{
  "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": 0.3609,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1768,
      "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": 13.446567586694979,
          "last": 32.06,
          "vwap": 32.945396225490995,
          "above_vwap": false,
          "amount": 403600871.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.932524639878682,
          "last": 73.16,
          "vwap": 73.23502089911436,
          "above_vwap": false,
          "amount": 2663537424.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20304418414600925,
          "above_vwap": true,
          "amount": 3726876.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.879670677644103,
          "last": 34.7,
          "vwap": 33.95263915913622,
          "above_vwap": true,
          "amount": 568849307.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.266014883992412,
          "last": 74.88,
          "vwap": 72.24066118715153,
          "above_vwap": true,
          "amount": 5647926597.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 8.211920529801331,
          "last": 16.34,
          "vwap": 15.856951683933062,
          "above_vwap": true,
          "amount": 50478243.0
        },
        {
          "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",
          "priority": 999,
          "ret_pct": 8.166520866567172,
          "last": 210.2,
          "vwap": 198.25408457714224,
          "above_vwap": true,
          "amount": 2235443074.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.980210798021092,
          "last": 50.2,
          "vwap": 47.666063938419825,
          "above_vwap": true,
          "amount": 1722314218.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5025326893626945,
          "last": 90.41,
          "vwap": 88.31551550156527,
          "above_vwap": true,
          "amount": 273761848.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.469046839174597,
          "last": 65.01,
          "vwap": 65.61959193378755,
          "above_vwap": false,
          "amount": 717517428.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.394097755917616,
          "last": 34.61,
          "vwap": 33.38223908226821,
          "above_vwap": true,
          "amount": 925081933.0
        },
        {
          "symbol": "SZSE.000551",
          "name": "创元科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.37848605577691,
          "last": 21.16,
          "vwap": 20.402676108340703,
          "above_vwap": true,
          "amount": 895195978.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.3609,
        "active_up_ratio": 0.3846,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 5,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "中芯产业链 / 半导体设备材料",
        "dominant_theme_share": 0.1768,
        "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": 13.446567586694979,
            "last": 32.06,
            "vwap": 32.945396225490995,
            "above_vwap": false,
            "amount": 403600871.0
          },
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 10.932524639878682,
            "last": 73.16,
            "vwap": 73.23502089911436,
            "above_vwap": false,
            "amount": 2663537424.0
          },
          {
            "symbol": "SZSE.002808",
            "name": "恒久退",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.526315789473673,
            "last": 0.21,
            "vwap": 0.20304418414600925,
            "above_vwap": true,
            "amount": 3726876.0
          },
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.879670677644103,
            "last": 34.7,
            "vwap": 33.95263915913622,
            "above_vwap": true,
            "amount": 568849307.0
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.266014883992412,
            "last": 74.88,
            "vwap": 72.24066118715153,
            "above_vwap": true,
            "amount": 5647926597.0
          },
          {
            "symbol": "SHSE.688670",
            "name": "金迪克",
            "theme": "病毒防治",
            "paper_scope": "active",
            "priority": 6,
            "ret_pct": 8.211920529801331,
            "last": 16.34,
            "vwap": 15.856951683933062,
            "above_vwap": true,
            "amount": 50478243.0
          },
          {
            "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",
            "priority": 999,
            "ret_pct": 8.166520866567172,
            "last": 210.2,
            "vwap": 198.25408457714224,
            "above_vwap": true,
            "amount": 2235443074.0
          },
          {
            "symbol": "SHSE.688548",
            "name": "广钢气体",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.980210798021092,
            "last": 50.2,
            "vwap": 47.666063938419825,
            "above_vwap": true,
            "amount": 1722314218.0
          },
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.5025326893626945,
            "last": 90.41,
            "vwap": 88.31551550156527,
            "above_vwap": true,
            "amount": 273761848.0
          },
          {
            "symbol": "SZSE.002653",
            "name": "海思科",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.469046839174597,
            "last": 65.01,
            "vwap": 65.61959193378755,
            "above_vwap": false,
            "amount": 717517428.0
          },
          {
            "symbol": "SHSE.600363",
            "name": "联创光电",
            "theme": "全息技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.394097755917616,
            "last": 34.61,
            "vwap": 33.38223908226821,
            "above_vwap": true,
            "amount": 925081933.0
          },
          {
            "symbol": "SZSE.000551",
            "name": "创元科技",
            "theme": "工业气体",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.37848605577691,
            "last": 21.16,
            "vwap": 20.402676108340703,
            "above_vwap": true,
            "amount": 895195978.0
          }
        ]
      },
      "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": 0.3609,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1768,
      "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": 13.446567586694979,
          "last": 32.06,
          "vwap": 32.945396225490995,
          "above_vwap": false,
          "amount": 403600871.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.932524639878682,
          "last": 73.16,
          "vwap": 73.23502089911436,
          "above_vwap": false,
          "amount": 2663537424.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20304418414600925,
          "above_vwap": true,
          "amount": 3726876.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.879670677644103,
          "last": 34.7,
          "vwap": 33.95263915913622,
          "above_vwap": true,
          "amount": 568849307.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.266014883992412,
          "last": 74.88,
          "vwap": 72.24066118715153,
          "above_vwap": true,
          "amount": 5647926597.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 8.211920529801331,
          "last": 16.34,
          "vwap": 15.856951683933062,
          "above_vwap": true,
          "amount": 50478243.0
        },
        {
          "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",
          "priority": 999,
          "ret_pct": 8.166520866567172,
          "last": 210.2,
          "vwap": 198.25408457714224,
          "above_vwap": true,
          "amount": 2235443074.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.980210798021092,
          "last": 50.2,
          "vwap": 47.666063938419825,
          "above_vwap": true,
          "amount": 1722314218.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5025326893626945,
          "last": 90.41,
          "vwap": 88.31551550156527,
          "above_vwap": true,
          "amount": 273761848.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.469046839174597,
          "last": 65.01,
          "vwap": 65.61959193378755,
          "above_vwap": false,
          "amount": 717517428.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.394097755917616,
          "last": 34.61,
          "vwap": 33.38223908226821,
          "above_vwap": true,
          "amount": 925081933.0
        },
        {
          "symbol": "SZSE.000551",
          "name": "创元科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.37848605577691,
          "last": 21.16,
          "vwap": 20.402676108340703,
          "above_vwap": true,
          "amount": 895195978.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.3609,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1768,
      "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": 13.446567586694979,
          "last": 32.06,
          "vwap": 32.945396225490995,
          "above_vwap": false,
          "amount": 403600871.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 10.932524639878682,
          "last": 73.16,
          "vwap": 73.23502089911436,
          "above_vwap": false,
          "amount": 2663537424.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20304418414600925,
          "above_vwap": true,
          "amount": 3726876.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.879670677644103,
          "last": 34.7,
          "vwap": 33.95263915913622,
          "above_vwap": true,
          "amount": 568849307.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.266014883992412,
          "last": 74.88,
          "vwap": 72.24066118715153,
          "above_vwap": true,
          "amount": 5647926597.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 8.211920529801331,
          "last": 16.34,
          "vwap": 15.856951683933062,
          "above_vwap": true,
          "amount": 50478243.0
        },
        {
          "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",
          "priority": 999,
          "ret_pct": 8.166520866567172,
          "last": 210.2,
          "vwap": 198.25408457714224,
          "above_vwap": true,
          "amount": 2235443074.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.980210798021092,
          "last": 50.2,
          "vwap": 47.666063938419825,
          "above_vwap": true,
          "amount": 1722314218.0
        },
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5025326893626945,
          "last": 90.41,
          "vwap": 88.31551550156527,
          "above_vwap": true,
          "amount": 273761848.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.469046839174597,
          "last": 65.01,
          "vwap": 65.61959193378755,
          "above_vwap": false,
          "amount": 717517428.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.394097755917616,
          "last": 34.61,
          "vwap": 33.38223908226821,
          "above_vwap": true,
          "amount": 925081933.0
        },
        {
          "symbol": "SZSE.000551",
          "name": "创元科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.37848605577691,
          "last": 21.16,
          "vwap": 20.402676108340703,
          "above_vwap": true,
          "amount": 895195978.0
        }
      ]
    },
    "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": "2026-06-30T10:24:21",
  "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 10400,
      "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": 7.7883,
      "price_vs_vwap_pct": -1.1338,
      "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": 0.0293,
        "prev_amount_yi": 0.0206,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 7.67,
            "high": 7.67,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0051
          },
          {
            "time": "10:23",
            "open": 7.68,
            "high": 7.68,
            "low": 7.68,
            "close": 7.68,
            "amount_yi": 0.0086
          },
          {
            "time": "10:24",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.7,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 8.06,
        "open": 8.0,
        "high": 8.09,
        "low": 7.65,
        "bid1": 7.69,
        "ask1": 7.7,
        "bid_qty1": 110,
        "ask_qty1": 571
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "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": 63.916,
      "price_vs_vwap_pct": 0.5382,
      "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": 0.0424,
        "prev_amount_yi": 0.0289,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 64.59,
            "high": 64.59,
            "low": 64.59,
            "close": 64.59,
            "amount_yi": 0.0152
          },
          {
            "time": "10:23",
            "open": 64.25,
            "high": 64.25,
            "low": 64.25,
            "close": 64.25,
            "amount_yi": 0.0233
          },
          {
            "time": "10:24",
            "open": 64.26,
            "high": 64.26,
            "low": 64.26,
            "close": 64.26,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.26,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 63.1,
        "open": 62.54,
        "high": 65.86,
        "low": 61.6,
        "bid1": 64.26,
        "ask1": 64.27,
        "bid_qty1": 7,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 10400,
      "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": 7.6735,
      "price_vs_vwap_pct": -0.1759,
      "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": 0.0341,
        "prev_amount_yi": 0.0278,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2266,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0146
          },
          {
            "time": "10:23",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0109
          },
          {
            "time": "10:24",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.66,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 7.9,
        "open": 7.95,
        "high": 7.95,
        "low": 7.53,
        "bid1": 7.65,
        "ask1": 7.66,
        "bid_qty1": 2933,
        "ask_qty1": 150
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 3000,
      "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": 0.0188,
        "prev_amount_yi": 0.0112,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6786,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 26.7,
            "high": 26.7,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0046
          },
          {
            "time": "10:23",
            "open": 26.64,
            "high": 26.64,
            "low": 26.64,
            "close": 26.64,
            "amount_yi": 0.0108
          },
          {
            "time": "10:24",
            "open": 26.6,
            "high": 26.6,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.6,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 26.78,
        "open": 26.86,
        "high": 27.1,
        "low": 26.0,
        "bid1": 26.59,
        "ask1": 26.6,
        "bid_qty1": 14,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1000,
      "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_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1905,
        "prev_amount_yi": 0.1317,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4465,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 72.99,
            "high": 72.99,
            "low": 72.99,
            "close": 72.99,
            "amount_yi": 0.0799
          },
          {
            "time": "10:23",
            "open": 73.09,
            "high": 73.09,
            "low": 73.09,
            "close": 73.09,
            "amount_yi": 0.0924
          },
          {
            "time": "10:24",
            "open": 73.16,
            "high": 73.16,
            "low": 73.16,
            "close": 73.16,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.16,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 65.95,
        "open": 70.61,
        "high": 76.88,
        "low": 70.61,
        "bid1": 73.16,
        "ask1": 73.18,
        "bid_qty1": 1,
        "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "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": 47.0567,
      "price_vs_vwap_pct": 0.0495,
      "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": 0.0103,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 47.12,
            "high": 47.12,
            "low": 47.12,
            "close": 47.12,
            "amount_yi": 0.0054
          },
          {
            "time": "10:23",
            "open": 47.16,
            "high": 47.16,
            "low": 47.16,
            "close": 47.16,
            "amount_yi": 0.0018
          },
          {
            "time": "10:24",
            "open": 47.08,
            "high": 47.08,
            "low": 47.08,
            "close": 47.08,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.08,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 47.62,
        "open": 47.79,
        "high": 48.0,
        "low": 46.05,
        "bid1": 47.07,
        "ask1": 47.08,
        "bid_qty1": 12,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 4900,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 15.96,
      "max_chase_pct": 3.0,
      "base_exec_high": 15.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.27,
      "entry_zone_high": 15.73,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0041,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 16.33,
            "high": 16.33,
            "low": 16.33,
            "close": 16.33,
            "amount_yi": 0.0015
          },
          {
            "time": "10:23",
            "open": 16.34,
            "high": 16.34,
            "low": 16.34,
            "close": 16.34,
            "amount_yi": 0.0024
          },
          {
            "time": "10:24",
            "open": 16.34,
            "high": 16.34,
            "low": 16.34,
            "close": 16.34,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.34,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 15.1,
        "open": 15.0,
        "high": 16.99,
        "low": 14.7,
        "bid1": 16.33,
        "ask1": 16.34,
        "bid_qty1": 24,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "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": 44.6846,
      "price_vs_vwap_pct": -0.9726,
      "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": 0.0382,
        "prev_amount_yi": 0.0119,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 44.37,
            "high": 44.37,
            "low": 44.37,
            "close": 44.37,
            "amount_yi": 0.0119
          },
          {
            "time": "10:23",
            "open": 44.26,
            "high": 44.26,
            "low": 44.26,
            "close": 44.26,
            "amount_yi": 0.0229
          },
          {
            "time": "10:24",
            "open": 44.25,
            "high": 44.25,
            "low": 44.25,
            "close": 44.25,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.25,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 46.25,
        "open": 45.03,
        "high": 45.73,
        "low": 44.02,
        "bid1": 44.24,
        "ask1": 44.25,
        "bid_qty1": 30,
        "ask_qty1": 10
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 111.24,
      "max_chase_pct": 3.0,
      "base_exec_high": 111.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 106.38,
      "entry_zone_high": 109.62,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1609,
        "prev_amount_yi": 0.071,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 107.57,
            "high": 107.57,
            "low": 107.57,
            "close": 107.57,
            "amount_yi": 0.0539
          },
          {
            "time": "10:23",
            "open": 107.21,
            "high": 107.21,
            "low": 107.21,
            "close": 107.21,
            "amount_yi": 0.0712
          },
          {
            "time": "10:24",
            "open": 107.25,
            "high": 107.25,
            "low": 107.25,
            "close": 107.25,
            "amount_yi": 0.0358
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.25,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 107.01,
        "open": 107.56,
        "high": 110.66,
        "low": 106.01,
        "bid1": 107.24,
        "ask1": 107.25,
        "bid_qty1": 22,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 3100,
      "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": 0.0031,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1481,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 25.7,
            "high": 25.7,
            "low": 25.7,
            "close": 25.7,
            "amount_yi": 0.0029
          },
          {
            "time": "10:23",
            "open": 25.69,
            "high": 25.69,
            "low": 25.69,
            "close": 25.69,
            "amount_yi": 0.0001
          },
          {
            "time": "10:24",
            "open": 25.7,
            "high": 25.7,
            "low": 25.7,
            "close": 25.7,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.7,
        "ts": "2026-06-30T10:24:16",
        "prev_close": 25.81,
        "open": 25.8,
        "high": 26.2,
        "low": 25.22,
        "bid1": 25.7,
        "ask1": 25.79,
        "bid_qty1": 9,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 28.5698,
      "price_vs_vwap_pct": 1.4008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2936,
        "prev_amount_yi": 0.2372,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2378,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 28.94,
            "high": 28.94,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.0713
          },
          {
            "time": "10:23",
            "open": 28.99,
            "high": 28.99,
            "low": 28.99,
            "close": 28.99,
            "amount_yi": 0.1368
          },
          {
            "time": "10:24",
            "open": 28.97,
            "high": 28.97,
            "low": 28.97,
            "close": 28.97,
            "amount_yi": 0.0855
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.97,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 28.8,
        "open": 28.28,
        "high": 29.1,
        "low": 28.06,
        "bid1": 28.96,
        "ask1": 28.98,
        "bid_qty1": 47,
        "ask_qty1": 10
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2500,
      "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": 32.3151,
      "price_vs_vwap_pct": -0.9441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1377,
        "prev_amount_yi": 0.0562,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 32.1,
            "high": 32.1,
            "low": 32.1,
            "close": 32.1,
            "amount_yi": 0.0286
          },
          {
            "time": "10:23",
            "open": 32.07,
            "high": 32.07,
            "low": 32.07,
            "close": 32.07,
            "amount_yi": 0.0549
          },
          {
            "time": "10:24",
            "open": 32.01,
            "high": 32.01,
            "low": 32.01,
            "close": 32.01,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.01,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 32.9,
        "open": 32.95,
        "high": 32.97,
        "low": 31.97,
        "bid1": 32.01,
        "ask1": 32.02,
        "bid_qty1": 411,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 8000,
      "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": 0.0171,
        "prev_amount_yi": 0.0077,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:22",
            "open": 10.02,
            "high": 10.02,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.0141
          },
          {
            "time": "10:23",
            "open": 10.02,
            "high": 10.02,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.0011
          },
          {
            "time": "10:24",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129442.68,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.99,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 10.22,
        "open": 10.22,
        "high": 10.23,
        "low": 9.96,
        "bid1": 9.99,
        "ask1": 10.0,
        "bid_qty1": 542,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 2300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.79,
      "entry_zone_high": 34.81,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1291,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 34.16,
            "high": 34.16,
            "low": 34.16,
            "close": 34.16,
            "amount_yi": 0.014
          },
          {
            "time": "10:21",
            "open": 34.12,
            "high": 34.12,
            "low": 34.1,
            "close": 34.1,
            "amount_yi": 0.0253
          },
          {
            "time": "10:22",
            "open": 34.04,
            "high": 34.04,
            "low": 34.04,
            "close": 34.04,
            "amount_yi": 0.0574
          },
          {
            "time": "10:23",
            "open": 34.04,
            "high": 34.04,
            "low": 34.04,
            "close": 34.04,
            "amount_yi": 0.0112
          },
          {
            "time": "10:24",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.0,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 33.96,
        "open": 33.5,
        "high": 34.87,
        "low": 33.36,
        "bid1": 34.0,
        "ask1": 34.01,
        "bid_qty1": 353,
        "ask_qty1": 26
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 4400,
      "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": 0.0502,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 18.23,
            "high": 18.23,
            "low": 18.23,
            "close": 18.23,
            "amount_yi": 0.0074
          },
          {
            "time": "10:21",
            "open": 18.27,
            "high": 18.27,
            "low": 18.26,
            "close": 18.26,
            "amount_yi": 0.02
          },
          {
            "time": "10:22",
            "open": 18.21,
            "high": 18.21,
            "low": 18.21,
            "close": 18.21,
            "amount_yi": 0.0051
          },
          {
            "time": "10:23",
            "open": 18.21,
            "high": 18.21,
            "low": 18.21,
            "close": 18.21,
            "amount_yi": 0.0101
          },
          {
            "time": "10:24",
            "open": 18.16,
            "high": 18.16,
            "low": 18.16,
            "close": 18.16,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.16,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 18.35,
        "open": 18.2,
        "high": 18.71,
        "low": 17.94,
        "bid1": 18.15,
        "ask1": 18.16,
        "bid_qty1": 25,
        "ask_qty1": 140
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 28.8682,
      "price_vs_vwap_pct": -0.3055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0304,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 28.81,
            "high": 28.81,
            "low": 28.81,
            "close": 28.81,
            "amount_yi": 0.0102
          },
          {
            "time": "10:21",
            "open": 28.79,
            "high": 28.79,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.0024
          },
          {
            "time": "10:22",
            "open": 28.79,
            "high": 28.79,
            "low": 28.79,
            "close": 28.79,
            "amount_yi": 0.0101
          },
          {
            "time": "10:23",
            "open": 28.78,
            "high": 28.78,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.0044
          },
          {
            "time": "10:24",
            "open": 28.78,
            "high": 28.78,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.78,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 29.28,
        "open": 28.99,
        "high": 29.65,
        "low": 28.48,
        "bid1": 28.77,
        "ask1": 28.8,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 2100,
      "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": 37.1537,
      "price_vs_vwap_pct": 0.0977,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0904,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 37.42,
            "high": 37.42,
            "low": 37.42,
            "close": 37.42,
            "amount_yi": 0.011
          },
          {
            "time": "10:21",
            "open": 37.35,
            "high": 37.37,
            "low": 37.35,
            "close": 37.37,
            "amount_yi": 0.018
          },
          {
            "time": "10:22",
            "open": 37.29,
            "high": 37.29,
            "low": 37.29,
            "close": 37.29,
            "amount_yi": 0.0176
          },
          {
            "time": "10:23",
            "open": 37.33,
            "high": 37.33,
            "low": 37.33,
            "close": 37.33,
            "amount_yi": 0.0296
          },
          {
            "time": "10:24",
            "open": 37.19,
            "high": 37.19,
            "low": 37.19,
            "close": 37.19,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.19,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 37.98,
        "open": 37.21,
        "high": 37.96,
        "low": 36.68,
        "bid1": 37.18,
        "ask1": 37.19,
        "bid_qty1": 30,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 700,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 121.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 119.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 115.78,
      "entry_zone_high": 119.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1471,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 114.77,
            "high": 114.77,
            "low": 114.77,
            "close": 114.77,
            "amount_yi": 0.0182
          },
          {
            "time": "10:21",
            "open": 114.6,
            "high": 114.6,
            "low": 114.27,
            "close": 114.27,
            "amount_yi": 0.0706
          },
          {
            "time": "10:22",
            "open": 114.01,
            "high": 114.01,
            "low": 114.01,
            "close": 114.01,
            "amount_yi": 0.0108
          },
          {
            "time": "10:23",
            "open": 113.67,
            "high": 113.67,
            "low": 113.67,
            "close": 113.67,
            "amount_yi": 0.032
          },
          {
            "time": "10:24",
            "open": 113.69,
            "high": 113.69,
            "low": 113.69,
            "close": 113.69,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 113.69,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 114.41,
        "open": 115.01,
        "high": 118.0,
        "low": 112.22,
        "bid1": 113.68,
        "ask1": 113.69,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.75,
      "exec_low": 22.75,
      "exec_high": 23.09,
      "invalid_price": 22.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 3600,
      "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": 22.4245,
      "price_vs_vwap_pct": -0.9565,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1382,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 22.24,
            "high": 22.24,
            "low": 22.24,
            "close": 22.24,
            "amount_yi": 0.0161
          },
          {
            "time": "10:21",
            "open": 22.22,
            "high": 22.25,
            "low": 22.22,
            "close": 22.25,
            "amount_yi": 0.0272
          },
          {
            "time": "10:22",
            "open": 22.25,
            "high": 22.25,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0361
          },
          {
            "time": "10:23",
            "open": 22.23,
            "high": 22.23,
            "low": 22.23,
            "close": 22.23,
            "amount_yi": 0.0235
          },
          {
            "time": "10:24",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.21,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 22.73,
        "open": 22.73,
        "high": 22.73,
        "low": 22.2,
        "bid1": 22.21,
        "ask1": 22.22,
        "bid_qty1": 104,
        "ask_qty1": 193
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2900,
      "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": 28.0438,
      "price_vs_vwap_pct": -1.3686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1029,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 27.74,
            "high": 27.74,
            "low": 27.74,
            "close": 27.74,
            "amount_yi": 0.0078
          },
          {
            "time": "10:21",
            "open": 27.72,
            "high": 27.72,
            "low": 27.7,
            "close": 27.7,
            "amount_yi": 0.0308
          },
          {
            "time": "10:22",
            "open": 27.69,
            "high": 27.69,
            "low": 27.69,
            "close": 27.69,
            "amount_yi": 0.0191
          },
          {
            "time": "10:23",
            "open": 27.67,
            "high": 27.67,
            "low": 27.67,
            "close": 27.67,
            "amount_yi": 0.0225
          },
          {
            "time": "10:24",
            "open": 27.66,
            "high": 27.66,
            "low": 27.66,
            "close": 27.66,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.66,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 28.72,
        "open": 28.62,
        "high": 28.63,
        "low": 27.6,
        "bid1": 27.66,
        "ask1": 27.67,
        "bid_qty1": 310,
        "ask_qty1": 90
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 0.0106,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 53.47,
            "high": 53.47,
            "low": 53.47,
            "close": 53.47,
            "amount_yi": 0.0013
          },
          {
            "time": "10:21",
            "open": 53.31,
            "high": 53.34,
            "low": 53.31,
            "close": 53.34,
            "amount_yi": 0.0019
          },
          {
            "time": "10:22",
            "open": 53.37,
            "high": 53.37,
            "low": 53.37,
            "close": 53.37,
            "amount_yi": 0.0035
          },
          {
            "time": "10:23",
            "open": 53.32,
            "high": 53.32,
            "low": 53.32,
            "close": 53.32,
            "amount_yi": 0.0011
          },
          {
            "time": "10:24",
            "open": 53.3,
            "high": 53.3,
            "low": 53.3,
            "close": 53.3,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.3,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 54.24,
        "open": 53.21,
        "high": 54.19,
        "low": 52.82,
        "bid1": 53.27,
        "ask1": 53.3,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 8600,
      "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": 9.4098,
      "price_vs_vwap_pct": -1.8045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0809,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 9.27,
            "high": 9.27,
            "low": 9.27,
            "close": 9.27,
            "amount_yi": 0.0096
          },
          {
            "time": "10:21",
            "open": 9.26,
            "high": 9.26,
            "low": 9.25,
            "close": 9.25,
            "amount_yi": 0.0099
          },
          {
            "time": "10:22",
            "open": 9.23,
            "high": 9.23,
            "low": 9.23,
            "close": 9.23,
            "amount_yi": 0.013
          },
          {
            "time": "10:23",
            "open": 9.21,
            "high": 9.21,
            "low": 9.21,
            "close": 9.21,
            "amount_yi": 0.0455
          },
          {
            "time": "10:24",
            "open": 9.24,
            "high": 9.24,
            "low": 9.24,
            "close": 9.24,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.24,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 9.86,
        "open": 9.42,
        "high": 9.7,
        "low": 9.2,
        "bid1": 9.23,
        "ask1": 9.24,
        "bid_qty1": 111,
        "ask_qty1": 187
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "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": 0.0527,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 77.34,
            "high": 77.34,
            "low": 77.34,
            "close": 77.34,
            "amount_yi": 0.0188
          },
          {
            "time": "10:21",
            "open": 77.4,
            "high": 77.4,
            "low": 77.4,
            "close": 77.4,
            "amount_yi": 0.0078
          },
          {
            "time": "10:22",
            "open": 77.21,
            "high": 77.21,
            "low": 77.21,
            "close": 77.21,
            "amount_yi": 0.0158
          },
          {
            "time": "10:23",
            "open": 77.16,
            "high": 77.16,
            "low": 77.16,
            "close": 77.16,
            "amount_yi": 0.0031
          },
          {
            "time": "10:24",
            "open": 77.15,
            "high": 77.15,
            "low": 77.15,
            "close": 77.15,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.15,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 79.1,
        "open": 78.01,
        "high": 79.0,
        "low": 76.16,
        "bid1": 77.15,
        "ask1": 77.16,
        "bid_qty1": 19,
        "ask_qty1": 13
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "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": 57.003,
      "price_vs_vwap_pct": -0.4789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0628,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 56.9,
            "high": 56.9,
            "low": 56.9,
            "close": 56.9,
            "amount_yi": 0.0039
          },
          {
            "time": "10:21",
            "open": 56.87,
            "high": 56.87,
            "low": 56.84,
            "close": 56.84,
            "amount_yi": 0.0045
          },
          {
            "time": "10:22",
            "open": 56.8,
            "high": 56.8,
            "low": 56.8,
            "close": 56.8,
            "amount_yi": 0.0185
          },
          {
            "time": "10:23",
            "open": 56.8,
            "high": 56.8,
            "low": 56.8,
            "close": 56.8,
            "amount_yi": 0.0149
          },
          {
            "time": "10:24",
            "open": 56.73,
            "high": 56.73,
            "low": 56.73,
            "close": 56.73,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.73,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 57.57,
        "open": 57.5,
        "high": 57.59,
        "low": 56.7,
        "bid1": 56.73,
        "ask1": 56.74,
        "bid_qty1": 30,
        "ask_qty1": 22
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 800,
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0898,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 91.24,
            "high": 91.24,
            "low": 91.24,
            "close": 91.24,
            "amount_yi": 0.0117
          },
          {
            "time": "10:21",
            "open": 91.09,
            "high": 91.09,
            "low": 90.94,
            "close": 90.94,
            "amount_yi": 0.032
          },
          {
            "time": "10:22",
            "open": 90.58,
            "high": 90.58,
            "low": 90.58,
            "close": 90.58,
            "amount_yi": 0.0206
          },
          {
            "time": "10:23",
            "open": 90.23,
            "high": 90.23,
            "low": 90.23,
            "close": 90.23,
            "amount_yi": 0.0134
          },
          {
            "time": "10:24",
            "open": 90.41,
            "high": 90.41,
            "low": 90.41,
            "close": 90.41,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.41,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 84.89,
        "open": 84.33,
        "high": 91.61,
        "low": 83.6,
        "bid1": 90.25,
        "ask1": 90.39,
        "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.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": "2026-06-30T10:24:21",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1600,
      "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": 3.6742,
      "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": 0.045,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 26.55,
            "high": 26.55,
            "low": 26.55,
            "close": 26.55,
            "amount_yi": 0.0118
          },
          {
            "time": "10:21",
            "open": 26.52,
            "high": 26.52,
            "low": 26.47,
            "close": 26.47,
            "amount_yi": 0.0156
          },
          {
            "time": "10:22",
            "open": 26.44,
            "high": 26.44,
            "low": 26.44,
            "close": 26.44,
            "amount_yi": 0.0039
          },
          {
            "time": "10:23",
            "open": 26.47,
            "high": 26.47,
            "low": 26.47,
            "close": 26.47,
            "amount_yi": 0.0077
          },
          {
            "time": "10:24",
            "open": 26.4,
            "high": 26.4,
            "low": 26.4,
            "close": 26.4,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43147.56,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.4,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 26.18,
        "open": 26.18,
        "high": 26.82,
        "low": 25.8,
        "bid1": 26.39,
        "ask1": 26.4,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 6300,
      "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": 0.0332,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 12.75,
            "high": 12.75,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.0011
          },
          {
            "time": "10:21",
            "open": 12.74,
            "high": 12.74,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0017
          },
          {
            "time": "10:22",
            "open": 12.69,
            "high": 12.69,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.013
          },
          {
            "time": "10:23",
            "open": 12.7,
            "high": 12.7,
            "low": 12.7,
            "close": 12.7,
            "amount_yi": 0.0013
          },
          {
            "time": "10:24",
            "open": 12.68,
            "high": 12.68,
            "low": 12.68,
            "close": 12.68,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.68,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 12.71,
        "open": 12.53,
        "high": 13.1,
        "low": 12.46,
        "bid1": 12.67,
        "ask1": 12.68,
        "bid_qty1": 1,
        "ask_qty1": 180
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2000,
      "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": 0.0551,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 40.25,
            "high": 40.25,
            "low": 40.25,
            "close": 40.25,
            "amount_yi": 0.0063
          },
          {
            "time": "10:21",
            "open": 40.24,
            "high": 40.24,
            "low": 40.24,
            "close": 40.24,
            "amount_yi": 0.0103
          },
          {
            "time": "10:22",
            "open": 40.23,
            "high": 40.23,
            "low": 40.23,
            "close": 40.23,
            "amount_yi": 0.0131
          },
          {
            "time": "10:23",
            "open": 40.3,
            "high": 40.3,
            "low": 40.3,
            "close": 40.3,
            "amount_yi": 0.0185
          },
          {
            "time": "10:24",
            "open": 40.03,
            "high": 40.03,
            "low": 40.03,
            "close": 40.03,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.03,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 40.7,
        "open": 40.78,
        "high": 41.6,
        "low": 39.83,
        "bid1": 40.03,
        "ask1": 40.09,
        "bid_qty1": 6,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "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": 0.0277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 45.57,
            "high": 45.57,
            "low": 45.57,
            "close": 45.57,
            "amount_yi": 0.0023
          },
          {
            "time": "10:21",
            "open": 45.52,
            "high": 45.68,
            "low": 45.52,
            "close": 45.68,
            "amount_yi": 0.0037
          },
          {
            "time": "10:22",
            "open": 45.75,
            "high": 45.75,
            "low": 45.75,
            "close": 45.75,
            "amount_yi": 0.0033
          },
          {
            "time": "10:23",
            "open": 45.68,
            "high": 45.68,
            "low": 45.68,
            "close": 45.68,
            "amount_yi": 0.0082
          },
          {
            "time": "10:24",
            "open": 45.51,
            "high": 45.51,
            "low": 45.51,
            "close": 45.51,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.51,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 47.0,
        "open": 47.0,
        "high": 47.14,
        "low": 44.5,
        "bid1": 45.47,
        "ask1": 45.48,
        "bid_qty1": 16,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 53.31,
      "exec_low": 53.31,
      "exec_high": 54.11,
      "invalid_price": 51.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 52.6772,
      "price_vs_vwap_pct": -1.0008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7952,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 52.28,
            "high": 52.28,
            "low": 52.28,
            "close": 52.28,
            "amount_yi": 0.1791
          },
          {
            "time": "10:21",
            "open": 52.21,
            "high": 52.23,
            "low": 52.21,
            "close": 52.23,
            "amount_yi": 0.1635
          },
          {
            "time": "10:22",
            "open": 52.32,
            "high": 52.32,
            "low": 52.32,
            "close": 52.32,
            "amount_yi": 0.1919
          },
          {
            "time": "10:23",
            "open": 52.27,
            "high": 52.27,
            "low": 52.27,
            "close": 52.27,
            "amount_yi": 0.1622
          },
          {
            "time": "10:24",
            "open": 52.15,
            "high": 52.15,
            "low": 52.15,
            "close": 52.15,
            "amount_yi": 0.0985
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.15,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 52.93,
        "open": 52.97,
        "high": 53.45,
        "low": 52.03,
        "bid1": 52.15,
        "ask1": 52.16,
        "bid_qty1": 7,
        "ask_qty1": 60
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 258.93,
      "exec_low": 258.93,
      "exec_high": 262.81,
      "invalid_price": 251.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2019,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 253.88,
            "high": 253.88,
            "low": 253.88,
            "close": 253.88,
            "amount_yi": 0.062
          },
          {
            "time": "10:21",
            "open": 253.99,
            "high": 253.99,
            "low": 253.99,
            "close": 253.99,
            "amount_yi": 0.0296
          },
          {
            "time": "10:22",
            "open": 253.62,
            "high": 253.62,
            "low": 253.62,
            "close": 253.62,
            "amount_yi": 0.0459
          },
          {
            "time": "10:23",
            "open": 253.57,
            "high": 253.57,
            "low": 253.57,
            "close": 253.57,
            "amount_yi": 0.044
          },
          {
            "time": "10:24",
            "open": 252.89,
            "high": 252.89,
            "low": 252.89,
            "close": 252.89,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 252.89,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 255.9,
        "open": 257.92,
        "high": 258.9,
        "low": 251.02,
        "bid1": 252.62,
        "ask1": 253.0,
        "bid_qty1": 6,
        "ask_qty1": 81
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 3600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.95,
      "entry_zone_high": 22.61,
      "entry_risk_pct": null,
      "intraday_vwap": 22.229,
      "price_vs_vwap_pct": -0.4904,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0988,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 22.1,
            "high": 22.1,
            "low": 22.1,
            "close": 22.1,
            "amount_yi": 0.0085
          },
          {
            "time": "10:21",
            "open": 22.13,
            "high": 22.16,
            "low": 22.13,
            "close": 22.16,
            "amount_yi": 0.0333
          },
          {
            "time": "10:22",
            "open": 22.14,
            "high": 22.14,
            "low": 22.14,
            "close": 22.14,
            "amount_yi": 0.0308
          },
          {
            "time": "10:23",
            "open": 22.1,
            "high": 22.1,
            "low": 22.1,
            "close": 22.1,
            "amount_yi": 0.0156
          },
          {
            "time": "10:24",
            "open": 22.12,
            "high": 22.12,
            "low": 22.12,
            "close": 22.12,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.12,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 22.1,
        "open": 22.06,
        "high": 22.72,
        "low": 21.88,
        "bid1": 22.11,
        "ask1": 22.12,
        "bid_qty1": 544,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "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": 66.5299,
      "price_vs_vwap_pct": -1.3075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1826,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 65.86,
            "high": 65.86,
            "low": 65.86,
            "close": 65.86,
            "amount_yi": 0.0282
          },
          {
            "time": "10:21",
            "open": 65.82,
            "high": 65.83,
            "low": 65.82,
            "close": 65.83,
            "amount_yi": 0.0267
          },
          {
            "time": "10:22",
            "open": 65.77,
            "high": 65.77,
            "low": 65.77,
            "close": 65.77,
            "amount_yi": 0.0623
          },
          {
            "time": "10:23",
            "open": 65.75,
            "high": 65.75,
            "low": 65.75,
            "close": 65.75,
            "amount_yi": 0.0267
          },
          {
            "time": "10:24",
            "open": 65.66,
            "high": 65.66,
            "low": 65.66,
            "close": 65.66,
            "amount_yi": 0.0387
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.66,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 67.75,
        "open": 67.5,
        "high": 67.94,
        "low": 65.66,
        "bid1": 65.65,
        "ask1": 65.66,
        "bid_qty1": 78,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 0.0172,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 33.53,
            "high": 33.53,
            "low": 33.53,
            "close": 33.53,
            "amount_yi": 0.0001
          },
          {
            "time": "10:21",
            "open": 33.44,
            "high": 33.44,
            "low": 33.43,
            "close": 33.43,
            "amount_yi": 0.0025
          },
          {
            "time": "10:22",
            "open": 33.49,
            "high": 33.49,
            "low": 33.49,
            "close": 33.49,
            "amount_yi": 0.0084
          },
          {
            "time": "10:23",
            "open": 33.45,
            "high": 33.45,
            "low": 33.45,
            "close": 33.45,
            "amount_yi": 0.0008
          },
          {
            "time": "10:24",
            "open": 33.32,
            "high": 33.32,
            "low": 33.32,
            "close": 33.32,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.32,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 33.86,
        "open": 33.78,
        "high": 34.24,
        "low": 33.02,
        "bid1": 33.32,
        "ask1": 33.33,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 52.05,
      "exec_low": 52.05,
      "exec_high": 52.83,
      "invalid_price": 50.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 0.0119,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 51.37,
            "high": 51.37,
            "low": 51.37,
            "close": 51.37,
            "amount_yi": 0.0001
          },
          {
            "time": "10:21",
            "open": 51.31,
            "high": 51.31,
            "low": 51.31,
            "close": 51.31,
            "amount_yi": 0.0004
          },
          {
            "time": "10:22",
            "open": 51.19,
            "high": 51.19,
            "low": 51.19,
            "close": 51.19,
            "amount_yi": 0.0021
          },
          {
            "time": "10:23",
            "open": 51.14,
            "high": 51.14,
            "low": 51.14,
            "close": 51.14,
            "amount_yi": 0.0018
          },
          {
            "time": "10:24",
            "open": 51.0,
            "high": 51.0,
            "low": 51.0,
            "close": 51.0,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.0,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 51.42,
        "open": 51.01,
        "high": 51.9,
        "low": 50.71,
        "bid1": 50.93,
        "ask1": 50.99,
        "bid_qty1": 4,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 9100,
      "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": 8.8757,
      "price_vs_vwap_pct": -1.6416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0221,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 8.76,
            "high": 8.76,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0019
          },
          {
            "time": "10:21",
            "open": 8.76,
            "high": 8.76,
            "low": 8.75,
            "close": 8.75,
            "amount_yi": 0.0029
          },
          {
            "time": "10:22",
            "open": 8.76,
            "high": 8.76,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.004
          },
          {
            "time": "10:23",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0112
          },
          {
            "time": "10:24",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.73,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 9.0,
        "open": 8.9,
        "high": 9.03,
        "low": 8.72,
        "bid1": 8.72,
        "ask1": 8.73,
        "bid_qty1": 651,
        "ask_qty1": 260
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 3900,
      "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": 20.4299,
      "price_vs_vwap_pct": -0.3911,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 20.39,
            "high": 20.39,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.001
          },
          {
            "time": "10:21",
            "open": 20.37,
            "high": 20.37,
            "low": 20.37,
            "close": 20.37,
            "amount_yi": 0.0068
          },
          {
            "time": "10:22",
            "open": 20.38,
            "high": 20.38,
            "low": 20.38,
            "close": 20.38,
            "amount_yi": 0.0059
          },
          {
            "time": "10:23",
            "open": 20.36,
            "high": 20.36,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.0123
          },
          {
            "time": "10:24",
            "open": 20.35,
            "high": 20.35,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.35,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 20.93,
        "open": 20.81,
        "high": 20.81,
        "low": 20.21,
        "bid1": 20.35,
        "ask1": 20.36,
        "bid_qty1": 527,
        "ask_qty1": 86
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.78,
      "exec_low": 28.78,
      "exec_high": 29.21,
      "invalid_price": 27.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 2800,
      "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": 0.0373,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 28.3,
            "high": 28.3,
            "low": 28.3,
            "close": 28.3,
            "amount_yi": 0.0029
          },
          {
            "time": "10:21",
            "open": 28.29,
            "high": 28.29,
            "low": 28.24,
            "close": 28.24,
            "amount_yi": 0.0087
          },
          {
            "time": "10:22",
            "open": 28.22,
            "high": 28.22,
            "low": 28.22,
            "close": 28.22,
            "amount_yi": 0.0086
          },
          {
            "time": "10:23",
            "open": 28.2,
            "high": 28.2,
            "low": 28.2,
            "close": 28.2,
            "amount_yi": 0.0077
          },
          {
            "time": "10:24",
            "open": 28.11,
            "high": 28.11,
            "low": 28.11,
            "close": 28.11,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.11,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 28.47,
        "open": 28.48,
        "high": 28.88,
        "low": 27.95,
        "bid1": 28.1,
        "ask1": 28.11,
        "bid_qty1": 57,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 1600,
      "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": 47.9571,
      "price_vs_vwap_pct": 0.5273,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0375,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 48.44,
            "high": 48.44,
            "low": 48.44,
            "close": 48.44,
            "amount_yi": 0.01
          },
          {
            "time": "10:21",
            "open": 48.4,
            "high": 48.4,
            "low": 48.4,
            "close": 48.4,
            "amount_yi": 0.0071
          },
          {
            "time": "10:22",
            "open": 48.23,
            "high": 48.23,
            "low": 48.23,
            "close": 48.23,
            "amount_yi": 0.0047
          },
          {
            "time": "10:23",
            "open": 48.22,
            "high": 48.22,
            "low": 48.22,
            "close": 48.22,
            "amount_yi": 0.0098
          },
          {
            "time": "10:24",
            "open": 48.21,
            "high": 48.21,
            "low": 48.21,
            "close": 48.21,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.21,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 47.75,
        "open": 47.78,
        "high": 48.78,
        "low": 46.7,
        "bid1": 48.2,
        "ask1": 48.21,
        "bid_qty1": 18,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 6200,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.66,
      "entry_zone_high": 13.04,
      "entry_risk_pct": null,
      "intraday_vwap": 12.7872,
      "price_vs_vwap_pct": -0.2909,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1341,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 12.79,
            "high": 12.79,
            "low": 12.79,
            "close": 12.79,
            "amount_yi": 0.013
          },
          {
            "time": "10:21",
            "open": 12.79,
            "high": 12.79,
            "low": 12.78,
            "close": 12.78,
            "amount_yi": 0.0208
          },
          {
            "time": "10:22",
            "open": 12.77,
            "high": 12.77,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.0243
          },
          {
            "time": "10:23",
            "open": 12.76,
            "high": 12.76,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 0.063
          },
          {
            "time": "10:24",
            "open": 12.75,
            "high": 12.75,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.75,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 12.84,
        "open": 12.76,
        "high": 13.04,
        "low": 12.55,
        "bid1": 12.74,
        "ask1": 12.75,
        "bid_qty1": 47,
        "ask_qty1": 889
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 3900,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.25,
      "entry_zone_high": 20.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0252,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 20.58,
            "high": 20.58,
            "low": 20.58,
            "close": 20.58,
            "amount_yi": 0.0019
          },
          {
            "time": "10:21",
            "open": 20.57,
            "high": 20.59,
            "low": 20.57,
            "close": 20.59,
            "amount_yi": 0.0079
          },
          {
            "time": "10:22",
            "open": 20.52,
            "high": 20.52,
            "low": 20.52,
            "close": 20.52,
            "amount_yi": 0.0091
          },
          {
            "time": "10:23",
            "open": 20.48,
            "high": 20.48,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0045
          },
          {
            "time": "10:24",
            "open": 20.41,
            "high": 20.41,
            "low": 20.41,
            "close": 20.41,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.41,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 20.05,
        "open": 19.77,
        "high": 20.84,
        "low": 19.52,
        "bid1": 20.4,
        "ask1": 20.41,
        "bid_qty1": 18,
        "ask_qty1": 44
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 4700,
      "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": 0.0144,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 17.17,
            "high": 17.17,
            "low": 17.17,
            "close": 17.17,
            "amount_yi": 0.0007
          },
          {
            "time": "10:21",
            "open": 17.15,
            "high": 17.15,
            "low": 17.12,
            "close": 17.12,
            "amount_yi": 0.0037
          },
          {
            "time": "10:22",
            "open": 17.12,
            "high": 17.12,
            "low": 17.12,
            "close": 17.12,
            "amount_yi": 0.0017
          },
          {
            "time": "10:23",
            "open": 17.11,
            "high": 17.11,
            "low": 17.11,
            "close": 17.11,
            "amount_yi": 0.0032
          },
          {
            "time": "10:24",
            "open": 17.05,
            "high": 17.05,
            "low": 17.05,
            "close": 17.05,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.05,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 17.36,
        "open": 17.19,
        "high": 17.51,
        "low": 17.01,
        "bid1": 17.05,
        "ask1": 17.06,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 8600,
      "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": 9.4043,
      "price_vs_vwap_pct": -1.0027,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 9.34,
            "high": 9.34,
            "low": 9.34,
            "close": 9.34,
            "amount_yi": 0.0031
          },
          {
            "time": "10:21",
            "open": 9.34,
            "high": 9.34,
            "low": 9.33,
            "close": 9.33,
            "amount_yi": 0.0101
          },
          {
            "time": "10:22",
            "open": 9.33,
            "high": 9.33,
            "low": 9.33,
            "close": 9.33,
            "amount_yi": 0.0043
          },
          {
            "time": "10:23",
            "open": 9.32,
            "high": 9.32,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.0029
          },
          {
            "time": "10:24",
            "open": 9.31,
            "high": 9.31,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.31,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 9.67,
        "open": 9.57,
        "high": 9.67,
        "low": 9.27,
        "bid1": 9.31,
        "ask1": 9.32,
        "bid_qty1": 301,
        "ask_qty1": 71
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "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": 35.5904,
      "price_vs_vwap_pct": -0.9283,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0555,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 35.38,
            "high": 35.38,
            "low": 35.38,
            "close": 35.38,
            "amount_yi": 0.0107
          },
          {
            "time": "10:21",
            "open": 35.37,
            "high": 35.37,
            "low": 35.36,
            "close": 35.36,
            "amount_yi": 0.0092
          },
          {
            "time": "10:22",
            "open": 35.35,
            "high": 35.35,
            "low": 35.35,
            "close": 35.35,
            "amount_yi": 0.0058
          },
          {
            "time": "10:23",
            "open": 35.33,
            "high": 35.33,
            "low": 35.33,
            "close": 35.33,
            "amount_yi": 0.0108
          },
          {
            "time": "10:24",
            "open": 35.26,
            "high": 35.26,
            "low": 35.26,
            "close": 35.26,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.26,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 36.18,
        "open": 35.68,
        "high": 36.08,
        "low": 35.18,
        "bid1": 35.26,
        "ask1": 35.27,
        "bid_qty1": 28,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.5,
      "exec_low": 17.5,
      "exec_high": 17.76,
      "invalid_price": 16.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 4600,
      "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": 17.0852,
      "price_vs_vwap_pct": 1.1402,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 17.3,
            "high": 17.3,
            "low": 17.3,
            "close": 17.3,
            "amount_yi": 0.0003
          },
          {
            "time": "10:21",
            "open": 17.28,
            "high": 17.28,
            "low": 17.27,
            "close": 17.27,
            "amount_yi": 0.0016
          },
          {
            "time": "10:22",
            "open": 17.31,
            "high": 17.31,
            "low": 17.31,
            "close": 17.31,
            "amount_yi": 0.0033
          },
          {
            "time": "10:23",
            "open": 17.33,
            "high": 17.33,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0006
          },
          {
            "time": "10:24",
            "open": 17.28,
            "high": 17.28,
            "low": 17.28,
            "close": 17.28,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.28,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 17.2,
        "open": 17.18,
        "high": 17.4,
        "low": 16.6,
        "bid1": 17.28,
        "ask1": 17.3,
        "bid_qty1": 59,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 37.5546,
      "price_vs_vwap_pct": -0.7046,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 37.44,
            "high": 37.44,
            "low": 37.44,
            "close": 37.44,
            "amount_yi": 0.0184
          },
          {
            "time": "10:21",
            "open": 37.51,
            "high": 37.52,
            "low": 37.51,
            "close": 37.52,
            "amount_yi": 0.0121
          },
          {
            "time": "10:22",
            "open": 37.39,
            "high": 37.39,
            "low": 37.39,
            "close": 37.39,
            "amount_yi": 0.0079
          },
          {
            "time": "10:23",
            "open": 37.32,
            "high": 37.32,
            "low": 37.32,
            "close": 37.32,
            "amount_yi": 0.0251
          },
          {
            "time": "10:24",
            "open": 37.29,
            "high": 37.29,
            "low": 37.29,
            "close": 37.29,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.29,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 38.72,
        "open": 38.5,
        "high": 38.62,
        "low": 37.02,
        "bid1": 37.29,
        "ask1": 37.3,
        "bid_qty1": 82,
        "ask_qty1": 13
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "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": 0.0176,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 46.23,
            "high": 46.23,
            "low": 46.23,
            "close": 46.23,
            "amount_yi": 0.0012
          },
          {
            "time": "10:21",
            "open": 46.18,
            "high": 46.18,
            "low": 46.16,
            "close": 46.16,
            "amount_yi": 0.003
          },
          {
            "time": "10:22",
            "open": 46.14,
            "high": 46.14,
            "low": 46.14,
            "close": 46.14,
            "amount_yi": 0.0064
          },
          {
            "time": "10:23",
            "open": 46.14,
            "high": 46.14,
            "low": 46.14,
            "close": 46.14,
            "amount_yi": 0.002
          },
          {
            "time": "10:24",
            "open": 46.1,
            "high": 46.1,
            "low": 46.1,
            "close": 46.1,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.1,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 48.08,
        "open": 48.35,
        "high": 48.61,
        "low": 45.25,
        "bid1": 46.1,
        "ask1": 46.11,
        "bid_qty1": 85,
        "ask_qty1": 111
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 4900,
      "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": 16.5879,
      "price_vs_vwap_pct": -1.7959,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 16.32,
            "high": 16.32,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.029
          },
          {
            "time": "10:21",
            "open": 16.31,
            "high": 16.31,
            "low": 16.29,
            "close": 16.29,
            "amount_yi": 0.0264
          },
          {
            "time": "10:22",
            "open": 16.3,
            "high": 16.3,
            "low": 16.3,
            "close": 16.3,
            "amount_yi": 0.0324
          },
          {
            "time": "10:23",
            "open": 16.28,
            "high": 16.28,
            "low": 16.28,
            "close": 16.28,
            "amount_yi": 0.0084
          },
          {
            "time": "10:24",
            "open": 16.29,
            "high": 16.29,
            "low": 16.29,
            "close": 16.29,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.29,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 17.5,
        "open": 17.0,
        "high": 17.05,
        "low": 16.16,
        "bid1": 16.29,
        "ask1": 16.3,
        "bid_qty1": 4,
        "ask_qty1": 115
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 23.9773,
      "price_vs_vwap_pct": -1.1565,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1007,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 23.79,
            "high": 23.79,
            "low": 23.79,
            "close": 23.79,
            "amount_yi": 0.0125
          },
          {
            "time": "10:21",
            "open": 23.77,
            "high": 23.77,
            "low": 23.76,
            "close": 23.76,
            "amount_yi": 0.023
          },
          {
            "time": "10:22",
            "open": 23.74,
            "high": 23.74,
            "low": 23.74,
            "close": 23.74,
            "amount_yi": 0.0154
          },
          {
            "time": "10:23",
            "open": 23.77,
            "high": 23.77,
            "low": 23.77,
            "close": 23.77,
            "amount_yi": 0.0293
          },
          {
            "time": "10:24",
            "open": 23.7,
            "high": 23.7,
            "low": 23.7,
            "close": 23.7,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.7,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 24.41,
        "open": 24.48,
        "high": 24.66,
        "low": 23.51,
        "bid1": 23.69,
        "ask1": 23.7,
        "bid_qty1": 42,
        "ask_qty1": 176
      },
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.56,
      "exec_low": 13.56,
      "exec_high": 13.76,
      "invalid_price": 13.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 6000,
      "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": 13.3494,
      "price_vs_vwap_pct": -0.1453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0165,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 13.36,
            "high": 13.36,
            "low": 13.36,
            "close": 13.36,
            "amount_yi": 0.0016
          },
          {
            "time": "10:21",
            "open": 13.36,
            "high": 13.36,
            "low": 13.35,
            "close": 13.35,
            "amount_yi": 0.0026
          },
          {
            "time": "10:22",
            "open": 13.33,
            "high": 13.33,
            "low": 13.33,
            "close": 13.33,
            "amount_yi": 0.0031
          },
          {
            "time": "10:23",
            "open": 13.36,
            "high": 13.36,
            "low": 13.36,
            "close": 13.36,
            "amount_yi": 0.005
          },
          {
            "time": "10:24",
            "open": 13.33,
            "high": 13.33,
            "low": 13.33,
            "close": 13.33,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.33,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 13.49,
        "open": 13.43,
        "high": 13.55,
        "low": 13.16,
        "bid1": 13.32,
        "ask1": 13.33,
        "bid_qty1": 70,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.0,
      "exec_low": 22.0,
      "exec_high": 22.33,
      "invalid_price": 21.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1900,
      "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": 3.6569,
      "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": 0.0569,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 22.3,
            "high": 22.3,
            "low": 22.3,
            "close": 22.3,
            "amount_yi": 0.0053
          },
          {
            "time": "10:21",
            "open": 22.29,
            "high": 22.29,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.0117
          },
          {
            "time": "10:22",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0185
          },
          {
            "time": "10:23",
            "open": 22.18,
            "high": 22.18,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.0081
          },
          {
            "time": "10:24",
            "open": 22.14,
            "high": 22.14,
            "low": 22.14,
            "close": 22.14,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43147.56,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.14,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 22.0,
        "open": 21.42,
        "high": 22.69,
        "low": 21.42,
        "bid1": 22.14,
        "ask1": 22.15,
        "bid_qty1": 73,
        "ask_qty1": 49
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 300,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 203.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 200.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 194.8,
      "entry_zone_high": 200.74,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3468,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 202.85,
            "high": 202.85,
            "low": 202.85,
            "close": 202.85,
            "amount_yi": 0.0483
          },
          {
            "time": "10:21",
            "open": 202.87,
            "high": 203.9,
            "low": 202.87,
            "close": 203.9,
            "amount_yi": 0.0578
          },
          {
            "time": "10:22",
            "open": 202.03,
            "high": 202.03,
            "low": 202.03,
            "close": 202.03,
            "amount_yi": 0.0839
          },
          {
            "time": "10:23",
            "open": 201.9,
            "high": 201.9,
            "low": 201.9,
            "close": 201.9,
            "amount_yi": 0.1237
          },
          {
            "time": "10:24",
            "open": 200.97,
            "high": 200.97,
            "low": 200.97,
            "close": 200.97,
            "amount_yi": 0.0331
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 200.97,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 196.01,
        "open": 193.0,
        "high": 206.88,
        "low": 192.51,
        "bid1": 200.97,
        "ask1": 201.0,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 57.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 54.71,
      "entry_zone_high": 56.37,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0173,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 54.69,
            "high": 54.69,
            "low": 54.69,
            "close": 54.69,
            "amount_yi": 0.0021
          },
          {
            "time": "10:21",
            "open": 54.59,
            "high": 54.59,
            "low": 54.51,
            "close": 54.51,
            "amount_yi": 0.0034
          },
          {
            "time": "10:22",
            "open": 54.52,
            "high": 54.52,
            "low": 54.52,
            "close": 54.52,
            "amount_yi": 0.0026
          },
          {
            "time": "10:23",
            "open": 54.68,
            "high": 54.68,
            "low": 54.68,
            "close": 54.68,
            "amount_yi": 0.004
          },
          {
            "time": "10:24",
            "open": 54.41,
            "high": 54.41,
            "low": 54.41,
            "close": 54.41,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.41,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 55.03,
        "open": 55.0,
        "high": 56.0,
        "low": 54.0,
        "bid1": 54.41,
        "ask1": 54.51,
        "bid_qty1": 31,
        "ask_qty1": 16
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "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": 0.5962,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 35.1,
            "high": 35.1,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.0608
          },
          {
            "time": "10:21",
            "open": 35.11,
            "high": 35.16,
            "low": 35.11,
            "close": 35.16,
            "amount_yi": 0.2206
          },
          {
            "time": "10:22",
            "open": 35.04,
            "high": 35.04,
            "low": 35.04,
            "close": 35.04,
            "amount_yi": 0.1
          },
          {
            "time": "10:23",
            "open": 35.04,
            "high": 35.04,
            "low": 35.04,
            "close": 35.04,
            "amount_yi": 0.166
          },
          {
            "time": "10:24",
            "open": 34.98,
            "high": 34.98,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0488
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.98,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 37.8,
        "open": 36.0,
        "high": 36.83,
        "low": 34.35,
        "bid1": 34.98,
        "ask1": 34.99,
        "bid_qty1": 51,
        "ask_qty1": 294
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1600,
      "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": 47.7584,
      "price_vs_vwap_pct": 0.2965,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2166,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 48.27,
            "high": 48.27,
            "low": 48.27,
            "close": 48.27,
            "amount_yi": 0.0693
          },
          {
            "time": "10:21",
            "open": 48.02,
            "high": 48.02,
            "low": 47.91,
            "close": 47.91,
            "amount_yi": 0.0578
          },
          {
            "time": "10:22",
            "open": 47.85,
            "high": 47.85,
            "low": 47.85,
            "close": 47.85,
            "amount_yi": 0.0389
          },
          {
            "time": "10:23",
            "open": 47.99,
            "high": 47.99,
            "low": 47.99,
            "close": 47.99,
            "amount_yi": 0.0243
          },
          {
            "time": "10:24",
            "open": 47.9,
            "high": 47.9,
            "low": 47.9,
            "close": 47.9,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.9,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 49.16,
        "open": 48.0,
        "high": 48.6,
        "low": 47.22,
        "bid1": 47.89,
        "ask1": 47.93,
        "bid_qty1": 108,
        "ask_qty1": 139
      },
      "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": "ACTIONABLE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched",
      "qty": 100,
      "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": 4.112,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.2588,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 300.78,
            "high": 300.78,
            "low": 300.78,
            "close": 300.78,
            "amount_yi": 0.7249
          },
          {
            "time": "10:21",
            "open": 300.9,
            "high": 302.5,
            "low": 300.9,
            "close": 302.5,
            "amount_yi": 1.2791
          },
          {
            "time": "10:22",
            "open": 302.27,
            "high": 302.27,
            "low": 302.27,
            "close": 302.27,
            "amount_yi": 1.252
          },
          {
            "time": "10:23",
            "open": 300.9,
            "high": 300.9,
            "low": 300.9,
            "close": 300.9,
            "amount_yi": 1.3053
          },
          {
            "time": "10:24",
            "open": 300.1,
            "high": 300.1,
            "low": 300.1,
            "close": 300.1,
            "amount_yi": 0.6975
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43147.56,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 300.1,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 296.06,
        "open": 296.66,
        "high": 304.88,
        "low": 290.01,
        "bid1": 300.09,
        "ask1": 300.1,
        "bid_qty1": 31,
        "ask_qty1": 48
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 7500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.63,
      "entry_zone_high": 10.95,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0219,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 10.73,
            "high": 10.73,
            "low": 10.73,
            "close": 10.73,
            "amount_yi": 0.0021
          },
          {
            "time": "10:21",
            "open": 10.73,
            "high": 10.73,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0025
          },
          {
            "time": "10:22",
            "open": 10.7,
            "high": 10.7,
            "low": 10.7,
            "close": 10.7,
            "amount_yi": 0.0043
          },
          {
            "time": "10:23",
            "open": 10.69,
            "high": 10.69,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0108
          },
          {
            "time": "10:24",
            "open": 10.66,
            "high": 10.66,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.66,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 10.61,
        "open": 10.8,
        "high": 10.94,
        "low": 10.61,
        "bid1": 10.66,
        "ask1": 10.67,
        "bid_qty1": 63,
        "ask_qty1": 26
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1000,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0785,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 80.28,
            "high": 80.28,
            "low": 80.28,
            "close": 80.28,
            "amount_yi": 0.0116
          },
          {
            "time": "10:21",
            "open": 80.22,
            "high": 80.22,
            "low": 80.18,
            "close": 80.18,
            "amount_yi": 0.0219
          },
          {
            "time": "10:22",
            "open": 80.04,
            "high": 80.04,
            "low": 80.04,
            "close": 80.04,
            "amount_yi": 0.0133
          },
          {
            "time": "10:23",
            "open": 80.32,
            "high": 80.32,
            "low": 80.32,
            "close": 80.32,
            "amount_yi": 0.0234
          },
          {
            "time": "10:24",
            "open": 80.1,
            "high": 80.1,
            "low": 80.1,
            "close": 80.1,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.1,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 77.35,
        "open": 77.0,
        "high": 81.3,
        "low": 75.02,
        "bid1": 80.05,
        "ask1": 80.09,
        "bid_qty1": 31,
        "ask_qty1": 4
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 1700,
      "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": 46.6959,
      "price_vs_vwap_pct": 0.4799,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0151,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 47.06,
            "high": 47.06,
            "low": 47.06,
            "close": 47.06,
            "amount_yi": 0.0031
          },
          {
            "time": "10:21",
            "open": 47.02,
            "high": 47.02,
            "low": 47.02,
            "close": 47.02,
            "amount_yi": 0.0047
          },
          {
            "time": "10:22",
            "open": 46.92,
            "high": 46.92,
            "low": 46.92,
            "close": 46.92,
            "amount_yi": 0.0008
          },
          {
            "time": "10:23",
            "open": 46.95,
            "high": 46.95,
            "low": 46.95,
            "close": 46.95,
            "amount_yi": 0.0057
          },
          {
            "time": "10:24",
            "open": 46.92,
            "high": 46.92,
            "low": 46.92,
            "close": 46.92,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.92,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 46.9,
        "open": 47.5,
        "high": 47.5,
        "low": 46.0,
        "bid1": 46.89,
        "ask1": 46.9,
        "bid_qty1": 55,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.15,
      "exec_low": 45.15,
      "exec_high": 45.83,
      "invalid_price": 43.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1800,
      "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": 0.0115,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 44.32,
            "high": 44.32,
            "low": 44.32,
            "close": 44.32,
            "amount_yi": 0.0029
          },
          {
            "time": "10:21",
            "open": 44.25,
            "high": 44.25,
            "low": 44.17,
            "close": 44.17,
            "amount_yi": 0.0034
          },
          {
            "time": "10:22",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0012
          },
          {
            "time": "10:23",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0028
          },
          {
            "time": "10:24",
            "open": 44.04,
            "high": 44.04,
            "low": 44.04,
            "close": 44.04,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.04,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 44.5,
        "open": 44.5,
        "high": 45.5,
        "low": 43.71,
        "bid1": 44.01,
        "ask1": 44.04,
        "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.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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2073,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 94.9,
            "high": 94.9,
            "low": 94.9,
            "close": 94.9,
            "amount_yi": 0.0158
          },
          {
            "time": "10:21",
            "open": 94.92,
            "high": 94.92,
            "low": 94.89,
            "close": 94.89,
            "amount_yi": 0.0368
          },
          {
            "time": "10:22",
            "open": 94.9,
            "high": 94.9,
            "low": 94.9,
            "close": 94.9,
            "amount_yi": 0.0452
          },
          {
            "time": "10:23",
            "open": 95.11,
            "high": 95.11,
            "low": 95.11,
            "close": 95.11,
            "amount_yi": 0.0622
          },
          {
            "time": "10:24",
            "open": 94.88,
            "high": 94.88,
            "low": 94.88,
            "close": 94.88,
            "amount_yi": 0.0473
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.88,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 98.11,
        "open": 96.51,
        "high": 97.47,
        "low": 94.69,
        "bid1": 94.87,
        "ask1": 94.88,
        "bid_qty1": 4,
        "ask_qty1": 67
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 2000,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 41.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.39,
      "entry_zone_high": 40.59,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4324,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 39.0,
            "high": 39.0,
            "low": 39.0,
            "close": 39.0,
            "amount_yi": 0.5064
          },
          {
            "time": "10:21",
            "open": 38.99,
            "high": 39.25,
            "low": 38.99,
            "close": 39.25,
            "amount_yi": 0.5335
          },
          {
            "time": "10:22",
            "open": 39.04,
            "high": 39.04,
            "low": 39.04,
            "close": 39.04,
            "amount_yi": 0.464
          },
          {
            "time": "10:23",
            "open": 38.98,
            "high": 38.98,
            "low": 38.98,
            "close": 38.98,
            "amount_yi": 0.7509
          },
          {
            "time": "10:24",
            "open": 39.06,
            "high": 39.06,
            "low": 39.06,
            "close": 39.06,
            "amount_yi": 0.1776
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.06,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 39.0,
        "open": 38.9,
        "high": 40.6,
        "low": 38.0,
        "bid1": 39.06,
        "ask1": 39.1,
        "bid_qty1": 25,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2500,
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1114,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 31.83,
            "high": 31.83,
            "low": 31.83,
            "close": 31.83,
            "amount_yi": 0.0152
          },
          {
            "time": "10:21",
            "open": 32.05,
            "high": 32.05,
            "low": 32.05,
            "close": 32.05,
            "amount_yi": 0.0316
          },
          {
            "time": "10:22",
            "open": 32.06,
            "high": 32.06,
            "low": 32.06,
            "close": 32.06,
            "amount_yi": 0.0275
          },
          {
            "time": "10:23",
            "open": 32.06,
            "high": 32.06,
            "low": 32.06,
            "close": 32.06,
            "amount_yi": 0.018
          },
          {
            "time": "10:24",
            "open": 31.95,
            "high": 31.95,
            "low": 31.95,
            "close": 31.95,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.95,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 32.83,
        "open": 32.5,
        "high": 32.5,
        "low": 31.43,
        "bid1": 31.94,
        "ask1": 31.97,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 89.5421,
      "price_vs_vwap_pct": 0.4555,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8364,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 89.52,
            "high": 89.52,
            "low": 89.52,
            "close": 89.52,
            "amount_yi": 0.6233
          },
          {
            "time": "10:21",
            "open": 89.88,
            "high": 90.09,
            "low": 89.88,
            "close": 90.09,
            "amount_yi": 0.56
          },
          {
            "time": "10:22",
            "open": 89.8,
            "high": 89.8,
            "low": 89.8,
            "close": 89.8,
            "amount_yi": 0.244
          },
          {
            "time": "10:23",
            "open": 89.9,
            "high": 89.9,
            "low": 89.9,
            "close": 89.9,
            "amount_yi": 0.3103
          },
          {
            "time": "10:24",
            "open": 89.95,
            "high": 89.95,
            "low": 89.95,
            "close": 89.95,
            "amount_yi": 0.0988
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.95,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 90.0,
        "open": 90.0,
        "high": 91.8,
        "low": 85.5,
        "bid1": 89.92,
        "ask1": 89.97,
        "bid_qty1": 55,
        "ask_qty1": 10
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "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": 64.0981,
      "price_vs_vwap_pct": -0.3403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1442,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 63.93,
            "high": 63.93,
            "low": 63.93,
            "close": 63.93,
            "amount_yi": 0.0114
          },
          {
            "time": "10:21",
            "open": 63.97,
            "high": 64.0,
            "low": 63.97,
            "close": 64.0,
            "amount_yi": 0.0207
          },
          {
            "time": "10:22",
            "open": 64.03,
            "high": 64.03,
            "low": 64.03,
            "close": 64.03,
            "amount_yi": 0.037
          },
          {
            "time": "10:23",
            "open": 63.88,
            "high": 63.88,
            "low": 63.88,
            "close": 63.88,
            "amount_yi": 0.0359
          },
          {
            "time": "10:24",
            "open": 63.88,
            "high": 63.88,
            "low": 63.88,
            "close": 63.88,
            "amount_yi": 0.0392
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.88,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 64.44,
        "open": 64.2,
        "high": 65.3,
        "low": 63.4,
        "bid1": 63.88,
        "ask1": 63.89,
        "bid_qty1": 7,
        "ask_qty1": 99
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1900,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.14,
      "entry_zone_high": 40.34,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4567,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 40.44,
            "high": 40.44,
            "low": 40.44,
            "close": 40.44,
            "amount_yi": 0.0414
          },
          {
            "time": "10:21",
            "open": 40.6,
            "high": 40.64,
            "low": 40.6,
            "close": 40.64,
            "amount_yi": 0.1044
          },
          {
            "time": "10:22",
            "open": 40.95,
            "high": 40.95,
            "low": 40.95,
            "close": 40.95,
            "amount_yi": 0.0801
          },
          {
            "time": "10:23",
            "open": 40.95,
            "high": 40.95,
            "low": 40.95,
            "close": 40.95,
            "amount_yi": 0.1283
          },
          {
            "time": "10:24",
            "open": 40.99,
            "high": 40.99,
            "low": 40.99,
            "close": 40.99,
            "amount_yi": 0.1025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.99,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 39.17,
        "open": 40.0,
        "high": 41.93,
        "low": 38.23,
        "bid1": 40.89,
        "ask1": 40.99,
        "bid_qty1": 204,
        "ask_qty1": 248
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1014,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 290.45,
            "high": 290.45,
            "low": 290.45,
            "close": 290.45,
            "amount_yi": 0.0102
          },
          {
            "time": "10:21",
            "open": 291.29,
            "high": 292.18,
            "low": 291.29,
            "close": 292.18,
            "amount_yi": 0.0249
          },
          {
            "time": "10:22",
            "open": 291.8,
            "high": 291.8,
            "low": 291.8,
            "close": 291.8,
            "amount_yi": 0.0166
          },
          {
            "time": "10:23",
            "open": 292.06,
            "high": 292.06,
            "low": 292.06,
            "close": 292.06,
            "amount_yi": 0.0238
          },
          {
            "time": "10:24",
            "open": 294.0,
            "high": 294.0,
            "low": 294.0,
            "close": 294.0,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 294.0,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 297.01,
        "open": 290.26,
        "high": 300.0,
        "low": 288.0,
        "bid1": 293.18,
        "ask1": 294.0,
        "bid_qty1": 1,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 10500,
      "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": 7.7292,
      "price_vs_vwap_pct": -1.4128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0252,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0008
          },
          {
            "time": "10:21",
            "open": 7.65,
            "high": 7.65,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 0.0046
          },
          {
            "time": "10:22",
            "open": 7.63,
            "high": 7.63,
            "low": 7.63,
            "close": 7.63,
            "amount_yi": 0.0031
          },
          {
            "time": "10:23",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0083
          },
          {
            "time": "10:24",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.62,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 7.85,
        "open": 7.78,
        "high": 7.86,
        "low": 7.62,
        "bid1": 7.61,
        "ask1": 7.62,
        "bid_qty1": 1770,
        "ask_qty1": 50
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 411.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 405.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 393.98,
      "entry_zone_high": 405.98,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.707,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 425.72,
            "high": 425.72,
            "low": 425.72,
            "close": 425.72,
            "amount_yi": 0.0313
          },
          {
            "time": "10:21",
            "open": 423.0,
            "high": 424.3,
            "low": 423.0,
            "close": 424.3,
            "amount_yi": 0.3377
          },
          {
            "time": "10:22",
            "open": 424.85,
            "high": 424.85,
            "low": 424.85,
            "close": 424.85,
            "amount_yi": 0.1809
          },
          {
            "time": "10:23",
            "open": 423.23,
            "high": 423.23,
            "low": 423.23,
            "close": 423.23,
            "amount_yi": 0.1219
          },
          {
            "time": "10:24",
            "open": 420.55,
            "high": 420.55,
            "low": 420.55,
            "close": 420.55,
            "amount_yi": 0.0352
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 420.55,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 399.64,
        "open": 396.58,
        "high": 432.99,
        "low": 390.0,
        "bid1": 420.22,
        "ask1": 420.55,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 3400,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.14,
      "entry_zone_high": 23.84,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0553,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.024
          },
          {
            "time": "10:21",
            "open": 23.17,
            "high": 23.17,
            "low": 23.15,
            "close": 23.15,
            "amount_yi": 0.0221
          },
          {
            "time": "10:22",
            "open": 23.12,
            "high": 23.12,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0028
          },
          {
            "time": "10:23",
            "open": 23.12,
            "high": 23.12,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0042
          },
          {
            "time": "10:24",
            "open": 23.07,
            "high": 23.07,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.07,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 23.38,
        "open": 23.49,
        "high": 23.79,
        "low": 23.0,
        "bid1": 23.05,
        "ask1": 23.06,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 2200,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.91,
      "entry_zone_high": 37.01,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 4,
        "min_samples": 3,
        "amount_yi": 0.0076,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 35.94,
            "high": 35.94,
            "low": 35.94,
            "close": 35.94,
            "amount_yi": 0.0008
          },
          {
            "time": "10:21",
            "open": 35.91,
            "high": 35.94,
            "low": 35.91,
            "close": 35.94,
            "amount_yi": 0.004
          },
          {
            "time": "10:22",
            "open": 35.87,
            "high": 35.87,
            "low": 35.87,
            "close": 35.87,
            "amount_yi": 0.0016
          },
          {
            "time": "10:23",
            "open": 35.88,
            "high": 35.88,
            "low": 35.88,
            "close": 35.88,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.88,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 36.25,
        "open": 37.14,
        "high": 39.44,
        "low": 35.65,
        "bid1": 35.82,
        "ask1": 35.89,
        "bid_qty1": 5,
        "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 139.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 137.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 132.97,
      "entry_zone_high": 137.02,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3092,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:20",
            "open": 129.15,
            "high": 129.15,
            "low": 129.15,
            "close": 129.15,
            "amount_yi": 0.0249
          },
          {
            "time": "10:21",
            "open": 129.01,
            "high": 129.01,
            "low": 129.01,
            "close": 129.01,
            "amount_yi": 0.0956
          },
          {
            "time": "10:22",
            "open": 129.01,
            "high": 129.01,
            "low": 129.01,
            "close": 129.01,
            "amount_yi": 0.0562
          },
          {
            "time": "10:23",
            "open": 128.89,
            "high": 128.89,
            "low": 128.89,
            "close": 128.89,
            "amount_yi": 0.0936
          },
          {
            "time": "10:24",
            "open": 128.6,
            "high": 128.6,
            "low": 128.6,
            "close": 128.6,
            "amount_yi": 0.0389
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 128.6,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 134.66,
        "open": 128.5,
        "high": 131.88,
        "low": 125.0,
        "bid1": 128.56,
        "ask1": 128.8,
        "bid_qty1": 6,
        "ask_qty1": 18
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1600,
      "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": 0.027,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 50.32,
            "high": 50.32,
            "low": 50.32,
            "close": 50.32,
            "amount_yi": 0.0034
          },
          {
            "time": "10:21",
            "open": 50.29,
            "high": 50.29,
            "low": 50.22,
            "close": 50.22,
            "amount_yi": 0.0057
          },
          {
            "time": "10:22",
            "open": 50.18,
            "high": 50.18,
            "low": 50.18,
            "close": 50.18,
            "amount_yi": 0.0039
          },
          {
            "time": "10:23",
            "open": 50.15,
            "high": 50.15,
            "low": 50.15,
            "close": 50.15,
            "amount_yi": 0.0108
          },
          {
            "time": "10:24",
            "open": 50.08,
            "high": 50.08,
            "low": 50.08,
            "close": 50.08,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.08,
        "ts": "2026-06-30T10:24:17",
        "prev_close": 51.55,
        "open": 51.48,
        "high": 51.99,
        "low": 50.0,
        "bid1": 50.05,
        "ask1": 50.07,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2500,
      "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": 32.9454,
      "price_vs_vwap_pct": -2.6875,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 32.07,
            "high": 32.07,
            "low": 32.07,
            "close": 32.07,
            "amount_yi": 0.0026
          },
          {
            "time": "10:21",
            "open": 32.05,
            "high": 32.05,
            "low": 32.05,
            "close": 32.05,
            "amount_yi": 0.0049
          },
          {
            "time": "10:22",
            "open": 32.06,
            "high": 32.06,
            "low": 32.06,
            "close": 32.06,
            "amount_yi": 0.006
          },
          {
            "time": "10:23",
            "open": 32.0,
            "high": 32.0,
            "low": 32.0,
            "close": 32.0,
            "amount_yi": 0.0065
          },
          {
            "time": "10:24",
            "open": 32.06,
            "high": 32.06,
            "low": 32.06,
            "close": 32.06,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.06,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 28.26,
        "open": 31.0,
        "high": 33.91,
        "low": 31.0,
        "bid1": 32.0,
        "ask1": 32.06,
        "bid_qty1": 171,
        "ask_qty1": 159
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 7200,
      "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": 11.1124,
      "price_vs_vwap_pct": -0.9215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0513,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0073
          },
          {
            "time": "10:21",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0086
          },
          {
            "time": "10:22",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0165
          },
          {
            "time": "10:23",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0119
          },
          {
            "time": "10:24",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.01,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 10.81,
        "open": 10.71,
        "high": 11.45,
        "low": 10.55,
        "bid1": 11.0,
        "ask1": 11.01,
        "bid_qty1": 146,
        "ask_qty1": 95
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5900,
      "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": 13.2423,
      "price_vs_vwap_pct": 1.5685,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1964,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0298
          },
          {
            "time": "10:21",
            "open": 13.41,
            "high": 13.42,
            "low": 13.41,
            "close": 13.42,
            "amount_yi": 0.0488
          },
          {
            "time": "10:22",
            "open": 13.47,
            "high": 13.47,
            "low": 13.47,
            "close": 13.47,
            "amount_yi": 0.0426
          },
          {
            "time": "10:23",
            "open": 13.47,
            "high": 13.47,
            "low": 13.47,
            "close": 13.47,
            "amount_yi": 0.0587
          },
          {
            "time": "10:24",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.45,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 13.05,
        "open": 13.05,
        "high": 13.49,
        "low": 12.95,
        "bid1": 13.44,
        "ask1": 13.45,
        "bid_qty1": 12,
        "ask_qty1": 27
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2000,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6748,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 38.54,
            "high": 38.54,
            "low": 38.54,
            "close": 38.54,
            "amount_yi": 0.0896
          },
          {
            "time": "10:21",
            "open": 38.6,
            "high": 38.6,
            "low": 38.57,
            "close": 38.57,
            "amount_yi": 0.1497
          },
          {
            "time": "10:22",
            "open": 38.5,
            "high": 38.5,
            "low": 38.5,
            "close": 38.5,
            "amount_yi": 0.148
          },
          {
            "time": "10:23",
            "open": 38.6,
            "high": 38.6,
            "low": 38.6,
            "close": 38.6,
            "amount_yi": 0.2091
          },
          {
            "time": "10:24",
            "open": 38.58,
            "high": 38.58,
            "low": 38.58,
            "close": 38.58,
            "amount_yi": 0.0784
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.58,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 37.08,
        "open": 38.5,
        "high": 39.8,
        "low": 37.08,
        "bid1": 38.56,
        "ask1": 38.58,
        "bid_qty1": 2,
        "ask_qty1": 23
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 700,
      "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": 107.8898,
      "price_vs_vwap_pct": -1.7053,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2154,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 106.55,
            "high": 106.55,
            "low": 106.55,
            "close": 106.55,
            "amount_yi": 0.035
          },
          {
            "time": "10:21",
            "open": 106.52,
            "high": 106.59,
            "low": 106.52,
            "close": 106.59,
            "amount_yi": 0.0422
          },
          {
            "time": "10:22",
            "open": 106.72,
            "high": 106.72,
            "low": 106.72,
            "close": 106.72,
            "amount_yi": 0.0715
          },
          {
            "time": "10:23",
            "open": 106.22,
            "high": 106.22,
            "low": 106.22,
            "close": 106.22,
            "amount_yi": 0.0458
          },
          {
            "time": "10:24",
            "open": 106.05,
            "high": 106.05,
            "low": 106.05,
            "close": 106.05,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.05,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 106.56,
        "open": 107.9,
        "high": 111.99,
        "low": 105.5,
        "bid1": 106.01,
        "ask1": 106.1,
        "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.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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9318,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 211.29,
            "high": 211.29,
            "low": 211.29,
            "close": 211.29,
            "amount_yi": 0.1605
          },
          {
            "time": "10:21",
            "open": 212.08,
            "high": 214.48,
            "low": 212.08,
            "close": 214.48,
            "amount_yi": 0.6711
          },
          {
            "time": "10:22",
            "open": 208.5,
            "high": 208.5,
            "low": 208.5,
            "close": 208.5,
            "amount_yi": 0.7375
          },
          {
            "time": "10:23",
            "open": 210.2,
            "high": 210.2,
            "low": 210.2,
            "close": 210.2,
            "amount_yi": 0.2329
          },
          {
            "time": "10:24",
            "open": 210.2,
            "high": 210.2,
            "low": 210.2,
            "close": 210.2,
            "amount_yi": 0.1298
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 210.2,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 194.33,
        "open": 190.0,
        "high": 216.66,
        "low": 182.0,
        "bid1": 209.65,
        "ask1": 210.2,
        "bid_qty1": 8,
        "ask_qty1": 97
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 6700,
      "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": 11.9945,
      "price_vs_vwap_pct": -0.9546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0225,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 11.92,
            "high": 11.92,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0021
          },
          {
            "time": "10:21",
            "open": 11.91,
            "high": 11.91,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0057
          },
          {
            "time": "10:22",
            "open": 11.89,
            "high": 11.89,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0049
          },
          {
            "time": "10:23",
            "open": 11.88,
            "high": 11.88,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.0063
          },
          {
            "time": "10:24",
            "open": 11.88,
            "high": 11.88,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.88,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 11.96,
        "open": 12.09,
        "high": 12.22,
        "low": 11.77,
        "bid1": 11.88,
        "ask1": 11.89,
        "bid_qty1": 268,
        "ask_qty1": 92
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "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": 177.7671,
      "price_vs_vwap_pct": 3.765,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 12.5663,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 182.3,
            "high": 182.3,
            "low": 182.3,
            "close": 182.3,
            "amount_yi": 1.4044
          },
          {
            "time": "10:21",
            "open": 182.0,
            "high": 182.47,
            "low": 182.0,
            "close": 182.47,
            "amount_yi": 2.2526
          },
          {
            "time": "10:22",
            "open": 183.9,
            "high": 183.9,
            "low": 183.9,
            "close": 183.9,
            "amount_yi": 3.5091
          },
          {
            "time": "10:23",
            "open": 184.6,
            "high": 184.6,
            "low": 184.6,
            "close": 184.6,
            "amount_yi": 3.7811
          },
          {
            "time": "10:24",
            "open": 184.46,
            "high": 184.46,
            "low": 184.46,
            "close": 184.46,
            "amount_yi": 1.6191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 184.46,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 177.03,
        "open": 179.0,
        "high": 184.88,
        "low": 173.03,
        "bid1": 184.09,
        "ask1": 184.44,
        "bid_qty1": 48,
        "ask_qty1": 4
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3700,
      "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": 20.4027,
      "price_vs_vwap_pct": 3.7118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2431,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 21.1,
            "high": 21.1,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.0203
          },
          {
            "time": "10:21",
            "open": 21.18,
            "high": 21.22,
            "low": 21.18,
            "close": 21.22,
            "amount_yi": 0.0305
          },
          {
            "time": "10:22",
            "open": 21.31,
            "high": 21.31,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.1016
          },
          {
            "time": "10:23",
            "open": 21.17,
            "high": 21.17,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0718
          },
          {
            "time": "10:24",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0189
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.16,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 20.08,
        "open": 20.58,
        "high": 21.32,
        "low": 19.2,
        "bid1": 21.16,
        "ask1": 21.17,
        "bid_qty1": 47,
        "ask_qty1": 25
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3400,
      "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": 23.817,
      "price_vs_vwap_pct": -1.4569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1504,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 23.52,
            "high": 23.52,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.0145
          },
          {
            "time": "10:21",
            "open": 23.51,
            "high": 23.52,
            "low": 23.51,
            "close": 23.52,
            "amount_yi": 0.0546
          },
          {
            "time": "10:22",
            "open": 23.47,
            "high": 23.47,
            "low": 23.47,
            "close": 23.47,
            "amount_yi": 0.0287
          },
          {
            "time": "10:23",
            "open": 23.46,
            "high": 23.46,
            "low": 23.46,
            "close": 23.46,
            "amount_yi": 0.0311
          },
          {
            "time": "10:24",
            "open": 23.47,
            "high": 23.47,
            "low": 23.47,
            "close": 23.47,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.47,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 23.28,
        "open": 23.51,
        "high": 24.38,
        "low": 23.3,
        "bid1": 23.45,
        "ask1": 23.47,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 29700,
      "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": 2.7449,
      "price_vs_vwap_pct": -2.0001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0283,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0023
          },
          {
            "time": "10:21",
            "open": 2.7,
            "high": 2.7,
            "low": 2.69,
            "close": 2.69,
            "amount_yi": 0.0148
          },
          {
            "time": "10:22",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0074
          },
          {
            "time": "10:23",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0026
          },
          {
            "time": "10:24",
            "open": 2.69,
            "high": 2.69,
            "low": 2.69,
            "close": 2.69,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.69,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 2.67,
        "open": 2.75,
        "high": 2.81,
        "low": 2.69,
        "bid1": 2.69,
        "ask1": 2.7,
        "bid_qty1": 6543,
        "ask_qty1": 7969
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2100,
      "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": 38.0074,
      "price_vs_vwap_pct": -0.8088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2158,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 37.74,
            "high": 37.74,
            "low": 37.74,
            "close": 37.74,
            "amount_yi": 0.0205
          },
          {
            "time": "10:21",
            "open": 37.69,
            "high": 37.78,
            "low": 37.69,
            "close": 37.78,
            "amount_yi": 0.0607
          },
          {
            "time": "10:22",
            "open": 37.7,
            "high": 37.7,
            "low": 37.7,
            "close": 37.7,
            "amount_yi": 0.046
          },
          {
            "time": "10:23",
            "open": 37.68,
            "high": 37.68,
            "low": 37.68,
            "close": 37.68,
            "amount_yi": 0.063
          },
          {
            "time": "10:24",
            "open": 37.7,
            "high": 37.7,
            "low": 37.7,
            "close": 37.7,
            "amount_yi": 0.0256
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.7,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 39.16,
        "open": 38.85,
        "high": 38.85,
        "low": 37.3,
        "bid1": 37.7,
        "ask1": 37.71,
        "bid_qty1": 23,
        "ask_qty1": 9
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 10000,
      "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": 8.084,
      "price_vs_vwap_pct": -1.1628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1109,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 8.01,
            "high": 8.01,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0089
          },
          {
            "time": "10:21",
            "open": 8.01,
            "high": 8.02,
            "low": 8.01,
            "close": 8.02,
            "amount_yi": 0.0144
          },
          {
            "time": "10:22",
            "open": 8.0,
            "high": 8.0,
            "low": 8.0,
            "close": 8.0,
            "amount_yi": 0.0241
          },
          {
            "time": "10:23",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0518
          },
          {
            "time": "10:24",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.99,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 8.17,
        "open": 8.09,
        "high": 8.24,
        "low": 7.99,
        "bid1": 7.99,
        "ask1": 8.0,
        "bid_qty1": 107,
        "ask_qty1": 1535
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6776,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 318.86,
            "high": 318.86,
            "low": 318.86,
            "close": 318.86,
            "amount_yi": 0.0972
          },
          {
            "time": "10:21",
            "open": 317.83,
            "high": 319.76,
            "low": 317.83,
            "close": 319.76,
            "amount_yi": 0.1411
          },
          {
            "time": "10:22",
            "open": 319.15,
            "high": 319.15,
            "low": 319.15,
            "close": 319.15,
            "amount_yi": 0.1587
          },
          {
            "time": "10:23",
            "open": 318.0,
            "high": 318.0,
            "low": 318.0,
            "close": 318.0,
            "amount_yi": 0.164
          },
          {
            "time": "10:24",
            "open": 317.3,
            "high": 317.3,
            "low": 317.3,
            "close": 317.3,
            "amount_yi": 0.1166
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 317.3,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 316.32,
        "open": 330.0,
        "high": 332.55,
        "low": 314.32,
        "bid1": 317.31,
        "ask1": 318.0,
        "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.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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "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": 0.1627,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 51.82,
            "high": 51.82,
            "low": 51.82,
            "close": 51.82,
            "amount_yi": 0.0252
          },
          {
            "time": "10:21",
            "open": 51.86,
            "high": 51.86,
            "low": 51.76,
            "close": 51.76,
            "amount_yi": 0.0413
          },
          {
            "time": "10:22",
            "open": 51.83,
            "high": 51.83,
            "low": 51.83,
            "close": 51.83,
            "amount_yi": 0.034
          },
          {
            "time": "10:23",
            "open": 51.92,
            "high": 51.92,
            "low": 51.92,
            "close": 51.92,
            "amount_yi": 0.0336
          },
          {
            "time": "10:24",
            "open": 51.8,
            "high": 51.8,
            "low": 51.8,
            "close": 51.8,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.8,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 49.75,
        "open": 51.15,
        "high": 53.82,
        "low": 50.22,
        "bid1": 51.8,
        "ask1": 51.81,
        "bid_qty1": 35,
        "ask_qty1": 18
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 16800,
      "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": 4.7245,
      "price_vs_vwap_pct": 0.7514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0808,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0123
          },
          {
            "time": "10:21",
            "open": 4.77,
            "high": 4.78,
            "low": 4.77,
            "close": 4.78,
            "amount_yi": 0.024
          },
          {
            "time": "10:22",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.025
          },
          {
            "time": "10:23",
            "open": 4.76,
            "high": 4.76,
            "low": 4.76,
            "close": 4.76,
            "amount_yi": 0.0123
          },
          {
            "time": "10:24",
            "open": 4.76,
            "high": 4.76,
            "low": 4.76,
            "close": 4.76,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.76,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 4.54,
        "open": 4.64,
        "high": 4.86,
        "low": 4.61,
        "bid1": 4.75,
        "ask1": 4.76,
        "bid_qty1": 2727,
        "ask_qty1": 170
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3200,
      "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": 24.5053,
      "price_vs_vwap_pct": -0.5929,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1718,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 24.44,
            "high": 24.44,
            "low": 24.44,
            "close": 24.44,
            "amount_yi": 0.0197
          },
          {
            "time": "10:21",
            "open": 24.45,
            "high": 24.45,
            "low": 24.42,
            "close": 24.42,
            "amount_yi": 0.0386
          },
          {
            "time": "10:22",
            "open": 24.35,
            "high": 24.35,
            "low": 24.35,
            "close": 24.35,
            "amount_yi": 0.039
          },
          {
            "time": "10:23",
            "open": 24.33,
            "high": 24.33,
            "low": 24.33,
            "close": 24.33,
            "amount_yi": 0.0502
          },
          {
            "time": "10:24",
            "open": 24.36,
            "high": 24.36,
            "low": 24.36,
            "close": 24.36,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.36,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 24.85,
        "open": 24.64,
        "high": 25.17,
        "low": 24.01,
        "bid1": 24.34,
        "ask1": 24.37,
        "bid_qty1": 88,
        "ask_qty1": 1
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3276,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 49.77,
            "high": 49.77,
            "low": 49.77,
            "close": 49.77,
            "amount_yi": 0.2015
          },
          {
            "time": "10:21",
            "open": 49.85,
            "high": 49.85,
            "low": 49.63,
            "close": 49.63,
            "amount_yi": 0.4448
          },
          {
            "time": "10:22",
            "open": 49.96,
            "high": 49.96,
            "low": 49.96,
            "close": 49.96,
            "amount_yi": 0.255
          },
          {
            "time": "10:23",
            "open": 50.24,
            "high": 50.24,
            "low": 50.24,
            "close": 50.24,
            "amount_yi": 0.256
          },
          {
            "time": "10:24",
            "open": 50.2,
            "high": 50.2,
            "low": 50.2,
            "close": 50.2,
            "amount_yi": 0.1703
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.2,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 46.49,
        "open": 46.8,
        "high": 50.26,
        "low": 45.1,
        "bid1": 50.2,
        "ask1": 50.26,
        "bid_qty1": 304,
        "ask_qty1": 504
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "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": 215.1609,
      "price_vs_vwap_pct": -2.3521,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9209,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 212.0,
            "high": 212.0,
            "low": 212.0,
            "close": 212.0,
            "amount_yi": 0.1726
          },
          {
            "time": "10:21",
            "open": 211.81,
            "high": 211.81,
            "low": 211.4,
            "close": 211.4,
            "amount_yi": 0.4723
          },
          {
            "time": "10:22",
            "open": 211.12,
            "high": 211.12,
            "low": 211.12,
            "close": 211.12,
            "amount_yi": 0.3844
          },
          {
            "time": "10:23",
            "open": 210.54,
            "high": 210.54,
            "low": 210.54,
            "close": 210.54,
            "amount_yi": 0.5694
          },
          {
            "time": "10:24",
            "open": 210.1,
            "high": 210.1,
            "low": 210.1,
            "close": 210.1,
            "amount_yi": 0.3222
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 210.1,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 207.46,
        "open": 216.24,
        "high": 222.58,
        "low": 207.47,
        "bid1": 211.46,
        "ask1": 211.56,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1000,
      "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": 72.2407,
      "price_vs_vwap_pct": 3.6535,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0976,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 74.99,
            "high": 74.99,
            "low": 74.99,
            "close": 74.99,
            "amount_yi": 0.3785
          },
          {
            "time": "10:21",
            "open": 75.0,
            "high": 75.0,
            "low": 74.9,
            "close": 74.9,
            "amount_yi": 0.5071
          },
          {
            "time": "10:22",
            "open": 74.02,
            "high": 74.02,
            "low": 74.02,
            "close": 74.02,
            "amount_yi": 0.4493
          },
          {
            "time": "10:23",
            "open": 74.6,
            "high": 74.6,
            "low": 74.6,
            "close": 74.6,
            "amount_yi": 0.385
          },
          {
            "time": "10:24",
            "open": 74.88,
            "high": 74.88,
            "low": 74.88,
            "close": 74.88,
            "amount_yi": 0.3777
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.88,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 68.53,
        "open": 71.77,
        "high": 75.25,
        "low": 69.54,
        "bid1": 74.83,
        "ask1": 74.88,
        "bid_qty1": 13,
        "ask_qty1": 14
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 8600,
      "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": 9.176,
      "price_vs_vwap_pct": 0.8065,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1572,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0032
          },
          {
            "time": "10:21",
            "open": 9.02,
            "high": 9.11,
            "low": 9.02,
            "close": 9.11,
            "amount_yi": 0.0353
          },
          {
            "time": "10:22",
            "open": 9.14,
            "high": 9.14,
            "low": 9.14,
            "close": 9.14,
            "amount_yi": 0.0415
          },
          {
            "time": "10:23",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0409
          },
          {
            "time": "10:24",
            "open": 9.25,
            "high": 9.25,
            "low": 9.25,
            "close": 9.25,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.25,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 9.69,
        "open": 9.33,
        "high": 9.59,
        "low": 8.97,
        "bid1": 9.24,
        "ask1": 9.25,
        "bid_qty1": 102,
        "ask_qty1": 18
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "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": 165.1545,
      "price_vs_vwap_pct": -0.7414,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5964,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 163.15,
            "high": 163.15,
            "low": 163.15,
            "close": 163.15,
            "amount_yi": 0.1443
          },
          {
            "time": "10:21",
            "open": 163.65,
            "high": 163.9,
            "low": 163.65,
            "close": 163.9,
            "amount_yi": 0.1059
          },
          {
            "time": "10:22",
            "open": 163.21,
            "high": 163.21,
            "low": 163.21,
            "close": 163.21,
            "amount_yi": 0.2478
          },
          {
            "time": "10:23",
            "open": 163.84,
            "high": 163.84,
            "low": 163.84,
            "close": 163.84,
            "amount_yi": 0.0594
          },
          {
            "time": "10:24",
            "open": 163.93,
            "high": 163.93,
            "low": 163.93,
            "close": 163.93,
            "amount_yi": 0.039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 163.93,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 167.75,
        "open": 170.76,
        "high": 171.8,
        "low": 160.68,
        "bid1": 163.91,
        "ask1": 163.92,
        "bid_qty1": 2,
        "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1200,
      "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": 65.6196,
      "price_vs_vwap_pct": -0.929,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1168,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 65.55,
            "high": 65.55,
            "low": 65.55,
            "close": 65.55,
            "amount_yi": 0.0151
          },
          {
            "time": "10:21",
            "open": 65.58,
            "high": 65.58,
            "low": 65.58,
            "close": 65.58,
            "amount_yi": 0.0135
          },
          {
            "time": "10:22",
            "open": 65.45,
            "high": 65.45,
            "low": 65.45,
            "close": 65.45,
            "amount_yi": 0.0492
          },
          {
            "time": "10:23",
            "open": 65.05,
            "high": 65.05,
            "low": 65.05,
            "close": 65.05,
            "amount_yi": 0.0272
          },
          {
            "time": "10:24",
            "open": 65.01,
            "high": 65.01,
            "low": 65.01,
            "close": 65.01,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.01,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 61.06,
        "open": 63.44,
        "high": 67.16,
        "low": 62.89,
        "bid1": 65.01,
        "ask1": 65.08,
        "bid_qty1": 52,
        "ask_qty1": 2
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 8800,
      "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": 9.0308,
      "price_vs_vwap_pct": 0.1019,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.048,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0014
          },
          {
            "time": "10:21",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0134
          },
          {
            "time": "10:22",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0091
          },
          {
            "time": "10:23",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0064
          },
          {
            "time": "10:24",
            "open": 9.04,
            "high": 9.04,
            "low": 9.04,
            "close": 9.04,
            "amount_yi": 0.0177
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.04,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 8.8,
        "open": 8.95,
        "high": 9.18,
        "low": 8.8,
        "bid1": 9.03,
        "ask1": 9.04,
        "bid_qty1": 12,
        "ask_qty1": 449
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3800,
      "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": 20.9835,
      "price_vs_vwap_pct": -1.5417,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1934,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 20.67,
            "high": 20.67,
            "low": 20.67,
            "close": 20.67,
            "amount_yi": 0.0224
          },
          {
            "time": "10:21",
            "open": 20.68,
            "high": 20.68,
            "low": 20.68,
            "close": 20.68,
            "amount_yi": 0.0596
          },
          {
            "time": "10:22",
            "open": 20.65,
            "high": 20.65,
            "low": 20.65,
            "close": 20.65,
            "amount_yi": 0.0441
          },
          {
            "time": "10:23",
            "open": 20.68,
            "high": 20.68,
            "low": 20.68,
            "close": 20.68,
            "amount_yi": 0.0294
          },
          {
            "time": "10:24",
            "open": 20.66,
            "high": 20.66,
            "low": 20.66,
            "close": 20.66,
            "amount_yi": 0.0379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.66,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 20.89,
        "open": 21.5,
        "high": 22.0,
        "low": 19.93,
        "bid1": 20.66,
        "ask1": 20.67,
        "bid_qty1": 56,
        "ask_qty1": 89
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 14000,
      "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": 5.7938,
      "price_vs_vwap_pct": -1.619,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0349,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0046
          },
          {
            "time": "10:21",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0163
          },
          {
            "time": "10:22",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0081
          },
          {
            "time": "10:23",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.003
          },
          {
            "time": "10:24",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.7,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 5.58,
        "open": 5.68,
        "high": 5.95,
        "low": 5.61,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 908,
        "ask_qty1": 1442
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 382300,
      "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": 0.203,
      "price_vs_vwap_pct": 3.4483,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": []
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.21,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 0.19,
        "open": 0.19,
        "high": 0.21,
        "low": 0.18,
        "bid1": 0.2,
        "ask1": 0.21,
        "bid_qty1": 27302,
        "ask_qty1": 33773
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5800,
      "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": 13.6181,
      "price_vs_vwap_pct": 0.3811,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1125,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 13.72,
            "high": 13.72,
            "low": 13.72,
            "close": 13.72,
            "amount_yi": 0.0177
          },
          {
            "time": "10:21",
            "open": 13.7,
            "high": 13.7,
            "low": 13.7,
            "close": 13.7,
            "amount_yi": 0.0302
          },
          {
            "time": "10:22",
            "open": 13.67,
            "high": 13.67,
            "low": 13.67,
            "close": 13.67,
            "amount_yi": 0.0236
          },
          {
            "time": "10:23",
            "open": 13.65,
            "high": 13.65,
            "low": 13.65,
            "close": 13.65,
            "amount_yi": 0.0299
          },
          {
            "time": "10:24",
            "open": 13.67,
            "high": 13.67,
            "low": 13.67,
            "close": 13.67,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.67,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 14.06,
        "open": 14.11,
        "high": 14.26,
        "low": 13.28,
        "bid1": 13.66,
        "ask1": 13.67,
        "bid_qty1": 77,
        "ask_qty1": 116
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 11000,
      "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": 7.4,
      "price_vs_vwap_pct": -1.7568,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0201,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 7.27,
            "high": 7.27,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0031
          },
          {
            "time": "10:21",
            "open": 7.28,
            "high": 7.28,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0053
          },
          {
            "time": "10:22",
            "open": 7.26,
            "high": 7.26,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0055
          },
          {
            "time": "10:23",
            "open": 7.26,
            "high": 7.26,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0039
          },
          {
            "time": "10:24",
            "open": 7.27,
            "high": 7.27,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.27,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 7.25,
        "open": 7.9,
        "high": 7.9,
        "low": 7.2,
        "bid1": 7.26,
        "ask1": 7.27,
        "bid_qty1": 237,
        "ask_qty1": 24
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2300,
      "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": 33.3822,
      "price_vs_vwap_pct": 3.678,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2349,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 34.62,
            "high": 34.62,
            "low": 34.62,
            "close": 34.62,
            "amount_yi": 0.0289
          },
          {
            "time": "10:21",
            "open": 34.54,
            "high": 34.54,
            "low": 34.54,
            "close": 34.54,
            "amount_yi": 0.0708
          },
          {
            "time": "10:22",
            "open": 34.5,
            "high": 34.5,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.0616
          },
          {
            "time": "10:23",
            "open": 34.6,
            "high": 34.6,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.0568
          },
          {
            "time": "10:24",
            "open": 34.61,
            "high": 34.61,
            "low": 34.61,
            "close": 34.61,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.61,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 32.53,
        "open": 33.88,
        "high": 34.76,
        "low": 31.42,
        "bid1": 34.6,
        "ask1": 34.61,
        "bid_qty1": 30,
        "ask_qty1": 2
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 34300,
      "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": 2.3082,
      "price_vs_vwap_pct": 0.5112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0154,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:20",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0032
          },
          {
            "time": "10:21",
            "open": 2.31,
            "high": 2.32,
            "low": 2.31,
            "close": 2.32,
            "amount_yi": 0.0066
          },
          {
            "time": "10:22",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0036
          },
          {
            "time": "10:23",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0007
          },
          {
            "time": "10:24",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.32,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 2.25,
        "open": 2.36,
        "high": 2.36,
        "low": 2.24,
        "bid1": 2.32,
        "ask1": 2.34,
        "bid_qty1": 1110,
        "ask_qty1": 2061
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 6000,
      "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": 13.3478,
      "price_vs_vwap_pct": -0.9575,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0235,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 13.25,
            "high": 13.25,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0025
          },
          {
            "time": "10:21",
            "open": 13.24,
            "high": 13.24,
            "low": 13.24,
            "close": 13.24,
            "amount_yi": 0.0026
          },
          {
            "time": "10:22",
            "open": 13.22,
            "high": 13.22,
            "low": 13.22,
            "close": 13.22,
            "amount_yi": 0.0052
          },
          {
            "time": "10:23",
            "open": 13.21,
            "high": 13.21,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0099
          },
          {
            "time": "10:24",
            "open": 13.22,
            "high": 13.22,
            "low": 13.22,
            "close": 13.22,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.22,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 13.84,
        "open": 13.62,
        "high": 13.7,
        "low": 13.21,
        "bid1": 13.21,
        "ask1": 13.22,
        "bid_qty1": 516,
        "ask_qty1": 32
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 0.4309,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 239.8,
            "high": 239.8,
            "low": 239.8,
            "close": 239.8,
            "amount_yi": 0.0344
          },
          {
            "time": "10:21",
            "open": 240.0,
            "high": 240.48,
            "low": 240.0,
            "close": 240.48,
            "amount_yi": 0.0746
          },
          {
            "time": "10:22",
            "open": 242.22,
            "high": 242.22,
            "low": 242.22,
            "close": 242.22,
            "amount_yi": 0.0754
          },
          {
            "time": "10:23",
            "open": 243.99,
            "high": 243.99,
            "low": 243.99,
            "close": 243.99,
            "amount_yi": 0.1449
          },
          {
            "time": "10:24",
            "open": 244.66,
            "high": 244.66,
            "low": 244.66,
            "close": 244.66,
            "amount_yi": 0.1016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 244.66,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 252.0,
        "open": 247.5,
        "high": 248.0,
        "low": 232.08,
        "bid1": 244.66,
        "ask1": 244.85,
        "bid_qty1": 1,
        "ask_qty1": 38
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 4800,
      "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": 16.7523,
      "price_vs_vwap_pct": -0.4316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0212,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 16.72,
            "high": 16.72,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0041
          },
          {
            "time": "10:21",
            "open": 16.7,
            "high": 16.72,
            "low": 16.7,
            "close": 16.72,
            "amount_yi": 0.0028
          },
          {
            "time": "10:22",
            "open": 16.69,
            "high": 16.69,
            "low": 16.69,
            "close": 16.69,
            "amount_yi": 0.0053
          },
          {
            "time": "10:23",
            "open": 16.72,
            "high": 16.72,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0049
          },
          {
            "time": "10:24",
            "open": 16.68,
            "high": 16.68,
            "low": 16.68,
            "close": 16.68,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.68,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 17.03,
        "open": 16.98,
        "high": 16.99,
        "low": 16.6,
        "bid1": 16.67,
        "ask1": 16.68,
        "bid_qty1": 41,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 23400,
      "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": 3.4557,
      "price_vs_vwap_pct": -1.0331,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:21",
            "open": 3.43,
            "high": 3.43,
            "low": 3.43,
            "close": 3.43,
            "amount_yi": 0.0024
          },
          {
            "time": "10:22",
            "open": 3.42,
            "high": 3.42,
            "low": 3.42,
            "close": 3.42,
            "amount_yi": 0.0003
          },
          {
            "time": "10:23",
            "open": 3.43,
            "high": 3.43,
            "low": 3.43,
            "close": 3.43,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.42,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 3.38,
        "open": 3.34,
        "high": 3.58,
        "low": 3.31,
        "bid1": 3.42,
        "ask1": 3.43,
        "bid_qty1": 94,
        "ask_qty1": 571
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.15,
      "exec_low": 7.26,
      "exec_high": 7.26,
      "invalid_price": 6.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 11400,
      "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": 6.9459,
      "price_vs_vwap_pct": 1.0668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0338,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0048
          },
          {
            "time": "10:21",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.025
          },
          {
            "time": "10:22",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0009
          },
          {
            "time": "10:23",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0024
          },
          {
            "time": "10:24",
            "open": 7.02,
            "high": 7.02,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.02,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 6.7,
        "open": 6.67,
        "high": 7.09,
        "low": 6.66,
        "bid1": 7.02,
        "ask1": 7.03,
        "bid_qty1": 54,
        "ask_qty1": 106
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 3600,
      "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": 22.7236,
      "price_vs_vwap_pct": -1.9081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0644,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 22.31,
            "high": 22.31,
            "low": 22.31,
            "close": 22.31,
            "amount_yi": 0.021
          },
          {
            "time": "10:21",
            "open": 22.31,
            "high": 22.31,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.0128
          },
          {
            "time": "10:22",
            "open": 22.28,
            "high": 22.28,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.0177
          },
          {
            "time": "10:23",
            "open": 22.3,
            "high": 22.3,
            "low": 22.3,
            "close": 22.3,
            "amount_yi": 0.0078
          },
          {
            "time": "10:24",
            "open": 22.29,
            "high": 22.29,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.29,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 24.65,
        "open": 24.22,
        "high": 24.22,
        "low": 22.26,
        "bid1": 22.28,
        "ask1": 22.29,
        "bid_qty1": 296,
        "ask_qty1": 40
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 29.1687,
      "price_vs_vwap_pct": -0.6469,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0189,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 28.98,
            "high": 28.98,
            "low": 28.98,
            "close": 28.98,
            "amount_yi": 0.0023
          },
          {
            "time": "10:21",
            "open": 28.98,
            "high": 28.98,
            "low": 28.98,
            "close": 28.98,
            "amount_yi": 0.0046
          },
          {
            "time": "10:22",
            "open": 28.97,
            "high": 28.97,
            "low": 28.97,
            "close": 28.97,
            "amount_yi": 0.0058
          },
          {
            "time": "10:23",
            "open": 28.96,
            "high": 28.96,
            "low": 28.96,
            "close": 28.96,
            "amount_yi": 0.0049
          },
          {
            "time": "10:24",
            "open": 28.98,
            "high": 28.98,
            "low": 28.98,
            "close": 28.98,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.98,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 29.88,
        "open": 29.52,
        "high": 29.76,
        "low": 28.87,
        "bid1": 28.96,
        "ask1": 28.98,
        "bid_qty1": 30,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 6500,
      "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": 12.3715,
      "price_vs_vwap_pct": -1.1438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0491,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 12.26,
            "high": 12.26,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.0019
          },
          {
            "time": "10:21",
            "open": 12.26,
            "high": 12.26,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.0256
          },
          {
            "time": "10:22",
            "open": 12.23,
            "high": 12.23,
            "low": 12.23,
            "close": 12.23,
            "amount_yi": 0.005
          },
          {
            "time": "10:23",
            "open": 12.23,
            "high": 12.23,
            "low": 12.23,
            "close": 12.23,
            "amount_yi": 0.0153
          },
          {
            "time": "10:24",
            "open": 12.23,
            "high": 12.23,
            "low": 12.23,
            "close": 12.23,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.23,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 12.68,
        "open": 12.6,
        "high": 12.6,
        "low": 12.21,
        "bid1": 12.22,
        "ask1": 12.23,
        "bid_qty1": 428,
        "ask_qty1": 45
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "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": 0.0279,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 34.35,
            "high": 34.35,
            "low": 34.35,
            "close": 34.35,
            "amount_yi": 0.0043
          },
          {
            "time": "10:21",
            "open": 34.31,
            "high": 34.31,
            "low": 34.28,
            "close": 34.28,
            "amount_yi": 0.0047
          },
          {
            "time": "10:22",
            "open": 34.22,
            "high": 34.22,
            "low": 34.22,
            "close": 34.22,
            "amount_yi": 0.0042
          },
          {
            "time": "10:23",
            "open": 34.2,
            "high": 34.2,
            "low": 34.2,
            "close": 34.2,
            "amount_yi": 0.0067
          },
          {
            "time": "10:24",
            "open": 34.14,
            "high": 34.14,
            "low": 34.14,
            "close": 34.14,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.14,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 35.3,
        "open": 35.29,
        "high": 35.5,
        "low": 34.14,
        "bid1": 34.13,
        "ask1": 34.14,
        "bid_qty1": 9,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 5300,
      "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": 15.136,
      "price_vs_vwap_pct": -1.0307,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0543,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 15.02,
            "high": 15.02,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.0024
          },
          {
            "time": "10:21",
            "open": 15.01,
            "high": 15.01,
            "low": 15.01,
            "close": 15.01,
            "amount_yi": 0.008
          },
          {
            "time": "10:22",
            "open": 14.98,
            "high": 14.98,
            "low": 14.98,
            "close": 14.98,
            "amount_yi": 0.018
          },
          {
            "time": "10:23",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0141
          },
          {
            "time": "10:24",
            "open": 14.98,
            "high": 14.98,
            "low": 14.98,
            "close": 14.98,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.98,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 15.54,
        "open": 15.46,
        "high": 15.46,
        "low": 14.98,
        "bid1": 14.98,
        "ask1": 14.99,
        "bid_qty1": 708,
        "ask_qty1": 132
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 23700,
      "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": 3.4101,
      "price_vs_vwap_pct": -0.8827,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 4,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 3.39,
            "high": 3.39,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.0002
          },
          {
            "time": "10:21",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.006
          },
          {
            "time": "10:22",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0014
          },
          {
            "time": "10:23",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.38,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 3.46,
        "open": 3.43,
        "high": 3.47,
        "low": 3.37,
        "bid1": 3.37,
        "ask1": 3.38,
        "bid_qty1": 5356,
        "ask_qty1": 66
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 6200,
      "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": 13.0,
      "price_vs_vwap_pct": -0.8462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0372,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 12.97,
            "high": 12.97,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0017
          },
          {
            "time": "10:21",
            "open": 12.95,
            "high": 12.95,
            "low": 12.94,
            "close": 12.94,
            "amount_yi": 0.0032
          },
          {
            "time": "10:22",
            "open": 12.93,
            "high": 12.93,
            "low": 12.93,
            "close": 12.93,
            "amount_yi": 0.0048
          },
          {
            "time": "10:23",
            "open": 12.92,
            "high": 12.92,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.0059
          },
          {
            "time": "10:24",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.89,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 13.27,
        "open": 13.18,
        "high": 13.2,
        "low": 12.88,
        "bid1": 12.88,
        "ask1": 12.89,
        "bid_qty1": 500,
        "ask_qty1": 25
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 3500,
      "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": 22.7418,
      "price_vs_vwap_pct": -0.9313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0559,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 22.59,
            "high": 22.59,
            "low": 22.59,
            "close": 22.59,
            "amount_yi": 0.0044
          },
          {
            "time": "10:21",
            "open": 22.58,
            "high": 22.58,
            "low": 22.57,
            "close": 22.57,
            "amount_yi": 0.0097
          },
          {
            "time": "10:22",
            "open": 22.54,
            "high": 22.54,
            "low": 22.54,
            "close": 22.54,
            "amount_yi": 0.0223
          },
          {
            "time": "10:23",
            "open": 22.55,
            "high": 22.55,
            "low": 22.55,
            "close": 22.55,
            "amount_yi": 0.0117
          },
          {
            "time": "10:24",
            "open": 22.53,
            "high": 22.53,
            "low": 22.53,
            "close": 22.53,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.53,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 23.25,
        "open": 22.88,
        "high": 23.04,
        "low": 22.5,
        "bid1": 22.52,
        "ask1": 22.53,
        "bid_qty1": 158,
        "ask_qty1": 31
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1500,
      "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": 0.0465,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 53.69,
            "high": 53.69,
            "low": 53.69,
            "close": 53.69,
            "amount_yi": 0.0025
          },
          {
            "time": "10:21",
            "open": 53.55,
            "high": 53.55,
            "low": 53.54,
            "close": 53.54,
            "amount_yi": 0.0074
          },
          {
            "time": "10:22",
            "open": 53.51,
            "high": 53.51,
            "low": 53.51,
            "close": 53.51,
            "amount_yi": 0.0153
          },
          {
            "time": "10:23",
            "open": 53.52,
            "high": 53.52,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 0.0111
          },
          {
            "time": "10:24",
            "open": 53.42,
            "high": 53.42,
            "low": 53.42,
            "close": 53.42,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.42,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 55.4,
        "open": 55.26,
        "high": 55.88,
        "low": 53.42,
        "bid1": 53.41,
        "ask1": 53.42,
        "bid_qty1": 12,
        "ask_qty1": 18
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 5900,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.44,
      "entry_zone_high": 13.84,
      "entry_risk_pct": null,
      "intraday_vwap": 13.6755,
      "price_vs_vwap_pct": -0.5521,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0575,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 13.62,
            "high": 13.62,
            "low": 13.62,
            "close": 13.62,
            "amount_yi": 0.0122
          },
          {
            "time": "10:21",
            "open": 13.62,
            "high": 13.62,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.014
          },
          {
            "time": "10:22",
            "open": 13.61,
            "high": 13.61,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.0086
          },
          {
            "time": "10:23",
            "open": 13.6,
            "high": 13.6,
            "low": 13.6,
            "close": 13.6,
            "amount_yi": 0.0162
          },
          {
            "time": "10:24",
            "open": 13.6,
            "high": 13.6,
            "low": 13.6,
            "close": 13.6,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.6,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 13.58,
        "open": 13.66,
        "high": 13.83,
        "low": 13.53,
        "bid1": 13.59,
        "ask1": 13.6,
        "bid_qty1": 39,
        "ask_qty1": 54
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 5400,
      "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": 14.8161,
      "price_vs_vwap_pct": -0.9861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 14.71,
            "high": 14.71,
            "low": 14.71,
            "close": 14.71,
            "amount_yi": 0.0005
          },
          {
            "time": "10:21",
            "open": 14.69,
            "high": 14.7,
            "low": 14.69,
            "close": 14.7,
            "amount_yi": 0.0025
          },
          {
            "time": "10:22",
            "open": 14.67,
            "high": 14.67,
            "low": 14.67,
            "close": 14.67,
            "amount_yi": 0.0058
          },
          {
            "time": "10:23",
            "open": 14.69,
            "high": 14.69,
            "low": 14.69,
            "close": 14.69,
            "amount_yi": 0.0012
          },
          {
            "time": "10:24",
            "open": 14.67,
            "high": 14.67,
            "low": 14.67,
            "close": 14.67,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.67,
        "ts": "2026-06-30T10:24:20",
        "prev_close": 15.21,
        "open": 15.16,
        "high": 15.2,
        "low": 14.64,
        "bid1": 14.67,
        "ask1": 14.68,
        "bid_qty1": 19,
        "ask_qty1": 101
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2300,
      "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": 33.9526,
      "price_vs_vwap_pct": 2.2013,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4691,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 34.74,
            "high": 34.74,
            "low": 34.74,
            "close": 34.74,
            "amount_yi": 0.0999
          },
          {
            "time": "10:21",
            "open": 34.82,
            "high": 34.82,
            "low": 34.8,
            "close": 34.8,
            "amount_yi": 0.1118
          },
          {
            "time": "10:22",
            "open": 34.93,
            "high": 34.93,
            "low": 34.93,
            "close": 34.93,
            "amount_yi": 0.1664
          },
          {
            "time": "10:23",
            "open": 34.75,
            "high": 34.75,
            "low": 34.75,
            "close": 34.75,
            "amount_yi": 0.0748
          },
          {
            "time": "10:24",
            "open": 34.7,
            "high": 34.7,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.7,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 31.58,
        "open": 32.27,
        "high": 35.0,
        "low": 32.27,
        "bid1": 34.69,
        "ask1": 34.7,
        "bid_qty1": 9,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 63.8017,
      "price_vs_vwap_pct": -0.661,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0081,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 63.63,
            "high": 63.63,
            "low": 63.63,
            "close": 63.63,
            "amount_yi": 0.0004
          },
          {
            "time": "10:21",
            "open": 63.55,
            "high": 63.55,
            "low": 63.53,
            "close": 63.53,
            "amount_yi": 0.0018
          },
          {
            "time": "10:22",
            "open": 63.44,
            "high": 63.44,
            "low": 63.44,
            "close": 63.44,
            "amount_yi": 0.002
          },
          {
            "time": "10:23",
            "open": 63.4,
            "high": 63.4,
            "low": 63.4,
            "close": 63.4,
            "amount_yi": 0.0015
          },
          {
            "time": "10:24",
            "open": 63.38,
            "high": 63.38,
            "low": 63.38,
            "close": 63.38,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.38,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 64.74,
        "open": 63.93,
        "high": 64.8,
        "low": 63.22,
        "bid1": 63.36,
        "ask1": 63.37,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 18800,
      "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": 4.2976,
      "price_vs_vwap_pct": -1.1076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0013
          },
          {
            "time": "10:21",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0024
          },
          {
            "time": "10:22",
            "open": 4.25,
            "high": 4.25,
            "low": 4.25,
            "close": 4.25,
            "amount_yi": 0.0002
          },
          {
            "time": "10:23",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0006
          },
          {
            "time": "10:24",
            "open": 4.25,
            "high": 4.25,
            "low": 4.25,
            "close": 4.25,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.25,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 4.4,
        "open": 4.39,
        "high": 4.4,
        "low": 4.25,
        "bid1": 4.25,
        "ask1": 4.26,
        "bid_qty1": 1441,
        "ask_qty1": 219
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2900,
      "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": 27.0353,
      "price_vs_vwap_pct": -0.6484,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.017,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 27.0,
            "high": 27.0,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0032
          },
          {
            "time": "10:21",
            "open": 26.96,
            "high": 26.96,
            "low": 26.94,
            "close": 26.94,
            "amount_yi": 0.0065
          },
          {
            "time": "10:22",
            "open": 26.92,
            "high": 26.92,
            "low": 26.92,
            "close": 26.92,
            "amount_yi": 0.0027
          },
          {
            "time": "10:23",
            "open": 26.89,
            "high": 26.89,
            "low": 26.89,
            "close": 26.89,
            "amount_yi": 0.0022
          },
          {
            "time": "10:24",
            "open": 26.86,
            "high": 26.86,
            "low": 26.86,
            "close": 26.86,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.86,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 27.28,
        "open": 27.11,
        "high": 27.49,
        "low": 26.82,
        "bid1": 26.85,
        "ask1": 26.86,
        "bid_qty1": 28,
        "ask_qty1": 36
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "near_trigger",
      "qty": 2200,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.89,
      "entry_zone_high": 35.95,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 35.64,
            "high": 35.64,
            "low": 35.64,
            "close": 35.64,
            "amount_yi": 0.0007
          },
          {
            "time": "10:21",
            "open": 35.64,
            "high": 35.64,
            "low": 35.62,
            "close": 35.62,
            "amount_yi": 0.0022
          },
          {
            "time": "10:22",
            "open": 35.55,
            "high": 35.55,
            "low": 35.55,
            "close": 35.55,
            "amount_yi": 0.0017
          },
          {
            "time": "10:23",
            "open": 35.5,
            "high": 35.5,
            "low": 35.5,
            "close": 35.5,
            "amount_yi": 0.0021
          },
          {
            "time": "10:24",
            "open": 35.36,
            "high": 35.36,
            "low": 35.36,
            "close": 35.36,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.36,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 35.05,
        "open": 34.91,
        "high": 36.53,
        "low": 34.64,
        "bid1": 35.36,
        "ask1": 35.41,
        "bid_qty1": 14,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 4200,
      "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": 18.941,
      "price_vs_vwap_pct": -0.2693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 19.04,
            "high": 19.04,
            "low": 19.04,
            "close": 19.04,
            "amount_yi": 0.0001
          },
          {
            "time": "10:21",
            "open": 18.99,
            "high": 18.99,
            "low": 18.97,
            "close": 18.97,
            "amount_yi": 0.0022
          },
          {
            "time": "10:22",
            "open": 18.93,
            "high": 18.93,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0004
          },
          {
            "time": "10:23",
            "open": 18.89,
            "high": 18.89,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.0013
          },
          {
            "time": "10:24",
            "open": 18.89,
            "high": 18.89,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.89,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 19.06,
        "open": 18.91,
        "high": 19.25,
        "low": 18.44,
        "bid1": 18.88,
        "ask1": 18.92,
        "bid_qty1": 31,
        "ask_qty1": 10
      },
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 1600,
      "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": 50.5481,
      "price_vs_vwap_pct": -1.5195,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0401,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 50.02,
            "high": 50.02,
            "low": 50.02,
            "close": 50.02,
            "amount_yi": 0.0009
          },
          {
            "time": "10:21",
            "open": 50.02,
            "high": 50.02,
            "low": 50.01,
            "close": 50.01,
            "amount_yi": 0.0107
          },
          {
            "time": "10:22",
            "open": 49.92,
            "high": 49.92,
            "low": 49.92,
            "close": 49.92,
            "amount_yi": 0.0124
          },
          {
            "time": "10:23",
            "open": 49.79,
            "high": 49.79,
            "low": 49.79,
            "close": 49.79,
            "amount_yi": 0.011
          },
          {
            "time": "10:24",
            "open": 49.78,
            "high": 49.78,
            "low": 49.78,
            "close": 49.78,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.78,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 52.67,
        "open": 51.35,
        "high": 51.94,
        "low": 49.65,
        "bid1": 49.78,
        "ask1": 49.79,
        "bid_qty1": 70,
        "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 10600,
      "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": 0.0028,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0001
          },
          {
            "time": "10:21",
            "open": 7.53,
            "high": 7.53,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0013
          },
          {
            "time": "10:22",
            "open": 7.52,
            "high": 7.52,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0004
          },
          {
            "time": "10:23",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0008
          },
          {
            "time": "10:24",
            "open": 7.52,
            "high": 7.52,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.52,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 7.68,
        "open": 7.66,
        "high": 7.66,
        "low": 7.45,
        "bid1": 7.51,
        "ask1": 7.53,
        "bid_qty1": 86,
        "ask_qty1": 22
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 6800,
      "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": 11.8282,
      "price_vs_vwap_pct": -0.492,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0342,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 11.83,
            "high": 11.83,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.0049
          },
          {
            "time": "10:21",
            "open": 11.83,
            "high": 11.83,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.0062
          },
          {
            "time": "10:22",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0076
          },
          {
            "time": "10:23",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.003
          },
          {
            "time": "10:24",
            "open": 11.77,
            "high": 11.77,
            "low": 11.77,
            "close": 11.77,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.77,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 12.02,
        "open": 11.88,
        "high": 11.98,
        "low": 11.69,
        "bid1": 11.77,
        "ask1": 11.78,
        "bid_qty1": 71,
        "ask_qty1": 231
      },
      "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": "CANCELLED",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 12900,
      "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": 6.2376,
      "price_vs_vwap_pct": -0.6028,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.003
          },
          {
            "time": "10:21",
            "open": 6.23,
            "high": 6.23,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0057
          },
          {
            "time": "10:22",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.01
          },
          {
            "time": "10:23",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0032
          },
          {
            "time": "10:24",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.2,
        "ts": "2026-06-30T10:24:18",
        "prev_close": 6.38,
        "open": 6.37,
        "high": 6.37,
        "low": 6.16,
        "bid1": 6.2,
        "ask1": 6.21,
        "bid_qty1": 8,
        "ask_qty1": 587
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.35,
      "exec_low": 14.35,
      "exec_high": 14.57,
      "invalid_price": 13.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 5700,
      "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": 0.017,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 14.01,
            "high": 14.01,
            "low": 14.01,
            "close": 14.01,
            "amount_yi": 0.0005
          },
          {
            "time": "10:21",
            "open": 13.99,
            "high": 13.99,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0064
          },
          {
            "time": "10:22",
            "open": 13.96,
            "high": 13.96,
            "low": 13.96,
            "close": 13.96,
            "amount_yi": 0.0031
          },
          {
            "time": "10:23",
            "open": 13.96,
            "high": 13.96,
            "low": 13.96,
            "close": 13.96,
            "amount_yi": 0.0029
          },
          {
            "time": "10:24",
            "open": 13.95,
            "high": 13.95,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.95,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 14.35,
        "open": 14.35,
        "high": 14.35,
        "low": 13.95,
        "bid1": 13.94,
        "ask1": 13.95,
        "bid_qty1": 35,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.92,
      "exec_low": 16.16,
      "exec_high": 16.16,
      "invalid_price": 15.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T10:24:21",
      "sim_reason": "waiting_trigger",
      "qty": 5100,
      "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": 15.6844,
      "price_vs_vwap_pct": -1.1119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0499,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:20",
            "open": 15.52,
            "high": 15.52,
            "low": 15.52,
            "close": 15.52,
            "amount_yi": 0.0085
          },
          {
            "time": "10:21",
            "open": 15.51,
            "high": 15.51,
            "low": 15.5,
            "close": 15.5,
            "amount_yi": 0.0218
          },
          {
            "time": "10:22",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.0038
          },
          {
            "time": "10:23",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.0084
          },
          {
            "time": "10:24",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.51,
        "ts": "2026-06-30T10:24:19",
        "prev_close": 15.88,
        "open": 15.89,
        "high": 15.9,
        "low": 15.5,
        "bid1": 15.5,
        "ask1": 15.51,
        "bid_qty1": 604,
        "ask_qty1": 239
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-30T10:24:21",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 33.1424,
      "price_vs_vwap_pct": -1.0935,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0796,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:20",
            "open": 32.84,
            "high": 32.84,
            "low": 32.84,
            "close": 32.84,
            "amount_yi": 0.011
          },
          {
            "time": "10:21",
            "open": 32.84,
            "high": 32.85,
            "low": 32.84,
            "close": 32.85,
            "amount_yi": 0.0213
          },
          {
            "time": "10:22",
            "open": 32.8,
            "high": 32.8,
            "low": 32.8,
            "close": 32.8,
            "amount_yi": 0.0203
          },
          {
            "time": "10:23",
            "open": 32.82,
            "high": 32.82,
            "low": 32.82,
            "close": 32.82,
            "amount_yi": 0.0204
          },
          {
            "time": "10:24",
            "open": 32.78,
            "high": 32.78,
            "low": 32.78,
            "close": 32.78,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86295.12,
      "current_position_value": 0.0,
      "cash_before_order": 673565.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.78,
        "ts": "2026-06-30T10:24:21",
        "prev_close": 34.26,
        "open": 33.58,
        "high": 33.85,
        "low": 32.54,
        "bid1": 32.76,
        "ask1": 32.77,
        "bid_qty1": 76,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 673565.0,
    "market_value": 405578.0,
    "total_value": 1079143.0,
    "unrealized_pnl": 67045.99999999999,
    "unrealized_pnl_pct_of_initial": 6.704599999999998,
    "realized_pnl": 12097.000000000015,
    "realized_pnl_pct_of_initial": 1.2097000000000013,
    "total_pnl": 79143.0,
    "total_pnl_pct": 7.914299999999996
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 126.83,
      "market_value": 228294.0,
      "unrealized_pnl": 32921.999999999985,
      "unrealized_pnl_pct": 16.850930532522558,
      "updated_at": "2026-06-30T10:24:21",
      "prev_close": 128.77,
      "holding_days": 10,
      "position_pct_of_total": 21.155120313063236
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 80.3,
      "last_price": 100.2,
      "market_value": 160320.0,
      "unrealized_pnl": 31840.000000000007,
      "unrealized_pnl_pct": 24.782067247820684,
      "updated_at": "2026-06-30T10:24:21",
      "prev_close": 103.25,
      "holding_days": 6,
      "position_pct_of_total": 14.856233140556904
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 36.7,
      "last_price": 42.41,
      "market_value": 16964.0,
      "unrealized_pnl": 2283.9999999999973,
      "unrealized_pnl_pct": 15.55858310626701,
      "updated_at": "2026-06-30T10:24:21",
      "prev_close": 43.18,
      "holding_days": 9,
      "position_pct_of_total": 1.5719881424426607
    }
  ],
  "paper_orders": [
    {
      "event_id": "20260630:SHSE.600584:profit_protection_day_drop_v2:step1@-6pct",
      "rule_id": "profit_protection_day_drop_v2",
      "tier": "step1@-6pct",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "qty": 800,
      "quantity": 800,
      "price": 96.57,
      "amount": 77256.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。",
      "trigger_price": 96.57,
      "day_return_pct": -6.4697,
      "unrealized_profit_pct": 20.2615,
      "quantity_before": 2400,
      "sellable_qty_before": 2400,
      "avg_cost": 80.3,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 13015.999999999996,
      "cost_basis": 64240.0,
      "realized_pnl_source": "order_raw_cost",
      "id": 6,
      "plan_date": "20260629",
      "trade_date": "20260630",
      "ts": "2026-06-30T09:40:52",
      "sim_reason": "profit_protection_day_drop_v2"
    },
    {
      "event_id": "20260630:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step1@-8pct",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 200,
      "quantity": 200,
      "price": 39.41,
      "amount": 7881.999999999999,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "trigger_price": 39.41,
      "day_return_pct": -8.7309,
      "unrealized_profit_pct": 7.3842,
      "quantity_before": 600,
      "sellable_qty_before": 600,
      "avg_cost": 36.7,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 541.9999999999987,
      "cost_basis": 7340.000000000001,
      "realized_pnl_source": "order_raw_cost",
      "id": 7,
      "plan_date": "20260629",
      "trade_date": "20260630",
      "ts": "2026-06-30T09:41:23",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    },
    {
      "amount": 30089.999999999996,
      "base_exec_high": 301.11,
      "cash_before_order": 673565.0,
      "chase_ceiling": 305.56,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.3669,
      "entry_zone_high": 301.11,
      "entry_zone_low": 292.21,
      "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 301.11,
      "exec_low": 296.66,
      "intraday_vwap": null,
      "invalid_price": 287.76,
      "ma5": null,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 4.5613,
        "bar_count": 4,
        "bars": [
          {
            "amount_yi": 0.7249,
            "close": 300.78,
            "high": 300.78,
            "low": 300.78,
            "open": 300.78,
            "time": "10:20"
          },
          {
            "amount_yi": 1.2791,
            "close": 302.5,
            "high": 302.5,
            "low": 300.9,
            "open": 300.9,
            "time": "10:21"
          },
          {
            "amount_yi": 1.252,
            "close": 302.27,
            "high": 302.27,
            "low": 302.27,
            "open": 302.27,
            "time": "10:22"
          },
          {
            "amount_yi": 1.3053,
            "close": 300.9,
            "high": 300.9,
            "low": 300.9,
            "open": 300.9,
            "time": "10:23"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 5
      },
      "name": "澜起科技",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260629",
      "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP",
      "price": 300.9,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 300.9,
      "quote_ask_qty1": 27,
      "quote_bid1": 300.68,
      "quote_bid_qty1": 23,
      "quote_high": 304.88,
      "quote_last": 300.9,
      "quote_low": 290.01,
      "quote_open": 296.66,
      "quote_prev_close": 296.06,
      "quote_ts": "2026-06-30T10:23:46",
      "reason": "shadow_paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 142.92,
      "status": "SHADOW_FILLED",
      "suggested_position_pct": 8.0,
      "symbol": "SHSE.688008",
      "target_amount": 43164.52,
      "target_position_pct": 4.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "数据安全",
      "trade_date": "20260630",
      "trigger_price": 296.66,
      "ts": "2026-06-30T10:23:49",
      "id": 8
    }
  ],
  "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": 1,
    "filled_orders": 2,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "shadow_filled_orders": 1,
    "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
  }
}