prev_amount_yi": 0.4364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 67.01,
            "high": 67.01,
            "low": 66.83,
            "close": 66.83,
            "amount_yi": 0.1072
          },
          {
            "time": "09:33",
            "open": 66.58,
            "high": 66.58,
            "low": 66.58,
            "close": 66.58,
            "amount_yi": 0.1169
          },
          {
            "time": "09:34",
            "open": 66.67,
            "high": 66.72,
            "low": 66.67,
            "close": 66.72,
            "amount_yi": 0.0863
          },
          {
            "time": "09:35",
            "open": 66.74,
            "high": 66.74,
            "low": 66.6,
            "close": 66.6,
            "amount_yi": 0.1104
          },
          {
            "time": "09:36",
            "open": 66.61,
            "high": 66.62,
            "low": 66.61,
            "close": 66.62,
            "amount_yi": 0.0867
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.64,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 67.75,
        "open": 67.5,
        "high": 67.94,
        "low": 66.5,
        "bid1": 66.63,
        "ask1": 66.66,
        "bid_qty1": 5,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688197:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688197",
      "name": "首药控股-U",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.49,
      "exec_low": 34.49,
      "exec_high": 35.01,
      "invalid_price": 33.46,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.97,
      "entry_zone_high": 35.01,
      "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": 0.0533,
        "prev_amount_yi": 0.0296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 33.5,
            "high": 33.51,
            "low": 33.5,
            "close": 33.51,
            "amount_yi": 0.023
          },
          {
            "time": "09:33",
            "open": 33.62,
            "high": 33.62,
            "low": 33.62,
            "close": 33.62,
            "amount_yi": 0.004
          },
          {
            "time": "09:34",
            "open": 33.38,
            "high": 33.52,
            "low": 33.38,
            "close": 33.52,
            "amount_yi": 0.0059
          },
          {
            "time": "09:35",
            "open": 33.42,
            "high": 33.42,
            "low": 33.3,
            "close": 33.3,
            "amount_yi": 0.0149
          },
          {
            "time": "09:36",
            "open": 33.21,
            "high": 33.21,
            "low": 33.1,
            "close": 33.1,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.1,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 33.86,
        "open": 33.78,
        "high": 33.89,
        "low": 33.03,
        "bid1": 33.07,
        "ask1": 33.1,
        "bid_qty1": 1,
        "ask_qty1": 496
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688185:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688185:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688185",
      "name": "康希诺",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 52.05,
      "exec_low": 52.05,
      "exec_high": 52.83,
      "invalid_price": 50.49,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 53.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.27,
      "entry_zone_high": 52.83,
      "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": 0.0585,
        "prev_amount_yi": 0.0227,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5771,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 51.39,
            "high": 51.39,
            "low": 51.25,
            "close": 51.25,
            "amount_yi": 0.0087
          },
          {
            "time": "09:33",
            "open": 51.19,
            "high": 51.19,
            "low": 51.19,
            "close": 51.19,
            "amount_yi": 0.005
          },
          {
            "time": "09:34",
            "open": 51.21,
            "high": 51.21,
            "low": 51.15,
            "close": 51.15,
            "amount_yi": 0.0172
          },
          {
            "time": "09:35",
            "open": 51.12,
            "high": 51.12,
            "low": 51.05,
            "close": 51.05,
            "amount_yi": 0.0178
          },
          {
            "time": "09:36",
            "open": 51.05,
            "high": 51.05,
            "low": 50.91,
            "close": 50.91,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.95,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 51.42,
        "open": 51.01,
        "high": 51.39,
        "low": 50.8,
        "bid1": 50.95,
        "ask1": 51.05,
        "bid_qty1": 21,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300404",
      "name": "博济医药",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.16,
      "exec_low": 9.16,
      "exec_high": 9.3,
      "invalid_price": 8.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.02,
      "entry_zone_high": 9.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.085,
        "prev_amount_yi": 0.0796,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 8.97,
            "high": 8.97,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0263
          },
          {
            "time": "09:33",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0168
          },
          {
            "time": "09:34",
            "open": 8.89,
            "high": 8.9,
            "low": 8.89,
            "close": 8.9,
            "amount_yi": 0.0144
          },
          {
            "time": "09:35",
            "open": 8.86,
            "high": 8.86,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0104
          },
          {
            "time": "09:36",
            "open": 8.85,
            "high": 8.85,
            "low": 8.83,
            "close": 8.83,
            "amount_yi": 0.0171
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.85,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 9.0,
        "open": 8.9,
        "high": 9.0,
        "low": 8.78,
        "bid1": 8.85,
        "ask1": 8.86,
        "bid_qty1": 12,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.99,
      "exec_low": 20.99,
      "exec_high": 21.3,
      "invalid_price": 20.36,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.68,
      "entry_zone_high": 21.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1607,
        "prev_amount_yi": 0.0888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 20.58,
            "high": 20.58,
            "low": 20.56,
            "close": 20.56,
            "amount_yi": 0.0373
          },
          {
            "time": "09:33",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0309
          },
          {
            "time": "09:34",
            "open": 20.51,
            "high": 20.53,
            "low": 20.51,
            "close": 20.53,
            "amount_yi": 0.0279
          },
          {
            "time": "09:35",
            "open": 20.52,
            "high": 20.52,
            "low": 20.49,
            "close": 20.49,
            "amount_yi": 0.022
          },
          {
            "time": "09:36",
            "open": 20.42,
            "high": 20.42,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0426
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.39,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 20.93,
        "open": 20.81,
        "high": 20.81,
        "low": 20.38,
        "bid1": 20.39,
        "ask1": 20.4,
        "bid_qty1": 317,
        "ask_qty1": 48
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688062:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688062",
      "name": "迈威生物-U",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.78,
      "exec_low": 28.78,
      "exec_high": 29.21,
      "invalid_price": 27.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.35,
      "entry_zone_high": 29.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2183,
        "prev_amount_yi": 0.1636,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3344,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 28.82,
            "high": 28.82,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.0624
          },
          {
            "time": "09:33",
            "open": 28.67,
            "high": 28.67,
            "low": 28.67,
            "close": 28.67,
            "amount_yi": 0.0166
          },
          {
            "time": "09:34",
            "open": 28.4,
            "high": 28.4,
            "low": 28.3,
            "close": 28.3,
            "amount_yi": 0.0622
          },
          {
            "time": "09:35",
            "open": 28.38,
            "high": 28.38,
            "low": 28.32,
            "close": 28.32,
            "amount_yi": 0.019
          },
          {
            "time": "09:36",
            "open": 28.26,
            "high": 28.26,
            "low": 28.13,
            "close": 28.13,
            "amount_yi": 0.0581
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.17,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 28.47,
        "open": 28.48,
        "high": 28.82,
        "low": 28.02,
        "bid1": 28.14,
        "ask1": 28.16,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301080:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301080:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301080",
      "name": "百普赛斯",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.5,
      "exec_low": 48.5,
      "exec_high": 49.23,
      "invalid_price": 47.05,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 49.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.77,
      "entry_zone_high": 49.23,
      "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": 0.2438,
        "prev_amount_yi": 0.351,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 47.7,
            "high": 47.7,
            "low": 47.11,
            "close": 47.11,
            "amount_yi": 0.0711
          },
          {
            "time": "09:33",
            "open": 47.42,
            "high": 47.42,
            "low": 47.42,
            "close": 47.42,
            "amount_yi": 0.0257
          },
          {
            "time": "09:34",
            "open": 47.29,
            "high": 47.34,
            "low": 47.29,
            "close": 47.34,
            "amount_yi": 0.0422
          },
          {
            "time": "09:35",
            "open": 47.08,
            "high": 47.08,
            "low": 46.83,
            "close": 46.83,
            "amount_yi": 0.0471
          },
          {
            "time": "09:36",
            "open": 46.9,
            "high": 47.11,
            "low": 46.9,
            "close": 47.11,
            "amount_yi": 0.0577
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.14,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 47.75,
        "open": 47.78,
        "high": 48.76,
        "low": 46.7,
        "bid1": 47.09,
        "ask1": 47.14,
        "bid_qty1": 29,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300142:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300142:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300142",
      "name": "沃森生物",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 12.85,
      "exec_low": 12.85,
      "exec_high": 13.04,
      "invalid_price": 12.46,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.66,
      "entry_zone_high": 13.04,
      "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": 0.9036,
        "prev_amount_yi": 0.6403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 12.74,
            "high": 12.74,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.2376
          },
          {
            "time": "09:33",
            "open": 12.74,
            "high": 12.74,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.0508
          },
          {
            "time": "09:34",
            "open": 12.69,
            "high": 12.71,
            "low": 12.69,
            "close": 12.71,
            "amount_yi": 0.1437
          },
          {
            "time": "09:35",
            "open": 12.62,
            "high": 12.62,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.2273
          },
          {
            "time": "09:36",
            "open": 12.61,
            "high": 12.61,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.2442
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.63,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 12.84,
        "open": 12.76,
        "high": 12.83,
        "low": 12.58,
        "bid1": 12.62,
        "ask1": 12.63,
        "bid_qty1": 16,
        "ask_qty1": 156
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688136:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688136:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688136",
      "name": "科兴制药",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.56,
      "exec_low": 20.56,
      "exec_high": 20.87,
      "invalid_price": 19.94,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.25,
      "entry_zone_high": 20.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2473,
        "prev_amount_yi": 0.116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 20.15,
            "high": 20.3,
            "low": 20.15,
            "close": 20.3,
            "amount_yi": 0.0593
          },
          {
            "time": "09:33",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0245
          },
          {
            "time": "09:34",
            "open": 20.74,
            "high": 20.78,
            "low": 20.74,
            "close": 20.78,
            "amount_yi": 0.0637
          },
          {
            "time": "09:35",
            "open": 20.73,
            "high": 20.73,
            "low": 20.56,
            "close": 20.56,
            "amount_yi": 0.0594
          },
          {
            "time": "09:36",
            "open": 20.5,
            "high": 20.52,
            "low": 20.5,
            "close": 20.52,
            "amount_yi": 0.0404
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.5,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 20.05,
        "open": 19.77,
        "high": 20.81,
        "low": 19.52,
        "bid1": 20.43,
        "ask1": 20.5,
        "bid_qty1": 27,
        "ask_qty1": 674
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688177",
      "name": "百奥泰",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.63,
      "exec_low": 17.63,
      "exec_high": 17.89,
      "invalid_price": 17.1,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.37,
      "entry_zone_high": 17.89,
      "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": 0.0328,
        "prev_amount_yi": 0.0253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 17.28,
            "high": 17.28,
            "low": 17.26,
            "close": 17.26,
            "amount_yi": 0.0069
          },
          {
            "time": "09:33",
            "open": 17.19,
            "high": 17.19,
            "low": 17.19,
            "close": 17.19,
            "amount_yi": 0.0059
          },
          {
            "time": "09:34",
            "open": 17.2,
            "high": 17.27,
            "low": 17.2,
            "close": 17.27,
            "amount_yi": 0.0062
          },
          {
            "time": "09:35",
            "open": 17.19,
            "high": 17.19,
            "low": 17.15,
            "close": 17.15,
            "amount_yi": 0.0072
          },
          {
            "time": "09:36",
            "open": 17.1,
            "high": 17.13,
            "low": 17.1,
            "close": 17.13,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.12,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 17.36,
        "open": 17.19,
        "high": 17.35,
        "low": 17.05,
        "bid1": 17.09,
        "ask1": 17.11,
        "bid_qty1": 63,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300485:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300485:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300485",
      "name": "赛升药业",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.75,
      "exec_low": 9.75,
      "exec_high": 9.9,
      "invalid_price": 9.46,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.6,
      "entry_zone_high": 9.9,
      "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": 0.1895,
        "prev_amount_yi": 0.2136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8872,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 9.41,
            "high": 9.41,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0598
          },
          {
            "time": "09:33",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0312
          },
          {
            "time": "09:34",
            "open": 9.42,
            "high": 9.46,
            "low": 9.42,
            "close": 9.46,
            "amount_yi": 0.0251
          },
          {
            "time": "09:35",
            "open": 9.4,
            "high": 9.4,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0431
          },
          {
            "time": "09:36",
            "open": 9.39,
            "high": 9.39,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0303
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.39,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 9.67,
        "open": 9.57,
        "high": 9.67,
        "low": 9.34,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 185,
        "ask_qty1": 36
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300725",
      "name": "药石科技",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.72,
      "exec_low": 36.72,
      "exec_high": 37.27,
      "invalid_price": 35.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.17,
      "entry_zone_high": 37.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2847,
        "prev_amount_yi": 0.2764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.03,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 36.06,
            "high": 36.06,
            "low": 35.88,
            "close": 35.88,
            "amount_yi": 0.0679
          },
          {
            "time": "09:33",
            "open": 35.89,
            "high": 35.89,
            "low": 35.89,
            "close": 35.89,
            "amount_yi": 0.0189
          },
          {
            "time": "09:34",
            "open": 35.95,
            "high": 35.95,
            "low": 35.9,
            "close": 35.9,
            "amount_yi": 0.068
          },
          {
            "time": "09:35",
            "open": 35.82,
            "high": 35.82,
            "low": 35.72,
            "close": 35.72,
            "amount_yi": 0.0684
          },
          {
            "time": "09:36",
            "open": 35.75,
            "high": 35.75,
            "low": 35.73,
            "close": 35.73,
            "amount_yi": 0.0615
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.7,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 36.18,
        "open": 35.68,
        "high": 36.08,
        "low": 35.3,
        "bid1": 35.69,
        "ask1": 35.7,
        "bid_qty1": 28,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.605177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.605177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.605177",
      "name": "东亚药业",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.5,
      "exec_low": 17.5,
      "exec_high": 17.76,
      "invalid_price": 16.97,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.24,
      "entry_zone_high": 17.76,
      "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": 0.035,
        "prev_amount_yi": 0.0253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 16.84,
            "high": 16.9,
            "low": 16.84,
            "close": 16.9,
            "amount_yi": 0.0116
          },
          {
            "time": "09:33",
            "open": 16.84,
            "high": 16.84,
            "low": 16.84,
            "close": 16.84,
            "amount_yi": 0.0054
          },
          {
            "time": "09:34",
            "open": 16.77,
            "high": 16.8,
            "low": 16.77,
            "close": 16.8,
            "amount_yi": 0.0105
          },
          {
            "time": "09:35",
            "open": 16.79,
            "high": 16.8,
            "low": 16.79,
            "close": 16.8,
            "amount_yi": 0.004
          },
          {
            "time": "09:36",
            "open": 16.81,
            "high": 16.81,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.72,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 17.2,
        "open": 17.18,
        "high": 17.18,
        "low": 16.7,
        "bid1": 16.71,
        "ask1": 16.74,
        "bid_qty1": 53,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301230:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301230:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301230",
      "name": "泓博医药",
      "side": "BUY",
      "priority": "W32",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 40.06,
      "exec_low": 40.06,
      "exec_high": 40.66,
      "invalid_price": 38.86,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 41.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.46,
      "entry_zone_high": 40.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3796,
        "prev_amount_yi": 0.4619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 37.65,
            "high": 37.65,
            "low": 37.56,
            "close": 37.56,
            "amount_yi": 0.1291
          },
          {
            "time": "09:33",
            "open": 37.45,
            "high": 37.45,
            "low": 37.45,
            "close": 37.45,
            "amount_yi": 0.0338
          },
          {
            "time": "09:34",
            "open": 37.57,
            "high": 37.7,
            "low": 37.57,
            "close": 37.7,
            "amount_yi": 0.0607
          },
          {
            "time": "09:35",
            "open": 37.4,
            "high": 37.4,
            "low": 37.37,
            "close": 37.37,
            "amount_yi": 0.067
          },
          {
            "time": "09:36",
            "open": 37.34,
            "high": 37.37,
            "low": 37.34,
            "close": 37.37,
            "amount_yi": 0.089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.34,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 38.72,
        "open": 38.5,
        "high": 38.62,
        "low": 37.09,
        "bid1": 37.33,
        "ask1": 37.34,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688163:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688163:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688163",
      "name": "赛伦生物",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.37,
      "exec_low": 48.37,
      "exec_high": 49.1,
      "invalid_price": 46.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 49.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.64,
      "entry_zone_high": 49.1,
      "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": 0.0926,
        "prev_amount_yi": 0.0647,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 47.82,
            "high": 47.82,
            "low": 47.42,
            "close": 47.42,
            "amount_yi": 0.0484
          },
          {
            "time": "09:33",
            "open": 47.58,
            "high": 47.58,
            "low": 47.58,
            "close": 47.58,
            "amount_yi": 0.01
          },
          {
            "time": "09:34",
            "open": 47.39,
            "high": 47.99,
            "low": 47.39,
            "close": 47.99,
            "amount_yi": 0.0115
          },
          {
            "time": "09:35",
            "open": 47.62,
            "high": 47.62,
            "low": 47.62,
            "close": 47.62,
            "amount_yi": 0.0099
          },
          {
            "time": "09:36",
            "open": 47.55,
            "high": 47.55,
            "low": 47.2,
            "close": 47.2,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.14,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 48.08,
        "open": 48.35,
        "high": 48.61,
        "low": 47.1,
        "bid1": 47.12,
        "ask1": 47.39,
        "bid_qty1": 10,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300363:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300363:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300363",
      "name": "博腾股份",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.59,
      "exec_low": 17.59,
      "exec_high": 17.85,
      "invalid_price": 17.06,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.33,
      "entry_zone_high": 17.85,
      "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": 0.6443,
        "prev_amount_yi": 0.5073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 17.04,
            "high": 17.04,
            "low": 16.79,
            "close": 16.79,
            "amount_yi": 0.1569
          },
          {
            "time": "09:33",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0826
          },
          {
            "time": "09:34",
            "open": 16.82,
            "high": 16.82,
            "low": 16.76,
            "close": 16.76,
            "amount_yi": 0.1213
          },
          {
            "time": "09:35",
            "open": 16.72,
            "high": 16.72,
            "low": 16.66,
            "close": 16.66,
            "amount_yi": 0.1858
          },
          {
            "time": "09:36",
            "open": 16.67,
            "high": 16.67,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0977
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.7,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 17.5,
        "open": 17.0,
        "high": 17.05,
        "low": 16.64,
        "bid1": 16.69,
        "ask1": 16.7,
        "bid_qty1": 6,
        "ask_qty1": 43
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300255:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300255",
      "name": "常山药业",
      "side": "BUY",
      "priority": "W35",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.83,
      "exec_low": 25.83,
      "exec_high": 26.22,
      "invalid_price": 25.06,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.44,
      "entry_zone_high": 26.22,
      "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": 0.6741,
        "prev_amount_yi": 0.7205,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 23.92,
            "high": 23.92,
            "low": 23.86,
            "close": 23.86,
            "amount_yi": 0.1739
          },
          {
            "time": "09:33",
            "open": 23.92,
            "high": 23.92,
            "low": 23.92,
            "close": 23.92,
            "amount_yi": 0.0975
          },
          {
            "time": "09:34",
            "open": 23.94,
            "high": 24.19,
            "low": 23.94,
            "close": 24.19,
            "amount_yi": 0.1442
          },
          {
            "time": "09:35",
            "open": 24.19,
            "high": 24.19,
            "low": 24.12,
            "close": 24.12,
            "amount_yi": 0.1506
          },
          {
            "time": "09:36",
            "open": 24.07,
            "high": 24.07,
            "low": 23.98,
            "close": 23.98,
            "amount_yi": 0.1079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.99,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 24.41,
        "open": 24.48,
        "high": 24.48,
        "low": 23.76,
        "bid1": 23.97,
        "ask1": 23.99,
        "bid_qty1": 12,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002755:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002755:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002755",
      "name": "奥赛康",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.56,
      "exec_low": 13.56,
      "exec_high": 13.76,
      "invalid_price": 13.15,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.36,
      "entry_zone_high": 13.76,
      "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": 0.1342,
        "prev_amount_yi": 0.0804,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6692,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 13.33,
            "high": 13.33,
            "low": 13.33,
            "close": 13.33,
            "amount_yi": 0.0361
          },
          {
            "time": "09:33",
            "open": 13.36,
            "high": 13.36,
            "low": 13.36,
            "close": 13.36,
            "amount_yi": 0.0113
          },
          {
            "time": "09:34",
            "open": 13.39,
            "high": 13.39,
            "low": 13.35,
            "close": 13.35,
            "amount_yi": 0.0211
          },
          {
            "time": "09:35",
            "open": 13.32,
            "high": 13.32,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0277
          },
          {
            "time": "09:36",
            "open": 13.23,
            "high": 13.26,
            "low": 13.23,
            "close": 13.26,
            "amount_yi": 0.038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.22,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 13.49,
        "open": 13.43,
        "high": 13.43,
        "low": 13.18,
        "bid1": 13.21,
        "ask1": 13.22,
        "bid_qty1": 29,
        "ask_qty1": 51
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688221:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688221",
      "name": "前沿生物-U",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.0,
      "exec_low": 22.0,
      "exec_high": 22.33,
      "invalid_price": 21.34,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.67,
      "entry_zone_high": 22.33,
      "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": 0.5175,
        "prev_amount_yi": 0.2883,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.795,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 21.98,
            "high": 21.98,
            "low": 21.79,
            "close": 21.79,
            "amount_yi": 0.124
          },
          {
            "time": "09:33",
            "open": 21.99,
            "high": 21.99,
            "low": 21.99,
            "close": 21.99,
            "amount_yi": 0.0514
          },
          {
            "time": "09:34",
            "open": 22.0,
            "high": 22.17,
            "low": 22.0,
            "close": 22.17,
            "amount_yi": 0.1049
          },
          {
            "time": "09:35",
            "open": 22.18,
            "high": 22.29,
            "low": 22.18,
            "close": 22.29,
            "amount_yi": 0.1203
          },
          {
            "time": "09:36",
            "open": 22.29,
            "high": 22.29,
            "low": 22.05,
            "close": 22.05,
            "amount_yi": 0.1169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.08,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 22.0,
        "open": 21.42,
        "high": 22.38,
        "low": 21.42,
        "bid1": 22.08,
        "ask1": 22.11,
        "bid_qty1": 19,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688652:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688652:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688652",
      "name": "京仪装备",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 197.77,
      "exec_low": 197.77,
      "exec_high": 200.74,
      "invalid_price": 191.84,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 203.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 200.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 194.8,
      "entry_zone_high": 200.74,
      "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": 1.7754,
        "prev_amount_yi": 0.9814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.809,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 201.83,
            "high": 204.87,
            "low": 201.83,
            "close": 204.87,
            "amount_yi": 0.559
          },
          {
            "time": "09:33",
            "open": 200.99,
            "high": 200.99,
            "low": 200.99,
            "close": 200.99,
            "amount_yi": 0.2672
          },
          {
            "time": "09:34",
            "open": 202.0,
            "high": 202.0,
            "low": 200.13,
            "close": 200.13,
            "amount_yi": 0.422
          },
          {
            "time": "09:35",
            "open": 199.94,
            "high": 200.15,
            "low": 199.94,
            "close": 200.15,
            "amount_yi": 0.262
          },
          {
            "time": "09:36",
            "open": 198.49,
            "high": 198.49,
            "low": 197.0,
            "close": 197.0,
            "amount_yi": 0.2652
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 197.8,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 196.01,
        "open": 193.0,
        "high": 206.88,
        "low": 193.0,
        "bid1": 197.77,
        "ask1": 198.16,
        "bid_qty1": 20,
        "ask_qty1": 12
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688621:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688621:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688621",
      "name": "XD阳光诺",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 55.54,
      "exec_low": 55.54,
      "exec_high": 56.37,
      "invalid_price": 53.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 57.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 54.71,
      "entry_zone_high": 56.37,
      "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": 0.0601,
        "prev_amount_yi": 0.0646,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 54.68,
            "high": 54.68,
            "low": 54.51,
            "close": 54.51,
            "amount_yi": 0.0216
          },
          {
            "time": "09:33",
            "open": 54.6,
            "high": 54.6,
            "low": 54.6,
            "close": 54.6,
            "amount_yi": 0.0026
          },
          {
            "time": "09:34",
            "open": 54.99,
            "high": 55.02,
            "low": 54.99,
            "close": 55.02,
            "amount_yi": 0.0075
          },
          {
            "time": "09:35",
            "open": 55.12,
            "high": 55.12,
            "low": 55.0,
            "close": 55.0,
            "amount_yi": 0.0206
          },
          {
            "time": "09:36",
            "open": 54.78,
            "high": 54.78,
            "low": 54.7,
            "close": 54.7,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.79,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 55.03,
        "open": 55.0,
        "high": 55.29,
        "low": 54.1,
        "bid1": 54.7,
        "ask1": 54.79,
        "bid_qty1": 17,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688549:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688549",
      "name": "中巨芯-U",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.5,
      "exec_low": 38.5,
      "exec_high": 39.08,
      "invalid_price": 37.34,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.92,
      "entry_zone_high": 39.08,
      "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": 3.0332,
        "prev_amount_yi": 2.5304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 35.56,
            "high": 35.95,
            "low": 35.56,
            "close": 35.95,
            "amount_yi": 0.8997
          },
          {
            "time": "09:33",
            "open": 35.74,
            "high": 35.74,
            "low": 35.74,
            "close": 35.74,
            "amount_yi": 0.3224
          },
          {
            "time": "09:34",
            "open": 36.17,
            "high": 36.17,
            "low": 36.14,
            "close": 36.14,
            "amount_yi": 0.5997
          },
          {
            "time": "09:35",
            "open": 36.28,
            "high": 36.5,
            "low": 36.28,
            "close": 36.5,
            "amount_yi": 0.5613
          },
          {
            "time": "09:36",
            "open": 36.5,
            "high": 36.5,
            "low": 36.11,
            "close": 36.11,
            "amount_yi": 0.6501
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.14,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 37.8,
        "open": 36.0,
        "high": 36.83,
        "low": 35.24,
        "bid1": 36.14,
        "ask1": 36.18,
        "bid_qty1": 362,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300347:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300347:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W41",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 50.1,
      "exec_low": 50.1,
      "exec_high": 50.85,
      "invalid_price": 48.6,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 51.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 50.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.35,
      "entry_zone_high": 50.85,
      "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": 1.2972,
        "prev_amount_yi": 0.9394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3809,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 47.43,
            "high": 47.43,
            "low": 47.43,
            "close": 47.43,
            "amount_yi": 0.4019
          },
          {
            "time": "09:33",
            "open": 47.92,
            "high": 47.92,
            "low": 47.92,
            "close": 47.92,
            "amount_yi": 0.1073
          },
          {
            "time": "09:34",
            "open": 48.01,
            "high": 48.2,
            "low": 48.01,
            "close": 48.2,
            "amount_yi": 0.3416
          },
          {
            "time": "09:35",
            "open": 47.75,
            "high": 47.75,
            "low": 47.74,
            "close": 47.74,
            "amount_yi": 0.2438
          },
          {
            "time": "09:36",
            "open": 47.87,
            "high": 47.87,
            "low": 47.62,
            "close": 47.62,
            "amount_yi": 0.2026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.51,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 49.16,
        "open": 48.0,
        "high": 48.48,
        "low": 47.36,
        "bid1": 47.51,
        "ask1": 47.54,
        "bid_qty1": 33,
        "ask_qty1": 26
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688008",
      "name": "澜起科技",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 296.66,
      "exec_low": 296.66,
      "exec_high": 301.11,
      "invalid_price": 287.76,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 305.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 301.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 292.21,
      "entry_zone_high": 301.11,
      "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": 19.6455,
        "prev_amount_yi": 14.8027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 300.0,
            "high": 300.0,
            "low": 296.65,
            "close": 296.65,
            "amount_yi": 5.3828
          },
          {
            "time": "09:33",
            "open": 292.7,
            "high": 292.7,
            "low": 292.7,
            "close": 292.7,
            "amount_yi": 2.6796
          },
          {
            "time": "09:34",
            "open": 295.0,
            "high": 296.79,
            "low": 295.0,
            "close": 296.79,
            "amount_yi": 3.9099
          },
          {
            "time": "09:35",
            "open": 298.39,
            "high": 299.43,
            "low": 298.39,
            "close": 299.43,
            "amount_yi": 3.1744
          },
          {
            "time": "09:36",
            "open": 300.2,
            "high": 300.2,
            "low": 299.4,
            "close": 299.4,
            "amount_yi": 4.4988
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 300.52,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 296.06,
        "open": 296.66,
        "high": 301.0,
        "low": 291.0,
        "bid1": 300.52,
        "ask1": 300.55,
        "bid_qty1": 18,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688553:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688553:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688553",
      "name": "汇宇制药-W",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.79,
      "exec_low": 10.79,
      "exec_high": 10.95,
      "invalid_price": 10.47,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.63,
      "entry_zone_high": 10.95,
      "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": 0.1263,
        "prev_amount_yi": 0.06,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.105,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 10.66,
            "high": 10.73,
            "low": 10.66,
            "close": 10.73,
            "amount_yi": 0.0104
          },
          {
            "time": "09:33",
            "open": 10.85,
            "high": 10.85,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.0202
          },
          {
            "time": "09:34",
            "open": 10.84,
            "high": 10.84,
            "low": 10.83,
            "close": 10.83,
            "amount_yi": 0.0404
          },
          {
            "time": "09:35",
            "open": 10.81,
            "high": 10.81,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0316
          },
          {
            "time": "09:36",
            "open": 10.66,
            "high": 10.66,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0237
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.72,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 10.61,
        "open": 10.8,
        "high": 10.88,
        "low": 10.61,
        "bid1": 10.73,
        "ask1": 10.77,
        "bid_qty1": 7,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688202:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688202:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688202",
      "name": "美迪西",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 77.5,
      "exec_low": 77.5,
      "exec_high": 78.66,
      "invalid_price": 75.17,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 79.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 76.34,
      "entry_zone_high": 78.66,
      "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": 0.6921,
        "prev_amount_yi": 0.3284,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 77.73,
            "high": 77.73,
            "low": 77.62,
            "close": 77.62,
            "amount_yi": 0.158
          },
          {
            "time": "09:33",
            "open": 78.88,
            "high": 78.88,
            "low": 78.88,
            "close": 78.88,
            "amount_yi": 0.1072
          },
          {
            "time": "09:34",
            "open": 79.55,
            "high": 79.55,
            "low": 79.1,
            "close": 79.1,
            "amount_yi": 0.2005
          },
          {
            "time": "09:35",
            "open": 79.33,
            "high": 79.33,
            "low": 79.31,
            "close": 79.31,
            "amount_yi": 0.1277
          },
          {
            "time": "09:36",
            "open": 79.01,
            "high": 79.01,
            "low": 78.29,
            "close": 78.29,
            "amount_yi": 0.0987
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.97,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 77.35,
        "open": 77.0,
        "high": 79.68,
        "low": 75.02,
        "bid1": 78.88,
        "ask1": 79.0,
        "bid_qty1": 29,
        "ask_qty1": 104
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300841:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300841:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300841",
      "name": "康华生物",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.31,
      "exec_low": 47.31,
      "exec_high": 48.02,
      "invalid_price": 45.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 48.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 48.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.6,
      "entry_zone_high": 48.02,
      "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": 0.1251,
        "prev_amount_yi": 0.073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7137,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 46.2,
            "high": 46.2,
            "low": 46.04,
            "close": 46.04,
            "amount_yi": 0.0235
          },
          {
            "time": "09:33",
            "open": 46.17,
            "high": 46.17,
            "low": 46.17,
            "close": 46.17,
            "amount_yi": 0.0063
          },
          {
            "time": "09:34",
            "open": 46.03,
            "high": 46.1,
            "low": 46.03,
            "close": 46.1,
            "amount_yi": 0.0447
          },
          {
            "time": "09:35",
            "open": 46.06,
            "high": 46.12,
            "low": 46.06,
            "close": 46.12,
            "amount_yi": 0.0175
          },
          {
            "time": "09:36",
            "open": 46.43,
            "high": 46.43,
            "low": 46.38,
            "close": 46.38,
            "amount_yi": 0.0331
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.3,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 46.9,
        "open": 47.5,
        "high": 47.5,
        "low": 46.0,
        "bid1": 46.3,
        "ask1": 46.34,
        "bid_qty1": 204,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688513:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688513",
      "name": "苑东生物",
      "side": "BUY",
      "priority": "W46",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.15,
      "exec_low": 45.15,
      "exec_high": 45.83,
      "invalid_price": 43.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 46.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 45.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.47,
      "entry_zone_high": 45.83,
      "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": 0.0276,
        "prev_amount_yi": 0.0372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 44.13,
            "high": 44.13,
            "low": 44.08,
            "close": 44.08,
            "amount_yi": 0.0033
          },
          {
            "time": "09:33",
            "open": 44.07,
            "high": 44.07,
            "low": 44.07,
            "close": 44.07,
            "amount_yi": 0.0022
          },
          {
            "time": "09:34",
            "open": 44.15,
            "high": 44.25,
            "low": 44.15,
            "close": 44.25,
            "amount_yi": 0.0052
          },
          {
            "time": "09:35",
            "open": 44.31,
            "high": 44.52,
            "low": 44.31,
            "close": 44.52,
            "amount_yi": 0.0043
          },
          {
            "time": "09:36",
            "open": 44.5,
            "high": 44.5,
            "low": 44.25,
            "close": 44.25,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.3,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 44.5,
        "open": 44.5,
        "high": 44.93,
        "low": 44.03,
        "bid1": 44.3,
        "ask1": 44.47,
        "bid_qty1": 4,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688131:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688131:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688131",
      "name": "皓元医药",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 99.97,
      "exec_low": 99.97,
      "exec_high": 101.47,
      "invalid_price": 96.97,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 102.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 101.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 98.47,
      "entry_zone_high": 101.47,
      "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": 0.8043,
        "prev_amount_yi": 0.554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4518,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 96.18,
            "high": 96.18,
            "low": 95.7,
            "close": 95.7,
            "amount_yi": 0.204
          },
          {
            "time": "09:33",
            "open": 96.26,
            "high": 96.26,
            "low": 96.26,
            "close": 96.26,
            "amount_yi": 0.0668
          },
          {
            "time": "09:34",
            "open": 96.9,
            "high": 96.9,
            "low": 96.24,
            "close": 96.24,
            "amount_yi": 0.157
          },
          {
            "time": "09:35",
            "open": 96.0,
            "high": 96.0,
            "low": 95.99,
            "close": 95.99,
            "amount_yi": 0.1797
          },
          {
            "time": "09:36",
            "open": 95.7,
            "high": 95.7,
            "low": 95.7,
            "close": 95.7,
            "amount_yi": 0.1968
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.89,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 98.11,
        "open": 96.51,
        "high": 97.2,
        "low": 94.71,
        "bid1": 95.71,
        "ask1": 95.89,
        "bid_qty1": 58,
        "ask_qty1": 21
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688126:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688126:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688126",
      "name": "沪硅产业",
      "side": "BUY",
      "priority": "W48",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 39.99,
      "exec_low": 39.99,
      "exec_high": 40.59,
      "invalid_price": 38.79,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 41.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.39,
      "entry_zone_high": 40.59,
      "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": 7.7626,
        "prev_amount_yi": 3.5054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 38.39,
            "high": 38.52,
            "low": 38.39,
            "close": 38.52,
            "amount_yi": 1.729
          },
          {
            "time": "09:33",
            "open": 38.74,
            "high": 38.74,
            "low": 38.74,
            "close": 38.74,
            "amount_yi": 0.5633
          },
          {
            "time": "09:34",
            "open": 38.89,
            "high": 39.12,
            "low": 38.89,
            "close": 39.12,
            "amount_yi": 1.0814
          },
          {
            "time": "09:35",
            "open": 39.64,
            "high": 39.9,
            "low": 39.64,
            "close": 39.9,
            "amount_yi": 1.612
          },
          {
            "time": "09:36",
            "open": 40.2,
            "high": 40.2,
            "low": 39.67,
            "close": 39.67,
            "amount_yi": 2.7769
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.58,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 39.0,
        "open": 38.9,
        "high": 40.26,
        "low": 38.0,
        "bid1": 39.58,
        "ask1": 39.61,
        "bid_qty1": 71,
        "ask_qty1": 57
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688222:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688222:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688222",
      "name": "成都先导",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.45,
      "exec_low": 33.45,
      "exec_high": 33.95,
      "invalid_price": 32.45,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 34.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.95,
      "entry_zone_high": 33.95,
      "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": 0.6191,
        "prev_amount_yi": 0.3393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 31.77,
            "high": 31.77,
            "low": 31.5,
            "close": 31.5,
            "amount_yi": 0.2099
          },
          {
            "time": "09:33",
            "open": 31.69,
            "high": 31.69,
            "low": 31.69,
            "close": 31.69,
            "amount_yi": 0.1086
          },
          {
            "time": "09:34",
            "open": 31.88,
            "high": 31.88,
            "low": 31.83,
            "close": 31.83,
            "amount_yi": 0.1045
          },
          {
            "time": "09:35",
            "open": 31.88,
            "high": 32.0,
            "low": 31.88,
            "close": 32.0,
            "amount_yi": 0.1215
          },
          {
            "time": "09:36",
            "open": 32.09,
            "high": 32.09,
            "low": 31.99,
            "close": 31.99,
            "amount_yi": 0.0746
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.8,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 32.83,
        "open": 32.5,
        "high": 32.5,
        "low": 31.43,
        "bid1": 31.88,
        "ask1": 31.93,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300346:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300346:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 93.7,
      "exec_low": 93.7,
      "exec_high": 95.11,
      "invalid_price": 90.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "第四代半导体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 96.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 95.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 92.29,
      "entry_zone_high": 95.11,
      "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": 8.3026,
        "prev_amount_yi": 6.7974,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 88.42,
            "high": 88.42,
            "low": 88.13,
            "close": 88.13,
            "amount_yi": 2.7754
          },
          {
            "time": "09:33",
            "open": 89.0,
            "high": 89.0,
            "low": 89.0,
            "close": 89.0,
            "amount_yi": 1.0946
          },
          {
            "time": "09:34",
            "open": 90.0,
            "high": 90.41,
            "low": 90.0,
            "close": 90.41,
            "amount_yi": 1.8217
          },
          {
            "time": "09:35",
            "open": 89.39,
            "high": 89.39,
            "low": 89.39,
            "close": 89.39,
            "amount_yi": 1.3076
          },
          {
            "time": "09:36",
            "open": 88.63,
            "high": 88.63,
            "low": 88.09,
            "close": 88.09,
            "amount_yi": 1.3033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.17,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 90.0,
        "open": 90.0,
        "high": 91.79,
        "low": 88.0,
        "bid1": 89.04,
        "ask1": 89.17,
        "bid_qty1": 6,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300558:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300558:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300558",
      "name": "贝达药业",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 66.0,
      "exec_low": 66.0,
      "exec_high": 66.99,
      "invalid_price": 64.02,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.01,
      "entry_zone_high": 66.99,
      "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": 0.9385,
        "prev_amount_yi": 0.7679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 64.24,
            "high": 64.24,
            "low": 63.62,
            "close": 63.62,
            "amount_yi": 0.2703
          },
          {
            "time": "09:33",
            "open": 63.85,
            "high": 63.85,
            "low": 63.85,
            "close": 63.85,
            "amount_yi": 0.1397
          },
          {
            "time": "09:34",
            "open": 64.2,
            "high": 64.4,
            "low": 64.2,
            "close": 64.4,
            "amount_yi": 0.1656
          },
          {
            "time": "09:35",
            "open": 64.2,
            "high": 64.2,
            "low": 63.8,
            "close": 63.8,
            "amount_yi": 0.1391
          },
          {
            "time": "09:36",
            "open": 63.86,
            "high": 63.86,
            "low": 63.7,
            "close": 63.7,
            "amount_yi": 0.2238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.79,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 64.44,
        "open": 64.2,
        "high": 64.76,
        "low": 63.51,
        "bid1": 63.73,
        "ask1": 63.79,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688106:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688106:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688106",
      "name": "金宏气体",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 39.74,
      "exec_low": 39.74,
      "exec_high": 40.34,
      "invalid_price": 38.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.14,
      "entry_zone_high": 40.34,
      "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": 3.7344,
        "prev_amount_yi": 2.5074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 41.55,
            "high": 41.55,
            "low": 40.9,
            "close": 40.9,
            "amount_yi": 1.1281
          },
          {
            "time": "09:33",
            "open": 40.75,
            "high": 40.75,
            "low": 40.75,
            "close": 40.75,
            "amount_yi": 0.4394
          },
          {
            "time": "09:34",
            "open": 40.43,
            "high": 41.1,
            "low": 40.43,
            "close": 41.1,
            "amount_yi": 0.5924
          },
          {
            "time": "09:35",
            "open": 41.11,
            "high": 41.11,
            "low": 40.6,
            "close": 40.6,
            "amount_yi": 0.8381
          },
          {
            "time": "09:36",
            "open": 40.43,
            "high": 40.43,
            "low": 40.0,
            "close": 40.0,
            "amount_yi": 0.7364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.55,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 39.17,
        "open": 40.0,
        "high": 41.93,
        "low": 39.5,
        "bid1": 39.53,
        "ask1": 39.55,
        "bid_qty1": 82,
        "ask_qty1": 260
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688506:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688506:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688506",
      "name": "百利天恒",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 302.17,
      "exec_low": 302.17,
      "exec_high": 306.7,
      "invalid_price": 293.1,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 311.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 306.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 297.64,
      "entry_zone_high": 306.7,
      "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": 0.561,
        "prev_amount_yi": 0.2874,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 294.28,
            "high": 294.28,
            "low": 293.02,
            "close": 293.02,
            "amount_yi": 0.1128
          },
          {
            "time": "09:33",
            "open": 292.16,
            "high": 292.16,
            "low": 292.16,
            "close": 292.16,
            "amount_yi": 0.0476
          },
          {
            "time": "09:34",
            "open": 291.36,
            "high": 293.0,
            "low": 291.36,
            "close": 293.0,
            "amount_yi": 0.167
          },
          {
            "time": "09:35",
            "open": 292.98,
            "high": 292.98,
            "low": 291.49,
            "close": 291.49,
            "amount_yi": 0.0817
          },
          {
            "time": "09:36",
            "open": 290.0,
            "high": 290.6,
            "low": 290.0,
            "close": 290.6,
            "amount_yi": 0.1519
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 289.43,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 297.01,
        "open": 290.26,
        "high": 295.0,
        "low": 289.0,
        "bid1": 290.0,
        "ask1": 291.05,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300016:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300016",
      "name": "北陆药业",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.88,
      "exec_low": 7.88,
      "exec_high": 8.0,
      "invalid_price": 7.64,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.76,
      "entry_zone_high": 8.0,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1654,
        "prev_amount_yi": 0.1181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4005,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 7.68,
            "high": 7.7,
            "low": 7.68,
            "close": 7.7,
            "amount_yi": 0.0502
          },
          {
            "time": "09:33",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.016
          },
          {
            "time": "09:34",
            "open": 7.74,
            "high": 7.78,
            "low": 7.74,
            "close": 7.78,
            "amount_yi": 0.0218
          },
          {
            "time": "09:35",
            "open": 7.79,
            "high": 7.79,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.035
          },
          {
            "time": "09:36",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.8,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 7.85,
        "open": 7.78,
        "high": 7.81,
        "low": 7.68,
        "bid1": 7.79,
        "ask1": 7.8,
        "bid_qty1": 8,
        "ask_qty1": 327
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688037:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688037:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688037",
      "name": "芯源微",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 399.98,
      "exec_low": 399.98,
      "exec_high": 405.98,
      "invalid_price": 387.98,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 411.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 405.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 393.98,
      "entry_zone_high": 405.98,
      "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": 3.9967,
        "prev_amount_yi": 2.2873,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 410.83,
            "high": 415.0,
            "low": 410.83,
            "close": 415.0,
            "amount_yi": 1.098
          },
          {
            "time": "09:33",
            "open": 408.0,
            "high": 408.0,
            "low": 408.0,
            "close": 408.0,
            "amount_yi": 0.4014
          },
          {
            "time": "09:34",
            "open": 410.52,
            "high": 413.96,
            "low": 410.52,
            "close": 413.96,
            "amount_yi": 0.7685
          },
          {
            "time": "09:35",
            "open": 414.69,
            "high": 415.88,
            "low": 414.69,
            "close": 415.88,
            "amount_yi": 0.7879
          },
          {
            "time": "09:36",
            "open": 417.0,
            "high": 420.01,
            "low": 417.0,
            "close": 420.01,
            "amount_yi": 0.9409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 420.64,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 399.64,
        "open": 396.58,
        "high": 424.88,
        "low": 390.0,
        "bid1": 419.59,
        "ask1": 420.64,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688443:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688443:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688443",
      "name": "智翔金泰-U",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.49,
      "exec_low": 23.49,
      "exec_high": 23.84,
      "invalid_price": 22.79,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.14,
      "entry_zone_high": 23.84,
      "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": 0.0879,
        "prev_amount_yi": 0.0409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 23.15,
            "high": 23.25,
            "low": 23.15,
            "close": 23.25,
            "amount_yi": 0.0274
          },
          {
            "time": "09:33",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0033
          },
          {
            "time": "09:34",
            "open": 23.17,
            "high": 23.3,
            "low": 23.17,
            "close": 23.3,
            "amount_yi": 0.0123
          },
          {
            "time": "09:35",
            "open": 23.28,
            "high": 23.28,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.0237
          },
          {
            "time": "09:36",
            "open": 23.16,
            "high": 23.16,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.12,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 23.38,
        "open": 23.49,
        "high": 23.79,
        "low": 23.07,
        "bid1": 23.12,
        "ask1": 23.14,
        "bid_qty1": 21,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688137:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688137:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688137",
      "name": "近岸蛋白",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.46,
      "exec_low": 36.46,
      "exec_high": 37.01,
      "invalid_price": 35.37,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.91,
      "entry_zone_high": 37.01,
      "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": 0.0796,
        "prev_amount_yi": 0.0707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1259,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 38.31,
            "high": 38.31,
            "low": 37.71,
            "close": 37.71,
            "amount_yi": 0.0427
          },
          {
            "time": "09:33",
            "open": 37.23,
            "high": 37.23,
            "low": 37.23,
            "close": 37.23,
            "amount_yi": 0.0026
          },
          {
            "time": "09:34",
            "open": 36.8,
            "high": 36.8,
            "low": 36.8,
            "close": 36.8,
            "amount_yi": 0.0181
          },
          {
            "time": "09:35",
            "open": 36.48,
            "high": 36.48,
            "low": 36.36,
            "close": 36.36,
            "amount_yi": 0.0122
          },
          {
            "time": "09:36",
            "open": 36.36,
            "high": 36.38,
            "low": 36.36,
            "close": 36.38,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.38,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 36.25,
        "open": 37.14,
        "high": 39.44,
        "low": 36.06,
        "bid1": 36.26,
        "ask1": 36.34,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688545:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688545:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 135.0,
      "exec_low": 135.0,
      "exec_high": 137.02,
      "invalid_price": 130.95,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 139.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 137.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 132.97,
      "entry_zone_high": 137.02,
      "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": 2.0887,
        "prev_amount_yi": 1.5632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3362,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 126.0,
            "high": 126.55,
            "low": 126.0,
            "close": 126.55,
            "amount_yi": 0.6439
          },
          {
            "time": "09:33",
            "open": 128.07,
            "high": 128.07,
            "low": 128.07,
            "close": 128.07,
            "amount_yi": 0.2865
          },
          {
            "time": "09:34",
            "open": 128.94,
            "high": 129.6,
            "low": 128.94,
            "close": 129.6,
            "amount_yi": 0.3479
          },
          {
            "time": "09:35",
            "open": 129.93,
            "high": 130.6,
            "low": 129.93,
            "close": 130.6,
            "amount_yi": 0.3904
          },
          {
            "time": "09:36",
            "open": 131.0,
            "high": 131.63,
            "low": 131.0,
            "close": 131.63,
            "amount_yi": 0.42
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 130.1,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 134.66,
        "open": 128.5,
        "high": 131.88,
        "low": 125.61,
        "bid1": 130.05,
        "ask1": 130.1,
        "bid_qty1": 7,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688765:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688765:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688765",
      "name": "禾元生物-U",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.1541,
        "prev_amount_yi": 0.1578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9766,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 51.49,
            "high": 51.49,
            "low": 51.0,
            "close": 51.0,
            "amount_yi": 0.0415
          },
          {
            "time": "09:33",
            "open": 51.36,
            "high": 51.36,
            "low": 51.36,
            "close": 51.36,
            "amount_yi": 0.0235
          },
          {
            "time": "09:34",
            "open": 51.06,
            "high": 51.63,
            "low": 51.06,
            "close": 51.63,
            "amount_yi": 0.0212
          },
          {
            "time": "09:35",
            "open": 51.52,
            "high": 51.52,
            "low": 51.04,
            "close": 51.04,
            "amount_yi": 0.0342
          },
          {
            "time": "09:36",
            "open": 51.1,
            "high": 51.1,
            "low": 51.1,
            "close": 51.1,
            "amount_yi": 0.0337
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.1,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 51.55,
        "open": 51.48,
        "high": 51.98,
        "low": 50.3,
        "bid1": 51.01,
        "ask1": 51.1,
        "bid_qty1": 10,
        "ask_qty1": 79
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301520:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.301520:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.301520",
      "name": "万邦医药",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.8429,
        "prev_amount_yi": 0.6448,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 32.28,
            "high": 32.35,
            "low": 32.28,
            "close": 32.35,
            "amount_yi": 0.1823
          },
          {
            "time": "09:33",
            "open": 33.53,
            "high": 33.53,
            "low": 33.53,
            "close": 33.53,
            "amount_yi": 0.2301
          },
          {
            "time": "09:34",
            "open": 33.45,
            "high": 33.45,
            "low": 33.01,
            "close": 33.01,
            "amount_yi": 0.1407
          },
          {
            "time": "09:35",
            "open": 33.11,
            "high": 33.39,
            "low": 33.11,
            "close": 33.39,
            "amount_yi": 0.1602
          },
          {
            "time": "09:36",
            "open": 33.38,
            "high": 33.5,
            "low": 33.38,
            "close": 33.5,
            "amount_yi": 0.1296
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.54,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 28.26,
        "open": 31.0,
        "high": 33.77,
        "low": 31.0,
        "bid1": 33.5,
        "ask1": 33.54,
        "bid_qty1": 46,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300434:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300434:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300434",
      "name": "金石亚药",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.812,
        "prev_amount_yi": 0.5972,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3597,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 11.07,
            "high": 11.07,
            "low": 11.03,
            "close": 11.03,
            "amount_yi": 0.1682
          },
          {
            "time": "09:33",
            "open": 11.14,
            "high": 11.14,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.0947
          },
          {
            "time": "09:34",
            "open": 11.18,
            "high": 11.18,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.2682
          },
          {
            "time": "09:35",
            "open": 11.17,
            "high": 11.17,
            "low": 11.11,
            "close": 11.11,
            "amount_yi": 0.1278
          },
          {
            "time": "09:36",
            "open": 11.13,
            "high": 11.14,
            "low": 11.13,
            "close": 11.14,
            "amount_yi": 0.1531
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.17,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 10.81,
        "open": 10.71,
        "high": 11.27,
        "low": 10.55,
        "bid1": 11.17,
        "ask1": 11.18,
        "bid_qty1": 39,
        "ask_qty1": 905
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600129:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600129:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600129",
      "name": "太极集团",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.2909,
        "prev_amount_yi": 0.3792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 13.19,
            "high": 13.19,
            "low": 13.16,
            "close": 13.16,
            "amount_yi": 0.0834
          },
          {
            "time": "09:33",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0273
          },
          {
            "time": "09:34",
            "open": 13.11,
            "high": 13.2,
            "low": 13.11,
            "close": 13.2,
            "amount_yi": 0.055
          },
          {
            "time": "09:35",
            "open": 13.2,
            "high": 13.23,
            "low": 13.2,
            "close": 13.23,
            "amount_yi": 0.0441
          },
          {
            "time": "09:36",
            "open": 13.15,
            "high": 13.15,
            "low": 13.15,
            "close": 13.15,
            "amount_yi": 0.0811
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.2,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 13.05,
        "open": 13.05,
        "high": 13.37,
        "low": 12.95,
        "bid1": 13.18,
        "ask1": 13.2,
        "bid_qty1": 1,
        "ask_qty1": 110
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688432:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688432:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 3.9644,
        "prev_amount_yi": 3.8676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 38.46,
            "high": 38.95,
            "low": 38.46,
            "close": 38.95,
            "amount_yi": 0.9555
          },
          {
            "time": "09:33",
            "open": 38.74,
            "high": 38.74,
            "low": 38.74,
            "close": 38.74,
            "amount_yi": 0.6933
          },
          {
            "time": "09:34",
            "open": 38.9,
            "high": 39.22,
            "low": 38.9,
            "close": 39.22,
            "amount_yi": 0.7303
          },
          {
            "time": "09:35",
            "open": 39.5,
            "high": 39.5,
            "low": 39.01,
            "close": 39.01,
            "amount_yi": 1.0268
          },
          {
            "time": "09:36",
            "open": 39.08,
            "high": 39.08,
            "low": 39.0,
            "close": 39.0,
            "amount_yi": 0.5585
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.67,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 37.08,
        "open": 38.5,
        "high": 39.68,
        "low": 37.08,
        "bid1": 38.61,
        "ask1": 38.67,
        "bid_qty1": 5,
        "ask_qty1": 84
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300436:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300436:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300436",
      "name": "广生堂",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 2.4157,
        "prev_amount_yi": 2.1206,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1392,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 110.0,
            "high": 110.0,
            "low": 110.0,
            "close": 110.0,
            "amount_yi": 0.6852
          },
          {
            "time": "09:33",
            "open": 110.0,
            "high": 110.0,
            "low": 110.0,
            "close": 110.0,
            "amount_yi": 0.1921
          },
          {
            "time": "09:34",
            "open": 109.8,
            "high": 109.8,
            "low": 109.5,
            "close": 109.5,
            "amount_yi": 0.3924
          },
          {
            "time": "09:35",
            "open": 108.57,
            "high": 108.57,
            "low": 107.03,
            "close": 107.03,
            "amount_yi": 0.4839
          },
          {
            "time": "09:36",
            "open": 106.7,
            "high": 108.15,
            "low": 106.7,
            "close": 108.15,
            "amount_yi": 0.6621
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 108.8,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 106.56,
        "open": 107.9,
        "high": 111.99,
        "low": 105.5,
        "bid1": 108.54,
        "ask1": 108.8,
        "bid_qty1": 7,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688233:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688233:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688233",
      "name": "神工股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 2.0622,
        "prev_amount_yi": 2.2828,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 190.56,
            "high": 193.0,
            "low": 190.56,
            "close": 193.0,
            "amount_yi": 0.5506
          },
          {
            "time": "09:33",
            "open": 189.99,
            "high": 189.99,
            "low": 189.99,
            "close": 189.99,
            "amount_yi": 0.2103
          },
          {
            "time": "09:34",
            "open": 190.7,
            "high": 190.7,
            "low": 190.68,
            "close": 190.68,
            "amount_yi": 0.4368
          },
          {
            "time": "09:35",
            "open": 192.18,
            "high": 192.71,
            "low": 192.18,
            "close": 192.71,
            "amount_yi": 0.4063
          },
          {
            "time": "09:36",
            "open": 192.6,
            "high": 192.6,
            "low": 192.09,
            "close": 192.09,
            "amount_yi": 0.4582
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.71,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 194.33,
        "open": 190.0,
        "high": 193.0,
        "low": 182.0,
        "bid1": 192.71,
        "ask1": 192.97,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600557:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600557:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600557",
      "name": "康缘药业",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.0926,
        "prev_amount_yi": 0.1062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 11.82,
            "high": 11.82,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.025
          },
          {
            "time": "09:33",
            "open": 11.86,
            "high": 11.86,
            "low": 11.86,
            "close": 11.86,
            "amount_yi": 0.0077
          },
          {
            "time": "09:34",
            "open": 11.87,
            "high": 11.87,
            "low": 11.85,
            "close": 11.85,
            "amount_yi": 0.022
          },
          {
            "time": "09:35",
            "open": 11.82,
            "high": 11.83,
            "low": 11.82,
            "close": 11.83,
            "amount_yi": 0.0214
          },
          {
            "time": "09:36",
            "open": 11.85,
            "high": 11.85,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 11.96,
        "open": 12.09,
        "high": 12.1,
        "low": 11.8,
        "bid1": 11.8,
        "ask1": 11.81,
        "bid_qty1": 377,
        "ask_qty1": 68
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000988:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000988:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000988",
      "name": "华工科技",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "全息技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 15.6869,
        "prev_amount_yi": 11.2528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 174.77,
            "high": 174.77,
            "low": 174.03,
            "close": 174.03,
            "amount_yi": 3.8906
          },
          {
            "time": "09:33",
            "open": 175.23,
            "high": 175.23,
            "low": 175.23,
            "close": 175.23,
            "amount_yi": 1.2588
          },
          {
            "time": "09:34",
            "open": 175.18,
            "high": 176.4,
            "low": 175.18,
            "close": 176.4,
            "amount_yi": 2.5321
          },
          {
            "time": "09:35",
            "open": 176.11,
            "high": 177.39,
            "low": 176.11,
            "close": 177.39,
            "amount_yi": 3.3549
          },
          {
            "time": "09:36",
            "open": 177.12,
            "high": 177.12,
            "low": 176.74,
            "close": 176.74,
            "amount_yi": 4.6505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 177.04,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 177.03,
        "open": 179.0,
        "high": 179.0,
        "low": 173.8,
        "bid1": 177.04,
        "ask1": 177.05,
        "bid_qty1": 8,
        "ask_qty1": 1885
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000551:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000551:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000551",
      "name": "创元科技",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "工业气体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 1.574,
        "prev_amount_yi": 1.4214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1074,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 20.1,
            "high": 20.1,
            "low": 20.08,
            "close": 20.08,
            "amount_yi": 0.5165
          },
          {
            "time": "09:33",
            "open": 20.06,
            "high": 20.06,
            "low": 20.06,
            "close": 20.06,
            "amount_yi": 0.1542
          },
          {
            "time": "09:34",
            "open": 19.82,
            "high": 19.82,
            "low": 19.53,
            "close": 19.53,
            "amount_yi": 0.3769
          },
          {
            "time": "09:35",
            "open": 19.56,
            "high": 19.89,
            "low": 19.56,
            "close": 19.89,
            "amount_yi": 0.3532
          },
          {
            "time": "09:36",
            "open": 19.72,
            "high": 19.72,
            "low": 19.54,
            "close": 19.54,
            "amount_yi": 0.1732
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.44,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 20.08,
        "open": 20.58,
        "high": 20.91,
        "low": 19.41,
        "bid1": 19.41,
        "ask1": 19.42,
        "bid_qty1": 15,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300204:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300204:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300204",
      "name": "舒泰神",
      "side": "BUY",
      "priority": "W69",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 2.3302,
        "prev_amount_yi": 1.4824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 23.82,
            "high": 23.83,
            "low": 23.82,
            "close": 23.83,
            "amount_yi": 0.6457
          },
          {
            "time": "09:33",
            "open": 24.13,
            "high": 24.13,
            "low": 24.13,
            "close": 24.13,
            "amount_yi": 0.2249
          },
          {
            "time": "09:34",
            "open": 24.15,
            "high": 24.35,
            "low": 24.15,
            "close": 24.35,
            "amount_yi": 0.5661
          },
          {
            "time": "09:35",
            "open": 24.2,
            "high": 24.2,
            "low": 23.94,
            "close": 23.94,
            "amount_yi": 0.4155
          },
          {
            "time": "09:36",
            "open": 23.63,
            "high": 23.86,
            "low": 23.63,
            "close": 23.86,
            "amount_yi": 0.478
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.71,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 23.28,
        "open": 23.51,
        "high": 24.38,
        "low": 23.3,
        "bid1": 23.68,
        "ask1": 23.7,
        "bid_qty1": 46,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002437:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002437:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002437",
      "name": "誉衡药业",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.4693,
        "prev_amount_yi": 0.6804,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.1593
          },
          {
            "time": "09:33",
            "open": 2.79,
            "high": 2.79,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.0829
          },
          {
            "time": "09:34",
            "open": 2.77,
            "high": 2.77,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.1016
          },
          {
            "time": "09:35",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0517
          },
          {
            "time": "09:36",
            "open": 2.74,
            "high": 2.74,
            "low": 2.72,
            "close": 2.72,
            "amount_yi": 0.0738
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.73,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 2.67,
        "open": 2.75,
        "high": 2.81,
        "low": 2.71,
        "bid1": 2.72,
        "ask1": 2.73,
        "bid_qty1": 953,
        "ask_qty1": 4797
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002422:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002422:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1323,
        "prev_amount_yi": 1.1492,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 38.38,
            "high": 38.38,
            "low": 38.38,
            "close": 38.38,
            "amount_yi": 0.1732
          },
          {
            "time": "09:33",
            "open": 38.55,
            "high": 38.55,
            "low": 38.55,
            "close": 38.55,
            "amount_yi": 0.0821
          },
          {
            "time": "09:34",
            "open": 38.57,
            "high": 38.57,
            "low": 38.34,
            "close": 38.34,
            "amount_yi": 0.2135
          },
          {
            "time": "09:35",
            "open": 38.31,
            "high": 38.31,
            "low": 38.08,
            "close": 38.08,
            "amount_yi": 0.3809
          },
          {
            "time": "09:36",
            "open": 37.99,
            "high": 37.99,
            "low": 37.92,
            "close": 37.92,
            "amount_yi": 0.2826
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.93,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 39.16,
        "open": 38.85,
        "high": 38.85,
        "low": 37.88,
        "bid1": 37.92,
        "ask1": 37.93,
        "bid_qty1": 324,
        "ask_qty1": 76
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600867:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600867:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600867",
      "name": "通化东宝",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.3373,
        "prev_amount_yi": 0.3174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0627,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 8.11,
            "high": 8.11,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.1116
          },
          {
            "time": "09:33",
            "open": 8.07,
            "high": 8.07,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.0339
          },
          {
            "time": "09:34",
            "open": 8.05,
            "high": 8.11,
            "low": 8.05,
            "close": 8.11,
            "amount_yi": 0.0833
          },
          {
            "time": "09:35",
            "open": 8.09,
            "high": 8.09,
            "low": 8.08,
            "close": 8.08,
            "amount_yi": 0.0352
          },
          {
            "time": "09:36",
            "open": 8.06,
            "high": 8.06,
            "low": 8.06,
            "close": 8.06,
            "amount_yi": 0.0733
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.09,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 8.17,
        "open": 8.09,
        "high": 8.24,
        "low": 8.01,
        "bid1": 8.09,
        "ask1": 8.1,
        "bid_qty1": 81,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688120:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688120:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688120",
      "name": "华海清科",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 5.6427,
        "prev_amount_yi": 4.3781,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2888,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 326.92,
            "high": 326.92,
            "low": 324.78,
            "close": 324.78,
            "amount_yi": 1.633
          },
          {
            "time": "09:33",
            "open": 322.37,
            "high": 322.37,
            "low": 322.37,
            "close": 322.37,
            "amount_yi": 0.5978
          },
          {
            "time": "09:34",
            "open": 323.01,
            "high": 329.0,
            "low": 323.01,
            "close": 329.0,
            "amount_yi": 0.8461
          },
          {
            "time": "09:35",
            "open": 326.84,
            "high": 327.02,
            "low": 326.84,
            "close": 327.02,
            "amount_yi": 1.3055
          },
          {
            "time": "09:36",
            "open": 328.99,
            "high": 329.91,
            "low": 328.99,
            "close": 329.91,
            "amount_yi": 1.2603
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 327.6,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 316.32,
        "open": 330.0,
        "high": 332.55,
        "low": 319.0,
        "bid1": 327.6,
        "ask1": 327.97,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688336:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688336:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688336",
      "name": "三生国健",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 1.7798,
        "prev_amount_yi": 1.6352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 52.6,
            "high": 52.6,
            "low": 52.32,
            "close": 52.32,
            "amount_yi": 0.4745
          },
          {
            "time": "09:33",
            "open": 52.88,
            "high": 52.88,
            "low": 52.88,
            "close": 52.88,
            "amount_yi": 0.1921
          },
          {
            "time": "09:34",
            "open": 52.88,
            "high": 53.09,
            "low": 52.88,
            "close": 53.09,
            "amount_yi": 0.4992
          },
          {
            "time": "09:35",
            "open": 52.65,
            "high": 52.65,
            "low": 51.75,
            "close": 51.75,
            "amount_yi": 0.2545
          },
          {
            "time": "09:36",
            "open": 51.15,
            "high": 52.21,
            "low": 51.15,
            "close": 52.21,
            "amount_yi": 0.3595
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.0,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 49.75,
        "open": 51.15,
        "high": 53.23,
        "low": 50.22,
        "bid1": 51.86,
        "ask1": 52.0,
        "bid_qty1": 3,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000566:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000566",
      "name": "海南海药",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 1.6201,
        "prev_amount_yi": 0.9817,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 4.75,
            "high": 4.8,
            "low": 4.75,
            "close": 4.8,
            "amount_yi": 0.5375
          },
          {
            "time": "09:33",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.2033
          },
          {
            "time": "09:34",
            "open": 4.77,
            "high": 4.82,
            "low": 4.77,
            "close": 4.82,
            "amount_yi": 0.2594
          },
          {
            "time": "09:35",
            "open": 4.81,
            "high": 4.81,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.3601
          },
          {
            "time": "09:36",
            "open": 4.71,
            "high": 4.71,
            "low": 4.66,
            "close": 4.66,
            "amount_yi": 0.2598
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.69,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 4.54,
        "open": 4.64,
        "high": 4.86,
        "low": 4.64,
        "bid1": 4.67,
        "ask1": 4.69,
        "bid_qty1": 1686,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002317:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002317:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002317",
      "name": "众生药业",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1425,
        "prev_amount_yi": 1.2382,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9227,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 24.76,
            "high": 24.76,
            "low": 24.67,
            "close": 24.67,
            "amount_yi": 0.3134
          },
          {
            "time": "09:33",
            "open": 24.73,
            "high": 24.73,
            "low": 24.73,
            "close": 24.73,
            "amount_yi": 0.1245
          },
          {
            "time": "09:34",
            "open": 24.9,
            "high": 24.9,
            "low": 24.73,
            "close": 24.73,
            "amount_yi": 0.1601
          },
          {
            "time": "09:35",
            "open": 24.68,
            "high": 24.68,
            "low": 24.51,
            "close": 24.51,
            "amount_yi": 0.1853
          },
          {
            "time": "09:36",
            "open": 24.49,
            "high": 24.55,
            "low": 24.49,
            "close": 24.55,
            "amount_yi": 0.3592
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.57,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 24.85,
        "open": 24.64,
        "high": 25.17,
        "low": 24.4,
        "bid1": 24.56,
        "ask1": 24.58,
        "bid_qty1": 380,
        "ask_qty1": 94
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688548:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688548:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688548",
      "name": "广钢气体",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 2.4929,
        "prev_amount_yi": 2.6099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 46.52,
            "high": 46.52,
            "low": 45.81,
            "close": 45.81,
            "amount_yi": 0.6612
          },
          {
            "time": "09:33",
            "open": 45.8,
            "high": 45.8,
            "low": 45.8,
            "close": 45.8,
            "amount_yi": 0.3546
          },
          {
            "time": "09:34",
            "open": 45.95,
            "high": 46.04,
            "low": 45.95,
            "close": 46.04,
            "amount_yi": 0.5216
          },
          {
            "time": "09:35",
            "open": 46.88,
            "high": 47.5,
            "low": 46.88,
            "close": 47.5,
            "amount_yi": 0.3388
          },
          {
            "time": "09:36",
            "open": 47.07,
            "high": 47.07,
            "low": 46.99,
            "close": 46.99,
            "amount_yi": 0.6167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.42,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 46.49,
        "open": 46.8,
        "high": 47.98,
        "low": 45.1,
        "bid1": 47.42,
        "ask1": 47.47,
        "bid_qty1": 200,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002409:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002409:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "工业气体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 11.0249,
        "prev_amount_yi": 11.864,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 220.5,
            "high": 220.5,
            "low": 219.99,
            "close": 219.99,
            "amount_yi": 3.8766
          },
          {
            "time": "09:33",
            "open": 221.0,
            "high": 221.0,
            "low": 221.0,
            "close": 221.0,
            "amount_yi": 1.3317
          },
          {
            "time": "09:34",
            "open": 221.53,
            "high": 221.53,
            "low": 220.0,
            "close": 220.0,
            "amount_yi": 2.6139
          },
          {
            "time": "09:35",
            "open": 217.02,
            "high": 217.68,
            "low": 217.02,
            "close": 217.68,
            "amount_yi": 1.6978
          },
          {
            "time": "09:36",
            "open": 216.0,
            "high": 216.0,
            "low": 213.99,
            "close": 213.99,
            "amount_yi": 1.5049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 214.44,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 207.46,
        "open": 216.24,
        "high": 222.58,
        "low": 213.0,
        "bid1": 214.07,
        "ask1": 214.1,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600378:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600378:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 10.4086,
        "prev_amount_yi": 11.1759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 72.4,
            "high": 72.4,
            "low": 71.5,
            "close": 71.5,
            "amount_yi": 2.7234
          },
          {
            "time": "09:33",
            "open": 71.07,
            "high": 71.07,
            "low": 71.07,
            "close": 71.07,
            "amount_yi": 1.5788
          },
          {
            "time": "09:34",
            "open": 72.5,
            "high": 72.5,
            "low": 72.5,
            "close": 72.5,
            "amount_yi": 1.9769
          },
          {
            "time": "09:35",
            "open": 72.41,
            "high": 72.58,
            "low": 72.41,
            "close": 72.58,
            "amount_yi": 1.7755
          },
          {
            "time": "09:36",
            "open": 72.64,
            "high": 72.64,
            "low": 72.2,
            "close": 72.2,
            "amount_yi": 2.354
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 72.85,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 68.53,
        "open": 71.77,
        "high": 73.33,
        "low": 71.0,
        "bid1": 72.85,
        "ask1": 72.88,
        "bid_qty1": 61,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603318:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.603318:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603318",
      "name": "水发燃气",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.6095,
        "prev_amount_yi": 0.4607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 9.39,
            "high": 9.39,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.1286
          },
          {
            "time": "09:33",
            "open": 9.34,
            "high": 9.34,
            "low": 9.34,
            "close": 9.34,
            "amount_yi": 0.0775
          },
          {
            "time": "09:34",
            "open": 9.26,
            "high": 9.26,
            "low": 9.21,
            "close": 9.21,
            "amount_yi": 0.1778
          },
          {
            "time": "09:35",
            "open": 9.21,
            "high": 9.21,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.1343
          },
          {
            "time": "09:36",
            "open": 9.18,
            "high": 9.18,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0913
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.15,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 9.69,
        "open": 9.33,
        "high": 9.59,
        "low": 9.15,
        "bid1": 9.15,
        "ask1": 9.16,
        "bid_qty1": 73,
        "ask_qty1": 125
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002821:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002821:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W81",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 2.5605,
        "prev_amount_yi": 2.4269,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.055,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 169.16,
            "high": 169.16,
            "low": 166.56,
            "close": 166.56,
            "amount_yi": 0.9491
          },
          {
            "time": "09:33",
            "open": 169.01,
            "high": 169.01,
            "low": 169.01,
            "close": 169.01,
            "amount_yi": 0.2237
          },
          {
            "time": "09:34",
            "open": 169.2,
            "high": 169.2,
            "low": 167.73,
            "close": 167.73,
            "amount_yi": 0.5856
          },
          {
            "time": "09:35",
            "open": 167.84,
            "high": 167.88,
            "low": 167.84,
            "close": 167.88,
            "amount_yi": 0.3324
          },
          {
            "time": "09:36",
            "open": 167.99,
            "high": 167.99,
            "low": 167.51,
            "close": 167.51,
            "amount_yi": 0.4697
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 167.6,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 167.75,
        "open": 170.76,
        "high": 171.8,
        "low": 166.2,
        "bid1": 167.6,
        "ask1": 167.68,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002653:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002653",
      "name": "海思科",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5171,
        "prev_amount_yi": 1.5015,
        "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": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 65.53,
            "high": 66.11,
            "low": 65.53,
            "close": 66.11,
            "amount_yi": 0.6191
          },
          {
            "time": "09:33",
            "open": 66.09,
            "high": 66.09,
            "low": 66.09,
            "close": 66.09,
            "amount_yi": 0.1378
          },
          {
            "time": "09:34",
            "open": 64.68,
            "high": 65.1,
            "low": 64.68,
            "close": 65.1,
            "amount_yi": 0.2622
          },
          {
            "time": "09:35",
            "open": 65.19,
            "high": 65.93,
            "low": 65.19,
            "close": 65.93,
            "amount_yi": 0.2523
          },
          {
            "time": "09:36",
            "open": 65.75,
            "high": 66.46,
            "low": 65.75,
            "close": 66.46,
            "amount_yi": 0.2457
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.89,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 61.06,
        "open": 63.44,
        "high": 66.99,
        "low": 62.89,
        "bid1": 66.75,
        "ask1": 66.89,
        "bid_qty1": 5,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002728:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002728:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002728",
      "name": "特一药业",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.6972,
        "prev_amount_yi": 0.4825,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 9.03,
            "high": 9.06,
            "low": 9.03,
            "close": 9.06,
            "amount_yi": 0.181
          },
          {
            "time": "09:33",
            "open": 9.05,
            "high": 9.05,
            "low": 9.05,
            "close": 9.05,
            "amount_yi": 0.0841
          },
          {
            "time": "09:34",
            "open": 9.05,
            "high": 9.05,
            "low": 9.05,
            "close": 9.05,
            "amount_yi": 0.1087
          },
          {
            "time": "09:35",
            "open": 9.09,
            "high": 9.1,
            "low": 9.09,
            "close": 9.1,
            "amount_yi": 0.1618
          },
          {
            "time": "09:36",
            "open": 9.14,
            "high": 9.14,
            "low": 9.14,
            "close": 9.14,
            "amount_yi": 0.1616
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.17,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 8.8,
        "open": 8.95,
        "high": 9.18,
        "low": 8.8,
        "bid1": 9.16,
        "ask1": 9.17,
        "bid_qty1": 300,
        "ask_qty1": 84
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002549:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002549:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002549",
      "name": "凯美特气",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 4.9449,
        "prev_amount_yi": 3.9888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 21.89,
            "high": 21.89,
            "low": 21.71,
            "close": 21.71,
            "amount_yi": 1.9429
          },
          {
            "time": "09:33",
            "open": 21.59,
            "high": 21.59,
            "low": 21.59,
            "close": 21.59,
            "amount_yi": 0.628
          },
          {
            "time": "09:34",
            "open": 21.57,
            "high": 21.57,
            "low": 21.18,
            "close": 21.18,
            "amount_yi": 0.806
          },
          {
            "time": "09:35",
            "open": 20.9,
            "high": 21.11,
            "low": 20.9,
            "close": 21.11,
            "amount_yi": 1.024
          },
          {
            "time": "09:36",
            "open": 21.11,
            "high": 21.11,
            "low": 20.87,
            "close": 20.87,
            "amount_yi": 0.544
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.96,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 20.89,
        "open": 21.5,
        "high": 22.0,
        "low": 20.8,
        "bid1": 20.95,
        "ask1": 20.96,
        "bid_qty1": 3,
        "ask_qty1": 279
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002038:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002038:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002038",
      "name": "双鹭药业",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.9139,
        "prev_amount_yi": 0.5774,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 5.78,
            "high": 5.84,
            "low": 5.78,
            "close": 5.84,
            "amount_yi": 0.3043
          },
          {
            "time": "09:33",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0645
          },
          {
            "time": "09:34",
            "open": 5.94,
            "high": 5.94,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.2114
          },
          {
            "time": "09:35",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.1858
          },
          {
            "time": "09:36",
            "open": 5.85,
            "high": 5.85,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.1479
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.82,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 5.58,
        "open": 5.68,
        "high": 5.95,
        "low": 5.61,
        "bid1": 5.82,
        "ask1": 5.83,
        "bid_qty1": 722,
        "ask_qty1": 874
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002808:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002808:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002808",
      "name": "恒久退",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 3,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 0.19,
            "high": 0.19,
            "low": 0.19,
            "close": 0.19,
            "amount_yi": 0.0036
          },
          {
            "time": "09:31",
            "open": 0.19,
            "high": 0.19,
            "low": 0.19,
            "close": 0.19,
            "amount_yi": 0.0003
          },
          {
            "time": "09:34",
            "open": 0.2,
            "high": 0.2,
            "low": 0.19,
            "close": 0.19,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.19,
        "ts": "2026-06-30T09:36:39",
        "prev_close": 0.19,
        "open": 0.19,
        "high": 0.2,
        "low": 0.18,
        "bid1": 0.19,
        "ask1": 0.2,
        "bid_qty1": 20045,
        "ask_qty1": 16320
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002639:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002639:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002639",
      "name": "雪人集团",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 1.3445,
        "prev_amount_yi": 1.1886,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 13.59,
            "high": 13.59,
            "low": 13.49,
            "close": 13.49,
            "amount_yi": 0.4299
          },
          {
            "time": "09:33",
            "open": 13.5,
            "high": 13.5,
            "low": 13.5,
            "close": 13.5,
            "amount_yi": 0.098
          },
          {
            "time": "09:34",
            "open": 13.45,
            "high": 13.45,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.3341
          },
          {
            "time": "09:35",
            "open": 13.31,
            "high": 13.38,
            "low": 13.31,
            "close": 13.38,
            "amount_yi": 0.1971
          },
          {
            "time": "09:36",
            "open": 13.45,
            "high": 13.45,
            "low": 13.42,
            "close": 13.42,
            "amount_yi": 0.2854
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.4,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 14.06,
        "open": 14.11,
        "high": 14.26,
        "low": 13.28,
        "bid1": 13.39,
        "ask1": 13.4,
        "bid_qty1": 11,
        "ask_qty1": 94
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600222:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600222:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600222",
      "name": "太龙药业",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.4188,
        "prev_amount_yi": 0.3502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.1672
          },
          {
            "time": "09:33",
            "open": 7.3,
            "high": 7.3,
            "low": 7.3,
            "close": 7.3,
            "amount_yi": 0.0583
          },
          {
            "time": "09:34",
            "open": 7.34,
            "high": 7.38,
            "low": 7.34,
            "close": 7.38,
            "amount_yi": 0.0594
          },
          {
            "time": "09:35",
            "open": 7.38,
            "high": 7.4,
            "low": 7.38,
            "close": 7.4,
            "amount_yi": 0.0714
          },
          {
            "time": "09:36",
            "open": 7.41,
            "high": 7.41,
            "low": 7.38,
            "close": 7.38,
            "amount_yi": 0.0625
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.37,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 7.25,
        "open": 7.9,
        "high": 7.9,
        "low": 7.27,
        "bid1": 7.35,
        "ask1": 7.37,
        "bid_qty1": 341,
        "ask_qty1": 133
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600363:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600363:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600363",
      "name": "联创光电",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "全息技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2482,
        "prev_amount_yi": 1.2709,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 32.34,
            "high": 32.34,
            "low": 32.01,
            "close": 32.01,
            "amount_yi": 0.2902
          },
          {
            "time": "09:33",
            "open": 31.87,
            "high": 31.87,
            "low": 31.87,
            "close": 31.87,
            "amount_yi": 0.1521
          },
          {
            "time": "09:34",
            "open": 31.71,
            "high": 31.71,
            "low": 31.49,
            "close": 31.49,
            "amount_yi": 0.2526
          },
          {
            "time": "09:35",
            "open": 31.56,
            "high": 31.68,
            "low": 31.56,
            "close": 31.68,
            "amount_yi": 0.2763
          },
          {
            "time": "09:36",
            "open": 31.97,
            "high": 31.97,
            "low": 31.87,
            "close": 31.87,
            "amount_yi": 0.277
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.88,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 32.53,
        "open": 33.88,
        "high": 34.0,
        "low": 31.42,
        "bid1": 31.86,
        "ask1": 31.88,
        "bid_qty1": 118,
        "ask_qty1": 102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600568:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600568:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600568",
      "name": "ST中珠",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "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": 0.0826,
        "prev_amount_yi": 0.0623,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3258,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:32",
            "open": 2.29,
            "high": 2.3,
            "low": 2.29,
            "close": 2.3,
            "amount_yi": 0.0209
          },
          {
            "time": "09:33",
            "open": 2.26,
            "high": 2.26,
            "low": 2.26,
            "close": 2.26,
            "amount_yi": 0.0071
          },
          {
            "time": "09:34",
            "open": 2.27,
            "high": 2.27,
            "low": 2.25,
            "close": 2.25,
            "amount_yi": 0.0321
          },
          {
            "time": "09:35",
            "open": 2.25,
            "high": 2.25,
            "low": 2.25,
            "close": 2.25,
            "amount_yi": 0.0129
          },
          {
            "time": "09:36",
            "open": 2.25,
            "high": 2.26,
            "low": 2.25,
            "close": 2.26,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.27,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 2.25,
        "open": 2.36,
        "high": 2.36,
        "low": 2.24,
        "bid1": 2.25,
        "ask1": 2.27,
        "bid_qty1": 2705,
        "ask_qty1": 1033
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002907:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002907:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002907",
      "name": "华森制药",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.9,
      "exec_low": 13.9,
      "exec_high": 14.11,
      "invalid_price": 13.48,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.69,
      "entry_zone_high": 14.11,
      "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": 0.1099,
        "prev_amount_yi": 0.0663,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 13.46,
            "high": 13.46,
            "low": 13.42,
            "close": 13.42,
            "amount_yi": 0.0375
          },
          {
            "time": "09:33",
            "open": 13.39,
            "high": 13.39,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0186
          },
          {
            "time": "09:34",
            "open": 13.39,
            "high": 13.39,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0111
          },
          {
            "time": "09:35",
            "open": 13.36,
            "high": 13.36,
            "low": 13.33,
            "close": 13.33,
            "amount_yi": 0.0229
          },
          {
            "time": "09:36",
            "open": 13.3,
            "high": 13.3,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.27,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 13.84,
        "open": 13.62,
        "high": 13.7,
        "low": 13.22,
        "bid1": 13.25,
        "ask1": 13.27,
        "bid_qty1": 15,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688268:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688268:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688268",
      "name": "华特气体",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 254.78,
      "exec_low": 254.78,
      "exec_high": 258.6,
      "invalid_price": 247.14,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 262.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 258.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 250.96,
      "entry_zone_high": 258.6,
      "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": 2.1087,
        "prev_amount_yi": 1.177,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 244.9,
            "high": 244.9,
            "low": 241.86,
            "close": 241.86,
            "amount_yi": 0.5363
          },
          {
            "time": "09:33",
            "open": 239.96,
            "high": 239.96,
            "low": 239.96,
            "close": 239.96,
            "amount_yi": 0.2371
          },
          {
            "time": "09:34",
            "open": 239.96,
            "high": 241.86,
            "low": 239.96,
            "close": 241.86,
            "amount_yi": 0.5154
          },
          {
            "time": "09:35",
            "open": 241.88,
            "high": 241.88,
            "low": 241.21,
            "close": 241.21,
            "amount_yi": 0.4654
          },
          {
            "time": "09:36",
            "open": 242.53,
            "high": 242.53,
            "low": 241.21,
            "close": 241.21,
            "amount_yi": 0.3545
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 239.01,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 252.0,
        "open": 247.5,
        "high": 248.0,
        "low": 238.0,
        "bid1": 239.0,
        "ask1": 239.01,
        "bid_qty1": 27,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000739:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000739:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000739",
      "name": "普洛药业",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 17.2,
      "exec_low": 17.2,
      "exec_high": 17.46,
      "invalid_price": 16.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.94,
      "entry_zone_high": 17.46,
      "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": 0.1098,
        "prev_amount_yi": 0.1108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.991,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 16.8,
            "high": 16.8,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0206
          },
          {
            "time": "09:33",
            "open": 16.74,
            "high": 16.74,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0093
          },
          {
            "time": "09:34",
            "open": 16.74,
            "high": 16.78,
            "low": 16.74,
            "close": 16.78,
            "amount_yi": 0.0161
          },
          {
            "time": "09:35",
            "open": 16.77,
            "high": 16.77,
            "low": 16.73,
            "close": 16.73,
            "amount_yi": 0.0241
          },
          {
            "time": "09:36",
            "open": 16.72,
            "high": 16.72,
            "low": 16.68,
            "close": 16.68,
            "amount_yi": 0.0397
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.67,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 17.03,
        "open": 16.98,
        "high": 16.98,
        "low": 16.65,
        "bid1": 16.66,
        "ask1": 16.67,
        "bid_qty1": 206,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002742:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002742:VWAP_RECLAIM",
      "symbol": "SZSE.002742",
      "name": "冀衡医药",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.59,
      "exec_low": 3.64,
      "exec_high": 3.64,
      "invalid_price": 3.48,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.54,
      "entry_zone_high": 3.64,
      "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": 0.0824,
        "prev_amount_yi": 0.0358,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3017,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 3.44,
            "high": 3.44,
            "low": 3.42,
            "close": 3.42,
            "amount_yi": 0.0211
          },
          {
            "time": "09:33",
            "open": 3.42,
            "high": 3.42,
            "low": 3.42,
            "close": 3.42,
            "amount_yi": 0.0048
          },
          {
            "time": "09:34",
            "open": 3.45,
            "high": 3.45,
            "low": 3.45,
            "close": 3.45,
            "amount_yi": 0.0152
          },
          {
            "time": "09:35",
            "open": 3.44,
            "high": 3.47,
            "low": 3.44,
            "close": 3.47,
            "amount_yi": 0.0346
          },
          {
            "time": "09:36",
            "open": 3.48,
            "high": 3.48,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.47,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 3.38,
        "open": 3.34,
        "high": 3.58,
        "low": 3.31,
        "bid1": 3.46,
        "ask1": 3.47,
        "bid_qty1": 689,
        "ask_qty1": 214
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300419:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300419:VWAP_RECLAIM",
      "symbol": "SZSE.300419",
      "name": "ST浩丰",
      "side": "BUY",
      "priority": "W95",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.15,
      "exec_low": 7.26,
      "exec_high": 7.26,
      "invalid_price": 6.94,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.04,
      "entry_zone_high": 7.26,
      "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": 0.0371,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 6.72,
            "high": 6.79,
            "low": 6.72,
            "close": 6.79,
            "amount_yi": 0.0062
          },
          {
            "time": "09:33",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0018
          },
          {
            "time": "09:34",
            "open": 6.81,
            "high": 6.82,
            "low": 6.81,
            "close": 6.82,
            "amount_yi": 0.0082
          },
          {
            "time": "09:35",
            "open": 6.83,
            "high": 6.83,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0074
          },
          {
            "time": "09:36",
            "open": 6.86,
            "high": 6.92,
            "low": 6.86,
            "close": 6.92,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.92,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 6.7,
        "open": 6.67,
        "high": 6.95,
        "low": 6.66,
        "bid1": 6.92,
        "ask1": 6.94,
        "bid_qty1": 23,
        "ask_qty1": 42
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600566:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.600566:VWAP_RECLAIM",
      "symbol": "SHSE.600566",
      "name": "济川药业",
      "side": "BUY",
      "priority": "W96",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.4,
      "exec_low": 26.8,
      "exec_high": 26.8,
      "invalid_price": 25.61,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.0,
      "entry_zone_high": 26.8,
      "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": 0.2685,
        "prev_amount_yi": 0.1591,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 22.9,
            "high": 23.08,
            "low": 22.9,
            "close": 23.08,
            "amount_yi": 0.0732
          },
          {
            "time": "09:33",
            "open": 23.22,
            "high": 23.22,
            "low": 23.22,
            "close": 23.22,
            "amount_yi": 0.0449
          },
          {
            "time": "09:34",
            "open": 23.26,
            "high": 23.26,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0624
          },
          {
            "time": "09:35",
            "open": 23.1,
            "high": 23.1,
            "low": 23.06,
            "close": 23.06,
            "amount_yi": 0.0483
          },
          {
            "time": "09:36",
            "open": 22.98,
            "high": 23.01,
            "low": 22.98,
            "close": 23.01,
            "amount_yi": 0.0397
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.95,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 24.65,
        "open": 24.22,
        "high": 24.22,
        "low": 22.8,
        "bid1": 22.95,
        "ask1": 22.97,
        "bid_qty1": 7,
        "ask_qty1": 97
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000513:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000513",
      "name": "丽珠集团",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 29.99,
      "exec_low": 29.99,
      "exec_high": 30.44,
      "invalid_price": 29.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.89,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.54,
      "entry_zone_high": 30.44,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1395,
        "prev_amount_yi": 0.0994,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 29.33,
            "high": 29.33,
            "low": 29.29,
            "close": 29.29,
            "amount_yi": 0.0448
          },
          {
            "time": "09:33",
            "open": 29.27,
            "high": 29.27,
            "low": 29.27,
            "close": 29.27,
            "amount_yi": 0.0047
          },
          {
            "time": "09:34",
            "open": 29.29,
            "high": 29.33,
            "low": 29.29,
            "close": 29.33,
            "amount_yi": 0.0301
          },
          {
            "time": "09:35",
            "open": 29.34,
            "high": 29.34,
            "low": 29.32,
            "close": 29.32,
            "amount_yi": 0.0192
          },
          {
            "time": "09:36",
            "open": 29.25,
            "high": 29.26,
            "low": 29.25,
            "close": 29.26,
            "amount_yi": 0.0407
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.25,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 29.88,
        "open": 29.52,
        "high": 29.76,
        "low": 29.18,
        "bid1": 29.25,
        "ask1": 29.26,
        "bid_qty1": 6,
        "ask_qty1": 51
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002007:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002007:VWAP_RECLAIM",
      "symbol": "SZSE.002007",
      "name": "华兰生物",
      "side": "BUY",
      "priority": "W98",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.69,
      "exec_low": 12.88,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "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": 0.1163,
        "prev_amount_yi": 0.0895,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2994,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 12.44,
            "high": 12.44,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.03
          },
          {
            "time": "09:33",
            "open": 12.42,
            "high": 12.42,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.0127
          },
          {
            "time": "09:34",
            "open": 12.4,
            "high": 12.4,
            "low": 12.39,
            "close": 12.39,
            "amount_yi": 0.0303
          },
          {
            "time": "09:35",
            "open": 12.39,
            "high": 12.42,
            "low": 12.39,
            "close": 12.42,
            "amount_yi": 0.0269
          },
          {
            "time": "09:36",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.37,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 12.68,
        "open": 12.6,
        "high": 12.6,
        "low": 12.37,
        "bid1": 12.36,
        "ask1": 12.37,
        "bid_qty1": 123,
        "ask_qty1": 68
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688520:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688520:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688520",
      "name": "神州细胞",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.93,
      "exec_low": 35.93,
      "exec_high": 36.47,
      "invalid_price": 34.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.39,
      "entry_zone_high": 36.47,
      "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": 0.1171,
        "prev_amount_yi": 0.0476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4601,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 34.75,
            "high": 34.8,
            "low": 34.75,
            "close": 34.8,
            "amount_yi": 0.0203
          },
          {
            "time": "09:33",
            "open": 34.93,
            "high": 34.93,
            "low": 34.93,
            "close": 34.93,
            "amount_yi": 0.0072
          },
          {
            "time": "09:34",
            "open": 34.93,
            "high": 34.93,
            "low": 34.88,
            "close": 34.88,
            "amount_yi": 0.0424
          },
          {
            "time": "09:35",
            "open": 34.8,
            "high": 34.8,
            "low": 34.65,
            "close": 34.65,
            "amount_yi": 0.0264
          },
          {
            "time": "09:36",
            "open": 34.55,
            "high": 34.6,
            "low": 34.55,
            "close": 34.6,
            "amount_yi": 0.0208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.63,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 35.3,
        "open": 35.29,
        "high": 35.3,
        "low": 34.51,
        "bid1": 34.61,
        "ask1": 34.63,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002603:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002603:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002603",
      "name": "以岭药业",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.55,
      "exec_low": 15.55,
      "exec_high": 15.78,
      "invalid_price": 15.08,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.32,
      "entry_zone_high": 15.78,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2366,
        "prev_amount_yi": 0.1374,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 15.3,
            "high": 15.3,
            "low": 15.27,
            "close": 15.27,
            "amount_yi": 0.07
          },
          {
            "time": "09:33",
            "open": 15.23,
            "high": 15.23,
            "low": 15.23,
            "close": 15.23,
            "amount_yi": 0.0198
          },
          {
            "time": "09:34",
            "open": 15.23,
            "high": 15.23,
            "low": 15.23,
            "close": 15.23,
            "amount_yi": 0.0455
          },
          {
            "time": "09:35",
            "open": 15.2,
            "high": 15.2,
            "low": 15.18,
            "close": 15.18,
            "amount_yi": 0.0679
          },
          {
            "time": "09:36",
            "open": 15.17,
            "high": 15.17,
            "low": 15.17,
            "close": 15.17,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.17,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 15.54,
        "open": 15.46,
        "high": 15.46,
        "low": 15.15,
        "bid1": 15.16,
        "ask1": 15.17,
        "bid_qty1": 124,
        "ask_qty1": 92
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.5,
      "exec_low": 3.55,
      "exec_high": 3.55,
      "invalid_price": 3.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.45,
      "entry_zone_high": 3.55,
      "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": 0.0575,
        "prev_amount_yi": 0.0218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 3.4,
            "high": 3.41,
            "low": 3.4,
            "close": 3.41,
            "amount_yi": 0.026
          },
          {
            "time": "09:33",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0068
          },
          {
            "time": "09:34",
            "open": 3.41,
            "high": 3.42,
            "low": 3.41,
            "close": 3.42,
            "amount_yi": 0.016
          },
          {
            "time": "09:35",
            "open": 3.42,
            "high": 3.42,
            "low": 3.42,
            "close": 3.42,
            "amount_yi": 0.0019
          },
          {
            "time": "09:36",
            "open": 3.42,
            "high": 3.42,
            "low": 3.4,
            "close": 3.4,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.4,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 3.46,
        "open": 3.43,
        "high": 3.47,
        "low": 3.39,
        "bid1": 3.4,
        "ask1": 3.41,
        "bid_qty1": 734,
        "ask_qty1": 717
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.28,
      "exec_low": 13.28,
      "exec_high": 13.48,
      "invalid_price": 12.88,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.08,
      "entry_zone_high": 13.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0949,
        "prev_amount_yi": 0.0395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 13.03,
            "high": 13.03,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0245
          },
          {
            "time": "09:33",
            "open": 13.0,
            "high": 13.0,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0199
          },
          {
            "time": "09:34",
            "open": 12.99,
            "high": 12.99,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0119
          },
          {
            "time": "09:35",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0185
          },
          {
            "time": "09:36",
            "open": 12.93,
            "high": 12.97,
            "low": 12.93,
            "close": 12.97,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.95,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 13.27,
        "open": 13.18,
        "high": 13.2,
        "low": 12.92,
        "bid1": 12.95,
        "ask1": 12.96,
        "bid_qty1": 22,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000999:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000999:VWAP_RECLAIM",
      "symbol": "SZSE.000999",
      "name": "华润三九",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.26,
      "exec_low": 23.61,
      "exec_high": 23.61,
      "invalid_price": 22.56,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.91,
      "entry_zone_high": 23.61,
      "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": 0.1313,
        "prev_amount_yi": 0.1656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 22.81,
            "high": 22.96,
            "low": 22.81,
            "close": 22.96,
            "amount_yi": 0.0252
          },
          {
            "time": "09:33",
            "open": 23.0,
            "high": 23.0,
            "low": 23.0,
            "close": 23.0,
            "amount_yi": 0.0399
          },
          {
            "time": "09:34",
            "open": 22.95,
            "high": 22.95,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0261
          },
          {
            "time": "09:35",
            "open": 22.96,
            "high": 22.96,
            "low": 22.93,
            "close": 22.93,
            "amount_yi": 0.0167
          },
          {
            "time": "09:36",
            "open": 22.85,
            "high": 22.87,
            "low": 22.85,
            "close": 22.87,
            "amount_yi": 0.0234
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.87,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 23.25,
        "open": 22.88,
        "high": 23.01,
        "low": 22.62,
        "bid1": 22.86,
        "ask1": 22.88,
        "bid_qty1": 21,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688278:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.688278:VWAP_RECLAIM",
      "symbol": "SHSE.688278",
      "name": "特宝生物",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.0,
      "exec_low": 56.84,
      "exec_high": 56.84,
      "invalid_price": 54.32,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 57.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.16,
      "entry_zone_high": 56.84,
      "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": 0.0627,
        "prev_amount_yi": 0.0882,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 54.91,
            "high": 55.01,
            "low": 54.91,
            "close": 55.01,
            "amount_yi": 0.0133
          },
          {
            "time": "09:33",
            "open": 55.06,
            "high": 55.06,
            "low": 55.06,
            "close": 55.06,
            "amount_yi": 0.0059
          },
          {
            "time": "09:34",
            "open": 55.14,
            "high": 55.14,
            "low": 55.13,
            "close": 55.13,
            "amount_yi": 0.0154
          },
          {
            "time": "09:35",
            "open": 54.99,
            "high": 55.0,
            "low": 54.99,
            "close": 55.0,
            "amount_yi": 0.0219
          },
          {
            "time": "09:36",
            "open": 54.9,
            "high": 54.99,
            "low": 54.9,
            "close": 54.99,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.9,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 55.4,
        "open": 55.26,
        "high": 55.39,
        "low": 54.68,
        "bid1": 54.9,
        "ask1": 55.1,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603456:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603456:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603456",
      "name": "九洲药业",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.64,
      "exec_low": 13.64,
      "exec_high": 13.84,
      "invalid_price": 13.23,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.44,
      "entry_zone_high": 13.84,
      "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": 0.4906,
        "prev_amount_yi": 0.3348,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4654,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 13.68,
            "high": 13.73,
            "low": 13.68,
            "close": 13.73,
            "amount_yi": 0.138
          },
          {
            "time": "09:33",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0527
          },
          {
            "time": "09:34",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.1258
          },
          {
            "time": "09:35",
            "open": 13.75,
            "high": 13.75,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0985
          },
          {
            "time": "09:36",
            "open": 13.72,
            "high": 13.76,
            "low": 13.72,
            "close": 13.76,
            "amount_yi": 0.0756
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.71,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 13.58,
        "open": 13.66,
        "high": 13.8,
        "low": 13.53,
        "bid1": 13.7,
        "ask1": 13.73,
        "bid_qty1": 334,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603858:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603858:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603858",
      "name": "步长制药",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.27,
      "exec_low": 15.27,
      "exec_high": 15.5,
      "invalid_price": 14.81,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.04,
      "entry_zone_high": 15.5,
      "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": 0.0775,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 14.98,
            "high": 14.98,
            "low": 14.96,
            "close": 14.96,
            "amount_yi": 0.0175
          },
          {
            "time": "09:33",
            "open": 14.95,
            "high": 14.95,
            "low": 14.95,
            "close": 14.95,
            "amount_yi": 0.0059
          },
          {
            "time": "09:34",
            "open": 14.92,
            "high": 14.94,
            "low": 14.92,
            "close": 14.94,
            "amount_yi": 0.0101
          },
          {
            "time": "09:35",
            "open": 14.95,
            "high": 14.95,
            "low": 14.9,
            "close": 14.9,
            "amount_yi": 0.0154
          },
          {
            "time": "09:36",
            "open": 14.82,
            "high": 14.84,
            "low": 14.82,
            "close": 14.84,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.82,
        "ts": "2026-06-30T09:37:05",
        "prev_close": 15.21,
        "open": 15.16,
        "high": 15.2,
        "low": 14.8,
        "bid1": 14.82,
        "ask1": 14.85,
        "bid_qty1": 54,
        "ask_qty1": 53
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300540:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300540:VWAP_RECLAIM",
      "symbol": "SZSE.300540",
      "name": "蜀道装备",
      "side": "BUY",
      "priority": "W107",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.11,
      "exec_low": 34.62,
      "exec_high": 34.62,
      "invalid_price": 33.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.6,
      "entry_zone_high": 34.62,
      "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": 1.4104,
        "prev_amount_yi": 1.0598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 34.1,
            "high": 34.1,
            "low": 33.97,
            "close": 33.97,
            "amount_yi": 0.5661
          },
          {
            "time": "09:33",
            "open": 33.64,
            "high": 33.64,
            "low": 33.64,
            "close": 33.64,
            "amount_yi": 0.1027
          },
          {
            "time": "09:34",
            "open": 33.71,
            "high": 34.0,
            "low": 33.71,
            "close": 34.0,
            "amount_yi": 0.2564
          },
          {
            "time": "09:35",
            "open": 33.99,
            "high": 34.26,
            "low": 33.99,
            "close": 34.26,
            "amount_yi": 0.2639
          },
          {
            "time": "09:36",
            "open": 34.42,
            "high": 34.42,
            "low": 34.07,
            "close": 34.07,
            "amount_yi": 0.2213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.11,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 31.58,
        "open": 32.27,
        "high": 34.55,
        "low": 32.27,
        "bid1": 34.16,
        "ask1": 34.25,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301047:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301047:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301047",
      "name": "义翘神州",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 65.2,
      "exec_low": 65.2,
      "exec_high": 66.18,
      "invalid_price": 63.24,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.22,
      "entry_zone_high": 66.18,
      "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": 0.0718,
        "prev_amount_yi": 0.0777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9241,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 64.43,
            "high": 64.43,
            "low": 64.22,
            "close": 64.22,
            "amount_yi": 0.0363
          },
          {
            "time": "09:33",
            "open": 64.22,
            "high": 64.22,
            "low": 64.22,
            "close": 64.22,
            "amount_yi": 0.0033
          },
          {
            "time": "09:34",
            "open": 64.21,
            "high": 64.21,
            "low": 64.01,
            "close": 64.01,
            "amount_yi": 0.0101
          },
          {
            "time": "09:35",
            "open": 63.9,
            "high": 63.9,
            "low": 63.82,
            "close": 63.82,
            "amount_yi": 0.0065
          },
          {
            "time": "09:36",
            "open": 63.7,
            "high": 63.7,
            "low": 63.65,
            "close": 63.65,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.75,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 64.74,
        "open": 63.93,
        "high": 64.6,
        "low": 63.56,
        "bid1": 63.67,
        "ask1": 63.76,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000597:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000597:VWAP_RECLAIM",
      "symbol": "SZSE.000597",
      "name": "东北制药",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.44,
      "exec_low": 4.51,
      "exec_high": 4.51,
      "invalid_price": 4.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.37,
      "entry_zone_high": 4.51,
      "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": 0.0466,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 4.32,
            "high": 4.32,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0123
          },
          {
            "time": "09:33",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0027
          },
          {
            "time": "09:34",
            "open": 4.31,
            "high": 4.32,
            "low": 4.31,
            "close": 4.32,
            "amount_yi": 0.0112
          },
          {
            "time": "09:35",
            "open": 4.31,
            "high": 4.31,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0174
          },
          {
            "time": "09:36",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.29,
        "ts": "2026-06-30T09:37:09",
        "prev_close": 4.4,
        "open": 4.39,
        "high": 4.4,
        "low": 4.28,
        "bid1": 4.29,
        "ask1": 4.3,
        "bid_qty1": 1470,
        "ask_qty1": 58
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603392:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.603392:VWAP_RECLAIM",
      "symbol": "SHSE.603392",
      "name": "万泰生物",
      "side": "BUY",
      "priority": "W110",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.96,
      "exec_low": 28.38,
      "exec_high": 28.38,
      "invalid_price": 27.12,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.54,
      "entry_zone_high": 28.38,
      "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": 0.0889,
        "prev_amount_yi": 0.0765,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 26.93,
            "high": 26.93,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.0273
          },
          {
            "time": "09:33",
            "open": 26.93,
            "high": 26.93,
            "low": 26.93,
            "close": 26.93,
            "amount_yi": 0.0047
          },
          {
            "time": "09:34",
            "open": 26.91,
            "high": 26.91,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0145
          },
          {
            "time": "09:35",
            "open": 26.91,
            "high": 26.91,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0221
          },
          {
            "time": "09:36",
            "open": 26.86,
            "high": 26.88,
            "low": 26.86,
            "close": 26.88,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.88,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 27.28,
        "open": 27.11,
        "high": 27.27,
        "low": 26.82,
        "bid1": 26.88,
        "ask1": 26.89,
        "bid_qty1": 2,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688302:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688302:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.42,
      "exec_low": 35.42,
      "exec_high": 35.95,
      "invalid_price": 34.36,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.89,
      "entry_zone_high": 35.95,
      "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": 0.0234,
        "prev_amount_yi": 0.0255,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 34.81,
            "high": 34.81,
            "low": 34.8,
            "close": 34.8,
            "amount_yi": 0.0051
          },
          {
            "time": "09:33",
            "open": 34.8,
            "high": 34.8,
            "low": 34.8,
            "close": 34.8,
            "amount_yi": 0.0016
          },
          {
            "time": "09:34",
            "open": 34.8,
            "high": 34.84,
            "low": 34.8,
            "close": 34.84,
            "amount_yi": 0.0043
          },
          {
            "time": "09:35",
            "open": 34.84,
            "high": 34.84,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.004
          },
          {
            "time": "09:36",
            "open": 34.81,
            "high": 34.81,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.79,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 35.05,
        "open": 34.91,
        "high": 34.95,
        "low": 34.69,
        "bid1": 34.7,
        "ask1": 34.84,
        "bid_qty1": 22,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300813:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300813:VWAP_RECLAIM",
      "symbol": "SZSE.300813",
      "name": "泰林生物",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.41,
      "exec_low": 19.7,
      "exec_high": 19.7,
      "invalid_price": 18.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.12,
      "entry_zone_high": 19.7,
      "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": 0.035,
        "prev_amount_yi": 0.0149,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 18.7,
            "high": 18.7,
            "low": 18.55,
            "close": 18.55,
            "amount_yi": 0.0098
          },
          {
            "time": "09:33",
            "open": 18.47,
            "high": 18.47,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0047
          },
          {
            "time": "09:34",
            "open": 18.58,
            "high": 18.58,
            "low": 18.55,
            "close": 18.55,
            "amount_yi": 0.0063
          },
          {
            "time": "09:35",
            "open": 18.53,
            "high": 18.55,
            "low": 18.53,
            "close": 18.55,
            "amount_yi": 0.007
          },
          {
            "time": "09:36",
            "open": 18.59,
            "high": 18.59,
            "low": 18.53,
            "close": 18.53,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.56,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 19.06,
        "open": 18.91,
        "high": 19.2,
        "low": 18.44,
        "bid1": 18.56,
        "ask1": 18.58,
        "bid_qty1": 3,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301333:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301333:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301333",
      "name": "诺思格",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 53.5,
      "exec_low": 53.5,
      "exec_high": 54.3,
      "invalid_price": 51.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 55.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.7,
      "entry_zone_high": 54.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2311,
        "prev_amount_yi": 0.1343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 50.9,
            "high": 50.9,
            "low": 50.7,
            "close": 50.7,
            "amount_yi": 0.0736
          },
          {
            "time": "09:33",
            "open": 50.58,
            "high": 50.58,
            "low": 50.58,
            "close": 50.58,
            "amount_yi": 0.0313
          },
          {
            "time": "09:34",
            "open": 50.85,
            "high": 50.85,
            "low": 50.76,
            "close": 50.76,
            "amount_yi": 0.0307
          },
          {
            "time": "09:35",
            "open": 50.6,
            "high": 50.6,
            "low": 50.4,
            "close": 50.4,
            "amount_yi": 0.054
          },
          {
            "time": "09:36",
            "open": 50.3,
            "high": 50.48,
            "low": 50.3,
            "close": 50.48,
            "amount_yi": 0.0415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.59,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 52.67,
        "open": 51.35,
        "high": 51.94,
        "low": 50.2,
        "bid1": 50.52,
        "ask1": 50.59,
        "bid_qty1": 3,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688247:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688247:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688247",
      "name": "宣泰医药",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.76,
      "exec_low": 7.76,
      "exec_high": 7.88,
      "invalid_price": 7.53,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.64,
      "entry_zone_high": 7.88,
      "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": 0.0148,
        "prev_amount_yi": 0.0074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 7.53,
            "high": 7.53,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0034
          },
          {
            "time": "09:33",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.001
          },
          {
            "time": "09:34",
            "open": 7.48,
            "high": 7.49,
            "low": 7.48,
            "close": 7.49,
            "amount_yi": 0.0034
          },
          {
            "time": "09:35",
            "open": 7.5,
            "high": 7.5,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0034
          },
          {
            "time": "09:36",
            "open": 7.46,
            "high": 7.46,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.46,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 7.68,
        "open": 7.66,
        "high": 7.66,
        "low": 7.45,
        "bid1": 7.46,
        "ask1": 7.48,
        "bid_qty1": 11,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300122:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.300122:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300122",
      "name": "智飞生物",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.04,
      "exec_low": 12.04,
      "exec_high": 12.22,
      "invalid_price": 11.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.86,
      "entry_zone_high": 12.22,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2466,
        "prev_amount_yi": 0.1589,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 11.85,
            "high": 11.85,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0365
          },
          {
            "time": "09:33",
            "open": 11.84,
            "high": 11.84,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0269
          },
          {
            "time": "09:34",
            "open": 11.79,
            "high": 11.81,
            "low": 11.79,
            "close": 11.81,
            "amount_yi": 0.0599
          },
          {
            "time": "09:35",
            "open": 11.78,
            "high": 11.78,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.0664
          },
          {
            "time": "09:36",
            "open": 11.75,
            "high": 11.75,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.0569
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.72,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 12.02,
        "open": 11.88,
        "high": 11.98,
        "low": 11.71,
        "bid1": 11.71,
        "ask1": 11.72,
        "bid_qty1": 1016,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002550:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002550:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002550",
      "name": "千红制药",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.44,
      "exec_low": 6.44,
      "exec_high": 6.54,
      "invalid_price": 6.25,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.34,
      "entry_zone_high": 6.54,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2142,
        "prev_amount_yi": 0.1195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 6.25,
            "high": 6.25,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.069
          },
          {
            "time": "09:33",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0415
          },
          {
            "time": "09:34",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0209
          },
          {
            "time": "09:35",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0316
          },
          {
            "time": "09:36",
            "open": 6.19,
            "high": 6.19,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.0512
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.18,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 6.38,
        "open": 6.37,
        "high": 6.37,
        "low": 6.16,
        "bid1": 6.18,
        "ask1": 6.19,
        "bid_qty1": 283,
        "ask_qty1": 223
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688276:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688276:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688276",
      "name": "百克生物",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.35,
      "exec_low": 14.35,
      "exec_high": 14.57,
      "invalid_price": 13.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.13,
      "entry_zone_high": 14.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0.0198,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 14.14,
            "high": 14.16,
            "low": 14.14,
            "close": 14.16,
            "amount_yi": 0.0095
          },
          {
            "time": "09:33",
            "open": 14.02,
            "high": 14.02,
            "low": 14.02,
            "close": 14.02,
            "amount_yi": 0.0044
          },
          {
            "time": "09:34",
            "open": 14.05,
            "high": 14.06,
            "low": 14.05,
            "close": 14.06,
            "amount_yi": 0.0008
          },
          {
            "time": "09:35",
            "open": 14.11,
            "high": 14.11,
            "low": 14.03,
            "close": 14.03,
            "amount_yi": 0.0028
          },
          {
            "time": "09:36",
            "open": 14.02,
            "high": 14.02,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.99,
        "ts": "2026-06-30T09:37:04",
        "prev_close": 14.35,
        "open": 14.35,
        "high": 14.35,
        "low": 13.98,
        "bid1": 14.0,
        "ask1": 14.05,
        "bid_qty1": 10,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.601607:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.601607:VWAP_RECLAIM",
      "symbol": "SHSE.601607",
      "name": "上海医药",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.92,
      "exec_low": 16.16,
      "exec_high": 16.16,
      "invalid_price": 15.44,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.68,
      "entry_zone_high": 16.16,
      "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": 0.1344,
        "prev_amount_yi": 0.0777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:32",
            "open": 15.76,
            "high": 15.86,
            "low": 15.76,
            "close": 15.86,
            "amount_yi": 0.0435
          },
          {
            "time": "09:33",
            "open": 15.87,
            "high": 15.87,
            "low": 15.87,
            "close": 15.87,
            "amount_yi": 0.028
          },
          {
            "time": "09:34",
            "open": 15.85,
            "high": 15.85,
            "low": 15.83,
            "close": 15.83,
            "amount_yi": 0.0315
          },
          {
            "time": "09:35",
            "open": 15.81,
            "high": 15.81,
            "low": 15.8,
            "close": 15.8,
            "amount_yi": 0.0162
          },
          {
            "time": "09:36",
            "open": 15.77,
            "high": 15.77,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.76,
        "ts": "2026-06-30T09:37:07",
        "prev_close": 15.88,
        "open": 15.89,
        "high": 15.9,
        "low": 15.71,
        "bid1": 15.76,
        "ask1": 15.77,
        "bid_qty1": 17,
        "ask_qty1": 152
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603538:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603538:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603538",
      "name": "美诺华",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.2,
      "exec_low": 35.2,
      "exec_high": 35.73,
      "invalid_price": 34.14,
      "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": "2026-06-30T09:37:09",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.67,
      "entry_zone_high": 35.73,
      "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": 0.6312,
        "prev_amount_yi": 0.528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:32",
            "open": 33.4,
            "high": 33.4,
            "low": 33.24,
            "close": 33.24,
            "amount_yi": 0.2103
          },
          {
            "time": "09:33",
            "open": 33.53,
            "high": 33.53,
            "low": 33.53,
            "close": 33.53,
            "amount_yi": 0.0847
          },
          {
            "time": "09:34",
            "open": 33.32,
            "high": 33.47,
            "low": 33.32,
            "close": 33.47,
            "amount_yi": 0.1345
          },
          {
            "time": "09:35",
            "open": 33.43,
            "high": 33.43,
            "low": 33.2,
            "close": 33.2,
            "amount_yi": 0.1069
          },
          {
            "time": "09:36",
            "open": 33.37,
            "high": 33.37,
            "low": 33.2,
            "close": 33.2,
            "amount_yi": 0.0948
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86427.12,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.37,
        "ts": "2026-06-30T09:37:06",
        "prev_close": 34.26,
        "open": 33.58,
        "high": 33.6,
        "low": 32.65,
        "bid1": 33.37,
        "ask1": 33.38,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 537068.0,
    "total_value": 1081561.0,
    "unrealized_pnl": 90255.99999999997,
    "unrealized_pnl_pct_of_initial": 9.025599999999997,
    "realized_pnl": -8694.99999999997,
    "realized_pnl_pct_of_initial": -0.869499999999997,
    "total_pnl": 81561.0,
    "total_pnl_pct": 8.156099999999999
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 99.41,
      "market_value": 238584.0,
      "unrealized_pnl": 45864.0,
      "unrealized_pnl_pct": 23.798256537982574,
      "updated_at": "2026-06-30T09:37:09",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 22.059227357495324
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 128.98,
      "market_value": 232163.99999999997,
      "unrealized_pnl": 36791.99999999997,
      "unrealized_pnl_pct": 18.83176709047354,
      "updated_at": "2026-06-30T09:37:09",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.465640865378834
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 41.45,
      "market_value": 66320.0,
      "unrealized_pnl": 7600.0,
      "unrealized_pnl_pct": 12.94277929155314,
      "updated_at": "2026-06-30T09:37:09",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.131877906100534
    }
  ],
  "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": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "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": "quote_stale,active_mainline_not_confirmed"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}