{
  "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": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4511,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.185,
      "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": 19.49752300070773,
          "last": 33.77,
          "vwap": 32.53007885150402,
          "above_vwap": true,
          "amount": 211637440.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.9931766489765,
          "last": 73.2,
          "vwap": 73.88911663185965,
          "above_vwap": false,
          "amount": 1631000061.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.482476252866023,
          "last": 66.85,
          "vwap": 65.44882280989688,
          "above_vwap": true,
          "amount": 422707767.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.437185929648238,
          "last": 53.45,
          "vwap": 52.351824513272916,
          "above_vwap": true,
          "amount": 585795295.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.219759341355303,
          "last": 33.86,
          "vwap": 33.76323109127231,
          "above_vwap": true,
          "amount": 353234300.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.376344086021501,
          "last": 5.88,
          "vwap": 5.813772124673319,
          "above_vwap": true,
          "amount": 189755127.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.289197785369293,
          "last": 89.38,
          "vwap": 86.59714296690798,
          "above_vwap": true,
          "amount": 96925844.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.19233540315952882,
          "above_vwap": true,
          "amount": 842506.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.054945054945059,
          "last": 81.26,
          "vwap": 78.69241882058145,
          "above_vwap": true,
          "amount": 183403699.0
        },
        {
          "symbol": "SZSE.300434",
          "name": "金石亚药",
          "theme": "病毒防治",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.902867715078618,
          "last": 11.34,
          "vwap": 11.082625336439962,
          "above_vwap": true,
          "amount": 220703834.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.625550660792954,
          "last": 4.75,
          "vwap": 4.735685281756463,
          "above_vwap": true,
          "amount": 336910858.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 3.907284768211916,
          "last": 15.69,
          "vwap": 15.189173874805723,
          "above_vwap": true,
          "amount": 19809675.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.4511,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.4615,
      "active_up_ratio_min": 0.5,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "strong_themes": [],
      "theme_scores": [
        {
          "theme": "氦气概念",
          "passed": false,
          "sample_count": 9,
          "active_count": 1,
          "up_count": 4,
          "active_up_count": 1,
          "up_ratio": 0.4444,
          "active_up_ratio": 1.0,
          "avg_ret_pct": -0.0444,
          "amount_yi": 93.9896,
          "samples": [
            {
              "symbol": "SHSE.688596",
              "name": "正帆科技",
              "theme": "氦气概念",
              "paper_scope": "active",
              "ret_pct": 10.9932,
              "last": 73.2,
              "open": 70.61,
              "prev_close": 65.95,
              "amount_yi": 16.31,
              "bid1": 73.2,
              "bid_qty1": 11,
              "ask1": 73.25,
              "ask_qty1": 2,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SZSE.300540",
              "name": "蜀道装备",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.2198,
              "last": 33.86,
              "open": 32.27,
              "prev_close": 31.58,
              "amount_yi": 3.5323,
              "bid1": 33.87,
              "bid_qty1": 1,
              "ask1": 33.94,
              "ask_qty1": 15,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.600378",
              "name": "昊华科技",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7287,
              "last": 70.4,
              "open": 71.77,
              "prev_close": 68.53,
              "amount_yi": 31.6914,
              "bid1": 70.37,
              "bid_qty1": 1,
              "ask1": 70.4,
              "ask_qty1": 97,
              "quote_ts": "2026-06-30T09:42:20"
            },
            {
              "symbol": "SHSE.688548",
              "name": "广钢气体",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.2476,
              "last": 47.07,
              "open": 46.8,
              "prev_close": 46.49,
              "amount_yi": 8.8224,
              "bid1": 46.91,
              "bid_qty1": 19,
              "ask1": 47.06,
              "ask_qty1": 14,
              "quote_ts": "2026-06-30T09:42:17"
            },
            {
              "symbol": "SHSE.688106",
              "name": "金宏气体",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.9957,
              "last": 38.78,
              "open": 40.0,
              "prev_close": 39.17,
              "amount_yi": 9.756,
              "bid1": 38.7,
              "bid_qty1": 3,
              "ask1": 38.78,
              "ask_qty1": 8,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SZSE.002549",
              "name": "凯美特气",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.3509,
              "last": 20.19,
              "open": 21.5,
              "prev_close": 20.89,
              "amount_yi": 12.4666,
              "bid1": 20.19,
              "bid_qty1": 149,
              "ask1": 20.2,
              "ask_qty1": 333,
              "quote_ts": "2026-06-30T09:42:21"
            }
          ]
        },
        {
          "theme": "中芯产业链 / 半导体设备材料",
          "passed": false,
          "sample_count": 8,
          "active_count": 0,
          "up_count": 4,
          "active_up_count": 0,
          "up_ratio": 0.5,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -0.6627,
          "amount_yi": 87.0246,
          "samples": [
            {
              "symbol": "SHSE.688432",
              "name": "有研硅",
              "theme": "中芯产业链 / 半导体设备材料",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.8296,
              "last": 38.5,
              "open": 38.5,
              "prev_close": 37.08,
              "amount_yi": 12.3981,
              "bid1": 38.6,
              "bid_qty1": 19,
              "ask1": 38.68,
              "ask_qty1": 14,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688037",
              "name": "芯源微",
              "theme": "中芯产业链 / 半导体设备材料",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5748,
              "last": 409.93,
              "open": 396.58,
              "prev_close": 399.64,
              "amount_yi": 10.0008,
              "bid1": 409.0,
              "bid_qty1": 2,
              "ask1": 409.94,
              "ask_qty1": 2,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "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",
              "ret_pct": 1.6249,
              "last": 321.46,
              "open": 330.0,
              "prev_close": 316.32,
              "amount_yi": 16.7688,
              "bid1": 321.4,
              "bid_qty1": 0,
              "ask1": 321.59,
              "ask_qty1": 2,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688652",
              "name": "京仪装备",
              "theme": "中芯产业链 / 半导体设备材料",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4796,
              "last": 196.95,
              "open": 193.0,
              "prev_close": 196.01,
              "amount_yi": 4.2934,
              "bid1": 196.5,
              "bid_qty1": 2,
              "ask1": 196.95,
              "ask_qty1": 4,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SHSE.688126",
              "name": "沪硅产业",
              "theme": "中芯产业链 / 半导体设备材料",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.2821,
              "last": 38.89,
              "open": 38.9,
              "prev_close": 39.0,
              "amount_yi": 20.4919,
              "bid1": 38.83,
              "bid_qty1": 3,
              "ask1": 38.89,
              "ask_qty1": 5,
              "quote_ts": "2026-06-30T09:42:20"
            },
            {
              "symbol": "SHSE.688233",
              "name": "神工股份",
              "theme": "中芯产业链 / 半导体设备材料",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.6895,
              "last": 192.99,
              "open": 190.0,
              "prev_close": 194.33,
              "amount_yi": 7.1906,
              "bid1": 192.97,
              "bid_qty1": 2,
              "ask1": 192.99,
              "ask_qty1": 42,
              "quote_ts": "2026-06-30T09:42:19"
            }
          ]
        },
        {
          "theme": "创新药",
          "passed": false,
          "sample_count": 47,
          "active_count": 5,
          "up_count": 21,
          "active_up_count": 1,
          "up_ratio": 0.4468,
          "active_up_ratio": 0.2,
          "avg_ret_pct": 0.797,
          "amount_yi": 86.0012,
          "samples": [
            {
              "symbol": "SZSE.301520",
              "name": "万邦医药",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "ret_pct": 19.4975,
              "last": 33.77,
              "open": 31.0,
              "prev_close": 28.26,
              "amount_yi": 2.1164,
              "bid1": 33.68,
              "bid_qty1": 288,
              "ask1": 33.77,
              "ask_qty1": 996,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SZSE.002653",
              "name": "海思科",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.4825,
              "last": 66.85,
              "open": 63.44,
              "prev_close": 61.06,
              "amount_yi": 4.2271,
              "bid1": 66.84,
              "bid_qty1": 6,
              "ask1": 66.85,
              "ask_qty1": 1,
              "quote_ts": "2026-06-30T09:42:21"
            },
            {
              "symbol": "SZSE.002038",
              "name": "双鹭药业",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.3763,
              "last": 5.88,
              "open": 5.68,
              "prev_close": 5.58,
              "amount_yi": 1.8976,
              "bid1": 5.87,
              "bid_qty1": 73,
              "ask1": 5.88,
              "ask_qty1": 100,
              "quote_ts": "2026-06-30T09:42:21"
            },
            {
              "symbol": "SZSE.000566",
              "name": "海南海药",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.6256,
              "last": 4.75,
              "open": 4.64,
              "prev_close": 4.54,
              "amount_yi": 3.3691,
              "bid1": 4.74,
              "bid_qty1": 606,
              "ask1": 4.75,
              "ask_qty1": 2397,
              "quote_ts": "2026-06-30T09:42:21"
            },
            {
              "symbol": "SZSE.300204",
              "name": "舒泰神",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.7801,
              "last": 24.16,
              "open": 23.51,
              "prev_close": 23.28,
              "amount_yi": 5.6277,
              "bid1": 24.16,
              "bid_qty1": 343,
              "ask1": 24.19,
              "ask_qty1": 43,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688578",
              "name": "艾力斯",
              "theme": "创新药",
              "paper_scope": "active",
              "ret_pct": 2.981,
              "last": 110.2,
              "open": 107.56,
              "prev_close": 107.01,
              "amount_yi": 3.5615,
              "bid1": 110.15,
              "bid_qty1": 2,
              "ask1": 110.28,
              "ask_qty1": 2,
              "quote_ts": "2026-06-30T09:42:19"
            }
          ]
        },
        {
          "theme": "数据安全",
          "passed": false,
          "sample_count": 4,
          "active_count": 1,
          "up_count": 2,
          "active_up_count": 0,
          "up_ratio": 0.5,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.1649,
          "amount_yi": 64.3336,
          "samples": [
            {
              "symbol": "SZSE.002808",
              "name": "恒久退",
              "theme": "数据安全",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.2632,
              "last": 0.2,
              "open": 0.19,
              "prev_close": 0.19,
              "amount_yi": 0.0084,
              "bid1": 0.19,
              "bid_qty1": 29950,
              "ask1": 0.2,
              "ask_qty1": 8158,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SZSE.300419",
              "name": "ST浩丰",
              "theme": "数据安全",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.2836,
              "last": 6.92,
              "open": 6.67,
              "prev_close": 6.7,
              "amount_yi": 0.0894,
              "bid1": 6.92,
              "bid_qty1": 33,
              "ask1": 6.94,
              "ask_qty1": 70,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688008",
              "name": "澜起科技",
              "theme": "数据安全",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.4695,
              "last": 294.67,
              "open": 296.66,
              "prev_close": 296.06,
              "amount_yi": 61.8712,
              "bid1": 294.53,
              "bid_qty1": 12,
              "ask1": 294.67,
              "ask_qty1": 24,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SZSE.300002",
              "name": "神州泰岳",
              "theme": "数据安全",
              "paper_scope": "active",
              "ret_pct": -3.4177,
              "last": 7.63,
              "open": 7.95,
              "prev_close": 7.9,
              "amount_yi": 2.3646,
              "bid1": 7.63,
              "bid_qty1": 84,
              "ask1": 7.64,
              "ask_qty1": 757,
              "quote_ts": "2026-06-30T09:42:18"
            }
          ]
        },
        {
          "theme": "全息技术",
          "passed": false,
          "sample_count": 2,
          "active_count": 0,
          "up_count": 1,
          "active_up_count": 0,
          "up_ratio": 0.5,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.272,
          "amount_yi": 49.0002,
          "samples": [
            {
              "symbol": "SHSE.600363",
              "name": "联创光电",
              "theme": "全息技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.6907,
              "last": 33.08,
              "open": 33.88,
              "prev_close": 32.53,
              "amount_yi": 4.2495,
              "bid1": 33.08,
              "bid_qty1": 1,
              "ask1": 33.09,
              "ask_qty1": 25,
              "quote_ts": "2026-06-30T09:42:17"
            },
            {
              "symbol": "SZSE.000988",
              "name": "华工科技",
              "theme": "全息技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.1467,
              "last": 175.0,
              "open": 179.0,
              "prev_close": 177.03,
              "amount_yi": 44.7507,
              "bid1": 175.0,
              "bid_qty1": 5,
              "ask1": 175.18,
              "ask_qty1": 12,
              "quote_ts": "2026-06-30T09:42:21"
            }
          ]
        },
        {
          "theme": "工业气体",
          "passed": false,
          "sample_count": 2,
          "active_count": 0,
          "up_count": 2,
          "active_up_count": 0,
          "up_ratio": 1.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.6853,
          "amount_yi": 39.8414,
          "samples": [
            {
              "symbol": "SZSE.000551",
              "name": "创元科技",
              "theme": "工业气体",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1414,
              "last": 20.51,
              "open": 20.58,
              "prev_close": 20.08,
              "amount_yi": 4.7067,
              "bid1": 20.53,
              "bid_qty1": 29,
              "ask1": 20.54,
              "ask_qty1": 145,
              "quote_ts": "2026-06-30T09:42:21"
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "工业气体",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.2292,
              "last": 210.01,
              "open": 216.24,
              "prev_close": 207.46,
              "amount_yi": 35.1347,
              "bid1": 210.01,
              "bid_qty1": 197,
              "ask1": 210.16,
              "ask_qty1": 62,
              "quote_ts": "2026-06-30T09:42:21"
            }
          ]
        },
        {
          "theme": "第四代半导体",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 0,
          "active_up_count": 0,
          "up_ratio": 0.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -3.3333,
          "amount_yi": 25.4103,
          "samples": [
            {
              "symbol": "SZSE.300346",
              "name": "南大光电",
              "theme": "第四代半导体",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.3333,
              "last": 87.0,
              "open": 90.0,
              "prev_close": 90.0,
              "amount_yi": 25.4103,
              "bid1": 87.0,
              "bid_qty1": 29,
              "ask1": 87.01,
              "ask_qty1": 204,
              "quote_ts": "2026-06-30T09:42:18"
            }
          ]
        },
        {
          "theme": "病毒防治",
          "passed": false,
          "sample_count": 16,
          "active_count": 2,
          "up_count": 6,
          "active_up_count": 1,
          "up_ratio": 0.375,
          "active_up_ratio": 0.5,
          "avg_ret_pct": -0.4527,
          "amount_yi": 16.2118,
          "samples": [
            {
              "symbol": "SZSE.300434",
              "name": "金石亚药",
              "theme": "病毒防治",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.9029,
              "last": 11.34,
              "open": 10.71,
              "prev_close": 10.81,
              "amount_yi": 2.207,
              "bid1": 11.33,
              "bid_qty1": 18,
              "ask1": 11.34,
              "ask_qty1": 19,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688670",
              "name": "金迪克",
              "theme": "病毒防治",
              "paper_scope": "active",
              "ret_pct": 3.9073,
              "last": 15.69,
              "open": 15.0,
              "prev_close": 15.1,
              "amount_yi": 0.1981,
              "bid1": 15.69,
              "bid_qty1": 4,
              "ask1": 15.73,
              "ask_qty1": 73,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688136",
              "name": "科兴制药",
              "theme": "病毒防治",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.2419,
              "last": 20.7,
              "open": 19.77,
              "prev_close": 20.05,
              "amount_yi": 0.5921,
              "bid1": 20.7,
              "bid_qty1": 21,
              "ask1": 20.71,
              "ask_qty1": 20,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SHSE.600568",
              "name": "ST中珠",
              "theme": "病毒防治",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.3333,
              "last": 2.28,
              "open": 2.36,
              "prev_close": 2.25,
              "amount_yi": 0.2951,
              "bid1": 2.27,
              "bid_qty1": 4327,
              "ask1": 2.28,
              "ask_qty1": 951,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SHSE.600129",
              "name": "太极集团",
              "theme": "病毒防治",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.0728,
              "last": 13.19,
              "open": 13.05,
              "prev_close": 13.05,
              "amount_yi": 0.9691,
              "bid1": 13.17,
              "bid_qty1": 707,
              "ask1": 13.2,
              "ask_qty1": 73,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688185",
              "name": "康希诺",
              "theme": "病毒防治",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.5834,
              "last": 51.72,
              "open": 51.01,
              "prev_close": 51.42,
              "amount_yi": 0.1903,
              "bid1": 51.57,
              "bid_qty1": 2,
              "ask1": 51.72,
              "ask_qty1": 11,
              "quote_ts": "2026-06-30T09:42:18"
            }
          ]
        },
        {
          "theme": "重组蛋白",
          "passed": false,
          "sample_count": 13,
          "active_count": 1,
          "up_count": 6,
          "active_up_count": 1,
          "up_ratio": 0.4615,
          "active_up_ratio": 1.0,
          "avg_ret_pct": -0.0641,
          "amount_yi": 13.703,
          "samples": [
            {
              "symbol": "SHSE.688336",
              "name": "三生国健",
              "theme": "重组蛋白",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.4372,
              "last": 53.45,
              "open": 51.15,
              "prev_close": 49.75,
              "amount_yi": 5.858,
              "bid1": 53.43,
              "bid_qty1": 21,
              "ask1": 53.45,
              "ask_qty1": 9,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SHSE.688137",
              "name": "近岸蛋白",
              "theme": "重组蛋白",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.9379,
              "last": 36.59,
              "open": 37.14,
              "prev_close": 36.25,
              "amount_yi": 0.1796,
              "bid1": 36.56,
              "bid_qty1": 2,
              "ask1": 36.63,
              "ask_qty1": 2,
              "quote_ts": "2026-06-30T09:42:16"
            },
            {
              "symbol": "SZSE.301080",
              "name": "百普赛斯",
              "theme": "重组蛋白",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.6911,
              "last": 48.08,
              "open": 47.78,
              "prev_close": 47.75,
              "amount_yi": 0.8274,
              "bid1": 48.07,
              "bid_qty1": 1,
              "ask1": 48.08,
              "ask_qty1": 39,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688062",
              "name": "迈威生物-U",
              "theme": "重组蛋白",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4917,
              "last": 28.61,
              "open": 28.48,
              "prev_close": 28.47,
              "amount_yi": 0.6252,
              "bid1": 28.61,
              "bid_qty1": 2,
              "ask1": 28.65,
              "ask_qty1": 8,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SZSE.301087",
              "name": "可孚医疗",
              "theme": "重组蛋白",
              "paper_scope": "active",
              "ret_pct": 0.336,
              "last": 47.78,
              "open": 47.79,
              "prev_close": 47.62,
              "amount_yi": 0.3767,
              "bid1": 47.72,
              "bid_qty1": 97,
              "ask1": 47.78,
              "ask_qty1": 3,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688765",
              "name": "禾元生物-U",
              "theme": "重组蛋白",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.097,
              "last": 51.6,
              "open": 51.48,
              "prev_close": 51.55,
              "amount_yi": 0.498,
              "bid1": 51.42,
              "bid_qty1": 8,
              "ask1": 51.61,
              "ask_qty1": 5,
              "quote_ts": "2026-06-30T09:42:20"
            }
          ]
        },
        {
          "theme": "单抗概念",
          "passed": false,
          "sample_count": 8,
          "active_count": 0,
          "up_count": 4,
          "active_up_count": 0,
          "up_ratio": 0.5,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -0.0891,
          "amount_yi": 11.199,
          "samples": [
            {
              "symbol": "SHSE.688266",
              "name": "泽璟制药-U",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.8144,
              "last": 117.63,
              "open": 115.01,
              "prev_close": 114.41,
              "amount_yi": 2.1999,
              "bid1": 117.5,
              "bid_qty1": 14,
              "ask1": 117.62,
              "ask_qty1": 12,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.688443",
              "name": "智翔金泰-U",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.6843,
              "last": 23.54,
              "open": 23.49,
              "prev_close": 23.38,
              "amount_yi": 0.2353,
              "bid1": 23.54,
              "bid_qty1": 1,
              "ask1": 23.55,
              "ask_qty1": 22,
              "quote_ts": "2026-06-30T09:42:20"
            },
            {
              "symbol": "SHSE.688235",
              "name": "百济神州",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.6839,
              "last": 257.65,
              "open": 257.92,
              "prev_close": 255.9,
              "amount_yi": 4.8803,
              "bid1": 257.32,
              "bid_qty1": 2,
              "ask1": 257.65,
              "ask_qty1": 8,
              "quote_ts": "2026-06-30T09:42:20"
            },
            {
              "symbol": "SZSE.300142",
              "name": "沃森生物",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4673,
              "last": 12.9,
              "open": 12.76,
              "prev_close": 12.84,
              "amount_yi": 2.5679,
              "bid1": 12.9,
              "bid_qty1": 64,
              "ask1": 12.91,
              "ask_qty1": 467,
              "quote_ts": "2026-06-30T09:42:18"
            },
            {
              "symbol": "SHSE.601607",
              "name": "上海医药",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.6297,
              "last": 15.78,
              "open": 15.89,
              "prev_close": 15.88,
              "amount_yi": 0.3823,
              "bid1": 15.78,
              "bid_qty1": 7,
              "ask1": 15.79,
              "ask_qty1": 1,
              "quote_ts": "2026-06-30T09:42:19"
            },
            {
              "symbol": "SHSE.688276",
              "name": "百克生物",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.7666,
              "last": 14.24,
              "open": 14.35,
              "prev_close": 14.35,
              "amount_yi": 0.073,
              "bid1": 14.22,
              "bid_qty1": 9,
              "ask1": 14.24,
              "ask_qty1": 25,
              "quote_ts": "2026-06-30T09:42:20"
            }
          ]
        }
      ],
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.4511,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 9,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "氦气概念",
        "dominant_theme_share": 0.185,
        "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": 19.49752300070773,
            "last": 33.77,
            "vwap": 32.53007885150402,
            "above_vwap": true,
            "amount": 211637440.0
          },
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 10.9931766489765,
            "last": 73.2,
            "vwap": 73.88911663185965,
            "above_vwap": false,
            "amount": 1631000061.0
          },
          {
            "symbol": "SZSE.002653",
            "name": "海思科",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.482476252866023,
            "last": 66.85,
            "vwap": 65.44882280989688,
            "above_vwap": true,
            "amount": 422707767.0
          },
          {
            "symbol": "SHSE.688336",
            "name": "三生国健",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.437185929648238,
            "last": 53.45,
            "vwap": 52.351824513272916,
            "above_vwap": true,
            "amount": 585795295.0
          },
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.219759341355303,
            "last": 33.86,
            "vwap": 33.76323109127231,
            "above_vwap": true,
            "amount": 353234300.0
          },
          {
            "symbol": "SZSE.002038",
            "name": "双鹭药业",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.376344086021501,
            "last": 5.88,
            "vwap": 5.813772124673319,
            "above_vwap": true,
            "amount": 189755127.0
          },
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.289197785369293,
            "last": 89.38,
            "vwap": 86.59714296690798,
            "above_vwap": true,
            "amount": 96925844.0
          },
          {
            "symbol": "SZSE.002808",
            "name": "恒久退",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.263157894736836,
            "last": 0.2,
            "vwap": 0.19233540315952882,
            "above_vwap": true,
            "amount": 842506.0
          },
          {
            "symbol": "SHSE.688202",
            "name": "美迪西",
            "theme": "CRO",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.054945054945059,
            "last": 81.26,
            "vwap": 78.69241882058145,
            "above_vwap": true,
            "amount": 183403699.0
          },
          {
            "symbol": "SZSE.300434",
            "name": "金石亚药",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.902867715078618,
            "last": 11.34,
            "vwap": 11.082625336439962,
            "above_vwap": true,
            "amount": 220703834.0
          },
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.625550660792954,
            "last": 4.75,
            "vwap": 4.735685281756463,
            "above_vwap": true,
            "amount": 336910858.0
          },
          {
            "symbol": "SHSE.688670",
            "name": "金迪克",
            "theme": "病毒防治",
            "paper_scope": "active",
            "priority": 6,
            "ret_pct": 3.907284768211916,
            "last": 15.69,
            "vwap": 15.189173874805723,
            "above_vwap": true,
            "amount": 19809675.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4511,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.185,
      "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": 19.49752300070773,
          "last": 33.77,
          "vwap": 32.53007885150402,
          "above_vwap": true,
          "amount": 211637440.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.9931766489765,
          "last": 73.2,
          "vwap": 73.88911663185965,
          "above_vwap": false,
          "amount": 1631000061.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.482476252866023,
          "last": 66.85,
          "vwap": 65.44882280989688,
          "above_vwap": true,
          "amount": 422707767.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.437185929648238,
          "last": 53.45,
          "vwap": 52.351824513272916,
          "above_vwap": true,
          "amount": 585795295.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.219759341355303,
          "last": 33.86,
          "vwap": 33.76323109127231,
          "above_vwap": true,
          "amount": 353234300.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.376344086021501,
          "last": 5.88,
          "vwap": 5.813772124673319,
          "above_vwap": true,
          "amount": 189755127.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.289197785369293,
          "last": 89.38,
          "vwap": 86.59714296690798,
          "above_vwap": true,
          "amount": 96925844.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.19233540315952882,
          "above_vwap": true,
          "amount": 842506.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.054945054945059,
          "last": 81.26,
          "vwap": 78.69241882058145,
          "above_vwap": true,
          "amount": 183403699.0
        },
        {
          "symbol": "SZSE.300434",
          "name": "金石亚药",
          "theme": "病毒防治",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.902867715078618,
          "last": 11.34,
          "vwap": 11.082625336439962,
          "above_vwap": true,
          "amount": 220703834.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.625550660792954,
          "last": 4.75,
          "vwap": 4.735685281756463,
          "above_vwap": true,
          "amount": 336910858.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 3.907284768211916,
          "last": 15.69,
          "vwap": 15.189173874805723,
          "above_vwap": true,
          "amount": 19809675.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4511,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.4615,
    "active_up_ratio_min": 0.5,
    "active_positive": 6,
    "active_positive_min": 1,
    "active_above_vwap": 6,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [],
    "theme_scores": [
      {
        "theme": "氦气概念",
        "passed": false,
        "sample_count": 9,
        "active_count": 1,
        "up_count": 4,
        "active_up_count": 1,
        "up_ratio": 0.4444,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -0.0444,
        "amount_yi": 93.9896,
        "samples": [
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "ret_pct": 10.9932,
            "last": 73.2,
            "open": 70.61,
            "prev_close": 65.95,
            "amount_yi": 16.31,
            "bid1": 73.2,
            "bid_qty1": 11,
            "ask1": 73.25,
            "ask_qty1": 2,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.2198,
            "last": 33.86,
            "open": 32.27,
            "prev_close": 31.58,
            "amount_yi": 3.5323,
            "bid1": 33.87,
            "bid_qty1": 1,
            "ask1": 33.94,
            "ask_qty1": 15,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7287,
            "last": 70.4,
            "open": 71.77,
            "prev_close": 68.53,
            "amount_yi": 31.6914,
            "bid1": 70.37,
            "bid_qty1": 1,
            "ask1": 70.4,
            "ask_qty1": 97,
            "quote_ts": "2026-06-30T09:42:20"
          },
          {
            "symbol": "SHSE.688548",
            "name": "广钢气体",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.2476,
            "last": 47.07,
            "open": 46.8,
            "prev_close": 46.49,
            "amount_yi": 8.8224,
            "bid1": 46.91,
            "bid_qty1": 19,
            "ask1": 47.06,
            "ask_qty1": 14,
            "quote_ts": "2026-06-30T09:42:17"
          },
          {
            "symbol": "SHSE.688106",
            "name": "金宏气体",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.9957,
            "last": 38.78,
            "open": 40.0,
            "prev_close": 39.17,
            "amount_yi": 9.756,
            "bid1": 38.7,
            "bid_qty1": 3,
            "ask1": 38.78,
            "ask_qty1": 8,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SZSE.002549",
            "name": "凯美特气",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.3509,
            "last": 20.19,
            "open": 21.5,
            "prev_close": 20.89,
            "amount_yi": 12.4666,
            "bid1": 20.19,
            "bid_qty1": 149,
            "ask1": 20.2,
            "ask_qty1": 333,
            "quote_ts": "2026-06-30T09:42:21"
          }
        ]
      },
      {
        "theme": "中芯产业链 / 半导体设备材料",
        "passed": false,
        "sample_count": 8,
        "active_count": 0,
        "up_count": 4,
        "active_up_count": 0,
        "up_ratio": 0.5,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -0.6627,
        "amount_yi": 87.0246,
        "samples": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.8296,
            "last": 38.5,
            "open": 38.5,
            "prev_close": 37.08,
            "amount_yi": 12.3981,
            "bid1": 38.6,
            "bid_qty1": 19,
            "ask1": 38.68,
            "ask_qty1": 14,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688037",
            "name": "芯源微",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5748,
            "last": 409.93,
            "open": 396.58,
            "prev_close": 399.64,
            "amount_yi": 10.0008,
            "bid1": 409.0,
            "bid_qty1": 2,
            "ask1": 409.94,
            "ask_qty1": 2,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "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",
            "ret_pct": 1.6249,
            "last": 321.46,
            "open": 330.0,
            "prev_close": 316.32,
            "amount_yi": 16.7688,
            "bid1": 321.4,
            "bid_qty1": 0,
            "ask1": 321.59,
            "ask_qty1": 2,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688652",
            "name": "京仪装备",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4796,
            "last": 196.95,
            "open": 193.0,
            "prev_close": 196.01,
            "amount_yi": 4.2934,
            "bid1": 196.5,
            "bid_qty1": 2,
            "ask1": 196.95,
            "ask_qty1": 4,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.2821,
            "last": 38.89,
            "open": 38.9,
            "prev_close": 39.0,
            "amount_yi": 20.4919,
            "bid1": 38.83,
            "bid_qty1": 3,
            "ask1": 38.89,
            "ask_qty1": 5,
            "quote_ts": "2026-06-30T09:42:20"
          },
          {
            "symbol": "SHSE.688233",
            "name": "神工股份",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.6895,
            "last": 192.99,
            "open": 190.0,
            "prev_close": 194.33,
            "amount_yi": 7.1906,
            "bid1": 192.97,
            "bid_qty1": 2,
            "ask1": 192.99,
            "ask_qty1": 42,
            "quote_ts": "2026-06-30T09:42:19"
          }
        ]
      },
      {
        "theme": "创新药",
        "passed": false,
        "sample_count": 47,
        "active_count": 5,
        "up_count": 21,
        "active_up_count": 1,
        "up_ratio": 0.4468,
        "active_up_ratio": 0.2,
        "avg_ret_pct": 0.797,
        "amount_yi": 86.0012,
        "samples": [
          {
            "symbol": "SZSE.301520",
            "name": "万邦医药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "ret_pct": 19.4975,
            "last": 33.77,
            "open": 31.0,
            "prev_close": 28.26,
            "amount_yi": 2.1164,
            "bid1": 33.68,
            "bid_qty1": 288,
            "ask1": 33.77,
            "ask_qty1": 996,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SZSE.002653",
            "name": "海思科",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.4825,
            "last": 66.85,
            "open": 63.44,
            "prev_close": 61.06,
            "amount_yi": 4.2271,
            "bid1": 66.84,
            "bid_qty1": 6,
            "ask1": 66.85,
            "ask_qty1": 1,
            "quote_ts": "2026-06-30T09:42:21"
          },
          {
            "symbol": "SZSE.002038",
            "name": "双鹭药业",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.3763,
            "last": 5.88,
            "open": 5.68,
            "prev_close": 5.58,
            "amount_yi": 1.8976,
            "bid1": 5.87,
            "bid_qty1": 73,
            "ask1": 5.88,
            "ask_qty1": 100,
            "quote_ts": "2026-06-30T09:42:21"
          },
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.6256,
            "last": 4.75,
            "open": 4.64,
            "prev_close": 4.54,
            "amount_yi": 3.3691,
            "bid1": 4.74,
            "bid_qty1": 606,
            "ask1": 4.75,
            "ask_qty1": 2397,
            "quote_ts": "2026-06-30T09:42:21"
          },
          {
            "symbol": "SZSE.300204",
            "name": "舒泰神",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.7801,
            "last": 24.16,
            "open": 23.51,
            "prev_close": 23.28,
            "amount_yi": 5.6277,
            "bid1": 24.16,
            "bid_qty1": 343,
            "ask1": 24.19,
            "ask_qty1": 43,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688578",
            "name": "艾力斯",
            "theme": "创新药",
            "paper_scope": "active",
            "ret_pct": 2.981,
            "last": 110.2,
            "open": 107.56,
            "prev_close": 107.01,
            "amount_yi": 3.5615,
            "bid1": 110.15,
            "bid_qty1": 2,
            "ask1": 110.28,
            "ask_qty1": 2,
            "quote_ts": "2026-06-30T09:42:19"
          }
        ]
      },
      {
        "theme": "数据安全",
        "passed": false,
        "sample_count": 4,
        "active_count": 1,
        "up_count": 2,
        "active_up_count": 0,
        "up_ratio": 0.5,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.1649,
        "amount_yi": 64.3336,
        "samples": [
          {
            "symbol": "SZSE.002808",
            "name": "恒久退",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.2632,
            "last": 0.2,
            "open": 0.19,
            "prev_close": 0.19,
            "amount_yi": 0.0084,
            "bid1": 0.19,
            "bid_qty1": 29950,
            "ask1": 0.2,
            "ask_qty1": 8158,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SZSE.300419",
            "name": "ST浩丰",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.2836,
            "last": 6.92,
            "open": 6.67,
            "prev_close": 6.7,
            "amount_yi": 0.0894,
            "bid1": 6.92,
            "bid_qty1": 33,
            "ask1": 6.94,
            "ask_qty1": 70,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688008",
            "name": "澜起科技",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.4695,
            "last": 294.67,
            "open": 296.66,
            "prev_close": 296.06,
            "amount_yi": 61.8712,
            "bid1": 294.53,
            "bid_qty1": 12,
            "ask1": 294.67,
            "ask_qty1": 24,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SZSE.300002",
            "name": "神州泰岳",
            "theme": "数据安全",
            "paper_scope": "active",
            "ret_pct": -3.4177,
            "last": 7.63,
            "open": 7.95,
            "prev_close": 7.9,
            "amount_yi": 2.3646,
            "bid1": 7.63,
            "bid_qty1": 84,
            "ask1": 7.64,
            "ask_qty1": 757,
            "quote_ts": "2026-06-30T09:42:18"
          }
        ]
      },
      {
        "theme": "全息技术",
        "passed": false,
        "sample_count": 2,
        "active_count": 0,
        "up_count": 1,
        "active_up_count": 0,
        "up_ratio": 0.5,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.272,
        "amount_yi": 49.0002,
        "samples": [
          {
            "symbol": "SHSE.600363",
            "name": "联创光电",
            "theme": "全息技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.6907,
            "last": 33.08,
            "open": 33.88,
            "prev_close": 32.53,
            "amount_yi": 4.2495,
            "bid1": 33.08,
            "bid_qty1": 1,
            "ask1": 33.09,
            "ask_qty1": 25,
            "quote_ts": "2026-06-30T09:42:17"
          },
          {
            "symbol": "SZSE.000988",
            "name": "华工科技",
            "theme": "全息技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.1467,
            "last": 175.0,
            "open": 179.0,
            "prev_close": 177.03,
            "amount_yi": 44.7507,
            "bid1": 175.0,
            "bid_qty1": 5,
            "ask1": 175.18,
            "ask_qty1": 12,
            "quote_ts": "2026-06-30T09:42:21"
          }
        ]
      },
      {
        "theme": "工业气体",
        "passed": false,
        "sample_count": 2,
        "active_count": 0,
        "up_count": 2,
        "active_up_count": 0,
        "up_ratio": 1.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.6853,
        "amount_yi": 39.8414,
        "samples": [
          {
            "symbol": "SZSE.000551",
            "name": "创元科技",
            "theme": "工业气体",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1414,
            "last": 20.51,
            "open": 20.58,
            "prev_close": 20.08,
            "amount_yi": 4.7067,
            "bid1": 20.53,
            "bid_qty1": 29,
            "ask1": 20.54,
            "ask_qty1": 145,
            "quote_ts": "2026-06-30T09:42:21"
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "工业气体",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.2292,
            "last": 210.01,
            "open": 216.24,
            "prev_close": 207.46,
            "amount_yi": 35.1347,
            "bid1": 210.01,
            "bid_qty1": 197,
            "ask1": 210.16,
            "ask_qty1": 62,
            "quote_ts": "2026-06-30T09:42:21"
          }
        ]
      },
      {
        "theme": "第四代半导体",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 0,
        "active_up_count": 0,
        "up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -3.3333,
        "amount_yi": 25.4103,
        "samples": [
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "第四代半导体",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.3333,
            "last": 87.0,
            "open": 90.0,
            "prev_close": 90.0,
            "amount_yi": 25.4103,
            "bid1": 87.0,
            "bid_qty1": 29,
            "ask1": 87.01,
            "ask_qty1": 204,
            "quote_ts": "2026-06-30T09:42:18"
          }
        ]
      },
      {
        "theme": "病毒防治",
        "passed": false,
        "sample_count": 16,
        "active_count": 2,
        "up_count": 6,
        "active_up_count": 1,
        "up_ratio": 0.375,
        "active_up_ratio": 0.5,
        "avg_ret_pct": -0.4527,
        "amount_yi": 16.2118,
        "samples": [
          {
            "symbol": "SZSE.300434",
            "name": "金石亚药",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9029,
            "last": 11.34,
            "open": 10.71,
            "prev_close": 10.81,
            "amount_yi": 2.207,
            "bid1": 11.33,
            "bid_qty1": 18,
            "ask1": 11.34,
            "ask_qty1": 19,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688670",
            "name": "金迪克",
            "theme": "病毒防治",
            "paper_scope": "active",
            "ret_pct": 3.9073,
            "last": 15.69,
            "open": 15.0,
            "prev_close": 15.1,
            "amount_yi": 0.1981,
            "bid1": 15.69,
            "bid_qty1": 4,
            "ask1": 15.73,
            "ask_qty1": 73,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688136",
            "name": "科兴制药",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.2419,
            "last": 20.7,
            "open": 19.77,
            "prev_close": 20.05,
            "amount_yi": 0.5921,
            "bid1": 20.7,
            "bid_qty1": 21,
            "ask1": 20.71,
            "ask_qty1": 20,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SHSE.600568",
            "name": "ST中珠",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.3333,
            "last": 2.28,
            "open": 2.36,
            "prev_close": 2.25,
            "amount_yi": 0.2951,
            "bid1": 2.27,
            "bid_qty1": 4327,
            "ask1": 2.28,
            "ask_qty1": 951,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SHSE.600129",
            "name": "太极集团",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.0728,
            "last": 13.19,
            "open": 13.05,
            "prev_close": 13.05,
            "amount_yi": 0.9691,
            "bid1": 13.17,
            "bid_qty1": 707,
            "ask1": 13.2,
            "ask_qty1": 73,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688185",
            "name": "康希诺",
            "theme": "病毒防治",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.5834,
            "last": 51.72,
            "open": 51.01,
            "prev_close": 51.42,
            "amount_yi": 0.1903,
            "bid1": 51.57,
            "bid_qty1": 2,
            "ask1": 51.72,
            "ask_qty1": 11,
            "quote_ts": "2026-06-30T09:42:18"
          }
        ]
      },
      {
        "theme": "重组蛋白",
        "passed": false,
        "sample_count": 13,
        "active_count": 1,
        "up_count": 6,
        "active_up_count": 1,
        "up_ratio": 0.4615,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -0.0641,
        "amount_yi": 13.703,
        "samples": [
          {
            "symbol": "SHSE.688336",
            "name": "三生国健",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.4372,
            "last": 53.45,
            "open": 51.15,
            "prev_close": 49.75,
            "amount_yi": 5.858,
            "bid1": 53.43,
            "bid_qty1": 21,
            "ask1": 53.45,
            "ask_qty1": 9,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SHSE.688137",
            "name": "近岸蛋白",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.9379,
            "last": 36.59,
            "open": 37.14,
            "prev_close": 36.25,
            "amount_yi": 0.1796,
            "bid1": 36.56,
            "bid_qty1": 2,
            "ask1": 36.63,
            "ask_qty1": 2,
            "quote_ts": "2026-06-30T09:42:16"
          },
          {
            "symbol": "SZSE.301080",
            "name": "百普赛斯",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.6911,
            "last": 48.08,
            "open": 47.78,
            "prev_close": 47.75,
            "amount_yi": 0.8274,
            "bid1": 48.07,
            "bid_qty1": 1,
            "ask1": 48.08,
            "ask_qty1": 39,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688062",
            "name": "迈威生物-U",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4917,
            "last": 28.61,
            "open": 28.48,
            "prev_close": 28.47,
            "amount_yi": 0.6252,
            "bid1": 28.61,
            "bid_qty1": 2,
            "ask1": 28.65,
            "ask_qty1": 8,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SZSE.301087",
            "name": "可孚医疗",
            "theme": "重组蛋白",
            "paper_scope": "active",
            "ret_pct": 0.336,
            "last": 47.78,
            "open": 47.79,
            "prev_close": 47.62,
            "amount_yi": 0.3767,
            "bid1": 47.72,
            "bid_qty1": 97,
            "ask1": 47.78,
            "ask_qty1": 3,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688765",
            "name": "禾元生物-U",
            "theme": "重组蛋白",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.097,
            "last": 51.6,
            "open": 51.48,
            "prev_close": 51.55,
            "amount_yi": 0.498,
            "bid1": 51.42,
            "bid_qty1": 8,
            "ask1": 51.61,
            "ask_qty1": 5,
            "quote_ts": "2026-06-30T09:42:20"
          }
        ]
      },
      {
        "theme": "单抗概念",
        "passed": false,
        "sample_count": 8,
        "active_count": 0,
        "up_count": 4,
        "active_up_count": 0,
        "up_ratio": 0.5,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -0.0891,
        "amount_yi": 11.199,
        "samples": [
          {
            "symbol": "SHSE.688266",
            "name": "泽璟制药-U",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.8144,
            "last": 117.63,
            "open": 115.01,
            "prev_close": 114.41,
            "amount_yi": 2.1999,
            "bid1": 117.5,
            "bid_qty1": 14,
            "ask1": 117.62,
            "ask_qty1": 12,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.688443",
            "name": "智翔金泰-U",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.6843,
            "last": 23.54,
            "open": 23.49,
            "prev_close": 23.38,
            "amount_yi": 0.2353,
            "bid1": 23.54,
            "bid_qty1": 1,
            "ask1": 23.55,
            "ask_qty1": 22,
            "quote_ts": "2026-06-30T09:42:20"
          },
          {
            "symbol": "SHSE.688235",
            "name": "百济神州",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.6839,
            "last": 257.65,
            "open": 257.92,
            "prev_close": 255.9,
            "amount_yi": 4.8803,
            "bid1": 257.32,
            "bid_qty1": 2,
            "ask1": 257.65,
            "ask_qty1": 8,
            "quote_ts": "2026-06-30T09:42:20"
          },
          {
            "symbol": "SZSE.300142",
            "name": "沃森生物",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4673,
            "last": 12.9,
            "open": 12.76,
            "prev_close": 12.84,
            "amount_yi": 2.5679,
            "bid1": 12.9,
            "bid_qty1": 64,
            "ask1": 12.91,
            "ask_qty1": 467,
            "quote_ts": "2026-06-30T09:42:18"
          },
          {
            "symbol": "SHSE.601607",
            "name": "上海医药",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.6297,
            "last": 15.78,
            "open": 15.89,
            "prev_close": 15.88,
            "amount_yi": 0.3823,
            "bid1": 15.78,
            "bid_qty1": 7,
            "ask1": 15.79,
            "ask_qty1": 1,
            "quote_ts": "2026-06-30T09:42:19"
          },
          {
            "symbol": "SHSE.688276",
            "name": "百克生物",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.7666,
            "last": 14.24,
            "open": 14.35,
            "prev_close": 14.35,
            "amount_yi": 0.073,
            "bid1": 14.22,
            "bid_qty1": 9,
            "ask1": 14.24,
            "ask_qty1": 25,
            "quote_ts": "2026-06-30T09:42:20"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.4511,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "氦气概念",
      "dominant_theme_share": 0.185,
      "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": 19.49752300070773,
          "last": 33.77,
          "vwap": 32.53007885150402,
          "above_vwap": true,
          "amount": 211637440.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.9931766489765,
          "last": 73.2,
          "vwap": 73.88911663185965,
          "above_vwap": false,
          "amount": 1631000061.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.482476252866023,
          "last": 66.85,
          "vwap": 65.44882280989688,
          "above_vwap": true,
          "amount": 422707767.0
        },
        {
          "symbol": "SHSE.688336",
          "name": "三生国健",
          "theme": "重组蛋白",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.437185929648238,
          "last": 53.45,
          "vwap": 52.351824513272916,
          "above_vwap": true,
          "amount": 585795295.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.219759341355303,
          "last": 33.86,
          "vwap": 33.76323109127231,
          "above_vwap": true,
          "amount": 353234300.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.376344086021501,
          "last": 5.88,
          "vwap": 5.813772124673319,
          "above_vwap": true,
          "amount": 189755127.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.289197785369293,
          "last": 89.38,
          "vwap": 86.59714296690798,
          "above_vwap": true,
          "amount": 96925844.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.19233540315952882,
          "above_vwap": true,
          "amount": 842506.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.054945054945059,
          "last": 81.26,
          "vwap": 78.69241882058145,
          "above_vwap": true,
          "amount": 183403699.0
        },
        {
          "symbol": "SZSE.300434",
          "name": "金石亚药",
          "theme": "病毒防治",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.902867715078618,
          "last": 11.34,
          "vwap": 11.082625336439962,
          "above_vwap": true,
          "amount": 220703834.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.625550660792954,
          "last": 4.75,
          "vwap": 4.735685281756463,
          "above_vwap": true,
          "amount": 336910858.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 3.907284768211916,
          "last": 15.69,
          "vwap": 15.189173874805723,
          "above_vwap": true,
          "amount": 19809675.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-30T09:42:22",
  "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 7.8543,
      "price_vs_vwap_pct": -1.5826,
      "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": 0.1281,
        "prev_amount_yi": 0.1727,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 7.74,
            "high": 7.74,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0557
          },
          {
            "time": "09:41",
            "open": 7.72,
            "high": 7.73,
            "low": 7.72,
            "close": 7.73,
            "amount_yi": 0.0313
          },
          {
            "time": "09:42",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0411
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.73,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 8.06,
        "open": 8.0,
        "high": 8.09,
        "low": 7.71,
        "bid1": 7.73,
        "ask1": 7.74,
        "bid_qty1": 163,
        "ask_qty1": 81
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 63.0126,
      "price_vs_vwap_pct": 1.7416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1279,
        "prev_amount_yi": 0.0947,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3506,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 63.85,
            "high": 64.08,
            "low": 63.85,
            "close": 64.08,
            "amount_yi": 0.0621
          },
          {
            "time": "09:41",
            "open": 64.01,
            "high": 64.01,
            "low": 63.72,
            "close": 63.72,
            "amount_yi": 0.046
          },
          {
            "time": "09:42",
            "open": 64.11,
            "high": 64.11,
            "low": 64.11,
            "close": 64.11,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.11,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 63.1,
        "open": 62.54,
        "high": 64.45,
        "low": 61.6,
        "bid1": 64.03,
        "ask1": 64.11,
        "bid_qty1": 185,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 7.6696,
      "price_vs_vwap_pct": -0.5163,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1553,
        "prev_amount_yi": 0.3156,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 7.65,
            "high": 7.67,
            "low": 7.65,
            "close": 7.67,
            "amount_yi": 0.0606
          },
          {
            "time": "09:41",
            "open": 7.67,
            "high": 7.67,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 0.0716
          },
          {
            "time": "09:42",
            "open": 7.63,
            "high": 7.63,
            "low": 7.63,
            "close": 7.63,
            "amount_yi": 0.0231
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.63,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 7.9,
        "open": 7.95,
        "high": 7.95,
        "low": 7.53,
        "bid1": 7.63,
        "ask1": 7.64,
        "bid_qty1": 84,
        "ask_qty1": 757
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0584,
        "prev_amount_yi": 0.1269,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 26.98,
            "high": 26.98,
            "low": 26.93,
            "close": 26.93,
            "amount_yi": 0.0304
          },
          {
            "time": "09:41",
            "open": 27.0,
            "high": 27.0,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0181
          },
          {
            "time": "09:42",
            "open": 26.88,
            "high": 26.88,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-30T09:42:20",
        "prev_close": 26.78,
        "open": 26.86,
        "high": 27.1,
        "low": 26.0,
        "bid1": 26.88,
        "ask1": 26.9,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 1.7326,
        "prev_amount_yi": 2.7556,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6288,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 72.48,
            "high": 72.48,
            "low": 71.88,
            "close": 71.88,
            "amount_yi": 0.6508
          },
          {
            "time": "09:41",
            "open": 71.7,
            "high": 72.01,
            "low": 71.7,
            "close": 72.01,
            "amount_yi": 0.8031
          },
          {
            "time": "09:42",
            "open": 73.2,
            "high": 73.2,
            "low": 73.2,
            "close": 73.2,
            "amount_yi": 0.2787
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.2,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 65.95,
        "open": 70.61,
        "high": 76.88,
        "low": 70.61,
        "bid1": 73.2,
        "ask1": 73.25,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 46.7713,
      "price_vs_vwap_pct": 2.1567,
      "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": 0.0464,
        "prev_amount_yi": 0.0645,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 47.36,
            "high": 47.45,
            "low": 47.36,
            "close": 47.45,
            "amount_yi": 0.0221
          },
          {
            "time": "09:41",
            "open": 47.47,
            "high": 47.55,
            "low": 47.47,
            "close": 47.55,
            "amount_yi": 0.0112
          },
          {
            "time": "09:42",
            "open": 47.78,
            "high": 47.78,
            "low": 47.78,
            "close": 47.78,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.78,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 47.62,
        "open": 47.79,
        "high": 47.8,
        "low": 46.05,
        "bid1": 47.72,
        "ask1": 47.78,
        "bid_qty1": 97,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.3865,
      "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": 0.0601,
        "prev_amount_yi": 0.0307,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 15.58,
            "high": 15.69,
            "low": 15.58,
            "close": 15.69,
            "amount_yi": 0.0317
          },
          {
            "time": "09:41",
            "open": 15.7,
            "high": 15.7,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.022
          },
          {
            "time": "09:42",
            "open": 15.69,
            "high": 15.69,
            "low": 15.69,
            "close": 15.69,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 63880.14,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.69,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 15.1,
        "open": 15.0,
        "high": 15.75,
        "low": 14.7,
        "bid1": 15.69,
        "ask1": 15.73,
        "bid_qty1": 4,
        "ask_qty1": 73
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 44.8917,
      "price_vs_vwap_pct": 0.6199,
      "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": 0.0625,
        "prev_amount_yi": 0.0907,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6891,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 45.04,
            "high": 45.22,
            "low": 45.04,
            "close": 45.22,
            "amount_yi": 0.018
          },
          {
            "time": "09:41",
            "open": 45.05,
            "high": 45.3,
            "low": 45.05,
            "close": 45.3,
            "amount_yi": 0.0353
          },
          {
            "time": "09:42",
            "open": 45.17,
            "high": 45.17,
            "low": 45.17,
            "close": 45.17,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.17,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 46.25,
        "open": 45.03,
        "high": 45.73,
        "low": 44.27,
        "bid1": 45.15,
        "ask1": 45.17,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.0054,
      "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": 1.0407,
        "prev_amount_yi": 0.5381,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 108.66,
            "high": 110.11,
            "low": 108.66,
            "close": 110.11,
            "amount_yi": 0.4881
          },
          {
            "time": "09:41",
            "open": 110.3,
            "high": 110.3,
            "low": 110.17,
            "close": 110.17,
            "amount_yi": 0.3943
          },
          {
            "time": "09:42",
            "open": 110.2,
            "high": 110.2,
            "low": 110.2,
            "close": 110.2,
            "amount_yi": 0.1583
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 110.2,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 107.01,
        "open": 107.56,
        "high": 110.66,
        "low": 106.01,
        "bid1": 110.15,
        "ask1": 110.28,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0098,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6203,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 25.42,
            "high": 25.51,
            "low": 25.42,
            "close": 25.51,
            "amount_yi": 0.0037
          },
          {
            "time": "09:41",
            "open": 25.59,
            "high": 25.59,
            "low": 25.58,
            "close": 25.58,
            "amount_yi": 0.0026
          },
          {
            "time": "09:42",
            "open": 25.54,
            "high": 25.54,
            "low": 25.54,
            "close": 25.54,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.54,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 25.81,
        "open": 25.8,
        "high": 26.2,
        "low": 25.22,
        "bid1": 25.56,
        "ask1": 25.62,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 28.3612,
      "price_vs_vwap_pct": 0.7362,
      "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": 0.3886,
        "prev_amount_yi": 0.782,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 28.62,
            "high": 28.65,
            "low": 28.62,
            "close": 28.65,
            "amount_yi": 0.1667
          },
          {
            "time": "09:41",
            "open": 28.58,
            "high": 28.58,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.1523
          },
          {
            "time": "09:42",
            "open": 28.57,
            "high": 28.57,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.0696
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.57,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 28.8,
        "open": 28.28,
        "high": 28.77,
        "low": 28.06,
        "bid1": 28.58,
        "ask1": 28.59,
        "bid_qty1": 4,
        "ask_qty1": 15
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 32.3777,
      "price_vs_vwap_pct": 0.563,
      "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": 0.2816,
        "prev_amount_yi": 0.5342,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5271,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 32.34,
            "high": 32.52,
            "low": 32.34,
            "close": 32.52,
            "amount_yi": 0.1346
          },
          {
            "time": "09:41",
            "open": 32.66,
            "high": 32.66,
            "low": 32.63,
            "close": 32.63,
            "amount_yi": 0.1105
          },
          {
            "time": "09:42",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0365
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.56,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 32.9,
        "open": 32.95,
        "high": 32.97,
        "low": 31.97,
        "bid1": 32.56,
        "ask1": 32.57,
        "bid_qty1": 3,
        "ask_qty1": 37
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0287,
        "prev_amount_yi": 0.0533,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:40",
            "open": 10.08,
            "high": 10.13,
            "low": 10.08,
            "close": 10.13,
            "amount_yi": 0.0111
          },
          {
            "time": "09:41",
            "open": 10.19,
            "high": 10.19,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.0119
          },
          {
            "time": "09:42",
            "open": 10.17,
            "high": 10.17,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127760.28,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.17,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 10.22,
        "open": 10.22,
        "high": 10.23,
        "low": 9.96,
        "bid1": 10.16,
        "ask1": 10.17,
        "bid_qty1": 14,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.9272,
      "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": 0.7855,
        "prev_amount_yi": 0.7903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9939,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 33.84,
            "high": 33.87,
            "low": 33.84,
            "close": 33.87,
            "amount_yi": 0.1184
          },
          {
            "time": "09:39",
            "open": 34.09,
            "high": 34.25,
            "low": 34.09,
            "close": 34.25,
            "amount_yi": 0.1121
          },
          {
            "time": "09:40",
            "open": 34.23,
            "high": 34.5,
            "low": 34.23,
            "close": 34.5,
            "amount_yi": 0.1829
          },
          {
            "time": "09:41",
            "open": 34.43,
            "high": 34.5,
            "low": 34.43,
            "close": 34.5,
            "amount_yi": 0.2205
          },
          {
            "time": "09:42",
            "open": 34.6,
            "high": 34.6,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.1516
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.6,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 33.96,
        "open": 33.5,
        "high": 34.6,
        "low": 33.36,
        "bid1": 34.59,
        "ask1": 34.63,
        "bid_qty1": 5,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1613,
        "prev_amount_yi": 0.1926,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 18.1,
            "high": 18.1,
            "low": 18.07,
            "close": 18.07,
            "amount_yi": 0.0592
          },
          {
            "time": "09:39",
            "open": 18.19,
            "high": 18.2,
            "low": 18.19,
            "close": 18.2,
            "amount_yi": 0.035
          },
          {
            "time": "09:40",
            "open": 18.23,
            "high": 18.33,
            "low": 18.23,
            "close": 18.33,
            "amount_yi": 0.0112
          },
          {
            "time": "09:41",
            "open": 18.3,
            "high": 18.44,
            "low": 18.3,
            "close": 18.44,
            "amount_yi": 0.0445
          },
          {
            "time": "09:42",
            "open": 18.46,
            "high": 18.46,
            "low": 18.46,
            "close": 18.46,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.46,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 18.35,
        "open": 18.2,
        "high": 18.49,
        "low": 17.94,
        "bid1": 18.43,
        "ask1": 18.46,
        "bid_qty1": 400,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 28.9283,
      "price_vs_vwap_pct": 0.5244,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.052,
        "prev_amount_yi": 0.0903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 28.72,
            "high": 28.72,
            "low": 28.69,
            "close": 28.69,
            "amount_yi": 0.0103
          },
          {
            "time": "09:39",
            "open": 28.88,
            "high": 28.88,
            "low": 28.86,
            "close": 28.86,
            "amount_yi": 0.0084
          },
          {
            "time": "09:40",
            "open": 28.93,
            "high": 29.09,
            "low": 28.93,
            "close": 29.09,
            "amount_yi": 0.0127
          },
          {
            "time": "09:41",
            "open": 29.04,
            "high": 29.14,
            "low": 29.04,
            "close": 29.14,
            "amount_yi": 0.015
          },
          {
            "time": "09:42",
            "open": 29.08,
            "high": 29.08,
            "low": 29.08,
            "close": 29.08,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.08,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 29.28,
        "open": 28.99,
        "high": 29.65,
        "low": 28.59,
        "bid1": 29.05,
        "ask1": 29.08,
        "bid_qty1": 12,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 37.1561,
      "price_vs_vwap_pct": 1.0063,
      "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": 0.4254,
        "prev_amount_yi": 0.6139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 37.06,
            "high": 37.06,
            "low": 37.05,
            "close": 37.05,
            "amount_yi": 0.0967
          },
          {
            "time": "09:39",
            "open": 37.43,
            "high": 37.43,
            "low": 37.25,
            "close": 37.25,
            "amount_yi": 0.0943
          },
          {
            "time": "09:40",
            "open": 37.28,
            "high": 37.63,
            "low": 37.28,
            "close": 37.63,
            "amount_yi": 0.0845
          },
          {
            "time": "09:41",
            "open": 37.65,
            "high": 37.69,
            "low": 37.65,
            "close": 37.69,
            "amount_yi": 0.0919
          },
          {
            "time": "09:42",
            "open": 37.53,
            "high": 37.53,
            "low": 37.53,
            "close": 37.53,
            "amount_yi": 0.058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.53,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 37.98,
        "open": 37.21,
        "high": 37.77,
        "low": 36.73,
        "bid1": 37.55,
        "ask1": 37.6,
        "bid_qty1": 11,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.0692,
      "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": 0.7467,
        "prev_amount_yi": 0.7312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0212,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 115.21,
            "high": 115.94,
            "low": 115.21,
            "close": 115.94,
            "amount_yi": 0.1623
          },
          {
            "time": "09:39",
            "open": 116.0,
            "high": 116.59,
            "low": 116.0,
            "close": 116.59,
            "amount_yi": 0.1081
          },
          {
            "time": "09:40",
            "open": 116.47,
            "high": 117.16,
            "low": 116.47,
            "close": 117.16,
            "amount_yi": 0.1959
          },
          {
            "time": "09:41",
            "open": 117.55,
            "high": 117.76,
            "low": 117.55,
            "close": 117.76,
            "amount_yi": 0.1996
          },
          {
            "time": "09:42",
            "open": 117.63,
            "high": 117.63,
            "low": 117.63,
            "close": 117.63,
            "amount_yi": 0.0808
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.63,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 114.41,
        "open": 115.01,
        "high": 118.0,
        "low": 112.22,
        "bid1": 117.5,
        "ask1": 117.62,
        "bid_qty1": 14,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 22.5132,
      "price_vs_vwap_pct": 0.43,
      "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": 0.5129,
        "prev_amount_yi": 0.5453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 22.36,
            "high": 22.38,
            "low": 22.36,
            "close": 22.38,
            "amount_yi": 0.1904
          },
          {
            "time": "09:39",
            "open": 22.48,
            "high": 22.48,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0946
          },
          {
            "time": "09:40",
            "open": 22.55,
            "high": 22.64,
            "low": 22.55,
            "close": 22.64,
            "amount_yi": 0.1018
          },
          {
            "time": "09:41",
            "open": 22.62,
            "high": 22.63,
            "low": 22.62,
            "close": 22.63,
            "amount_yi": 0.0981
          },
          {
            "time": "09:42",
            "open": 22.61,
            "high": 22.61,
            "low": 22.61,
            "close": 22.61,
            "amount_yi": 0.028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.61,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 22.73,
        "open": 22.73,
        "high": 22.73,
        "low": 22.33,
        "bid1": 22.61,
        "ask1": 22.62,
        "bid_qty1": 34,
        "ask_qty1": 135
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 28.2104,
      "price_vs_vwap_pct": 0.3531,
      "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": 0.4229,
        "prev_amount_yi": 0.7248,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 28.02,
            "high": 28.02,
            "low": 27.94,
            "close": 27.94,
            "amount_yi": 0.0951
          },
          {
            "time": "09:39",
            "open": 28.08,
            "high": 28.1,
            "low": 28.08,
            "close": 28.1,
            "amount_yi": 0.1406
          },
          {
            "time": "09:40",
            "open": 28.16,
            "high": 28.2,
            "low": 28.16,
            "close": 28.2,
            "amount_yi": 0.051
          },
          {
            "time": "09:41",
            "open": 28.27,
            "high": 28.33,
            "low": 28.27,
            "close": 28.33,
            "amount_yi": 0.0959
          },
          {
            "time": "09:42",
            "open": 28.31,
            "high": 28.31,
            "low": 28.31,
            "close": 28.31,
            "amount_yi": 0.0403
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.31,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 28.72,
        "open": 28.62,
        "high": 28.63,
        "low": 27.93,
        "bid1": 28.32,
        "ask1": 28.34,
        "bid_qty1": 12,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0702,
        "prev_amount_yi": 0.1119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 53.42,
            "high": 53.42,
            "low": 53.3,
            "close": 53.3,
            "amount_yi": 0.0225
          },
          {
            "time": "09:39",
            "open": 53.43,
            "high": 53.43,
            "low": 53.43,
            "close": 53.43,
            "amount_yi": 0.0163
          },
          {
            "time": "09:40",
            "open": 53.61,
            "high": 53.68,
            "low": 53.61,
            "close": 53.68,
            "amount_yi": 0.009
          },
          {
            "time": "09:41",
            "open": 53.8,
            "high": 53.8,
            "low": 53.68,
            "close": 53.68,
            "amount_yi": 0.0166
          },
          {
            "time": "09:42",
            "open": 53.68,
            "high": 53.68,
            "low": 53.68,
            "close": 53.68,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.68,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 54.24,
        "open": 53.21,
        "high": 54.19,
        "low": 53.01,
        "bid1": 53.61,
        "ask1": 53.75,
        "bid_qty1": 0,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 9.4846,
      "price_vs_vwap_pct": 0.1624,
      "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": 0.2549,
        "prev_amount_yi": 0.4203,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 9.41,
            "high": 9.5,
            "low": 9.41,
            "close": 9.5,
            "amount_yi": 0.1313
          },
          {
            "time": "09:39",
            "open": 9.46,
            "high": 9.46,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0398
          },
          {
            "time": "09:40",
            "open": 9.49,
            "high": 9.53,
            "low": 9.49,
            "close": 9.53,
            "amount_yi": 0.0404
          },
          {
            "time": "09:41",
            "open": 9.52,
            "high": 9.52,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0289
          },
          {
            "time": "09:42",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.5,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 9.86,
        "open": 9.42,
        "high": 9.7,
        "low": 9.3,
        "bid1": 9.5,
        "ask1": 9.51,
        "bid_qty1": 25,
        "ask_qty1": 149
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0882,
        "prev_amount_yi": 0.1227,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 77.33,
            "high": 77.33,
            "low": 77.15,
            "close": 77.15,
            "amount_yi": 0.0248
          },
          {
            "time": "09:39",
            "open": 77.5,
            "high": 77.53,
            "low": 77.5,
            "close": 77.53,
            "amount_yi": 0.0146
          },
          {
            "time": "09:40",
            "open": 78.2,
            "high": 78.69,
            "low": 78.2,
            "close": 78.69,
            "amount_yi": 0.0138
          },
          {
            "time": "09:41",
            "open": 78.66,
            "high": 78.69,
            "low": 78.66,
            "close": 78.69,
            "amount_yi": 0.0168
          },
          {
            "time": "09:42",
            "open": 78.66,
            "high": 78.66,
            "low": 78.66,
            "close": 78.66,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.66,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 79.1,
        "open": 78.01,
        "high": 79.0,
        "low": 76.16,
        "bid1": 78.6,
        "ask1": 78.65,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 57.1036,
      "price_vs_vwap_pct": 0.0813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2026,
        "prev_amount_yi": 0.2945,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 56.81,
            "high": 56.81,
            "low": 56.78,
            "close": 56.78,
            "amount_yi": 0.0668
          },
          {
            "time": "09:39",
            "open": 57.09,
            "high": 57.09,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 0.0357
          },
          {
            "time": "09:40",
            "open": 57.08,
            "high": 57.16,
            "low": 57.08,
            "close": 57.16,
            "amount_yi": 0.0458
          },
          {
            "time": "09:41",
            "open": 57.2,
            "high": 57.34,
            "low": 57.2,
            "close": 57.34,
            "amount_yi": 0.0402
          },
          {
            "time": "09:42",
            "open": 57.15,
            "high": 57.15,
            "low": 57.15,
            "close": 57.15,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.15,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 57.57,
        "open": 57.5,
        "high": 57.59,
        "low": 56.75,
        "bid1": 57.14,
        "ask1": 57.15,
        "bid_qty1": 5,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3433,
        "prev_amount_yi": 0.3535,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 87.56,
            "high": 87.71,
            "low": 87.56,
            "close": 87.71,
            "amount_yi": 0.0715
          },
          {
            "time": "09:39",
            "open": 88.18,
            "high": 88.2,
            "low": 88.18,
            "close": 88.2,
            "amount_yi": 0.0803
          },
          {
            "time": "09:40",
            "open": 88.93,
            "high": 89.49,
            "low": 88.93,
            "close": 89.49,
            "amount_yi": 0.1151
          },
          {
            "time": "09:41",
            "open": 88.9,
            "high": 88.9,
            "low": 88.8,
            "close": 88.8,
            "amount_yi": 0.0583
          },
          {
            "time": "09:42",
            "open": 89.38,
            "high": 89.38,
            "low": 89.38,
            "close": 89.38,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.38,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 84.89,
        "open": 84.33,
        "high": 89.54,
        "low": 83.6,
        "bid1": 89.19,
        "ask1": 89.38,
        "bid_qty1": 48,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.1824,
      "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": 0.1645,
        "prev_amount_yi": 0.2048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 25.9,
            "high": 25.9,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.02
          },
          {
            "time": "09:39",
            "open": 26.02,
            "high": 26.05,
            "low": 26.02,
            "close": 26.05,
            "amount_yi": 0.0499
          },
          {
            "time": "09:40",
            "open": 26.11,
            "high": 26.2,
            "low": 26.11,
            "close": 26.2,
            "amount_yi": 0.0162
          },
          {
            "time": "09:41",
            "open": 26.28,
            "high": 26.36,
            "low": 26.28,
            "close": 26.36,
            "amount_yi": 0.046
          },
          {
            "time": "09:42",
            "open": 26.52,
            "high": 26.52,
            "low": 26.52,
            "close": 26.52,
            "amount_yi": 0.0324
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.52,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 26.18,
        "open": 26.18,
        "high": 26.52,
        "low": 25.8,
        "bid1": 26.52,
        "ask1": 26.54,
        "bid_qty1": 7,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 0.057,
        "prev_amount_yi": 0.0594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 12.74,
            "high": 12.74,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.01
          },
          {
            "time": "09:39",
            "open": 12.78,
            "high": 12.78,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.0121
          },
          {
            "time": "09:40",
            "open": 12.76,
            "high": 12.87,
            "low": 12.76,
            "close": 12.87,
            "amount_yi": 0.0168
          },
          {
            "time": "09:41",
            "open": 12.88,
            "high": 12.88,
            "low": 12.88,
            "close": 12.88,
            "amount_yi": 0.014
          },
          {
            "time": "09:42",
            "open": 12.85,
            "high": 12.85,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.85,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 12.71,
        "open": 12.53,
        "high": 12.93,
        "low": 12.46,
        "bid1": 12.85,
        "ask1": 12.88,
        "bid_qty1": 1,
        "ask_qty1": 74
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1787,
        "prev_amount_yi": 0.162,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 40.47,
            "high": 40.5,
            "low": 40.47,
            "close": 40.5,
            "amount_yi": 0.0238
          },
          {
            "time": "09:39",
            "open": 40.76,
            "high": 40.83,
            "low": 40.76,
            "close": 40.83,
            "amount_yi": 0.0279
          },
          {
            "time": "09:40",
            "open": 40.9,
            "high": 41.09,
            "low": 40.9,
            "close": 41.09,
            "amount_yi": 0.0374
          },
          {
            "time": "09:41",
            "open": 41.21,
            "high": 41.39,
            "low": 41.21,
            "close": 41.39,
            "amount_yi": 0.0596
          },
          {
            "time": "09:42",
            "open": 41.36,
            "high": 41.36,
            "low": 41.36,
            "close": 41.36,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.36,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 40.7,
        "open": 40.78,
        "high": 41.47,
        "low": 40.01,
        "bid1": 41.33,
        "ask1": 41.44,
        "bid_qty1": 2,
        "ask_qty1": 60
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0591,
        "prev_amount_yi": 0.1645,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 46.19,
            "high": 46.19,
            "low": 46.07,
            "close": 46.07,
            "amount_yi": 0.0292
          },
          {
            "time": "09:39",
            "open": 46.29,
            "high": 46.29,
            "low": 46.15,
            "close": 46.15,
            "amount_yi": 0.0061
          },
          {
            "time": "09:40",
            "open": 46.02,
            "high": 46.56,
            "low": 46.02,
            "close": 46.56,
            "amount_yi": 0.0109
          },
          {
            "time": "09:41",
            "open": 46.66,
            "high": 46.66,
            "low": 46.66,
            "close": 46.66,
            "amount_yi": 0.0067
          },
          {
            "time": "09:42",
            "open": 46.72,
            "high": 46.72,
            "low": 46.72,
            "close": 46.72,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.72,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 47.0,
        "open": 47.0,
        "high": 47.0,
        "low": 45.71,
        "bid1": 46.72,
        "ask1": 46.75,
        "bid_qty1": 13,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 52.9264,
      "price_vs_vwap_pct": -0.0499,
      "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": 3.3959,
        "prev_amount_yi": 4.3136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 52.55,
            "high": 52.64,
            "low": 52.55,
            "close": 52.64,
            "amount_yi": 1.04
          },
          {
            "time": "09:39",
            "open": 52.95,
            "high": 52.95,
            "low": 52.95,
            "close": 52.95,
            "amount_yi": 0.6855
          },
          {
            "time": "09:40",
            "open": 52.93,
            "high": 53.01,
            "low": 52.93,
            "close": 53.01,
            "amount_yi": 0.6368
          },
          {
            "time": "09:41",
            "open": 52.98,
            "high": 53.08,
            "low": 52.98,
            "close": 53.08,
            "amount_yi": 0.7085
          },
          {
            "time": "09:42",
            "open": 52.9,
            "high": 52.9,
            "low": 52.9,
            "close": 52.9,
            "amount_yi": 0.3251
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.9,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 52.93,
        "open": 52.97,
        "high": 53.45,
        "low": 52.2,
        "bid1": 52.91,
        "ask1": 52.93,
        "bid_qty1": 4,
        "ask_qty1": 99
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 1.5926,
        "prev_amount_yi": 1.5136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 253.77,
            "high": 253.77,
            "low": 253.31,
            "close": 253.31,
            "amount_yi": 0.7024
          },
          {
            "time": "09:39",
            "open": 255.0,
            "high": 255.0,
            "low": 254.96,
            "close": 254.96,
            "amount_yi": 0.2287
          },
          {
            "time": "09:40",
            "open": 255.7,
            "high": 256.7,
            "low": 255.7,
            "close": 256.7,
            "amount_yi": 0.1684
          },
          {
            "time": "09:41",
            "open": 257.08,
            "high": 258.5,
            "low": 257.08,
            "close": 258.5,
            "amount_yi": 0.3085
          },
          {
            "time": "09:42",
            "open": 257.65,
            "high": 257.65,
            "low": 257.65,
            "close": 257.65,
            "amount_yi": 0.1846
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 257.65,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 255.9,
        "open": 257.92,
        "high": 258.9,
        "low": 252.89,
        "bid1": 257.32,
        "ask1": 257.65,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 4.2534,
      "intraday_vwap": 22.2578,
      "price_vs_vwap_pct": 1.4027,
      "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": 0.6071,
        "prev_amount_yi": 0.9553,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 22.27,
            "high": 22.28,
            "low": 22.27,
            "close": 22.28,
            "amount_yi": 0.1281
          },
          {
            "time": "09:39",
            "open": 22.36,
            "high": 22.36,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.0722
          },
          {
            "time": "09:40",
            "open": 22.36,
            "high": 22.42,
            "low": 22.36,
            "close": 22.42,
            "amount_yi": 0.0718
          },
          {
            "time": "09:41",
            "open": 22.43,
            "high": 22.52,
            "low": 22.43,
            "close": 22.52,
            "amount_yi": 0.1913
          },
          {
            "time": "09:42",
            "open": 22.57,
            "high": 22.57,
            "low": 22.57,
            "close": 22.57,
            "amount_yi": 0.1437
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.57,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 22.1,
        "open": 22.06,
        "high": 22.59,
        "low": 21.9,
        "bid1": 22.53,
        "ask1": 22.57,
        "bid_qty1": 1,
        "ask_qty1": 187
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 66.9344,
      "price_vs_vwap_pct": 0.098,
      "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": 0.294,
        "prev_amount_yi": 0.4848,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 66.51,
            "high": 66.61,
            "low": 66.51,
            "close": 66.61,
            "amount_yi": 0.0677
          },
          {
            "time": "09:39",
            "open": 66.92,
            "high": 66.92,
            "low": 66.7,
            "close": 66.7,
            "amount_yi": 0.046
          },
          {
            "time": "09:40",
            "open": 66.93,
            "high": 67.1,
            "low": 66.93,
            "close": 67.1,
            "amount_yi": 0.0627
          },
          {
            "time": "09:41",
            "open": 67.1,
            "high": 67.13,
            "low": 67.1,
            "close": 67.13,
            "amount_yi": 0.0702
          },
          {
            "time": "09:42",
            "open": 67.0,
            "high": 67.0,
            "low": 67.0,
            "close": 67.0,
            "amount_yi": 0.0474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.0,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 67.75,
        "open": 67.5,
        "high": 67.94,
        "low": 66.36,
        "bid1": 67.0,
        "ask1": 67.01,
        "bid_qty1": 30,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0224,
        "prev_amount_yi": 0.0725,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 33.12,
            "high": 33.22,
            "low": 33.12,
            "close": 33.22,
            "amount_yi": 0.0012
          },
          {
            "time": "09:39",
            "open": 33.4,
            "high": 33.46,
            "low": 33.4,
            "close": 33.46,
            "amount_yi": 0.0033
          },
          {
            "time": "09:40",
            "open": 33.63,
            "high": 33.81,
            "low": 33.63,
            "close": 33.81,
            "amount_yi": 0.0086
          },
          {
            "time": "09:41",
            "open": 33.83,
            "high": 33.92,
            "low": 33.83,
            "close": 33.92,
            "amount_yi": 0.0073
          },
          {
            "time": "09:42",
            "open": 33.89,
            "high": 33.89,
            "low": 33.89,
            "close": 33.89,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.89,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 33.86,
        "open": 33.78,
        "high": 33.96,
        "low": 33.02,
        "bid1": 33.78,
        "ask1": 33.9,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 0.0727,
        "prev_amount_yi": 0.0775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9381,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 51.08,
            "high": 51.08,
            "low": 50.95,
            "close": 50.95,
            "amount_yi": 0.0142
          },
          {
            "time": "09:39",
            "open": 51.32,
            "high": 51.37,
            "low": 51.32,
            "close": 51.37,
            "amount_yi": 0.0236
          },
          {
            "time": "09:40",
            "open": 51.39,
            "high": 51.58,
            "low": 51.39,
            "close": 51.58,
            "amount_yi": 0.0213
          },
          {
            "time": "09:41",
            "open": 51.8,
            "high": 51.8,
            "low": 51.75,
            "close": 51.75,
            "amount_yi": 0.0098
          },
          {
            "time": "09:42",
            "open": 51.72,
            "high": 51.72,
            "low": 51.72,
            "close": 51.72,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.72,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 51.42,
        "open": 51.01,
        "high": 51.9,
        "low": 50.71,
        "bid1": 51.57,
        "ask1": 51.72,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 8.8962,
      "price_vs_vwap_pct": 0.942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0656,
        "prev_amount_yi": 0.0719,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9124,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 8.86,
            "high": 8.86,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0062
          },
          {
            "time": "09:39",
            "open": 8.91,
            "high": 8.91,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0305
          },
          {
            "time": "09:40",
            "open": 8.92,
            "high": 8.96,
            "low": 8.92,
            "close": 8.96,
            "amount_yi": 0.0073
          },
          {
            "time": "09:41",
            "open": 8.97,
            "high": 8.99,
            "low": 8.97,
            "close": 8.99,
            "amount_yi": 0.0156
          },
          {
            "time": "09:42",
            "open": 8.98,
            "high": 8.98,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.98,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 9.0,
        "open": 8.9,
        "high": 9.0,
        "low": 8.78,
        "bid1": 8.97,
        "ask1": 8.98,
        "bid_qty1": 19,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 20.5251,
      "price_vs_vwap_pct": 0.6572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1117,
        "prev_amount_yi": 0.1415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 20.39,
            "high": 20.41,
            "low": 20.39,
            "close": 20.41,
            "amount_yi": 0.0323
          },
          {
            "time": "09:39",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0396
          },
          {
            "time": "09:40",
            "open": 20.55,
            "high": 20.58,
            "low": 20.55,
            "close": 20.58,
            "amount_yi": 0.016
          },
          {
            "time": "09:41",
            "open": 20.6,
            "high": 20.65,
            "low": 20.6,
            "close": 20.65,
            "amount_yi": 0.0167
          },
          {
            "time": "09:42",
            "open": 20.66,
            "high": 20.66,
            "low": 20.66,
            "close": 20.66,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.66,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 20.93,
        "open": 20.81,
        "high": 20.81,
        "low": 20.38,
        "bid1": 20.65,
        "ask1": 20.67,
        "bid_qty1": 7,
        "ask_qty1": 47
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1507,
        "prev_amount_yi": 0.2318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 28.14,
            "high": 28.18,
            "low": 28.14,
            "close": 28.18,
            "amount_yi": 0.0446
          },
          {
            "time": "09:39",
            "open": 28.35,
            "high": 28.38,
            "low": 28.35,
            "close": 28.38,
            "amount_yi": 0.0186
          },
          {
            "time": "09:40",
            "open": 28.42,
            "high": 28.5,
            "low": 28.42,
            "close": 28.5,
            "amount_yi": 0.0398
          },
          {
            "time": "09:41",
            "open": 28.54,
            "high": 28.65,
            "low": 28.54,
            "close": 28.65,
            "amount_yi": 0.0279
          },
          {
            "time": "09:42",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.61,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 28.47,
        "open": 28.48,
        "high": 28.82,
        "low": 27.98,
        "bid1": 28.61,
        "ask1": 28.65,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 47.6243,
      "price_vs_vwap_pct": 0.9569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1597,
        "prev_amount_yi": 0.2144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 47.07,
            "high": 47.07,
            "low": 47.01,
            "close": 47.01,
            "amount_yi": 0.0282
          },
          {
            "time": "09:39",
            "open": 47.35,
            "high": 47.35,
            "low": 47.35,
            "close": 47.35,
            "amount_yi": 0.0376
          },
          {
            "time": "09:40",
            "open": 47.48,
            "high": 47.61,
            "low": 47.48,
            "close": 47.61,
            "amount_yi": 0.0264
          },
          {
            "time": "09:41",
            "open": 47.94,
            "high": 48.01,
            "low": 47.94,
            "close": 48.01,
            "amount_yi": 0.0492
          },
          {
            "time": "09:42",
            "open": 48.08,
            "high": 48.08,
            "low": 48.08,
            "close": 48.08,
            "amount_yi": 0.0183
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.08,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 47.75,
        "open": 47.78,
        "high": 48.76,
        "low": 46.7,
        "bid1": 48.07,
        "ask1": 48.08,
        "bid_qty1": 1,
        "ask_qty1": 39
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.4857,
      "intraday_vwap": 12.7105,
      "price_vs_vwap_pct": 1.4909,
      "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": 0.7793,
        "prev_amount_yi": 0.8217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 12.6,
            "high": 12.61,
            "low": 12.6,
            "close": 12.61,
            "amount_yi": 0.1787
          },
          {
            "time": "09:39",
            "open": 12.7,
            "high": 12.7,
            "low": 12.7,
            "close": 12.7,
            "amount_yi": 0.1163
          },
          {
            "time": "09:40",
            "open": 12.79,
            "high": 12.87,
            "low": 12.79,
            "close": 12.87,
            "amount_yi": 0.1476
          },
          {
            "time": "09:41",
            "open": 12.82,
            "high": 12.84,
            "low": 12.82,
            "close": 12.84,
            "amount_yi": 0.2267
          },
          {
            "time": "09:42",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.11
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.9,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 12.84,
        "open": 12.76,
        "high": 12.9,
        "low": 12.55,
        "bid1": 12.9,
        "ask1": 12.91,
        "bid_qty1": 64,
        "ask_qty1": 467
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.718,
      "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": 0.1721,
        "prev_amount_yi": 0.2314,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 20.52,
            "high": 20.52,
            "low": 20.45,
            "close": 20.45,
            "amount_yi": 0.0785
          },
          {
            "time": "09:39",
            "open": 20.67,
            "high": 20.67,
            "low": 20.55,
            "close": 20.55,
            "amount_yi": 0.03
          },
          {
            "time": "09:40",
            "open": 20.61,
            "high": 20.66,
            "low": 20.61,
            "close": 20.66,
            "amount_yi": 0.0159
          },
          {
            "time": "09:41",
            "open": 20.7,
            "high": 20.72,
            "low": 20.7,
            "close": 20.72,
            "amount_yi": 0.0311
          },
          {
            "time": "09:42",
            "open": 20.7,
            "high": 20.7,
            "low": 20.7,
            "close": 20.7,
            "amount_yi": 0.0166
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.7,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 20.05,
        "open": 19.77,
        "high": 20.81,
        "low": 19.52,
        "bid1": 20.7,
        "ask1": 20.71,
        "bid_qty1": 21,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0435,
        "prev_amount_yi": 0.0339,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 17.11,
            "high": 17.11,
            "low": 17.09,
            "close": 17.09,
            "amount_yi": 0.004
          },
          {
            "time": "09:39",
            "open": 17.25,
            "high": 17.25,
            "low": 17.21,
            "close": 17.21,
            "amount_yi": 0.0204
          },
          {
            "time": "09:40",
            "open": 17.22,
            "high": 17.31,
            "low": 17.22,
            "close": 17.31,
            "amount_yi": 0.0036
          },
          {
            "time": "09:41",
            "open": 17.35,
            "high": 17.38,
            "low": 17.35,
            "close": 17.38,
            "amount_yi": 0.0121
          },
          {
            "time": "09:42",
            "open": 17.34,
            "high": 17.34,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.34,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 17.36,
        "open": 17.19,
        "high": 17.44,
        "low": 17.01,
        "bid1": 17.35,
        "ask1": 17.38,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 9.4429,
      "price_vs_vwap_pct": 0.6047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1082,
        "prev_amount_yi": 0.1532,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7063,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 9.39,
            "high": 9.39,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0314
          },
          {
            "time": "09:39",
            "open": 9.4,
            "high": 9.42,
            "low": 9.4,
            "close": 9.42,
            "amount_yi": 0.0242
          },
          {
            "time": "09:40",
            "open": 9.45,
            "high": 9.46,
            "low": 9.45,
            "close": 9.46,
            "amount_yi": 0.0188
          },
          {
            "time": "09:41",
            "open": 9.51,
            "high": 9.51,
            "low": 9.48,
            "close": 9.48,
            "amount_yi": 0.0156
          },
          {
            "time": "09:42",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.5,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 9.67,
        "open": 9.57,
        "high": 9.67,
        "low": 9.34,
        "bid1": 9.5,
        "ask1": 9.51,
        "bid_qty1": 18,
        "ask_qty1": 657
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 35.7361,
      "price_vs_vwap_pct": 0.4027,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1535,
        "prev_amount_yi": 0.3004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 35.69,
            "high": 35.69,
            "low": 35.68,
            "close": 35.68,
            "amount_yi": 0.0383
          },
          {
            "time": "09:39",
            "open": 35.92,
            "high": 35.92,
            "low": 35.91,
            "close": 35.91,
            "amount_yi": 0.0343
          },
          {
            "time": "09:40",
            "open": 35.91,
            "high": 35.91,
            "low": 35.9,
            "close": 35.9,
            "amount_yi": 0.0262
          },
          {
            "time": "09:41",
            "open": 35.96,
            "high": 35.96,
            "low": 35.96,
            "close": 35.96,
            "amount_yi": 0.0481
          },
          {
            "time": "09:42",
            "open": 35.88,
            "high": 35.88,
            "low": 35.88,
            "close": 35.88,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.88,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 36.18,
        "open": 35.68,
        "high": 36.08,
        "low": 35.3,
        "bid1": 35.86,
        "ask1": 35.88,
        "bid_qty1": 2,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 16.9014,
      "price_vs_vwap_pct": 0.1101,
      "energy_floor_hint_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": 0.0305,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2164,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 16.74,
            "high": 16.8,
            "low": 16.74,
            "close": 16.8,
            "amount_yi": 0.0106
          },
          {
            "time": "09:39",
            "open": 16.88,
            "high": 16.89,
            "low": 16.88,
            "close": 16.89,
            "amount_yi": 0.0072
          },
          {
            "time": "09:40",
            "open": 16.96,
            "high": 16.98,
            "low": 16.96,
            "close": 16.98,
            "amount_yi": 0.0102
          },
          {
            "time": "09:41",
            "open": 17.01,
            "high": 17.01,
            "low": 16.98,
            "close": 16.98,
            "amount_yi": 0.0069
          },
          {
            "time": "09:42",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.92,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 17.2,
        "open": 17.18,
        "high": 17.18,
        "low": 16.6,
        "bid1": 16.91,
        "ask1": 16.94,
        "bid_qty1": 5,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 37.7155,
      "price_vs_vwap_pct": 0.1445,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2256,
        "prev_amount_yi": 0.3,
        "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": "09:38",
            "open": 37.33,
            "high": 37.35,
            "low": 37.33,
            "close": 37.35,
            "amount_yi": 0.0357
          },
          {
            "time": "09:39",
            "open": 37.61,
            "high": 37.61,
            "low": 37.56,
            "close": 37.56,
            "amount_yi": 0.0599
          },
          {
            "time": "09:40",
            "open": 37.62,
            "high": 37.74,
            "low": 37.62,
            "close": 37.74,
            "amount_yi": 0.0386
          },
          {
            "time": "09:41",
            "open": 37.79,
            "high": 37.79,
            "low": 37.77,
            "close": 37.77,
            "amount_yi": 0.0807
          },
          {
            "time": "09:42",
            "open": 37.77,
            "high": 37.77,
            "low": 37.77,
            "close": 37.77,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.77,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 38.72,
        "open": 38.5,
        "high": 38.62,
        "low": 37.09,
        "bid1": 37.75,
        "ask1": 37.77,
        "bid_qty1": 13,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0404,
        "prev_amount_yi": 0.0631,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 47.96,
            "high": 47.96,
            "low": 47.27,
            "close": 47.27,
            "amount_yi": 0.0182
          },
          {
            "time": "09:39",
            "open": 47.28,
            "high": 47.29,
            "low": 47.28,
            "close": 47.29,
            "amount_yi": 0.0049
          },
          {
            "time": "09:40",
            "open": 47.27,
            "high": 47.27,
            "low": 47.24,
            "close": 47.24,
            "amount_yi": 0.0069
          },
          {
            "time": "09:41",
            "open": 47.2,
            "high": 47.2,
            "low": 47.2,
            "close": 47.2,
            "amount_yi": 0.0061
          },
          {
            "time": "09:42",
            "open": 47.15,
            "high": 47.15,
            "low": 47.15,
            "close": 47.15,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.15,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 48.08,
        "open": 48.35,
        "high": 48.61,
        "low": 47.1,
        "bid1": 47.12,
        "ask1": 47.15,
        "bid_qty1": 4,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 16.8036,
      "price_vs_vwap_pct": -0.557,
      "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": 0.3547,
        "prev_amount_yi": 0.5851,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6062,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 16.69,
            "high": 16.69,
            "low": 16.68,
            "close": 16.68,
            "amount_yi": 0.0725
          },
          {
            "time": "09:39",
            "open": 16.77,
            "high": 16.77,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0711
          },
          {
            "time": "09:40",
            "open": 16.69,
            "high": 16.79,
            "low": 16.69,
            "close": 16.79,
            "amount_yi": 0.0667
          },
          {
            "time": "09:41",
            "open": 16.79,
            "high": 16.79,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.0756
          },
          {
            "time": "09:42",
            "open": 16.71,
            "high": 16.71,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0688
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.71,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 17.5,
        "open": 17.0,
        "high": 17.05,
        "low": 16.64,
        "bid1": 16.71,
        "ask1": 16.74,
        "bid_qty1": 207,
        "ask_qty1": 117
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 24.0861,
      "price_vs_vwap_pct": 1.1787,
      "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": 0.5141,
        "prev_amount_yi": 0.5951,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8639,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 24.01,
            "high": 24.01,
            "low": 23.99,
            "close": 23.99,
            "amount_yi": 0.0917
          },
          {
            "time": "09:39",
            "open": 24.23,
            "high": 24.23,
            "low": 24.14,
            "close": 24.14,
            "amount_yi": 0.0895
          },
          {
            "time": "09:40",
            "open": 24.24,
            "high": 24.48,
            "low": 24.24,
            "close": 24.48,
            "amount_yi": 0.1667
          },
          {
            "time": "09:41",
            "open": 24.59,
            "high": 24.59,
            "low": 24.49,
            "close": 24.49,
            "amount_yi": 0.141
          },
          {
            "time": "09:42",
            "open": 24.37,
            "high": 24.37,
            "low": 24.37,
            "close": 24.37,
            "amount_yi": 0.0252
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.37,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 24.41,
        "open": 24.48,
        "high": 24.66,
        "low": 23.76,
        "bid1": 24.37,
        "ask1": 24.4,
        "bid_qty1": 47,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 13.3229,
      "price_vs_vwap_pct": 0.954,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0752,
        "prev_amount_yi": 0.1228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6124,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 13.22,
            "high": 13.23,
            "low": 13.22,
            "close": 13.23,
            "amount_yi": 0.0189
          },
          {
            "time": "09:39",
            "open": 13.36,
            "high": 13.36,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0151
          },
          {
            "time": "09:40",
            "open": 13.34,
            "high": 13.43,
            "low": 13.34,
            "close": 13.43,
            "amount_yi": 0.0164
          },
          {
            "time": "09:41",
            "open": 13.47,
            "high": 13.47,
            "low": 13.44,
            "close": 13.44,
            "amount_yi": 0.0159
          },
          {
            "time": "09:42",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.45,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 13.49,
        "open": 13.43,
        "high": 13.49,
        "low": 13.16,
        "bid1": 13.45,
        "ask1": 13.46,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3948,
        "prev_amount_yi": 0.5041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 22.07,
            "high": 22.07,
            "low": 22.02,
            "close": 22.02,
            "amount_yi": 0.0799
          },
          {
            "time": "09:39",
            "open": 22.2,
            "high": 22.28,
            "low": 22.2,
            "close": 22.28,
            "amount_yi": 0.0688
          },
          {
            "time": "09:40",
            "open": 22.31,
            "high": 22.49,
            "low": 22.31,
            "close": 22.49,
            "amount_yi": 0.1069
          },
          {
            "time": "09:41",
            "open": 22.55,
            "high": 22.6,
            "low": 22.55,
            "close": 22.6,
            "amount_yi": 0.0883
          },
          {
            "time": "09:42",
            "open": 22.59,
            "high": 22.59,
            "low": 22.59,
            "close": 22.59,
            "amount_yi": 0.0509
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.59,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 22.0,
        "open": 21.42,
        "high": 22.65,
        "low": 21.42,
        "bid1": 22.56,
        "ask1": 22.58,
        "bid_qty1": 27,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9861,
        "prev_amount_yi": 1.5807,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 197.19,
            "high": 197.19,
            "low": 196.25,
            "close": 196.25,
            "amount_yi": 0.2235
          },
          {
            "time": "09:39",
            "open": 197.15,
            "high": 197.15,
            "low": 193.02,
            "close": 193.02,
            "amount_yi": 0.3684
          },
          {
            "time": "09:40",
            "open": 194.06,
            "high": 194.37,
            "low": 194.06,
            "close": 194.37,
            "amount_yi": 0.2008
          },
          {
            "time": "09:41",
            "open": 193.23,
            "high": 196.58,
            "low": 193.23,
            "close": 196.58,
            "amount_yi": 0.1312
          },
          {
            "time": "09:42",
            "open": 196.95,
            "high": 196.95,
            "low": 196.95,
            "close": 196.95,
            "amount_yi": 0.0622
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 196.95,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 196.01,
        "open": 193.0,
        "high": 206.88,
        "low": 192.51,
        "bid1": 196.5,
        "ask1": 196.95,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.5797,
      "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": 0.0991,
        "prev_amount_yi": 0.0598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6572,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 54.68,
            "high": 54.7,
            "low": 54.68,
            "close": 54.7,
            "amount_yi": 0.0231
          },
          {
            "time": "09:39",
            "open": 55.09,
            "high": 55.19,
            "low": 55.09,
            "close": 55.19,
            "amount_yi": 0.0133
          },
          {
            "time": "09:40",
            "open": 55.11,
            "high": 55.44,
            "low": 55.11,
            "close": 55.44,
            "amount_yi": 0.0182
          },
          {
            "time": "09:41",
            "open": 55.66,
            "high": 55.79,
            "low": 55.66,
            "close": 55.79,
            "amount_yi": 0.0198
          },
          {
            "time": "09:42",
            "open": 55.87,
            "high": 55.87,
            "low": 55.87,
            "close": 55.87,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.87,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 55.03,
        "open": 55.0,
        "high": 56.0,
        "low": 54.1,
        "bid1": 55.7,
        "ask1": 55.87,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 3.436,
        "prev_amount_yi": 2.6104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 35.71,
            "high": 35.71,
            "low": 35.45,
            "close": 35.45,
            "amount_yi": 0.7242
          },
          {
            "time": "09:39",
            "open": 35.02,
            "high": 35.02,
            "low": 34.95,
            "close": 34.95,
            "amount_yi": 1.0698
          },
          {
            "time": "09:40",
            "open": 34.86,
            "high": 34.86,
            "low": 34.75,
            "close": 34.75,
            "amount_yi": 0.8194
          },
          {
            "time": "09:41",
            "open": 34.68,
            "high": 34.78,
            "low": 34.68,
            "close": 34.78,
            "amount_yi": 0.6394
          },
          {
            "time": "09:42",
            "open": 35.1,
            "high": 35.1,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.1832
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.1,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 37.8,
        "open": 36.0,
        "high": 36.83,
        "low": 34.5,
        "bid1": 35.0,
        "ask1": 35.1,
        "bid_qty1": 68,
        "ask_qty1": 0
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 47.7752,
      "price_vs_vwap_pct": 0.3659,
      "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": 0.7349,
        "prev_amount_yi": 1.1385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 47.6,
            "high": 47.6,
            "low": 47.56,
            "close": 47.56,
            "amount_yi": 0.2557
          },
          {
            "time": "09:39",
            "open": 47.68,
            "high": 48.0,
            "low": 47.68,
            "close": 48.0,
            "amount_yi": 0.1513
          },
          {
            "time": "09:40",
            "open": 47.91,
            "high": 47.91,
            "low": 47.88,
            "close": 47.88,
            "amount_yi": 0.1295
          },
          {
            "time": "09:41",
            "open": 47.99,
            "high": 48.05,
            "low": 47.99,
            "close": 48.05,
            "amount_yi": 0.1427
          },
          {
            "time": "09:42",
            "open": 47.95,
            "high": 47.95,
            "low": 47.95,
            "close": 47.95,
            "amount_yi": 0.0557
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.95,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 49.16,
        "open": 48.0,
        "high": 48.48,
        "low": 47.36,
        "bid1": 48.0,
        "ask1": 48.04,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 19.0315,
        "prev_amount_yi": 18.4155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 301.23,
            "high": 301.23,
            "low": 299.7,
            "close": 299.7,
            "amount_yi": 5.8628
          },
          {
            "time": "09:39",
            "open": 296.5,
            "high": 296.5,
            "low": 295.0,
            "close": 295.0,
            "amount_yi": 3.8809
          },
          {
            "time": "09:40",
            "open": 292.33,
            "high": 292.33,
            "low": 291.65,
            "close": 291.65,
            "amount_yi": 4.3996
          },
          {
            "time": "09:41",
            "open": 290.82,
            "high": 292.22,
            "low": 290.82,
            "close": 292.22,
            "amount_yi": 3.8736
          },
          {
            "time": "09:42",
            "open": 294.67,
            "high": 294.67,
            "low": 294.67,
            "close": 294.67,
            "amount_yi": 1.0146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 294.67,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 296.06,
        "open": 296.66,
        "high": 302.99,
        "low": 290.01,
        "bid1": 294.53,
        "ask1": 294.67,
        "bid_qty1": 12,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.5912,
      "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": 0.0573,
        "prev_amount_yi": 0.1394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 10.68,
            "high": 10.68,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.0112
          },
          {
            "time": "09:39",
            "open": 10.74,
            "high": 10.74,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0106
          },
          {
            "time": "09:40",
            "open": 10.76,
            "high": 10.83,
            "low": 10.76,
            "close": 10.83,
            "amount_yi": 0.0105
          },
          {
            "time": "09:41",
            "open": 10.86,
            "high": 10.89,
            "low": 10.86,
            "close": 10.89,
            "amount_yi": 0.016
          },
          {
            "time": "09:42",
            "open": 10.85,
            "high": 10.85,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.85,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 10.61,
        "open": 10.8,
        "high": 10.9,
        "low": 10.61,
        "bid1": 10.85,
        "ask1": 10.86,
        "bid_qty1": 1,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6324,
        "prev_amount_yi": 0.6515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 80.0,
            "high": 80.24,
            "low": 80.0,
            "close": 80.24,
            "amount_yi": 0.2299
          },
          {
            "time": "09:39",
            "open": 80.58,
            "high": 80.58,
            "low": 80.45,
            "close": 80.45,
            "amount_yi": 0.1449
          },
          {
            "time": "09:40",
            "open": 80.43,
            "high": 81.08,
            "low": 80.43,
            "close": 81.08,
            "amount_yi": 0.1073
          },
          {
            "time": "09:41",
            "open": 81.05,
            "high": 81.07,
            "low": 81.05,
            "close": 81.07,
            "amount_yi": 0.1238
          },
          {
            "time": "09:42",
            "open": 81.26,
            "high": 81.26,
            "low": 81.26,
            "close": 81.26,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 81.26,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 77.35,
        "open": 77.0,
        "high": 81.3,
        "low": 75.02,
        "bid1": 81.1,
        "ask1": 81.26,
        "bid_qty1": 21,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 46.4115,
      "price_vs_vwap_pct": 0.6001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0389,
        "prev_amount_yi": 0.1193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 46.13,
            "high": 46.24,
            "low": 46.13,
            "close": 46.24,
            "amount_yi": 0.0078
          },
          {
            "time": "09:39",
            "open": 46.41,
            "high": 46.43,
            "low": 46.41,
            "close": 46.43,
            "amount_yi": 0.0114
          },
          {
            "time": "09:40",
            "open": 46.62,
            "high": 46.67,
            "low": 46.62,
            "close": 46.67,
            "amount_yi": 0.0053
          },
          {
            "time": "09:41",
            "open": 46.63,
            "high": 46.77,
            "low": 46.63,
            "close": 46.77,
            "amount_yi": 0.0121
          },
          {
            "time": "09:42",
            "open": 46.69,
            "high": 46.69,
            "low": 46.69,
            "close": 46.69,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.69,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 46.9,
        "open": 47.5,
        "high": 47.5,
        "low": 46.0,
        "bid1": 46.69,
        "ask1": 46.7,
        "bid_qty1": 12,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 0.0421,
        "prev_amount_yi": 0.0301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 44.04,
            "high": 44.04,
            "low": 44.03,
            "close": 44.03,
            "amount_yi": 0.0134
          },
          {
            "time": "09:39",
            "open": 44.48,
            "high": 44.56,
            "low": 44.48,
            "close": 44.56,
            "amount_yi": 0.0119
          },
          {
            "time": "09:40",
            "open": 44.81,
            "high": 44.98,
            "low": 44.81,
            "close": 44.98,
            "amount_yi": 0.0061
          },
          {
            "time": "09:41",
            "open": 45.0,
            "high": 45.12,
            "low": 45.0,
            "close": 45.12,
            "amount_yi": 0.0069
          },
          {
            "time": "09:42",
            "open": 45.12,
            "high": 45.12,
            "low": 45.12,
            "close": 45.12,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.12,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 44.5,
        "open": 44.5,
        "high": 45.15,
        "low": 43.89,
        "bid1": 45.0,
        "ask1": 45.12,
        "bid_qty1": 3,
        "ask_qty1": 171
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.482,
        "prev_amount_yi": 0.7582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 95.46,
            "high": 95.46,
            "low": 95.3,
            "close": 95.3,
            "amount_yi": 0.1118
          },
          {
            "time": "09:39",
            "open": 96.18,
            "high": 96.18,
            "low": 96.07,
            "close": 96.07,
            "amount_yi": 0.1398
          },
          {
            "time": "09:40",
            "open": 96.14,
            "high": 96.14,
            "low": 95.78,
            "close": 95.78,
            "amount_yi": 0.0868
          },
          {
            "time": "09:41",
            "open": 96.14,
            "high": 96.33,
            "low": 96.14,
            "close": 96.33,
            "amount_yi": 0.1043
          },
          {
            "time": "09:42",
            "open": 96.64,
            "high": 96.64,
            "low": 96.64,
            "close": 96.64,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.64,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 98.11,
        "open": 96.51,
        "high": 97.2,
        "low": 94.71,
        "bid1": 96.64,
        "ask1": 96.68,
        "bid_qty1": 30,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.5256,
        "prev_amount_yi": 7.9032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 40.4,
            "high": 40.4,
            "low": 40.0,
            "close": 40.0,
            "amount_yi": 2.055
          },
          {
            "time": "09:39",
            "open": 39.9,
            "high": 39.9,
            "low": 39.61,
            "close": 39.61,
            "amount_yi": 1.4522
          },
          {
            "time": "09:40",
            "open": 39.4,
            "high": 39.4,
            "low": 38.98,
            "close": 38.98,
            "amount_yi": 1.1719
          },
          {
            "time": "09:41",
            "open": 38.6,
            "high": 38.6,
            "low": 38.5,
            "close": 38.5,
            "amount_yi": 1.1847
          },
          {
            "time": "09:42",
            "open": 38.89,
            "high": 38.89,
            "low": 38.89,
            "close": 38.89,
            "amount_yi": 0.6618
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.89,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 39.0,
        "open": 38.9,
        "high": 40.41,
        "low": 38.0,
        "bid1": 38.83,
        "ask1": 38.89,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3123,
        "prev_amount_yi": 0.5435,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5746,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 31.82,
            "high": 31.82,
            "low": 31.77,
            "close": 31.77,
            "amount_yi": 0.0826
          },
          {
            "time": "09:39",
            "open": 31.85,
            "high": 31.99,
            "low": 31.85,
            "close": 31.99,
            "amount_yi": 0.092
          },
          {
            "time": "09:40",
            "open": 32.04,
            "high": 32.1,
            "low": 32.04,
            "close": 32.1,
            "amount_yi": 0.0513
          },
          {
            "time": "09:41",
            "open": 32.06,
            "high": 32.14,
            "low": 32.06,
            "close": 32.14,
            "amount_yi": 0.0759
          },
          {
            "time": "09:42",
            "open": 32.1,
            "high": 32.1,
            "low": 32.1,
            "close": 32.1,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.1,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 32.83,
        "open": 32.5,
        "high": 32.5,
        "low": 31.43,
        "bid1": 32.1,
        "ask1": 32.15,
        "bid_qty1": 7,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 88.8839,
      "price_vs_vwap_pct": -2.1195,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.4243,
        "prev_amount_yi": 6.7522,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0995,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 89.01,
            "high": 89.01,
            "low": 88.33,
            "close": 88.33,
            "amount_yi": 0.7262
          },
          {
            "time": "09:39",
            "open": 87.36,
            "high": 87.36,
            "low": 87.29,
            "close": 87.29,
            "amount_yi": 2.4996
          },
          {
            "time": "09:40",
            "open": 86.67,
            "high": 86.67,
            "low": 86.0,
            "close": 86.0,
            "amount_yi": 1.7754
          },
          {
            "time": "09:41",
            "open": 85.6,
            "high": 85.79,
            "low": 85.6,
            "close": 85.79,
            "amount_yi": 2.0438
          },
          {
            "time": "09:42",
            "open": 87.0,
            "high": 87.0,
            "low": 87.0,
            "close": 87.0,
            "amount_yi": 0.3793
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 87.0,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 90.0,
        "open": 90.0,
        "high": 91.79,
        "low": 85.5,
        "bid1": 87.0,
        "ask1": 87.01,
        "bid_qty1": 29,
        "ask_qty1": 204
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 64.1,
      "price_vs_vwap_pct": 0.7644,
      "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": 0.8235,
        "prev_amount_yi": 0.8307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 64.09,
            "high": 64.09,
            "low": 63.81,
            "close": 63.81,
            "amount_yi": 0.2011
          },
          {
            "time": "09:39",
            "open": 64.5,
            "high": 64.5,
            "low": 64.46,
            "close": 64.46,
            "amount_yi": 0.1301
          },
          {
            "time": "09:40",
            "open": 64.24,
            "high": 64.3,
            "low": 64.24,
            "close": 64.3,
            "amount_yi": 0.1589
          },
          {
            "time": "09:41",
            "open": 64.3,
            "high": 64.66,
            "low": 64.3,
            "close": 64.66,
            "amount_yi": 0.2035
          },
          {
            "time": "09:42",
            "open": 64.59,
            "high": 64.59,
            "low": 64.59,
            "close": 64.59,
            "amount_yi": 0.1299
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.59,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 64.44,
        "open": 64.2,
        "high": 64.86,
        "low": 63.51,
        "bid1": 64.6,
        "ask1": 64.7,
        "bid_qty1": 18,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1948,
        "prev_amount_yi": 3.1686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 39.58,
            "high": 39.58,
            "low": 39.52,
            "close": 39.52,
            "amount_yi": 0.679
          },
          {
            "time": "09:39",
            "open": 39.21,
            "high": 39.32,
            "low": 39.21,
            "close": 39.32,
            "amount_yi": 0.4968
          },
          {
            "time": "09:40",
            "open": 39.0,
            "high": 39.0,
            "low": 38.6,
            "close": 38.6,
            "amount_yi": 0.4709
          },
          {
            "time": "09:41",
            "open": 38.5,
            "high": 38.6,
            "low": 38.5,
            "close": 38.6,
            "amount_yi": 0.426
          },
          {
            "time": "09:42",
            "open": 38.78,
            "high": 38.78,
            "low": 38.78,
            "close": 38.78,
            "amount_yi": 0.1221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.78,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 39.17,
        "open": 40.0,
        "high": 41.93,
        "low": 38.3,
        "bid1": 38.7,
        "ask1": 38.78,
        "bid_qty1": 3,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4992,
        "prev_amount_yi": 0.5639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 291.05,
            "high": 291.06,
            "low": 291.05,
            "close": 291.06,
            "amount_yi": 0.0654
          },
          {
            "time": "09:39",
            "open": 293.2,
            "high": 293.2,
            "low": 292.15,
            "close": 292.15,
            "amount_yi": 0.0793
          },
          {
            "time": "09:40",
            "open": 294.2,
            "high": 296.56,
            "low": 294.2,
            "close": 296.56,
            "amount_yi": 0.0825
          },
          {
            "time": "09:41",
            "open": 297.11,
            "high": 299.78,
            "low": 297.11,
            "close": 299.78,
            "amount_yi": 0.1802
          },
          {
            "time": "09:42",
            "open": 299.09,
            "high": 299.09,
            "low": 299.09,
            "close": 299.09,
            "amount_yi": 0.0918
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 299.09,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 297.01,
        "open": 290.26,
        "high": 300.0,
        "low": 289.0,
        "bid1": 297.63,
        "ask1": 299.09,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 7.7525,
      "price_vs_vwap_pct": 0.6127,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.113,
        "prev_amount_yi": 0.1444,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 7.76,
            "high": 7.77,
            "low": 7.76,
            "close": 7.77,
            "amount_yi": 0.0323
          },
          {
            "time": "09:39",
            "open": 7.83,
            "high": 7.83,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0231
          },
          {
            "time": "09:40",
            "open": 7.8,
            "high": 7.82,
            "low": 7.8,
            "close": 7.82,
            "amount_yi": 0.0243
          },
          {
            "time": "09:41",
            "open": 7.81,
            "high": 7.83,
            "low": 7.81,
            "close": 7.83,
            "amount_yi": 0.0238
          },
          {
            "time": "09:42",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-30T09:42:18",
        "prev_close": 7.85,
        "open": 7.78,
        "high": 7.84,
        "low": 7.68,
        "bid1": 7.79,
        "ask1": 7.8,
        "bid_qty1": 33,
        "ask_qty1": 103
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5171,
        "prev_amount_yi": 3.7973,
        "amount_floor_yi": 0.25,
        "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": "09:38",
            "open": 415.76,
            "high": 415.76,
            "low": 415.02,
            "close": 415.02,
            "amount_yi": 0.4559
          },
          {
            "time": "09:39",
            "open": 410.01,
            "high": 410.01,
            "low": 408.0,
            "close": 408.0,
            "amount_yi": 0.5565
          },
          {
            "time": "09:40",
            "open": 407.95,
            "high": 407.95,
            "low": 405.99,
            "close": 405.99,
            "amount_yi": 0.7219
          },
          {
            "time": "09:41",
            "open": 401.54,
            "high": 406.09,
            "low": 401.54,
            "close": 406.09,
            "amount_yi": 0.4024
          },
          {
            "time": "09:42",
            "open": 409.93,
            "high": 409.93,
            "low": 409.93,
            "close": 409.93,
            "amount_yi": 0.3804
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 409.93,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 399.64,
        "open": 396.58,
        "high": 424.88,
        "low": 390.0,
        "bid1": 409.0,
        "ask1": 409.94,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.2272,
      "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": 0.0652,
        "prev_amount_yi": 0.0865,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 23.14,
            "high": 23.15,
            "low": 23.14,
            "close": 23.15,
            "amount_yi": 0.0114
          },
          {
            "time": "09:39",
            "open": 23.25,
            "high": 23.3,
            "low": 23.25,
            "close": 23.3,
            "amount_yi": 0.0096
          },
          {
            "time": "09:40",
            "open": 23.33,
            "high": 23.52,
            "low": 23.33,
            "close": 23.52,
            "amount_yi": 0.0142
          },
          {
            "time": "09:41",
            "open": 23.56,
            "high": 23.56,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.024
          },
          {
            "time": "09:42",
            "open": 23.54,
            "high": 23.54,
            "low": 23.54,
            "close": 23.54,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.54,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 23.38,
        "open": 23.49,
        "high": 23.79,
        "low": 23.03,
        "bid1": 23.54,
        "ask1": 23.55,
        "bid_qty1": 1,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.4398,
      "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": 0.0185,
        "prev_amount_yi": 0.045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 36.32,
            "high": 36.55,
            "low": 36.32,
            "close": 36.55,
            "amount_yi": 0.0045
          },
          {
            "time": "09:39",
            "open": 36.56,
            "high": 36.56,
            "low": 36.37,
            "close": 36.37,
            "amount_yi": 0.0083
          },
          {
            "time": "09:40",
            "open": 36.37,
            "high": 36.64,
            "low": 36.37,
            "close": 36.64,
            "amount_yi": 0.0036
          },
          {
            "time": "09:41",
            "open": 36.51,
            "high": 36.68,
            "low": 36.51,
            "close": 36.68,
            "amount_yi": 0.0019
          },
          {
            "time": "09:42",
            "open": 36.59,
            "high": 36.59,
            "low": 36.59,
            "close": 36.59,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.59,
        "ts": "2026-06-30T09:42:16",
        "prev_close": 36.25,
        "open": 37.14,
        "high": 39.44,
        "low": 36.06,
        "bid1": 36.56,
        "ask1": 36.63,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5576,
        "prev_amount_yi": 1.8432,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 130.8,
            "high": 130.8,
            "low": 128.98,
            "close": 128.98,
            "amount_yi": 0.3536
          },
          {
            "time": "09:39",
            "open": 128.0,
            "high": 128.0,
            "low": 127.57,
            "close": 127.57,
            "amount_yi": 0.3254
          },
          {
            "time": "09:40",
            "open": 127.48,
            "high": 127.48,
            "low": 126.0,
            "close": 126.0,
            "amount_yi": 0.3288
          },
          {
            "time": "09:41",
            "open": 125.41,
            "high": 125.71,
            "low": 125.41,
            "close": 125.71,
            "amount_yi": 0.4354
          },
          {
            "time": "09:42",
            "open": 126.99,
            "high": 126.99,
            "low": 126.99,
            "close": 126.99,
            "amount_yi": 0.1144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 126.99,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 134.66,
        "open": 128.5,
        "high": 131.88,
        "low": 125.1,
        "bid1": 126.97,
        "ask1": 127.0,
        "bid_qty1": 18,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 0.1258,
        "prev_amount_yi": 0.1297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9699,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 50.71,
            "high": 50.71,
            "low": 50.59,
            "close": 50.59,
            "amount_yi": 0.0322
          },
          {
            "time": "09:39",
            "open": 50.91,
            "high": 50.96,
            "low": 50.91,
            "close": 50.96,
            "amount_yi": 0.0251
          },
          {
            "time": "09:40",
            "open": 51.52,
            "high": 51.67,
            "low": 51.52,
            "close": 51.67,
            "amount_yi": 0.0377
          },
          {
            "time": "09:41",
            "open": 51.52,
            "high": 51.52,
            "low": 51.4,
            "close": 51.4,
            "amount_yi": 0.0156
          },
          {
            "time": "09:42",
            "open": 51.6,
            "high": 51.6,
            "low": 51.6,
            "close": 51.6,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.6,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 51.55,
        "open": 51.48,
        "high": 51.98,
        "low": 50.3,
        "bid1": 51.42,
        "ask1": 51.61,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 32.5301,
      "price_vs_vwap_pct": 3.8115,
      "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": 0.2731,
        "prev_amount_yi": 0.7166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3811,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 33.31,
            "high": 33.31,
            "low": 33.23,
            "close": 33.23,
            "amount_yi": 0.0534
          },
          {
            "time": "09:39",
            "open": 33.3,
            "high": 33.3,
            "low": 33.29,
            "close": 33.29,
            "amount_yi": 0.0605
          },
          {
            "time": "09:40",
            "open": 33.15,
            "high": 33.15,
            "low": 33.02,
            "close": 33.02,
            "amount_yi": 0.0265
          },
          {
            "time": "09:41",
            "open": 33.19,
            "high": 33.36,
            "low": 33.19,
            "close": 33.36,
            "amount_yi": 0.0699
          },
          {
            "time": "09:42",
            "open": 33.77,
            "high": 33.77,
            "low": 33.77,
            "close": 33.77,
            "amount_yi": 0.0628
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.77,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 28.26,
        "open": 31.0,
        "high": 33.77,
        "low": 31.0,
        "bid1": 33.68,
        "ask1": 33.77,
        "bid_qty1": 288,
        "ask_qty1": 996
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 11.0826,
      "price_vs_vwap_pct": 2.3226,
      "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": 0.5858,
        "prev_amount_yi": 0.7534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 11.18,
            "high": 11.18,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.1402
          },
          {
            "time": "09:39",
            "open": 11.1,
            "high": 11.15,
            "low": 11.1,
            "close": 11.15,
            "amount_yi": 0.0896
          },
          {
            "time": "09:40",
            "open": 11.21,
            "high": 11.21,
            "low": 11.18,
            "close": 11.18,
            "amount_yi": 0.0779
          },
          {
            "time": "09:41",
            "open": 11.3,
            "high": 11.3,
            "low": 11.3,
            "close": 11.3,
            "amount_yi": 0.1811
          },
          {
            "time": "09:42",
            "open": 11.34,
            "high": 11.34,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.34,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 10.81,
        "open": 10.71,
        "high": 11.35,
        "low": 10.55,
        "bid1": 11.33,
        "ask1": 11.34,
        "bid_qty1": 18,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 13.1802,
      "price_vs_vwap_pct": 0.0744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1776,
        "prev_amount_yi": 0.2493,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7124,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 13.2,
            "high": 13.21,
            "low": 13.2,
            "close": 13.21,
            "amount_yi": 0.0382
          },
          {
            "time": "09:39",
            "open": 13.27,
            "high": 13.27,
            "low": 13.19,
            "close": 13.19,
            "amount_yi": 0.0475
          },
          {
            "time": "09:40",
            "open": 13.2,
            "high": 13.21,
            "low": 13.2,
            "close": 13.21,
            "amount_yi": 0.0426
          },
          {
            "time": "09:41",
            "open": 13.21,
            "high": 13.21,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0262
          },
          {
            "time": "09:42",
            "open": 13.19,
            "high": 13.19,
            "low": 13.19,
            "close": 13.19,
            "amount_yi": 0.0231
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.19,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 13.05,
        "open": 13.05,
        "high": 13.37,
        "low": 12.95,
        "bid1": 13.17,
        "ask1": 13.2,
        "bid_qty1": 707,
        "ask_qty1": 73
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 3.1328,
        "prev_amount_yi": 3.5847,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 39.25,
            "high": 39.52,
            "low": 39.25,
            "close": 39.52,
            "amount_yi": 0.7956
          },
          {
            "time": "09:39",
            "open": 39.12,
            "high": 39.68,
            "low": 39.12,
            "close": 39.68,
            "amount_yi": 0.7301
          },
          {
            "time": "09:40",
            "open": 39.33,
            "high": 39.33,
            "low": 39.15,
            "close": 39.15,
            "amount_yi": 0.6759
          },
          {
            "time": "09:41",
            "open": 38.6,
            "high": 38.6,
            "low": 38.2,
            "close": 38.2,
            "amount_yi": 0.5147
          },
          {
            "time": "09:42",
            "open": 38.5,
            "high": 38.5,
            "low": 38.5,
            "close": 38.5,
            "amount_yi": 0.4165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.5,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 37.08,
        "open": 38.5,
        "high": 39.8,
        "low": 37.08,
        "bid1": 38.6,
        "ask1": 38.68,
        "bid_qty1": 19,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 108.6544,
      "price_vs_vwap_pct": 0.2076,
      "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": 1.5244,
        "prev_amount_yi": 2.1613,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 108.42,
            "high": 108.5,
            "low": 108.42,
            "close": 108.5,
            "amount_yi": 0.501
          },
          {
            "time": "09:39",
            "open": 108.25,
            "high": 108.26,
            "low": 108.25,
            "close": 108.26,
            "amount_yi": 0.2787
          },
          {
            "time": "09:40",
            "open": 108.25,
            "high": 108.47,
            "low": 108.25,
            "close": 108.47,
            "amount_yi": 0.4251
          },
          {
            "time": "09:41",
            "open": 108.56,
            "high": 108.56,
            "low": 108.13,
            "close": 108.13,
            "amount_yi": 0.1951
          },
          {
            "time": "09:42",
            "open": 108.88,
            "high": 108.88,
            "low": 108.88,
            "close": 108.88,
            "amount_yi": 0.1245
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 108.88,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 106.56,
        "open": 107.9,
        "high": 111.99,
        "low": 105.5,
        "bid1": 108.76,
        "ask1": 108.88,
        "bid_qty1": 14,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 1.7627,
        "prev_amount_yi": 2.0654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8534,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 193.12,
            "high": 193.12,
            "low": 193.11,
            "close": 193.11,
            "amount_yi": 0.5096
          },
          {
            "time": "09:39",
            "open": 191.0,
            "high": 192.1,
            "low": 191.0,
            "close": 192.1,
            "amount_yi": 0.3986
          },
          {
            "time": "09:40",
            "open": 191.0,
            "high": 191.27,
            "low": 191.0,
            "close": 191.27,
            "amount_yi": 0.2864
          },
          {
            "time": "09:41",
            "open": 190.0,
            "high": 191.01,
            "low": 190.0,
            "close": 191.01,
            "amount_yi": 0.5015
          },
          {
            "time": "09:42",
            "open": 192.99,
            "high": 192.99,
            "low": 192.99,
            "close": 192.99,
            "amount_yi": 0.0666
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.99,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 194.33,
        "open": 190.0,
        "high": 194.96,
        "low": 182.0,
        "bid1": 192.97,
        "ask1": 192.99,
        "bid_qty1": 2,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 11.9464,
      "price_vs_vwap_pct": 0.9509,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1318,
        "prev_amount_yi": 0.1023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 11.9,
            "high": 11.96,
            "low": 11.9,
            "close": 11.96,
            "amount_yi": 0.0201
          },
          {
            "time": "09:39",
            "open": 12.02,
            "high": 12.02,
            "low": 11.99,
            "close": 11.99,
            "amount_yi": 0.0394
          },
          {
            "time": "09:40",
            "open": 12.04,
            "high": 12.04,
            "low": 12.02,
            "close": 12.02,
            "amount_yi": 0.0299
          },
          {
            "time": "09:41",
            "open": 12.04,
            "high": 12.04,
            "low": 12.01,
            "close": 12.01,
            "amount_yi": 0.0181
          },
          {
            "time": "09:42",
            "open": 12.06,
            "high": 12.06,
            "low": 12.06,
            "close": 12.06,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.06,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 11.96,
        "open": 12.09,
        "high": 12.1,
        "low": 11.77,
        "bid1": 12.06,
        "ask1": 12.07,
        "bid_qty1": 112,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 176.3754,
      "price_vs_vwap_pct": -0.7798,
      "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": 9.1581,
        "prev_amount_yi": 16.5321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.554,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 176.89,
            "high": 176.89,
            "low": 176.49,
            "close": 176.49,
            "amount_yi": 1.9861
          },
          {
            "time": "09:39",
            "open": 175.49,
            "high": 175.93,
            "low": 175.49,
            "close": 175.93,
            "amount_yi": 1.5153
          },
          {
            "time": "09:40",
            "open": 174.62,
            "high": 174.62,
            "low": 174.31,
            "close": 174.31,
            "amount_yi": 2.1114
          },
          {
            "time": "09:41",
            "open": 173.49,
            "high": 173.54,
            "low": 173.49,
            "close": 173.54,
            "amount_yi": 2.9967
          },
          {
            "time": "09:42",
            "open": 175.0,
            "high": 175.0,
            "low": 175.0,
            "close": 175.0,
            "amount_yi": 0.5486
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 175.0,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 177.03,
        "open": 179.0,
        "high": 179.0,
        "low": 173.03,
        "bid1": 175.0,
        "ask1": 175.18,
        "bid_qty1": 5,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 20.1051,
      "price_vs_vwap_pct": 2.0139,
      "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": 1.0751,
        "prev_amount_yi": 1.3283,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 19.41,
            "high": 19.59,
            "low": 19.41,
            "close": 19.59,
            "amount_yi": 0.2357
          },
          {
            "time": "09:39",
            "open": 19.5,
            "high": 19.66,
            "low": 19.5,
            "close": 19.66,
            "amount_yi": 0.18
          },
          {
            "time": "09:40",
            "open": 20.24,
            "high": 20.24,
            "low": 20.23,
            "close": 20.23,
            "amount_yi": 0.2131
          },
          {
            "time": "09:41",
            "open": 20.44,
            "high": 20.44,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.3518
          },
          {
            "time": "09:42",
            "open": 20.51,
            "high": 20.51,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.0945
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.51,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 20.08,
        "open": 20.58,
        "high": 20.91,
        "low": 19.2,
        "bid1": 20.53,
        "ask1": 20.54,
        "bid_qty1": 29,
        "ask_qty1": 145
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 23.8909,
      "price_vs_vwap_pct": 1.1264,
      "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": 1.1533,
        "prev_amount_yi": 2.0595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.56,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 23.69,
            "high": 23.69,
            "low": 23.68,
            "close": 23.68,
            "amount_yi": 0.192
          },
          {
            "time": "09:39",
            "open": 24.02,
            "high": 24.02,
            "low": 23.89,
            "close": 23.89,
            "amount_yi": 0.2562
          },
          {
            "time": "09:40",
            "open": 24.01,
            "high": 24.01,
            "low": 23.88,
            "close": 23.88,
            "amount_yi": 0.2541
          },
          {
            "time": "09:41",
            "open": 24.16,
            "high": 24.32,
            "low": 24.16,
            "close": 24.32,
            "amount_yi": 0.3432
          },
          {
            "time": "09:42",
            "open": 24.16,
            "high": 24.16,
            "low": 24.16,
            "close": 24.16,
            "amount_yi": 0.1078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.16,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 23.28,
        "open": 23.51,
        "high": 24.38,
        "low": 23.3,
        "bid1": 24.16,
        "ask1": 24.19,
        "bid_qty1": 343,
        "ask_qty1": 43
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 2.7581,
      "price_vs_vwap_pct": 0.0689,
      "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": 0.2955,
        "prev_amount_yi": 0.3777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 2.73,
            "high": 2.75,
            "low": 2.73,
            "close": 2.75,
            "amount_yi": 0.0575
          },
          {
            "time": "09:39",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0348
          },
          {
            "time": "09:40",
            "open": 2.75,
            "high": 2.76,
            "low": 2.75,
            "close": 2.76,
            "amount_yi": 0.1043
          },
          {
            "time": "09:41",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0588
          },
          {
            "time": "09:42",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0401
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.76,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 2.67,
        "open": 2.75,
        "high": 2.81,
        "low": 2.71,
        "bid1": 2.76,
        "ask1": 2.77,
        "bid_qty1": 3839,
        "ask_qty1": 4606
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 38.2811,
      "price_vs_vwap_pct": 0.5196,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.248,
        "prev_amount_yi": 1.1567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 37.87,
            "high": 37.87,
            "low": 37.72,
            "close": 37.72,
            "amount_yi": 0.2092
          },
          {
            "time": "09:39",
            "open": 38.03,
            "high": 38.13,
            "low": 38.03,
            "close": 38.13,
            "amount_yi": 0.2516
          },
          {
            "time": "09:40",
            "open": 38.13,
            "high": 38.28,
            "low": 38.13,
            "close": 38.28,
            "amount_yi": 0.2741
          },
          {
            "time": "09:41",
            "open": 38.27,
            "high": 38.3,
            "low": 38.27,
            "close": 38.3,
            "amount_yi": 0.3316
          },
          {
            "time": "09:42",
            "open": 38.48,
            "high": 38.48,
            "low": 38.48,
            "close": 38.48,
            "amount_yi": 0.1815
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.48,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 39.16,
        "open": 38.85,
        "high": 38.85,
        "low": 37.7,
        "bid1": 38.48,
        "ask1": 38.54,
        "bid_qty1": 195,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 8.1077,
      "price_vs_vwap_pct": 0.6451,
      "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": 0.2516,
        "prev_amount_yi": 0.2861,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 8.1,
            "high": 8.12,
            "low": 8.1,
            "close": 8.12,
            "amount_yi": 0.0831
          },
          {
            "time": "09:39",
            "open": 8.15,
            "high": 8.15,
            "low": 8.12,
            "close": 8.12,
            "amount_yi": 0.0335
          },
          {
            "time": "09:40",
            "open": 8.14,
            "high": 8.15,
            "low": 8.14,
            "close": 8.15,
            "amount_yi": 0.0459
          },
          {
            "time": "09:41",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0469
          },
          {
            "time": "09:42",
            "open": 8.16,
            "high": 8.16,
            "low": 8.16,
            "close": 8.16,
            "amount_yi": 0.0422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.16,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 8.17,
        "open": 8.09,
        "high": 8.24,
        "low": 8.01,
        "bid1": 8.16,
        "ask1": 8.17,
        "bid_qty1": 739,
        "ask_qty1": 404
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 4.4001,
        "prev_amount_yi": 5.3939,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8158,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 323.11,
            "high": 323.11,
            "low": 321.62,
            "close": 321.62,
            "amount_yi": 0.8274
          },
          {
            "time": "09:39",
            "open": 317.98,
            "high": 317.98,
            "low": 316.0,
            "close": 316.0,
            "amount_yi": 1.2884
          },
          {
            "time": "09:40",
            "open": 316.3,
            "high": 316.3,
            "low": 316.16,
            "close": 316.16,
            "amount_yi": 1.1405
          },
          {
            "time": "09:41",
            "open": 316.01,
            "high": 318.0,
            "low": 316.01,
            "close": 318.0,
            "amount_yi": 0.8737
          },
          {
            "time": "09:42",
            "open": 321.46,
            "high": 321.46,
            "low": 321.46,
            "close": 321.46,
            "amount_yi": 0.2701
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 321.46,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 316.32,
        "open": 330.0,
        "high": 332.55,
        "low": 314.32,
        "bid1": 321.4,
        "ask1": 321.59,
        "bid_qty1": 0,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 1.9047,
        "prev_amount_yi": 1.6118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 52.74,
            "high": 52.86,
            "low": 52.74,
            "close": 52.86,
            "amount_yi": 0.6754
          },
          {
            "time": "09:39",
            "open": 53.04,
            "high": 53.04,
            "low": 52.78,
            "close": 52.78,
            "amount_yi": 0.4811
          },
          {
            "time": "09:40",
            "open": 52.68,
            "high": 53.12,
            "low": 52.68,
            "close": 53.12,
            "amount_yi": 0.2626
          },
          {
            "time": "09:41",
            "open": 53.22,
            "high": 53.23,
            "low": 53.22,
            "close": 53.23,
            "amount_yi": 0.3184
          },
          {
            "time": "09:42",
            "open": 53.45,
            "high": 53.45,
            "low": 53.45,
            "close": 53.45,
            "amount_yi": 0.1672
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.45,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 49.75,
        "open": 51.15,
        "high": 53.48,
        "low": 50.22,
        "bid1": 53.43,
        "ask1": 53.45,
        "bid_qty1": 21,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 4.7357,
      "price_vs_vwap_pct": 0.302,
      "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": 0.357,
        "prev_amount_yi": 1.2307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2901,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 4.75,
            "high": 4.75,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.1479
          },
          {
            "time": "09:39",
            "open": 4.71,
            "high": 4.73,
            "low": 4.71,
            "close": 4.73,
            "amount_yi": 0.0657
          },
          {
            "time": "09:40",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0668
          },
          {
            "time": "09:41",
            "open": 4.74,
            "high": 4.75,
            "low": 4.74,
            "close": 4.75,
            "amount_yi": 0.0575
          },
          {
            "time": "09:42",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.75,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 4.54,
        "open": 4.64,
        "high": 4.86,
        "low": 4.64,
        "bid1": 4.74,
        "ask1": 4.75,
        "bid_qty1": 606,
        "ask_qty1": 2397
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 24.7135,
      "price_vs_vwap_pct": -0.0951,
      "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": 0.688,
        "prev_amount_yi": 0.9386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 24.52,
            "high": 24.52,
            "low": 24.51,
            "close": 24.51,
            "amount_yi": 0.1858
          },
          {
            "time": "09:39",
            "open": 24.63,
            "high": 24.63,
            "low": 24.63,
            "close": 24.63,
            "amount_yi": 0.1521
          },
          {
            "time": "09:40",
            "open": 24.68,
            "high": 24.68,
            "low": 24.67,
            "close": 24.67,
            "amount_yi": 0.161
          },
          {
            "time": "09:41",
            "open": 24.66,
            "high": 24.78,
            "low": 24.66,
            "close": 24.78,
            "amount_yi": 0.1075
          },
          {
            "time": "09:42",
            "open": 24.69,
            "high": 24.69,
            "low": 24.69,
            "close": 24.69,
            "amount_yi": 0.0816
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.69,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 24.85,
        "open": 24.64,
        "high": 25.17,
        "low": 24.4,
        "bid1": 24.71,
        "ask1": 24.74,
        "bid_qty1": 60,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 2.3011,
        "prev_amount_yi": 2.4681,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 47.99,
            "high": 48.18,
            "low": 47.99,
            "close": 48.18,
            "amount_yi": 0.7318
          },
          {
            "time": "09:39",
            "open": 47.58,
            "high": 47.58,
            "low": 47.57,
            "close": 47.57,
            "amount_yi": 0.574
          },
          {
            "time": "09:40",
            "open": 47.48,
            "high": 47.48,
            "low": 47.15,
            "close": 47.15,
            "amount_yi": 0.5422
          },
          {
            "time": "09:41",
            "open": 46.77,
            "high": 46.86,
            "low": 46.77,
            "close": 46.86,
            "amount_yi": 0.2915
          },
          {
            "time": "09:42",
            "open": 47.07,
            "high": 47.07,
            "low": 47.07,
            "close": 47.07,
            "amount_yi": 0.1616
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.07,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 46.49,
        "open": 46.8,
        "high": 48.4,
        "low": 45.1,
        "bid1": 46.91,
        "ask1": 47.06,
        "bid_qty1": 19,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 215.8971,
      "price_vs_vwap_pct": -2.7268,
      "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": 7.5292,
        "prev_amount_yi": 9.1559,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 213.39,
            "high": 213.39,
            "low": 211.0,
            "close": 211.0,
            "amount_yi": 1.1857
          },
          {
            "time": "09:39",
            "open": 208.36,
            "high": 210.9,
            "low": 208.36,
            "close": 210.9,
            "amount_yi": 2.0628
          },
          {
            "time": "09:40",
            "open": 209.0,
            "high": 209.0,
            "low": 207.71,
            "close": 207.71,
            "amount_yi": 2.0871
          },
          {
            "time": "09:41",
            "open": 207.6,
            "high": 210.12,
            "low": 207.6,
            "close": 210.12,
            "amount_yi": 1.3773
          },
          {
            "time": "09:42",
            "open": 210.01,
            "high": 210.01,
            "low": 210.01,
            "close": 210.01,
            "amount_yi": 0.8163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 210.01,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 207.46,
        "open": 216.24,
        "high": 222.58,
        "low": 207.47,
        "bid1": 210.01,
        "ask1": 210.16,
        "bid_qty1": 197,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 71.9761,
      "price_vs_vwap_pct": -2.1898,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.7362,
        "prev_amount_yi": 9.0243,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7465,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 72.43,
            "high": 72.69,
            "low": 72.43,
            "close": 72.69,
            "amount_yi": 1.6915
          },
          {
            "time": "09:39",
            "open": 72.08,
            "high": 72.08,
            "low": 71.69,
            "close": 71.69,
            "amount_yi": 1.3733
          },
          {
            "time": "09:40",
            "open": 71.53,
            "high": 71.53,
            "low": 70.7,
            "close": 70.7,
            "amount_yi": 1.5324
          },
          {
            "time": "09:41",
            "open": 69.85,
            "high": 70.72,
            "low": 69.85,
            "close": 70.72,
            "amount_yi": 1.4236
          },
          {
            "time": "09:42",
            "open": 70.4,
            "high": 70.4,
            "low": 70.4,
            "close": 70.4,
            "amount_yi": 0.7154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.4,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 68.53,
        "open": 71.77,
        "high": 73.33,
        "low": 69.55,
        "bid1": 70.37,
        "ask1": 70.4,
        "bid_qty1": 1,
        "ask_qty1": 97
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 9.2858,
      "price_vs_vwap_pct": -2.7547,
      "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": 0.3916,
        "prev_amount_yi": 0.6481,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 9.22,
            "high": 9.22,
            "low": 9.22,
            "close": 9.22,
            "amount_yi": 0.0729
          },
          {
            "time": "09:39",
            "open": 9.21,
            "high": 9.21,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0654
          },
          {
            "time": "09:40",
            "open": 9.15,
            "high": 9.15,
            "low": 9.11,
            "close": 9.11,
            "amount_yi": 0.0719
          },
          {
            "time": "09:41",
            "open": 9.12,
            "high": 9.12,
            "low": 9.1,
            "close": 9.1,
            "amount_yi": 0.1316
          },
          {
            "time": "09:42",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0498
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.03,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 9.69,
        "open": 9.33,
        "high": 9.59,
        "low": 9.02,
        "bid1": 9.02,
        "ask1": 9.03,
        "bid_qty1": 220,
        "ask_qty1": 1241
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 168.0079,
      "price_vs_vwap_pct": -1.5522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5955,
        "prev_amount_yi": 2.1335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2165,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 166.92,
            "high": 166.92,
            "low": 166.53,
            "close": 166.53,
            "amount_yi": 0.6362
          },
          {
            "time": "09:39",
            "open": 168.4,
            "high": 168.4,
            "low": 167.6,
            "close": 167.6,
            "amount_yi": 0.6064
          },
          {
            "time": "09:40",
            "open": 166.66,
            "high": 166.66,
            "low": 165.1,
            "close": 165.1,
            "amount_yi": 0.4081
          },
          {
            "time": "09:41",
            "open": 164.82,
            "high": 165.39,
            "low": 164.82,
            "close": 165.39,
            "amount_yi": 0.7026
          },
          {
            "time": "09:42",
            "open": 165.4,
            "high": 165.4,
            "low": 165.4,
            "close": 165.4,
            "amount_yi": 0.2422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 165.4,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 167.75,
        "open": 170.76,
        "high": 171.8,
        "low": 164.08,
        "bid1": 165.39,
        "ask1": 165.4,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 65.4488,
      "price_vs_vwap_pct": 2.1409,
      "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": 0.5907,
        "prev_amount_yi": 1.3376,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4416,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 66.3,
            "high": 66.3,
            "low": 65.73,
            "close": 65.73,
            "amount_yi": 0.1602
          },
          {
            "time": "09:39",
            "open": 66.2,
            "high": 66.2,
            "low": 65.94,
            "close": 65.94,
            "amount_yi": 0.1036
          },
          {
            "time": "09:40",
            "open": 65.81,
            "high": 66.16,
            "low": 65.81,
            "close": 66.16,
            "amount_yi": 0.0881
          },
          {
            "time": "09:41",
            "open": 66.36,
            "high": 66.86,
            "low": 66.36,
            "close": 66.86,
            "amount_yi": 0.1516
          },
          {
            "time": "09:42",
            "open": 66.85,
            "high": 66.85,
            "low": 66.85,
            "close": 66.85,
            "amount_yi": 0.0872
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.85,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 61.06,
        "open": 63.44,
        "high": 66.99,
        "low": 62.89,
        "bid1": 66.84,
        "ask1": 66.85,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 9.0357,
      "price_vs_vwap_pct": 0.0476,
      "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": 0.4151,
        "prev_amount_yi": 0.637,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 9.14,
            "high": 9.14,
            "low": 9.11,
            "close": 9.11,
            "amount_yi": 0.099
          },
          {
            "time": "09:39",
            "open": 9.07,
            "high": 9.07,
            "low": 9.01,
            "close": 9.01,
            "amount_yi": 0.1188
          },
          {
            "time": "09:40",
            "open": 9.01,
            "high": 9.01,
            "low": 9.0,
            "close": 9.0,
            "amount_yi": 0.0971
          },
          {
            "time": "09:41",
            "open": 9.0,
            "high": 9.0,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0653
          },
          {
            "time": "09:42",
            "open": 9.04,
            "high": 9.04,
            "low": 9.04,
            "close": 9.04,
            "amount_yi": 0.0349
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.04,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 8.8,
        "open": 8.95,
        "high": 9.18,
        "low": 8.8,
        "bid1": 9.04,
        "ask1": 9.05,
        "bid_qty1": 504,
        "ask_qty1": 46
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 21.2316,
      "price_vs_vwap_pct": -4.9059,
      "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": 2.2153,
        "prev_amount_yi": 3.6119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 21.01,
            "high": 21.07,
            "low": 21.01,
            "close": 21.07,
            "amount_yi": 0.4676
          },
          {
            "time": "09:39",
            "open": 20.86,
            "high": 20.86,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 0.4566
          },
          {
            "time": "09:40",
            "open": 20.73,
            "high": 20.73,
            "low": 20.31,
            "close": 20.31,
            "amount_yi": 0.5942
          },
          {
            "time": "09:41",
            "open": 20.2,
            "high": 20.2,
            "low": 20.11,
            "close": 20.11,
            "amount_yi": 0.4817
          },
          {
            "time": "09:42",
            "open": 20.19,
            "high": 20.19,
            "low": 20.19,
            "close": 20.19,
            "amount_yi": 0.2152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.19,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 20.89,
        "open": 21.5,
        "high": 22.0,
        "low": 20.06,
        "bid1": 20.19,
        "ask1": 20.2,
        "bid_qty1": 149,
        "ask_qty1": 333
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 5.8138,
      "price_vs_vwap_pct": 1.1387,
      "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": 0.2722,
        "prev_amount_yi": 0.6823,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3989,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0717
          },
          {
            "time": "09:39",
            "open": 5.84,
            "high": 5.84,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0367
          },
          {
            "time": "09:40",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0549
          },
          {
            "time": "09:41",
            "open": 5.85,
            "high": 5.86,
            "low": 5.85,
            "close": 5.86,
            "amount_yi": 0.0747
          },
          {
            "time": "09:42",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0342
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.88,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 5.58,
        "open": 5.68,
        "high": 5.95,
        "low": 5.61,
        "bid1": 5.87,
        "ask1": 5.88,
        "bid_qty1": 73,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 0.1923,
      "price_vs_vwap_pct": 4.0042,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.002,
        "prev_amount_yi": 0.0039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:34",
            "open": 0.2,
            "high": 0.2,
            "low": 0.19,
            "close": 0.19,
            "amount_yi": 0.0003
          },
          {
            "time": "09:39",
            "open": 0.2,
            "high": 0.2,
            "low": 0.2,
            "close": 0.2,
            "amount_yi": 0.0003
          },
          {
            "time": "09:40",
            "open": 0.2,
            "high": 0.2,
            "low": 0.2,
            "close": 0.2,
            "amount_yi": 0.0002
          },
          {
            "time": "09:41",
            "open": 0.2,
            "high": 0.2,
            "low": 0.2,
            "close": 0.2,
            "amount_yi": 0.0002
          },
          {
            "time": "09:42",
            "open": 0.2,
            "high": 0.2,
            "low": 0.2,
            "close": 0.2,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.2,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 0.19,
        "open": 0.19,
        "high": 0.2,
        "low": 0.18,
        "bid1": 0.19,
        "ask1": 0.2,
        "bid_qty1": 29950,
        "ask_qty1": 8158
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 13.6457,
      "price_vs_vwap_pct": -0.9945,
      "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": 0.665,
        "prev_amount_yi": 1.0657,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.624,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 13.47,
            "high": 13.49,
            "low": 13.47,
            "close": 13.49,
            "amount_yi": 0.212
          },
          {
            "time": "09:39",
            "open": 13.49,
            "high": 13.52,
            "low": 13.49,
            "close": 13.52,
            "amount_yi": 0.1689
          },
          {
            "time": "09:40",
            "open": 13.49,
            "high": 13.51,
            "low": 13.49,
            "close": 13.51,
            "amount_yi": 0.1133
          },
          {
            "time": "09:41",
            "open": 13.5,
            "high": 13.53,
            "low": 13.5,
            "close": 13.53,
            "amount_yi": 0.1057
          },
          {
            "time": "09:42",
            "open": 13.51,
            "high": 13.51,
            "low": 13.51,
            "close": 13.51,
            "amount_yi": 0.0651
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.51,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 14.06,
        "open": 14.11,
        "high": 14.26,
        "low": 13.28,
        "bid1": 13.5,
        "ask1": 13.51,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 7.4657,
      "price_vs_vwap_pct": -2.8892,
      "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": 0.2797,
        "prev_amount_yi": 0.3366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 7.41,
            "high": 7.43,
            "low": 7.41,
            "close": 7.43,
            "amount_yi": 0.0533
          },
          {
            "time": "09:39",
            "open": 7.42,
            "high": 7.42,
            "low": 7.4,
            "close": 7.4,
            "amount_yi": 0.1014
          },
          {
            "time": "09:40",
            "open": 7.38,
            "high": 7.38,
            "low": 7.34,
            "close": 7.34,
            "amount_yi": 0.0302
          },
          {
            "time": "09:41",
            "open": 7.32,
            "high": 7.32,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0701
          },
          {
            "time": "09:42",
            "open": 7.25,
            "high": 7.25,
            "low": 7.25,
            "close": 7.25,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.25,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 7.25,
        "open": 7.9,
        "high": 7.9,
        "low": 7.23,
        "bid1": 7.25,
        "ask1": 7.26,
        "bid_qty1": 42,
        "ask_qty1": 49
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 32.6945,
      "price_vs_vwap_pct": 1.1791,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2762,
        "prev_amount_yi": 1.112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1477,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 32.34,
            "high": 32.63,
            "low": 32.34,
            "close": 32.63,
            "amount_yi": 0.2595
          },
          {
            "time": "09:39",
            "open": 32.59,
            "high": 32.65,
            "low": 32.59,
            "close": 32.65,
            "amount_yi": 0.2534
          },
          {
            "time": "09:40",
            "open": 32.91,
            "high": 32.98,
            "low": 32.91,
            "close": 32.98,
            "amount_yi": 0.3606
          },
          {
            "time": "09:41",
            "open": 32.84,
            "high": 33.0,
            "low": 32.84,
            "close": 33.0,
            "amount_yi": 0.2931
          },
          {
            "time": "09:42",
            "open": 33.08,
            "high": 33.08,
            "low": 33.08,
            "close": 33.08,
            "amount_yi": 0.1096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.08,
        "ts": "2026-06-30T09:42:17",
        "prev_close": 32.53,
        "open": 33.88,
        "high": 34.0,
        "low": 31.42,
        "bid1": 33.08,
        "ask1": 33.09,
        "bid_qty1": 1,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 2.3119,
      "price_vs_vwap_pct": -1.3798,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0411,
        "prev_amount_yi": 0.0759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5415,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:38",
            "open": 2.25,
            "high": 2.26,
            "low": 2.25,
            "close": 2.26,
            "amount_yi": 0.0076
          },
          {
            "time": "09:39",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0156
          },
          {
            "time": "09:40",
            "open": 2.29,
            "high": 2.3,
            "low": 2.29,
            "close": 2.3,
            "amount_yi": 0.0084
          },
          {
            "time": "09:41",
            "open": 2.3,
            "high": 2.3,
            "low": 2.27,
            "close": 2.27,
            "amount_yi": 0.0088
          },
          {
            "time": "09:42",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.28,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 2.25,
        "open": 2.36,
        "high": 2.36,
        "low": 2.24,
        "bid1": 2.27,
        "ask1": 2.28,
        "bid_qty1": 4327,
        "ask_qty1": 951
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 13.4017,
      "price_vs_vwap_pct": 0.2112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0765,
        "prev_amount_yi": 0.0968,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 13.23,
            "high": 13.23,
            "low": 13.23,
            "close": 13.23,
            "amount_yi": 0.0283
          },
          {
            "time": "09:39",
            "open": 13.3,
            "high": 13.34,
            "low": 13.3,
            "close": 13.34,
            "amount_yi": 0.028
          },
          {
            "time": "09:40",
            "open": 13.35,
            "high": 13.42,
            "low": 13.35,
            "close": 13.42,
            "amount_yi": 0.0118
          },
          {
            "time": "09:41",
            "open": 13.41,
            "high": 13.41,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0046
          },
          {
            "time": "09:42",
            "open": 13.43,
            "high": 13.43,
            "low": 13.43,
            "close": 13.43,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.43,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 13.84,
        "open": 13.62,
        "high": 13.7,
        "low": 13.21,
        "bid1": 13.39,
        "ask1": 13.43,
        "bid_qty1": 38,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 2.2182,
        "prev_amount_yi": 2.0746,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0692,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 237.04,
            "high": 237.96,
            "low": 237.04,
            "close": 237.96,
            "amount_yi": 0.6316
          },
          {
            "time": "09:39",
            "open": 237.44,
            "high": 237.44,
            "low": 236.0,
            "close": 236.0,
            "amount_yi": 0.5733
          },
          {
            "time": "09:40",
            "open": 233.5,
            "high": 233.5,
            "low": 233.18,
            "close": 233.18,
            "amount_yi": 0.4647
          },
          {
            "time": "09:41",
            "open": 232.5,
            "high": 232.5,
            "low": 232.38,
            "close": 232.38,
            "amount_yi": 0.365
          },
          {
            "time": "09:42",
            "open": 233.05,
            "high": 233.05,
            "low": 233.05,
            "close": 233.05,
            "amount_yi": 0.1836
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 233.05,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 252.0,
        "open": 247.5,
        "high": 248.0,
        "low": 232.08,
        "bid1": 233.03,
        "ask1": 233.05,
        "bid_qty1": 2,
        "ask_qty1": 380
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 16.7692,
      "price_vs_vwap_pct": 0.8993,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0853,
        "prev_amount_yi": 0.1184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7204,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 16.66,
            "high": 16.66,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0254
          },
          {
            "time": "09:39",
            "open": 16.74,
            "high": 16.74,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0189
          },
          {
            "time": "09:40",
            "open": 16.75,
            "high": 16.84,
            "low": 16.75,
            "close": 16.84,
            "amount_yi": 0.0094
          },
          {
            "time": "09:41",
            "open": 16.87,
            "high": 16.91,
            "low": 16.87,
            "close": 16.91,
            "amount_yi": 0.0247
          },
          {
            "time": "09:42",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.92,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 17.03,
        "open": 16.98,
        "high": 16.98,
        "low": 16.63,
        "bid1": 16.92,
        "ask1": 16.93,
        "bid_qty1": 39,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 3.4509,
      "price_vs_vwap_pct": 1.4228,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0532,
        "prev_amount_yi": 0.0671,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7928,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 3.47,
            "high": 3.5,
            "low": 3.47,
            "close": 3.5,
            "amount_yi": 0.0086
          },
          {
            "time": "09:39",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0117
          },
          {
            "time": "09:40",
            "open": 3.48,
            "high": 3.51,
            "low": 3.48,
            "close": 3.51,
            "amount_yi": 0.0194
          },
          {
            "time": "09:41",
            "open": 3.51,
            "high": 3.52,
            "low": 3.51,
            "close": 3.52,
            "amount_yi": 0.0087
          },
          {
            "time": "09:42",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.5,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 3.38,
        "open": 3.34,
        "high": 3.58,
        "low": 3.31,
        "bid1": 3.5,
        "ask1": 3.51,
        "bid_qty1": 2160,
        "ask_qty1": 166
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 6.8622,
      "price_vs_vwap_pct": 0.8423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.025,
        "prev_amount_yi": 0.0465,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 6.87,
            "high": 6.88,
            "low": 6.87,
            "close": 6.88,
            "amount_yi": 0.005
          },
          {
            "time": "09:39",
            "open": 6.91,
            "high": 6.92,
            "low": 6.91,
            "close": 6.92,
            "amount_yi": 0.0055
          },
          {
            "time": "09:40",
            "open": 6.94,
            "high": 6.96,
            "low": 6.94,
            "close": 6.96,
            "amount_yi": 0.0105
          },
          {
            "time": "09:41",
            "open": 6.96,
            "high": 6.96,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0032
          },
          {
            "time": "09:42",
            "open": 6.92,
            "high": 6.92,
            "low": 6.92,
            "close": 6.92,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-06-30T09:42:18",
        "prev_close": 6.7,
        "open": 6.67,
        "high": 6.96,
        "low": 6.66,
        "bid1": 6.92,
        "ask1": 6.94,
        "bid_qty1": 33,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 23.0768,
      "price_vs_vwap_pct": -1.1128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1651,
        "prev_amount_yi": 0.2805,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5886,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 22.86,
            "high": 22.86,
            "low": 22.76,
            "close": 22.76,
            "amount_yi": 0.0309
          },
          {
            "time": "09:39",
            "open": 22.85,
            "high": 22.85,
            "low": 22.83,
            "close": 22.83,
            "amount_yi": 0.0325
          },
          {
            "time": "09:40",
            "open": 22.81,
            "high": 22.81,
            "low": 22.8,
            "close": 22.8,
            "amount_yi": 0.0394
          },
          {
            "time": "09:41",
            "open": 22.85,
            "high": 22.85,
            "low": 22.83,
            "close": 22.83,
            "amount_yi": 0.035
          },
          {
            "time": "09:42",
            "open": 22.82,
            "high": 22.82,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.0273
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.82,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 24.65,
        "open": 24.22,
        "high": 24.22,
        "low": 22.73,
        "bid1": 22.81,
        "ask1": 22.82,
        "bid_qty1": 16,
        "ask_qty1": 118
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 29.3367,
      "price_vs_vwap_pct": -0.091,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0651,
        "prev_amount_yi": 0.1288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 29.16,
            "high": 29.16,
            "low": 29.16,
            "close": 29.16,
            "amount_yi": 0.0234
          },
          {
            "time": "09:39",
            "open": 29.31,
            "high": 29.31,
            "low": 29.24,
            "close": 29.24,
            "amount_yi": 0.0174
          },
          {
            "time": "09:40",
            "open": 29.24,
            "high": 29.34,
            "low": 29.24,
            "close": 29.34,
            "amount_yi": 0.0095
          },
          {
            "time": "09:41",
            "open": 29.39,
            "high": 29.39,
            "low": 29.39,
            "close": 29.39,
            "amount_yi": 0.0096
          },
          {
            "time": "09:42",
            "open": 29.31,
            "high": 29.31,
            "low": 29.31,
            "close": 29.31,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.31,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 29.88,
        "open": 29.52,
        "high": 29.76,
        "low": 29.11,
        "bid1": 29.31,
        "ask1": 29.35,
        "bid_qty1": 11,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 12.4441,
      "price_vs_vwap_pct": -0.1133,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0699,
        "prev_amount_yi": 0.1144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.611,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 12.35,
            "high": 12.37,
            "low": 12.35,
            "close": 12.37,
            "amount_yi": 0.0114
          },
          {
            "time": "09:39",
            "open": 12.42,
            "high": 12.42,
            "low": 12.39,
            "close": 12.39,
            "amount_yi": 0.0222
          },
          {
            "time": "09:40",
            "open": 12.39,
            "high": 12.44,
            "low": 12.39,
            "close": 12.44,
            "amount_yi": 0.0202
          },
          {
            "time": "09:41",
            "open": 12.43,
            "high": 12.45,
            "low": 12.43,
            "close": 12.45,
            "amount_yi": 0.0121
          },
          {
            "time": "09:42",
            "open": 12.43,
            "high": 12.43,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.43,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 12.68,
        "open": 12.6,
        "high": 12.6,
        "low": 12.35,
        "bid1": 12.43,
        "ask1": 12.46,
        "bid_qty1": 88,
        "ask_qty1": 47
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0728,
        "prev_amount_yi": 0.1035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 34.55,
            "high": 34.55,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.0137
          },
          {
            "time": "09:39",
            "open": 34.81,
            "high": 34.81,
            "low": 34.77,
            "close": 34.77,
            "amount_yi": 0.0162
          },
          {
            "time": "09:40",
            "open": 34.76,
            "high": 34.87,
            "low": 34.76,
            "close": 34.87,
            "amount_yi": 0.0176
          },
          {
            "time": "09:41",
            "open": 34.95,
            "high": 35.06,
            "low": 34.95,
            "close": 35.06,
            "amount_yi": 0.0195
          },
          {
            "time": "09:42",
            "open": 35.13,
            "high": 35.13,
            "low": 35.13,
            "close": 35.13,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.13,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 35.3,
        "open": 35.29,
        "high": 35.3,
        "low": 34.49,
        "bid1": 35.08,
        "ask1": 35.17,
        "bid_qty1": 11,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 15.2398,
      "price_vs_vwap_pct": -0.0643,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1386,
        "prev_amount_yi": 0.1952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.71,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 15.13,
            "high": 15.13,
            "low": 15.12,
            "close": 15.12,
            "amount_yi": 0.0666
          },
          {
            "time": "09:39",
            "open": 15.19,
            "high": 15.19,
            "low": 15.14,
            "close": 15.14,
            "amount_yi": 0.0236
          },
          {
            "time": "09:40",
            "open": 15.18,
            "high": 15.23,
            "low": 15.18,
            "close": 15.23,
            "amount_yi": 0.0208
          },
          {
            "time": "09:41",
            "open": 15.25,
            "high": 15.25,
            "low": 15.24,
            "close": 15.24,
            "amount_yi": 0.0187
          },
          {
            "time": "09:42",
            "open": 15.23,
            "high": 15.23,
            "low": 15.23,
            "close": 15.23,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.23,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 15.54,
        "open": 15.46,
        "high": 15.46,
        "low": 15.1,
        "bid1": 15.24,
        "ask1": 15.25,
        "bid_qty1": 6,
        "ask_qty1": 47
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 3.4143,
      "price_vs_vwap_pct": 0.4598,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0.0485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 3.4,
            "high": 3.41,
            "low": 3.4,
            "close": 3.41,
            "amount_yi": 0.0078
          },
          {
            "time": "09:39",
            "open": 3.42,
            "high": 3.43,
            "low": 3.42,
            "close": 3.43,
            "amount_yi": 0.0072
          },
          {
            "time": "09:40",
            "open": 3.42,
            "high": 3.44,
            "low": 3.42,
            "close": 3.44,
            "amount_yi": 0.0041
          },
          {
            "time": "09:41",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.006
          },
          {
            "time": "09:42",
            "open": 3.43,
            "high": 3.43,
            "low": 3.43,
            "close": 3.43,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.43,
        "ts": "2026-06-30T09:42:15",
        "prev_close": 3.46,
        "open": 3.43,
        "high": 3.47,
        "low": 3.38,
        "bid1": 3.43,
        "ask1": 3.44,
        "bid_qty1": 177,
        "ask_qty1": 442
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 13.0039,
      "price_vs_vwap_pct": 0.6621,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0684,
        "prev_amount_yi": 0.0973,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 12.91,
            "high": 12.95,
            "low": 12.91,
            "close": 12.95,
            "amount_yi": 0.0347
          },
          {
            "time": "09:39",
            "open": 13.01,
            "high": 13.01,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0081
          },
          {
            "time": "09:40",
            "open": 13.05,
            "high": 13.08,
            "low": 13.05,
            "close": 13.08,
            "amount_yi": 0.0089
          },
          {
            "time": "09:41",
            "open": 13.1,
            "high": 13.1,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0126
          },
          {
            "time": "09:42",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.09,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 13.27,
        "open": 13.18,
        "high": 13.2,
        "low": 12.88,
        "bid1": 13.09,
        "ask1": 13.1,
        "bid_qty1": 51,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 22.8525,
      "price_vs_vwap_pct": 0.3391,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0967,
        "prev_amount_yi": 0.1298,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 22.8,
            "high": 22.8,
            "low": 22.8,
            "close": 22.8,
            "amount_yi": 0.0358
          },
          {
            "time": "09:39",
            "open": 22.97,
            "high": 22.97,
            "low": 22.87,
            "close": 22.87,
            "amount_yi": 0.0285
          },
          {
            "time": "09:40",
            "open": 22.89,
            "high": 22.97,
            "low": 22.89,
            "close": 22.97,
            "amount_yi": 0.0122
          },
          {
            "time": "09:41",
            "open": 22.97,
            "high": 22.97,
            "low": 22.96,
            "close": 22.96,
            "amount_yi": 0.0134
          },
          {
            "time": "09:42",
            "open": 22.93,
            "high": 22.93,
            "low": 22.93,
            "close": 22.93,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.93,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 23.25,
        "open": 22.88,
        "high": 23.01,
        "low": 22.62,
        "bid1": 22.92,
        "ask1": 22.93,
        "bid_qty1": 5,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.0797,
        "prev_amount_yi": 0.0782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0192,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 54.97,
            "high": 54.97,
            "low": 54.78,
            "close": 54.78,
            "amount_yi": 0.0166
          },
          {
            "time": "09:39",
            "open": 55.01,
            "high": 55.01,
            "low": 54.9,
            "close": 54.9,
            "amount_yi": 0.0141
          },
          {
            "time": "09:40",
            "open": 55.11,
            "high": 55.17,
            "low": 55.11,
            "close": 55.17,
            "amount_yi": 0.0132
          },
          {
            "time": "09:41",
            "open": 55.18,
            "high": 55.18,
            "low": 55.14,
            "close": 55.14,
            "amount_yi": 0.0254
          },
          {
            "time": "09:42",
            "open": 55.25,
            "high": 55.25,
            "low": 55.25,
            "close": 55.25,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.25,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 55.4,
        "open": 55.26,
        "high": 55.39,
        "low": 54.68,
        "bid1": 55.23,
        "ask1": 55.29,
        "bid_qty1": 2,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.7818,
      "intraday_vwap": 13.7096,
      "price_vs_vwap_pct": 0.2947,
      "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": 0.2647,
        "prev_amount_yi": 0.4767,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 13.78,
            "high": 13.78,
            "low": 13.7,
            "close": 13.7,
            "amount_yi": 0.0897
          },
          {
            "time": "09:39",
            "open": 13.74,
            "high": 13.75,
            "low": 13.74,
            "close": 13.75,
            "amount_yi": 0.0698
          },
          {
            "time": "09:40",
            "open": 13.7,
            "high": 13.73,
            "low": 13.7,
            "close": 13.73,
            "amount_yi": 0.0551
          },
          {
            "time": "09:41",
            "open": 13.71,
            "high": 13.71,
            "low": 13.7,
            "close": 13.7,
            "amount_yi": 0.0328
          },
          {
            "time": "09:42",
            "open": 13.75,
            "high": 13.75,
            "low": 13.75,
            "close": 13.75,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.75,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 13.58,
        "open": 13.66,
        "high": 13.83,
        "low": 13.53,
        "bid1": 13.74,
        "ask1": 13.75,
        "bid_qty1": 3,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 14.9239,
      "price_vs_vwap_pct": -0.0261,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0459,
        "prev_amount_yi": 0.0812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 14.79,
            "high": 14.81,
            "low": 14.79,
            "close": 14.81,
            "amount_yi": 0.0213
          },
          {
            "time": "09:39",
            "open": 14.86,
            "high": 14.88,
            "low": 14.86,
            "close": 14.88,
            "amount_yi": 0.0062
          },
          {
            "time": "09:40",
            "open": 14.89,
            "high": 14.9,
            "low": 14.89,
            "close": 14.9,
            "amount_yi": 0.0064
          },
          {
            "time": "09:41",
            "open": 14.91,
            "high": 14.92,
            "low": 14.91,
            "close": 14.92,
            "amount_yi": 0.0078
          },
          {
            "time": "09:42",
            "open": 14.92,
            "high": 14.92,
            "low": 14.92,
            "close": 14.92,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.92,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 15.21,
        "open": 15.16,
        "high": 15.2,
        "low": 14.76,
        "bid1": 14.91,
        "ask1": 14.92,
        "bid_qty1": 6,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 33.7632,
      "price_vs_vwap_pct": 0.2867,
      "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": 0.7424,
        "prev_amount_yi": 1.0187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7288,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 34.87,
            "high": 34.87,
            "low": 34.54,
            "close": 34.54,
            "amount_yi": 0.2137
          },
          {
            "time": "09:39",
            "open": 34.2,
            "high": 34.2,
            "low": 34.1,
            "close": 34.1,
            "amount_yi": 0.1485
          },
          {
            "time": "09:40",
            "open": 34.17,
            "high": 34.17,
            "low": 34.01,
            "close": 34.01,
            "amount_yi": 0.1314
          },
          {
            "time": "09:41",
            "open": 33.64,
            "high": 33.64,
            "low": 33.6,
            "close": 33.6,
            "amount_yi": 0.1915
          },
          {
            "time": "09:42",
            "open": 33.86,
            "high": 33.86,
            "low": 33.86,
            "close": 33.86,
            "amount_yi": 0.0573
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.86,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 31.58,
        "open": 32.27,
        "high": 35.0,
        "low": 32.27,
        "bid1": 33.87,
        "ask1": 33.94,
        "bid_qty1": 1,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 63.9708,
      "price_vs_vwap_pct": 0.5146,
      "energy_floor_hint_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": 0.051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 63.75,
            "high": 63.83,
            "low": 63.75,
            "close": 63.83,
            "amount_yi": 0.0118
          },
          {
            "time": "09:39",
            "open": 64.21,
            "high": 64.21,
            "low": 64.0,
            "close": 64.0,
            "amount_yi": 0.0052
          },
          {
            "time": "09:40",
            "open": 64.19,
            "high": 64.58,
            "low": 64.19,
            "close": 64.58,
            "amount_yi": 0.0109
          },
          {
            "time": "09:41",
            "open": 64.39,
            "high": 64.47,
            "low": 64.39,
            "close": 64.47,
            "amount_yi": 0.0046
          },
          {
            "time": "09:42",
            "open": 64.3,
            "high": 64.3,
            "low": 64.3,
            "close": 64.3,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.3,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 64.74,
        "open": 63.93,
        "high": 64.6,
        "low": 63.55,
        "bid1": 64.3,
        "ask1": 64.39,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 4.3174,
      "price_vs_vwap_pct": 0.0602,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.02,
        "prev_amount_yi": 0.0493,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4057,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 4.3,
            "high": 4.3,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0036
          },
          {
            "time": "09:39",
            "open": 4.31,
            "high": 4.31,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.005
          },
          {
            "time": "09:40",
            "open": 4.3,
            "high": 4.31,
            "low": 4.3,
            "close": 4.31,
            "amount_yi": 0.0038
          },
          {
            "time": "09:41",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0046
          },
          {
            "time": "09:42",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.32,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 4.4,
        "open": 4.39,
        "high": 4.4,
        "low": 4.28,
        "bid1": 4.31,
        "ask1": 4.32,
        "bid_qty1": 124,
        "ask_qty1": 346
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 27.0089,
      "price_vs_vwap_pct": 1.1148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0712,
        "prev_amount_yi": 0.0853,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8347,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 26.99,
            "high": 27.04,
            "low": 26.99,
            "close": 27.04,
            "amount_yi": 0.0098
          },
          {
            "time": "09:39",
            "open": 27.16,
            "high": 27.16,
            "low": 27.1,
            "close": 27.1,
            "amount_yi": 0.0193
          },
          {
            "time": "09:40",
            "open": 27.17,
            "high": 27.25,
            "low": 27.17,
            "close": 27.25,
            "amount_yi": 0.0117
          },
          {
            "time": "09:41",
            "open": 27.26,
            "high": 27.31,
            "low": 27.26,
            "close": 27.31,
            "amount_yi": 0.0262
          },
          {
            "time": "09:42",
            "open": 27.31,
            "high": 27.31,
            "low": 27.31,
            "close": 27.31,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.31,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 27.28,
        "open": 27.11,
        "high": 27.35,
        "low": 26.82,
        "bid1": 27.3,
        "ask1": 27.32,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.2363,
      "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": 0.049,
        "prev_amount_yi": 0.0196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 34.99,
            "high": 34.99,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0126
          },
          {
            "time": "09:39",
            "open": 35.12,
            "high": 35.21,
            "low": 35.12,
            "close": 35.21,
            "amount_yi": 0.0044
          },
          {
            "time": "09:40",
            "open": 35.3,
            "high": 35.51,
            "low": 35.3,
            "close": 35.51,
            "amount_yi": 0.0129
          },
          {
            "time": "09:41",
            "open": 35.65,
            "high": 35.65,
            "low": 35.6,
            "close": 35.6,
            "amount_yi": 0.0101
          },
          {
            "time": "09:42",
            "open": 35.8,
            "high": 35.8,
            "low": 35.8,
            "close": 35.8,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42586.76,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.8,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 35.05,
        "open": 34.91,
        "high": 35.8,
        "low": 34.64,
        "bid1": 35.81,
        "ask1": 35.88,
        "bid_qty1": 26,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 18.7377,
      "price_vs_vwap_pct": 1.1864,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0245,
        "prev_amount_yi": 0.0288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8507,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 18.6,
            "high": 18.66,
            "low": 18.6,
            "close": 18.66,
            "amount_yi": 0.005
          },
          {
            "time": "09:39",
            "open": 18.8,
            "high": 18.83,
            "low": 18.8,
            "close": 18.83,
            "amount_yi": 0.0079
          },
          {
            "time": "09:40",
            "open": 18.95,
            "high": 19.03,
            "low": 18.95,
            "close": 19.03,
            "amount_yi": 0.0046
          },
          {
            "time": "09:41",
            "open": 19.02,
            "high": 19.02,
            "low": 19.01,
            "close": 19.01,
            "amount_yi": 0.0047
          },
          {
            "time": "09:42",
            "open": 18.96,
            "high": 18.96,
            "low": 18.96,
            "close": 18.96,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.96,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 19.06,
        "open": 18.91,
        "high": 19.2,
        "low": 18.44,
        "bid1": 18.96,
        "ask1": 18.99,
        "bid_qty1": 2,
        "ask_qty1": 44
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 50.8696,
      "price_vs_vwap_pct": 0.0598,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1012,
        "prev_amount_yi": 0.1817,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.557,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 50.32,
            "high": 50.32,
            "low": 50.3,
            "close": 50.3,
            "amount_yi": 0.0286
          },
          {
            "time": "09:39",
            "open": 50.59,
            "high": 50.67,
            "low": 50.59,
            "close": 50.67,
            "amount_yi": 0.0188
          },
          {
            "time": "09:40",
            "open": 50.89,
            "high": 50.98,
            "low": 50.89,
            "close": 50.98,
            "amount_yi": 0.021
          },
          {
            "time": "09:41",
            "open": 50.91,
            "high": 51.02,
            "low": 50.91,
            "close": 51.02,
            "amount_yi": 0.0119
          },
          {
            "time": "09:42",
            "open": 50.9,
            "high": 50.9,
            "low": 50.9,
            "close": 50.9,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.9,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 52.67,
        "open": 51.35,
        "high": 51.94,
        "low": 50.2,
        "bid1": 50.9,
        "ask1": 50.92,
        "bid_qty1": 115,
        "ask_qty1": 17
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 0.016,
        "prev_amount_yi": 0.0174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 7.51,
            "high": 7.56,
            "low": 7.51,
            "close": 7.56,
            "amount_yi": 0.0058
          },
          {
            "time": "09:39",
            "open": 7.5,
            "high": 7.56,
            "low": 7.5,
            "close": 7.56,
            "amount_yi": 0.0034
          },
          {
            "time": "09:40",
            "open": 7.56,
            "high": 7.6,
            "low": 7.56,
            "close": 7.6,
            "amount_yi": 0.0027
          },
          {
            "time": "09:41",
            "open": 7.63,
            "high": 7.63,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0036
          },
          {
            "time": "09:42",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.61,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 7.68,
        "open": 7.66,
        "high": 7.66,
        "low": 7.45,
        "bid1": 7.6,
        "ask1": 7.63,
        "bid_qty1": 15,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 11.8083,
      "price_vs_vwap_pct": 0.8613,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1773,
        "prev_amount_yi": 0.2707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 11.74,
            "high": 11.75,
            "low": 11.74,
            "close": 11.75,
            "amount_yi": 0.0463
          },
          {
            "time": "09:39",
            "open": 11.84,
            "high": 11.84,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0244
          },
          {
            "time": "09:40",
            "open": 11.85,
            "high": 11.9,
            "low": 11.85,
            "close": 11.9,
            "amount_yi": 0.0327
          },
          {
            "time": "09:41",
            "open": 11.92,
            "high": 11.92,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.05
          },
          {
            "time": "09:42",
            "open": 11.91,
            "high": 11.91,
            "low": 11.91,
            "close": 11.91,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.91,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 12.02,
        "open": 11.88,
        "high": 11.98,
        "low": 11.69,
        "bid1": 11.9,
        "ask1": 11.91,
        "bid_qty1": 451,
        "ask_qty1": 336
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-30T09:42:22",
      "sim_reason": "waiting_trigger",
      "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": 6.2436,
      "price_vs_vwap_pct": 0.583,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0993,
        "prev_amount_yi": 0.1772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5604,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0224
          },
          {
            "time": "09:39",
            "open": 6.23,
            "high": 6.23,
            "low": 6.23,
            "close": 6.23,
            "amount_yi": 0.0203
          },
          {
            "time": "09:40",
            "open": 6.22,
            "high": 6.23,
            "low": 6.22,
            "close": 6.23,
            "amount_yi": 0.0181
          },
          {
            "time": "09:41",
            "open": 6.26,
            "high": 6.28,
            "low": 6.26,
            "close": 6.28,
            "amount_yi": 0.0212
          },
          {
            "time": "09:42",
            "open": 6.28,
            "high": 6.28,
            "low": 6.28,
            "close": 6.28,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.28,
        "ts": "2026-06-30T09:42:21",
        "prev_close": 6.38,
        "open": 6.37,
        "high": 6.37,
        "low": 6.16,
        "bid1": 6.28,
        "ask1": 6.29,
        "bid_qty1": 43,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 0.0197,
        "prev_amount_yi": 0.0235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8383,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 14.05,
            "high": 14.05,
            "low": 14.03,
            "close": 14.03,
            "amount_yi": 0.0017
          },
          {
            "time": "09:39",
            "open": 14.13,
            "high": 14.13,
            "low": 14.11,
            "close": 14.11,
            "amount_yi": 0.0072
          },
          {
            "time": "09:40",
            "open": 14.12,
            "high": 14.23,
            "low": 14.12,
            "close": 14.23,
            "amount_yi": 0.0056
          },
          {
            "time": "09:41",
            "open": 14.22,
            "high": 14.26,
            "low": 14.22,
            "close": 14.26,
            "amount_yi": 0.0035
          },
          {
            "time": "09:42",
            "open": 14.24,
            "high": 14.24,
            "low": 14.24,
            "close": 14.24,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.24,
        "ts": "2026-06-30T09:42:20",
        "prev_close": 14.35,
        "open": 14.35,
        "high": 14.35,
        "low": 13.97,
        "bid1": 14.22,
        "ask1": 14.24,
        "bid_qty1": 9,
        "ask_qty1": 25
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "near_trigger",
      "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": 15.7975,
      "price_vs_vwap_pct": -0.1108,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1336,
        "prev_amount_yi": 0.1164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:38",
            "open": 15.74,
            "high": 15.75,
            "low": 15.74,
            "close": 15.75,
            "amount_yi": 0.0269
          },
          {
            "time": "09:39",
            "open": 15.83,
            "high": 15.83,
            "low": 15.8,
            "close": 15.8,
            "amount_yi": 0.0567
          },
          {
            "time": "09:40",
            "open": 15.85,
            "high": 15.85,
            "low": 15.85,
            "close": 15.85,
            "amount_yi": 0.0211
          },
          {
            "time": "09:41",
            "open": 15.86,
            "high": 15.86,
            "low": 15.83,
            "close": 15.83,
            "amount_yi": 0.024
          },
          {
            "time": "09:42",
            "open": 15.78,
            "high": 15.78,
            "low": 15.78,
            "close": 15.78,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.78,
        "ts": "2026-06-30T09:42:19",
        "prev_close": 15.88,
        "open": 15.89,
        "high": 15.9,
        "low": 15.7,
        "bid1": 15.78,
        "ask1": 15.79,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-30T09:42:22",
      "sim_reason": "invalid_price_broken",
      "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": 33.3106,
      "price_vs_vwap_pct": 1.0489,
      "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": 0.3565,
        "prev_amount_yi": 0.5792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6155,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:38",
            "open": 33.32,
            "high": 33.35,
            "low": 33.32,
            "close": 33.35,
            "amount_yi": 0.0995
          },
          {
            "time": "09:39",
            "open": 33.52,
            "high": 33.59,
            "low": 33.52,
            "close": 33.59,
            "amount_yi": 0.0673
          },
          {
            "time": "09:40",
            "open": 33.62,
            "high": 33.64,
            "low": 33.62,
            "close": 33.64,
            "amount_yi": 0.1037
          },
          {
            "time": "09:41",
            "open": 33.68,
            "high": 33.68,
            "low": 33.66,
            "close": 33.66,
            "amount_yi": 0.0661
          },
          {
            "time": "09:42",
            "open": 33.66,
            "high": 33.66,
            "low": 33.66,
            "close": 33.66,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85173.52,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.66,
        "ts": "2026-06-30T09:42:18",
        "prev_close": 34.26,
        "open": 33.58,
        "high": 33.79,
        "low": 32.65,
        "bid1": 33.66,
        "ask1": 33.67,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 522898.0,
    "total_value": 1067391.0,
    "unrealized_pnl": 76086.0,
    "unrealized_pnl_pct_of_initial": 7.6086,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 67391.0,
    "total_pnl_pct": 6.739099999999998
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 97.6,
      "market_value": 234240.0,
      "unrealized_pnl": 41519.99999999999,
      "unrealized_pnl_pct": 21.544209215442088,
      "updated_at": "2026-06-30T09:42:22",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 21.94509790695256
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 125.29,
      "market_value": 225522.0,
      "unrealized_pnl": 30150.0,
      "unrealized_pnl_pct": 15.432098765432102,
      "updated_at": "2026-06-30T09:42:22",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.1283400365939
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 39.46,
      "market_value": 63136.0,
      "unrealized_pnl": 4415.999999999996,
      "unrealized_pnl_pct": 7.520435967302452,
      "updated_at": "2026-06-30T09:42:22",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 5.914983356614399
    }
  ],
  "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": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 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": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}