{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260629",
  "trade_date": "20260630",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "quote_stale,wait_for_intraday_style_confirmation",
    "enabled": true,
    "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": 0.3158,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1812,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 13.282789992418476,
          "last": 74.71,
          "vwap": 73.3147794209164,
          "above_vwap": true,
          "amount": 3066586693.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.889596602972397,
          "last": 31.62,
          "vwap": 32.89297447452082,
          "above_vwap": false,
          "amount": 426279792.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.544648511716282,
          "last": 34.91,
          "vwap": 34.171880843922324,
          "above_vwap": true,
          "amount": 712654575.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.995622355172905,
          "last": 75.38,
          "vwap": 72.77865213622343,
          "above_vwap": true,
          "amount": 6918018446.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.625510862551078,
          "last": 50.5,
          "vwap": 48.64404601169102,
          "above_vwap": true,
          "amount": 2308123257.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.224902412170954,
          "last": 432.51,
          "vwap": 417.78355102756046,
          "above_vwap": true,
          "amount": 2734664483.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.869658776513999,
          "last": 35.09,
          "vwap": 33.71488378196519,
          "above_vwap": true,
          "amount": 1207542392.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 7.350993377483461,
          "last": 16.21,
          "vwap": 15.95755467577728,
          "above_vwap": true,
          "amount": 63298130.0
        },
        {
          "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": 6.31400195543661,
          "last": 206.6,
          "vwap": 201.74144505592523,
          "above_vwap": true,
          "amount": 3019526748.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.797576154602013,
          "last": 64.6,
          "vwap": 65.45387353839278,
          "above_vwap": false,
          "amount": 878849160.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.4169360051713245,
          "last": 81.54,
          "vwap": 79.68454370956938,
          "above_vwap": true,
          "amount": 459391116.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.2030562480734183,
          "above_vwap": false,
          "amount": 3754774.0
        }
      ]
    },
    "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": "quote_stale,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": 0.3158,
        "active_up_ratio": 0.3846,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 4,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "中芯产业链 / 半导体设备材料",
        "dominant_theme_share": 0.1812,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 13.282789992418476,
            "last": 74.71,
            "vwap": 73.3147794209164,
            "above_vwap": true,
            "amount": 3066586693.0
          },
          {
            "symbol": "SZSE.301520",
            "name": "万邦医药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 11.889596602972397,
            "last": 31.62,
            "vwap": 32.89297447452082,
            "above_vwap": false,
            "amount": 426279792.0
          },
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.544648511716282,
            "last": 34.91,
            "vwap": 34.171880843922324,
            "above_vwap": true,
            "amount": 712654575.0
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.995622355172905,
            "last": 75.38,
            "vwap": 72.77865213622343,
            "above_vwap": true,
            "amount": 6918018446.0
          },
          {
            "symbol": "SHSE.688548",
            "name": "广钢气体",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.625510862551078,
            "last": 50.5,
            "vwap": 48.64404601169102,
            "above_vwap": true,
            "amount": 2308123257.0
          },
          {
            "symbol": "SHSE.688037",
            "name": "芯源微",
            "theme": "中芯产业链 / 半导体设备材料",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.224902412170954,
            "last": 432.51,
            "vwap": 417.78355102756046,
            "above_vwap": true,
            "amount": 2734664483.0
          },
          {
            "symbol": "SHSE.600363",
            "name": "联创光电",
            "theme": "全息技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.869658776513999,
            "last": 35.09,
            "vwap": 33.71488378196519,
            "above_vwap": true,
            "amount": 1207542392.0
          },
          {
            "symbol": "SHSE.688670",
            "name": "金迪克",
            "theme": "病毒防治",
            "paper_scope": "active",
            "priority": 6,
            "ret_pct": 7.350993377483461,
            "last": 16.21,
            "vwap": 15.95755467577728,
            "above_vwap": true,
            "amount": 63298130.0
          },
          {
            "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": 6.31400195543661,
            "last": 206.6,
            "vwap": 201.74144505592523,
            "above_vwap": true,
            "amount": 3019526748.0
          },
          {
            "symbol": "SZSE.002653",
            "name": "海思科",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.797576154602013,
            "last": 64.6,
            "vwap": 65.45387353839278,
            "above_vwap": false,
            "amount": 878849160.0
          },
          {
            "symbol": "SHSE.688202",
            "name": "美迪西",
            "theme": "CRO",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.4169360051713245,
            "last": 81.54,
            "vwap": 79.68454370956938,
            "above_vwap": true,
            "amount": 459391116.0
          },
          {
            "symbol": "SZSE.002808",
            "name": "恒久退",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.263157894736836,
            "last": 0.2,
            "vwap": 0.2030562480734183,
            "above_vwap": false,
            "amount": 3754774.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "quote_stale,wait_for_intraday_style_confirmation",
    "enabled": true,
    "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": 0.3158,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1812,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 13.282789992418476,
          "last": 74.71,
          "vwap": 73.3147794209164,
          "above_vwap": true,
          "amount": 3066586693.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.889596602972397,
          "last": 31.62,
          "vwap": 32.89297447452082,
          "above_vwap": false,
          "amount": 426279792.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.544648511716282,
          "last": 34.91,
          "vwap": 34.171880843922324,
          "above_vwap": true,
          "amount": 712654575.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.995622355172905,
          "last": 75.38,
          "vwap": 72.77865213622343,
          "above_vwap": true,
          "amount": 6918018446.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.625510862551078,
          "last": 50.5,
          "vwap": 48.64404601169102,
          "above_vwap": true,
          "amount": 2308123257.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.224902412170954,
          "last": 432.51,
          "vwap": 417.78355102756046,
          "above_vwap": true,
          "amount": 2734664483.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.869658776513999,
          "last": 35.09,
          "vwap": 33.71488378196519,
          "above_vwap": true,
          "amount": 1207542392.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 7.350993377483461,
          "last": 16.21,
          "vwap": 15.95755467577728,
          "above_vwap": true,
          "amount": 63298130.0
        },
        {
          "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": 6.31400195543661,
          "last": 206.6,
          "vwap": 201.74144505592523,
          "above_vwap": true,
          "amount": 3019526748.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.797576154602013,
          "last": 64.6,
          "vwap": 65.45387353839278,
          "above_vwap": false,
          "amount": 878849160.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.4169360051713245,
          "last": 81.54,
          "vwap": 79.68454370956938,
          "above_vwap": true,
          "amount": 459391116.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.2030562480734183,
          "above_vwap": false,
          "amount": 3754774.0
        }
      ]
    },
    "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": "quote_stale,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": 0.3158,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1812,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 13.282789992418476,
          "last": 74.71,
          "vwap": 73.3147794209164,
          "above_vwap": true,
          "amount": 3066586693.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.889596602972397,
          "last": 31.62,
          "vwap": 32.89297447452082,
          "above_vwap": false,
          "amount": 426279792.0
        },
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.544648511716282,
          "last": 34.91,
          "vwap": 34.171880843922324,
          "above_vwap": true,
          "amount": 712654575.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.995622355172905,
          "last": 75.38,
          "vwap": 72.77865213622343,
          "above_vwap": true,
          "amount": 6918018446.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.625510862551078,
          "last": 50.5,
          "vwap": 48.64404601169102,
          "above_vwap": true,
          "amount": 2308123257.0
        },
        {
          "symbol": "SHSE.688037",
          "name": "芯源微",
          "theme": "中芯产业链 / 半导体设备材料",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.224902412170954,
          "last": 432.51,
          "vwap": 417.78355102756046,
          "above_vwap": true,
          "amount": 2734664483.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.869658776513999,
          "last": 35.09,
          "vwap": 33.71488378196519,
          "above_vwap": true,
          "amount": 1207542392.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 7.350993377483461,
          "last": 16.21,
          "vwap": 15.95755467577728,
          "above_vwap": true,
          "amount": 63298130.0
        },
        {
          "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": 6.31400195543661,
          "last": 206.6,
          "vwap": 201.74144505592523,
          "above_vwap": true,
          "amount": 3019526748.0
        },
        {
          "symbol": "SZSE.002653",
          "name": "海思科",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.797576154602013,
          "last": 64.6,
          "vwap": 65.45387353839278,
          "above_vwap": false,
          "amount": 878849160.0
        },
        {
          "symbol": "SHSE.688202",
          "name": "美迪西",
          "theme": "CRO",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.4169360051713245,
          "last": 81.54,
          "vwap": 79.68454370956938,
          "above_vwap": true,
          "amount": 459391116.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.263157894736836,
          "last": 0.2,
          "vwap": 0.2030562480734183,
          "above_vwap": false,
          "amount": 3754774.0
        }
      ]
    },
    "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": true,
  "generated_at": "2026-06-30T11:12:52",
  "signals": [
    {
      "event_id": "20260629:20260630:SZSE.000404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000404",
      "name": "长虹华意",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.15,
      "exec_low": 8.15,
      "exec_high": 8.39,
      "invalid_price": 7.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4200,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.39,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.03,
      "entry_zone_high": 8.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0221,
        "prev_amount_yi": 0.0828,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2669,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0038
          },
          {
            "time": "11:08",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0095
          },
          {
            "time": "11:11",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.67,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 8.06,
        "open": 8.0,
        "high": 8.09,
        "low": 7.65,
        "bid1": 7.67,
        "ask1": 7.68,
        "bid_qty1": 310,
        "ask_qty1": 411
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301393:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301393:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301393",
      "name": "昊帆生物",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 64.9,
      "exec_low": 64.9,
      "exec_high": 66.85,
      "invalid_price": 62.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": null,
      "theme": "CRO",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 66.85,
      "max_chase_pct": 3.0,
      "base_exec_high": 66.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 63.93,
      "entry_zone_high": 65.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0691,
        "prev_amount_yi": 0.0482,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4336,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 63.63,
            "high": 63.63,
            "low": 63.63,
            "close": 63.63,
            "amount_yi": 0.0092
          },
          {
            "time": "11:08",
            "open": 63.66,
            "high": 63.66,
            "low": 63.66,
            "close": 63.66,
            "amount_yi": 0.0404
          },
          {
            "time": "11:11",
            "open": 63.56,
            "high": 63.56,
            "low": 63.56,
            "close": 63.56,
            "amount_yi": 0.0195
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.65,
        "ts": "2026-06-30T11:12:45",
        "prev_close": 63.1,
        "open": 62.54,
        "high": 65.86,
        "low": 61.6,
        "bid1": 63.64,
        "ask1": 63.76,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300002:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300002:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300002",
      "name": "神州泰岳",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.23,
      "exec_low": 8.23,
      "exec_high": 8.48,
      "invalid_price": 7.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4200,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.11,
      "entry_zone_high": 8.35,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0568,
        "prev_amount_yi": 0.0924,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 0.0057
          },
          {
            "time": "11:08",
            "open": 7.67,
            "high": 7.67,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0354
          },
          {
            "time": "11:11",
            "open": 7.68,
            "high": 7.68,
            "low": 7.68,
            "close": 7.68,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.67,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 7.9,
        "open": 7.95,
        "high": 7.95,
        "low": 7.53,
        "bid1": 7.67,
        "ask1": 7.68,
        "bid_qty1": 1226,
        "ask_qty1": 430
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688117:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688117:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688117",
      "name": "圣诺生物",
      "side": "BUY",
      "priority": "P3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 27.54,
      "exec_low": 27.54,
      "exec_high": 28.37,
      "invalid_price": 26.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1200,
      "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": 0.0177,
        "prev_amount_yi": 0.0246,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 26.57,
            "high": 26.57,
            "low": 26.57,
            "close": 26.57,
            "amount_yi": 0.0004
          },
          {
            "time": "11:08",
            "open": 26.53,
            "high": 26.53,
            "low": 26.53,
            "close": 26.53,
            "amount_yi": 0.0134
          },
          {
            "time": "11:11",
            "open": 26.53,
            "high": 26.53,
            "low": 26.53,
            "close": 26.53,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.53,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 26.78,
        "open": 26.86,
        "high": 27.1,
        "low": 26.0,
        "bid1": 26.52,
        "ask1": 26.53,
        "bid_qty1": 79,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688596:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688596:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688596",
      "name": "正帆科技",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 67.46,
      "exec_low": 67.46,
      "exec_high": 69.48,
      "invalid_price": 65.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 400,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 69.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 69.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 66.45,
      "entry_zone_high": 68.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3599,
        "prev_amount_yi": 0.459,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7841,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 73.91,
            "high": 73.91,
            "low": 73.91,
            "close": 73.91,
            "amount_yi": 0.0169
          },
          {
            "time": "11:08",
            "open": 74.45,
            "high": 74.45,
            "low": 74.45,
            "close": 74.45,
            "amount_yi": 0.2711
          },
          {
            "time": "11:11",
            "open": 73.88,
            "high": 73.88,
            "low": 73.88,
            "close": 73.88,
            "amount_yi": 0.0719
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.71,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 65.95,
        "open": 70.61,
        "high": 76.88,
        "low": 70.61,
        "bid1": 74.71,
        "ask1": 74.73,
        "bid_qty1": 225,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301087",
      "name": "可孚医疗",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.9,
      "exec_low": 48.9,
      "exec_high": 50.37,
      "invalid_price": 47.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 50.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 50.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 48.17,
      "entry_zone_high": 49.63,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0215,
        "prev_amount_yi": 0.0202,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 47.05,
            "high": 47.05,
            "low": 47.05,
            "close": 47.05,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 46.88,
            "high": 46.88,
            "low": 46.88,
            "close": 46.88,
            "amount_yi": 0.0095
          },
          {
            "time": "11:11",
            "open": 46.98,
            "high": 46.98,
            "low": 46.98,
            "close": 46.98,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.93,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 47.62,
        "open": 47.79,
        "high": 48.0,
        "low": 46.05,
        "bid1": 46.92,
        "ask1": 46.97,
        "bid_qty1": 6,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688670:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688670:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688670",
      "name": "金迪克",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 15.5,
      "exec_low": 15.5,
      "exec_high": 15.96,
      "invalid_price": 15.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2000,
      "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": 0.0105,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 16.18,
            "high": 16.18,
            "low": 16.18,
            "close": 16.18,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 16.13,
            "high": 16.13,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.0042
          },
          {
            "time": "11:11",
            "open": 16.23,
            "high": 16.23,
            "low": 16.23,
            "close": 16.23,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.21,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 15.1,
        "open": 15.0,
        "high": 16.99,
        "low": 14.7,
        "bid1": 16.28,
        "ask1": 16.31,
        "bid_qty1": 41,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301257:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301257:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301257",
      "name": "普蕊斯",
      "side": "BUY",
      "priority": "P7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 46.95,
      "exec_low": 46.95,
      "exec_high": 48.36,
      "invalid_price": 45.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 48.36,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.25,
      "entry_zone_high": 47.65,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0446,
        "prev_amount_yi": 0.0675,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6607,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 44.07,
            "high": 44.07,
            "low": 44.07,
            "close": 44.07,
            "amount_yi": 0.0025
          },
          {
            "time": "11:08",
            "open": 44.01,
            "high": 44.01,
            "low": 44.01,
            "close": 44.01,
            "amount_yi": 0.0208
          },
          {
            "time": "11:11",
            "open": 44.0,
            "high": 44.0,
            "low": 44.0,
            "close": 44.0,
            "amount_yi": 0.0213
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.98,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 46.25,
        "open": 45.03,
        "high": 45.73,
        "low": 43.78,
        "bid1": 43.98,
        "ask1": 43.99,
        "bid_qty1": 40,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688578:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688578",
      "name": "艾力斯",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 108.0,
      "exec_low": 108.0,
      "exec_high": 111.24,
      "invalid_price": 104.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2373,
        "prev_amount_yi": 0.2971,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 107.04,
            "high": 107.04,
            "low": 107.04,
            "close": 107.04,
            "amount_yi": 0.0072
          },
          {
            "time": "11:08",
            "open": 107.1,
            "high": 107.1,
            "low": 107.1,
            "close": 107.1,
            "amount_yi": 0.1454
          },
          {
            "time": "11:11",
            "open": 107.29,
            "high": 107.29,
            "low": 107.29,
            "close": 107.29,
            "amount_yi": 0.0847
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.25,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 107.01,
        "open": 107.56,
        "high": 110.66,
        "low": 106.01,
        "bid1": 107.18,
        "ask1": 107.24,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688566:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688566:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688566",
      "name": "吉贝尔",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.89,
      "exec_low": 25.89,
      "exec_high": 26.67,
      "invalid_price": 25.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1200,
      "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": 0.0079,
        "prev_amount_yi": 0.0766,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.0052
          },
          {
            "time": "11:11",
            "open": 25.78,
            "high": 25.78,
            "low": 25.78,
            "close": 25.78,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.71,
        "ts": "2026-06-30T11:12:46",
        "prev_close": 25.81,
        "open": 25.8,
        "high": 26.3,
        "low": 25.22,
        "bid1": 25.7,
        "ask1": 25.71,
        "bid_qty1": 50,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300759:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300759:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300759",
      "name": "康龙化成",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 30.0,
      "exec_low": 30.0,
      "exec_high": 30.9,
      "invalid_price": 29.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "prev_close": null,
      "theme": "CRO",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.9,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.55,
      "entry_zone_high": 30.45,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2969,
        "prev_amount_yi": 0.4632,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.641,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 29.1,
            "high": 29.1,
            "low": 29.1,
            "close": 29.1,
            "amount_yi": 0.032
          },
          {
            "time": "11:08",
            "open": 29.03,
            "high": 29.03,
            "low": 29.03,
            "close": 29.03,
            "amount_yi": 0.1646
          },
          {
            "time": "11:11",
            "open": 29.01,
            "high": 29.01,
            "low": 29.01,
            "close": 29.01,
            "amount_yi": 0.1003
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.02,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 28.8,
        "open": 28.28,
        "high": 29.17,
        "low": 28.06,
        "bid1": 29.01,
        "ask1": 29.02,
        "bid_qty1": 221,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.17,
      "exec_low": 33.17,
      "exec_high": 34.17,
      "invalid_price": 32.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1000,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 34.17,
      "max_chase_pct": 3.0,
      "base_exec_high": 34.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.67,
      "entry_zone_high": 33.67,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1445,
        "prev_amount_yi": 0.2127,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 31.89,
            "high": 31.89,
            "low": 31.89,
            "close": 31.89,
            "amount_yi": 0.0112
          },
          {
            "time": "11:08",
            "open": 31.84,
            "high": 31.84,
            "low": 31.84,
            "close": 31.84,
            "amount_yi": 0.0954
          },
          {
            "time": "11:11",
            "open": 31.85,
            "high": 31.85,
            "low": 31.85,
            "close": 31.85,
            "amount_yi": 0.0379
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.81,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 32.9,
        "open": 32.95,
        "high": 32.97,
        "low": 31.81,
        "bid1": 31.81,
        "ask1": 31.82,
        "bid_qty1": 4,
        "ask_qty1": 268
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688176:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688176",
      "name": "亚虹医药-U",
      "side": "BUY",
      "priority": "P12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.32,
      "exec_low": 10.32,
      "exec_high": 10.63,
      "invalid_price": 10.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3300,
      "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": 0.0099,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:05",
            "open": 9.93,
            "high": 9.93,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.0005
          },
          {
            "time": "11:08",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0063
          },
          {
            "time": "11:11",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130379.64,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.91,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 10.22,
        "open": 10.22,
        "high": 10.23,
        "low": 9.89,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 195,
        "ask_qty1": 173
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688180:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688180:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688180",
      "name": "君实生物-U",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.3,
      "exec_low": 34.3,
      "exec_high": 34.81,
      "invalid_price": 33.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "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": 0.2297,
        "prev_amount_yi": 0.2292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 33.78,
            "high": 33.78,
            "low": 33.78,
            "close": 33.78,
            "amount_yi": 0.0364
          },
          {
            "time": "11:04",
            "open": 33.68,
            "high": 33.68,
            "low": 33.68,
            "close": 33.68,
            "amount_yi": 0.036
          },
          {
            "time": "11:05",
            "open": 33.7,
            "high": 33.7,
            "low": 33.7,
            "close": 33.7,
            "amount_yi": 0.0179
          },
          {
            "time": "11:08",
            "open": 33.75,
            "high": 33.75,
            "low": 33.75,
            "close": 33.75,
            "amount_yi": 0.0829
          },
          {
            "time": "11:11",
            "open": 33.69,
            "high": 33.69,
            "low": 33.69,
            "close": 33.69,
            "amount_yi": 0.0565
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.66,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 33.96,
        "open": 33.5,
        "high": 34.87,
        "low": 33.36,
        "bid1": 33.66,
        "ask1": 33.67,
        "bid_qty1": 22,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.8,
      "exec_low": 18.8,
      "exec_high": 19.08,
      "invalid_price": 18.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1800,
      "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": 0.0439,
        "prev_amount_yi": 0.0504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.871,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 18.05,
            "high": 18.05,
            "low": 18.05,
            "close": 18.05,
            "amount_yi": 0.0111
          },
          {
            "time": "11:04",
            "open": 18.01,
            "high": 18.01,
            "low": 18.01,
            "close": 18.01,
            "amount_yi": 0.0053
          },
          {
            "time": "11:05",
            "open": 18.01,
            "high": 18.01,
            "low": 18.01,
            "close": 18.01,
            "amount_yi": 0.0037
          },
          {
            "time": "11:08",
            "open": 17.96,
            "high": 17.96,
            "low": 17.96,
            "close": 17.96,
            "amount_yi": 0.0144
          },
          {
            "time": "11:11",
            "open": 17.95,
            "high": 17.95,
            "low": 17.95,
            "close": 17.95,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.93,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 18.35,
        "open": 18.2,
        "high": 18.71,
        "low": 17.9,
        "bid1": 17.93,
        "ask1": 17.95,
        "bid_qty1": 43,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301509:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301509:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301509",
      "name": "金凯生科",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.68,
      "exec_low": 29.68,
      "exec_high": 30.13,
      "invalid_price": 28.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.23,
      "entry_zone_high": 30.13,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0255,
        "prev_amount_yi": 0.0226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 28.7,
            "high": 28.7,
            "low": 28.7,
            "close": 28.7,
            "amount_yi": 0.0006
          },
          {
            "time": "11:04",
            "open": 28.66,
            "high": 28.66,
            "low": 28.66,
            "close": 28.66,
            "amount_yi": 0.01
          },
          {
            "time": "11:05",
            "open": 28.65,
            "high": 28.65,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 28.65,
            "high": 28.65,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 0.0086
          },
          {
            "time": "11:11",
            "open": 28.6,
            "high": 28.6,
            "low": 28.6,
            "close": 28.6,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.64,
        "ts": "2026-06-30T11:12:42",
        "prev_close": 29.28,
        "open": 28.99,
        "high": 29.65,
        "low": 28.48,
        "bid1": 28.63,
        "ask1": 28.64,
        "bid_qty1": 6,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300723:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300723",
      "name": "一品红",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.32,
      "exec_low": 38.32,
      "exec_high": 38.89,
      "invalid_price": 37.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.75,
      "entry_zone_high": 38.89,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1285,
        "prev_amount_yi": 0.1254,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 37.03,
            "high": 37.03,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.0188
          },
          {
            "time": "11:04",
            "open": 37.0,
            "high": 37.0,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0138
          },
          {
            "time": "11:05",
            "open": 37.01,
            "high": 37.01,
            "low": 37.01,
            "close": 37.01,
            "amount_yi": 0.0028
          },
          {
            "time": "11:08",
            "open": 36.91,
            "high": 36.91,
            "low": 36.91,
            "close": 36.91,
            "amount_yi": 0.0664
          },
          {
            "time": "11:11",
            "open": 36.94,
            "high": 36.94,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.92,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 37.98,
        "open": 37.21,
        "high": 37.96,
        "low": 36.68,
        "bid1": 36.92,
        "ask1": 36.94,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688266:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 117.54,
      "exec_low": 117.54,
      "exec_high": 119.3,
      "invalid_price": 114.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 200,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 121.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 119.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 115.78,
      "entry_zone_high": 119.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2725,
        "prev_amount_yi": 0.2473,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 112.77,
            "high": 112.77,
            "low": 112.77,
            "close": 112.77,
            "amount_yi": 0.038
          },
          {
            "time": "11:04",
            "open": 112.86,
            "high": 112.86,
            "low": 112.86,
            "close": 112.86,
            "amount_yi": 0.0399
          },
          {
            "time": "11:05",
            "open": 113.0,
            "high": 113.0,
            "low": 113.0,
            "close": 113.0,
            "amount_yi": 0.0186
          },
          {
            "time": "11:08",
            "open": 112.4,
            "high": 112.4,
            "low": 112.4,
            "close": 112.4,
            "amount_yi": 0.1083
          },
          {
            "time": "11:11",
            "open": 112.53,
            "high": 112.53,
            "low": 112.53,
            "close": 112.53,
            "amount_yi": 0.0677
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.73,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 114.41,
        "open": 115.01,
        "high": 118.0,
        "low": 112.0,
        "bid1": 112.72,
        "ask1": 112.86,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600196:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600196:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600196",
      "name": "复星医药",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.75,
      "exec_low": 22.75,
      "exec_high": 23.09,
      "invalid_price": 22.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.41,
      "entry_zone_high": 23.09,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2412,
        "prev_amount_yi": 0.3491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 22.15,
            "high": 22.15,
            "low": 22.15,
            "close": 22.15,
            "amount_yi": 0.0367
          },
          {
            "time": "11:04",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.035
          },
          {
            "time": "11:05",
            "open": 22.19,
            "high": 22.19,
            "low": 22.19,
            "close": 22.19,
            "amount_yi": 0.0197
          },
          {
            "time": "11:08",
            "open": 22.16,
            "high": 22.16,
            "low": 22.16,
            "close": 22.16,
            "amount_yi": 0.1134
          },
          {
            "time": "11:11",
            "open": 22.17,
            "high": 22.17,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.18,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 22.73,
        "open": 22.73,
        "high": 22.73,
        "low": 22.07,
        "bid1": 22.18,
        "ask1": 22.19,
        "bid_qty1": 104,
        "ask_qty1": 46
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000963:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000963:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.74,
      "exec_low": 28.74,
      "exec_high": 29.17,
      "invalid_price": 27.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.31,
      "entry_zone_high": 29.17,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2027,
        "prev_amount_yi": 0.3376,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6004,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 27.49,
            "high": 27.49,
            "low": 27.49,
            "close": 27.49,
            "amount_yi": 0.0368
          },
          {
            "time": "11:04",
            "open": 27.45,
            "high": 27.45,
            "low": 27.45,
            "close": 27.45,
            "amount_yi": 0.0316
          },
          {
            "time": "11:05",
            "open": 27.47,
            "high": 27.47,
            "low": 27.47,
            "close": 27.47,
            "amount_yi": 0.0076
          },
          {
            "time": "11:08",
            "open": 27.51,
            "high": 27.51,
            "low": 27.51,
            "close": 27.51,
            "amount_yi": 0.0719
          },
          {
            "time": "11:11",
            "open": 27.49,
            "high": 27.49,
            "low": 27.49,
            "close": 27.49,
            "amount_yi": 0.0548
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.48,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 28.72,
        "open": 28.62,
        "high": 28.63,
        "low": 27.42,
        "bid1": 27.47,
        "ask1": 27.48,
        "bid_qty1": 175,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688073:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688073:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688073",
      "name": "毕得医药",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 54.31,
      "exec_low": 54.31,
      "exec_high": 55.12,
      "invalid_price": 52.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 0.0244,
        "prev_amount_yi": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 53.12,
            "high": 53.12,
            "low": 53.12,
            "close": 53.12,
            "amount_yi": 0.008
          },
          {
            "time": "11:02",
            "open": 53.32,
            "high": 53.32,
            "low": 53.32,
            "close": 53.32,
            "amount_yi": 0.007
          },
          {
            "time": "11:04",
            "open": 53.31,
            "high": 53.31,
            "low": 53.31,
            "close": 53.31,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 53.19,
            "high": 53.19,
            "low": 53.19,
            "close": 53.19,
            "amount_yi": 0.0026
          },
          {
            "time": "11:11",
            "open": 53.18,
            "high": 53.18,
            "low": 53.18,
            "close": 53.18,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.2,
        "ts": "2026-06-30T11:12:39",
        "prev_close": 54.24,
        "open": 53.21,
        "high": 54.19,
        "low": 52.82,
        "bid1": 53.17,
        "ask1": 53.2,
        "bid_qty1": 3,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300149:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300149:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300149",
      "name": "睿智医药",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.95,
      "exec_low": 9.95,
      "exec_high": 10.1,
      "invalid_price": 9.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3500,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.8,
      "entry_zone_high": 10.1,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1238,
        "prev_amount_yi": 0.0741,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 9.24,
            "high": 9.24,
            "low": 9.24,
            "close": 9.24,
            "amount_yi": 0.0075
          },
          {
            "time": "11:04",
            "open": 9.24,
            "high": 9.24,
            "low": 9.24,
            "close": 9.24,
            "amount_yi": 0.0217
          },
          {
            "time": "11:05",
            "open": 9.23,
            "high": 9.23,
            "low": 9.23,
            "close": 9.23,
            "amount_yi": 0.0017
          },
          {
            "time": "11:08",
            "open": 9.32,
            "high": 9.32,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.0546
          },
          {
            "time": "11:11",
            "open": 9.28,
            "high": 9.28,
            "low": 9.28,
            "close": 9.28,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.26,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 9.86,
        "open": 9.42,
        "high": 9.7,
        "low": 9.18,
        "bid1": 9.25,
        "ask1": 9.26,
        "bid_qty1": 158,
        "ask_qty1": 287
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688356:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688356:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688356",
      "name": "XD键凯科",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 80.49,
      "exec_low": 80.49,
      "exec_high": 81.7,
      "invalid_price": 78.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 400,
      "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": 0.0368,
        "prev_amount_yi": 0.0628,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.586,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 76.87,
            "high": 76.87,
            "low": 76.87,
            "close": 76.87,
            "amount_yi": 0.0066
          },
          {
            "time": "11:04",
            "open": 76.76,
            "high": 76.76,
            "low": 76.76,
            "close": 76.76,
            "amount_yi": 0.0084
          },
          {
            "time": "11:05",
            "open": 76.76,
            "high": 76.76,
            "low": 76.76,
            "close": 76.76,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 76.78,
            "high": 76.78,
            "low": 76.78,
            "close": 76.78,
            "amount_yi": 0.0145
          },
          {
            "time": "11:11",
            "open": 76.77,
            "high": 76.77,
            "low": 76.77,
            "close": 76.77,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.76,
        "ts": "2026-06-30T11:12:47",
        "prev_close": 79.1,
        "open": 78.01,
        "high": 79.0,
        "low": 76.16,
        "bid1": 76.76,
        "ask1": 76.77,
        "bid_qty1": 39,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.603087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603087",
      "name": "甘李药业",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 57.99,
      "exec_low": 57.99,
      "exec_high": 58.86,
      "invalid_price": 56.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 59.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 57.12,
      "entry_zone_high": 58.86,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0851,
        "prev_amount_yi": 0.1594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 56.57,
            "high": 56.57,
            "low": 56.57,
            "close": 56.57,
            "amount_yi": 0.0209
          },
          {
            "time": "11:04",
            "open": 56.52,
            "high": 56.52,
            "low": 56.52,
            "close": 56.52,
            "amount_yi": 0.0072
          },
          {
            "time": "11:05",
            "open": 56.53,
            "high": 56.53,
            "low": 56.53,
            "close": 56.53,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 56.5,
            "high": 56.5,
            "low": 56.5,
            "close": 56.5,
            "amount_yi": 0.0277
          },
          {
            "time": "11:11",
            "open": 56.52,
            "high": 56.52,
            "low": 56.52,
            "close": 56.52,
            "amount_yi": 0.0283
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.52,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 57.57,
        "open": 57.5,
        "high": 57.59,
        "low": 56.4,
        "bid1": 56.52,
        "ask1": 56.54,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688068:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688068",
      "name": "热景生物",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 84.89,
      "exec_low": 84.89,
      "exec_high": 86.16,
      "invalid_price": 82.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 87.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 83.62,
      "entry_zone_high": 86.16,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1817,
        "prev_amount_yi": 0.0814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2322,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 89.36,
            "high": 89.36,
            "low": 89.36,
            "close": 89.36,
            "amount_yi": 0.0227
          },
          {
            "time": "11:04",
            "open": 88.84,
            "high": 88.84,
            "low": 88.84,
            "close": 88.84,
            "amount_yi": 0.022
          },
          {
            "time": "11:05",
            "open": 88.76,
            "high": 88.76,
            "low": 88.76,
            "close": 88.76,
            "amount_yi": 0.0088
          },
          {
            "time": "11:08",
            "open": 88.37,
            "high": 88.37,
            "low": 88.37,
            "close": 88.37,
            "amount_yi": 0.044
          },
          {
            "time": "11:11",
            "open": 87.7,
            "high": 87.7,
            "low": 87.7,
            "close": 87.7,
            "amount_yi": 0.0842
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 87.69,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 84.89,
        "open": 84.33,
        "high": 91.61,
        "low": 83.6,
        "bid1": 87.69,
        "ask1": 87.75,
        "bid_qty1": 4,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.22,
      "exec_low": 26.22,
      "exec_high": 26.61,
      "invalid_price": 25.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1200,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.83,
      "entry_zone_high": 26.61,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0582,
        "prev_amount_yi": 0.0653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 26.18,
            "high": 26.18,
            "low": 26.18,
            "close": 26.18,
            "amount_yi": 0.0054
          },
          {
            "time": "11:04",
            "open": 26.15,
            "high": 26.15,
            "low": 26.15,
            "close": 26.15,
            "amount_yi": 0.0111
          },
          {
            "time": "11:05",
            "open": 26.13,
            "high": 26.13,
            "low": 26.13,
            "close": 26.13,
            "amount_yi": 0.0018
          },
          {
            "time": "11:08",
            "open": 26.1,
            "high": 26.1,
            "low": 26.1,
            "close": 26.1,
            "amount_yi": 0.0205
          },
          {
            "time": "11:11",
            "open": 26.04,
            "high": 26.04,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.02,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 26.18,
        "open": 26.18,
        "high": 26.82,
        "low": 25.8,
        "bid1": 26.02,
        "ask1": 26.06,
        "bid_qty1": 46,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688488:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688488:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688488",
      "name": "艾迪药业",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.27,
      "exec_low": 13.27,
      "exec_high": 13.47,
      "invalid_price": 12.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2500,
      "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": 0.0249,
        "prev_amount_yi": 0.0287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8676,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 12.69,
            "high": 12.69,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.0032
          },
          {
            "time": "11:04",
            "open": 12.69,
            "high": 12.69,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.0081
          },
          {
            "time": "11:05",
            "open": 12.71,
            "high": 12.71,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.0019
          },
          {
            "time": "11:08",
            "open": 12.67,
            "high": 12.67,
            "low": 12.67,
            "close": 12.67,
            "amount_yi": 0.0047
          },
          {
            "time": "11:11",
            "open": 12.63,
            "high": 12.63,
            "low": 12.63,
            "close": 12.63,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.64,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 12.71,
        "open": 12.53,
        "high": 13.1,
        "low": 12.46,
        "bid1": 12.63,
        "ask1": 12.64,
        "bid_qty1": 771,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688192:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688192",
      "name": "迪哲医药-U",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 41.38,
      "exec_low": 41.38,
      "exec_high": 42.0,
      "invalid_price": 40.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "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": 0.0358,
        "prev_amount_yi": 0.0623,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5746,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 40.08,
            "high": 40.08,
            "low": 40.08,
            "close": 40.08,
            "amount_yi": 0.0057
          },
          {
            "time": "11:04",
            "open": 39.97,
            "high": 39.97,
            "low": 39.97,
            "close": 39.97,
            "amount_yi": 0.0046
          },
          {
            "time": "11:05",
            "open": 39.97,
            "high": 39.97,
            "low": 39.97,
            "close": 39.97,
            "amount_yi": 0.0033
          },
          {
            "time": "11:08",
            "open": 39.87,
            "high": 39.87,
            "low": 39.87,
            "close": 39.87,
            "amount_yi": 0.0152
          },
          {
            "time": "11:11",
            "open": 39.94,
            "high": 39.94,
            "low": 39.94,
            "close": 39.94,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.91,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 40.7,
        "open": 40.78,
        "high": 41.6,
        "low": 39.8,
        "bid1": 39.91,
        "ask1": 39.92,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "华纳药厂",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.3,
      "exec_low": 47.3,
      "exec_high": 48.01,
      "invalid_price": 45.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "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": 0.0497,
        "prev_amount_yi": 0.0363,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 44.78,
            "high": 44.78,
            "low": 44.78,
            "close": 44.78,
            "amount_yi": 0.0044
          },
          {
            "time": "11:04",
            "open": 44.78,
            "high": 44.78,
            "low": 44.78,
            "close": 44.78,
            "amount_yi": 0.0052
          },
          {
            "time": "11:05",
            "open": 44.75,
            "high": 44.75,
            "low": 44.75,
            "close": 44.75,
            "amount_yi": 0.0081
          },
          {
            "time": "11:08",
            "open": 44.71,
            "high": 44.71,
            "low": 44.71,
            "close": 44.71,
            "amount_yi": 0.0187
          },
          {
            "time": "11:11",
            "open": 44.72,
            "high": 44.72,
            "low": 44.72,
            "close": 44.72,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.66,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 47.0,
        "open": 47.0,
        "high": 47.14,
        "low": 44.5,
        "bid1": 44.66,
        "ask1": 44.67,
        "bid_qty1": 24,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600276:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600276:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600276",
      "name": "恒瑞医药",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 53.31,
      "exec_low": 53.31,
      "exec_high": 54.11,
      "invalid_price": 51.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 54.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.51,
      "entry_zone_high": 54.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2516,
        "prev_amount_yi": 1.6132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7758,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 52.09,
            "high": 52.09,
            "low": 52.09,
            "close": 52.09,
            "amount_yi": 0.3816
          },
          {
            "time": "11:04",
            "open": 52.16,
            "high": 52.16,
            "low": 52.16,
            "close": 52.16,
            "amount_yi": 0.2728
          },
          {
            "time": "11:05",
            "open": 52.17,
            "high": 52.17,
            "low": 52.17,
            "close": 52.17,
            "amount_yi": 0.0543
          },
          {
            "time": "11:08",
            "open": 52.03,
            "high": 52.03,
            "low": 52.03,
            "close": 52.03,
            "amount_yi": 0.3693
          },
          {
            "time": "11:11",
            "open": 52.07,
            "high": 52.07,
            "low": 52.07,
            "close": 52.07,
            "amount_yi": 0.1736
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.05,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 52.93,
        "open": 52.97,
        "high": 53.45,
        "low": 52.0,
        "bid1": 52.04,
        "ask1": 52.05,
        "bid_qty1": 73,
        "ask_qty1": 168
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688235:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688235:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688235",
      "name": "百济神州",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 258.93,
      "exec_low": 258.93,
      "exec_high": 262.81,
      "invalid_price": 251.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "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_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3012,
        "prev_amount_yi": 0.3509,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8584,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 252.38,
            "high": 252.38,
            "low": 252.38,
            "close": 252.38,
            "amount_yi": 0.1065
          },
          {
            "time": "11:04",
            "open": 252.22,
            "high": 252.22,
            "low": 252.22,
            "close": 252.22,
            "amount_yi": 0.0328
          },
          {
            "time": "11:05",
            "open": 252.22,
            "high": 252.22,
            "low": 252.22,
            "close": 252.22,
            "amount_yi": 0.0078
          },
          {
            "time": "11:08",
            "open": 252.2,
            "high": 252.2,
            "low": 252.2,
            "close": 252.2,
            "amount_yi": 0.0956
          },
          {
            "time": "11:11",
            "open": 251.85,
            "high": 251.85,
            "low": 251.85,
            "close": 251.85,
            "amount_yi": 0.0585
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 251.92,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 255.9,
        "open": 257.92,
        "high": 258.9,
        "low": 251.02,
        "bid1": 251.91,
        "ask1": 251.92,
        "bid_qty1": 7,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W18",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.28,
      "exec_low": 22.28,
      "exec_high": 22.61,
      "invalid_price": 21.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.95,
      "entry_zone_high": 22.61,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2498,
        "prev_amount_yi": 0.1441,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 22.22,
            "high": 22.22,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0424
          },
          {
            "time": "11:04",
            "open": 22.17,
            "high": 22.17,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.0131
          },
          {
            "time": "11:05",
            "open": 22.16,
            "high": 22.16,
            "low": 22.16,
            "close": 22.16,
            "amount_yi": 0.0034
          },
          {
            "time": "11:08",
            "open": 22.32,
            "high": 22.32,
            "low": 22.32,
            "close": 22.32,
            "amount_yi": 0.1298
          },
          {
            "time": "11:11",
            "open": 22.25,
            "high": 22.25,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0611
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.21,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 22.1,
        "open": 22.06,
        "high": 22.72,
        "low": 21.88,
        "bid1": 22.21,
        "ask1": 22.22,
        "bid_qty1": 9,
        "ask_qty1": 37
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000661:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000661:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000661",
      "name": "长春高新",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 68.49,
      "exec_low": 68.49,
      "exec_high": 69.52,
      "invalid_price": 66.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 70.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 69.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 67.46,
      "entry_zone_high": 69.52,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0903,
        "prev_amount_yi": 0.2273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 65.66,
            "high": 65.66,
            "low": 65.66,
            "close": 65.66,
            "amount_yi": 0.0148
          },
          {
            "time": "11:04",
            "open": 65.58,
            "high": 65.58,
            "low": 65.58,
            "close": 65.58,
            "amount_yi": 0.019
          },
          {
            "time": "11:05",
            "open": 65.6,
            "high": 65.6,
            "low": 65.6,
            "close": 65.6,
            "amount_yi": 0.0035
          },
          {
            "time": "11:08",
            "open": 65.61,
            "high": 65.61,
            "low": 65.61,
            "close": 65.61,
            "amount_yi": 0.0319
          },
          {
            "time": "11:11",
            "open": 65.6,
            "high": 65.6,
            "low": 65.6,
            "close": 65.6,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.59,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 67.75,
        "open": 67.5,
        "high": 67.94,
        "low": 65.49,
        "bid1": 65.58,
        "ask1": 65.59,
        "bid_qty1": 25,
        "ask_qty1": 52
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688197:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688197",
      "name": "首药控股-U",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.49,
      "exec_low": 34.49,
      "exec_high": 35.01,
      "invalid_price": 33.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "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": 0.0397,
        "prev_amount_yi": 0.0144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 33.13,
            "high": 33.13,
            "low": 33.13,
            "close": 33.13,
            "amount_yi": 0.002
          },
          {
            "time": "11:04",
            "open": 33.03,
            "high": 33.03,
            "low": 33.03,
            "close": 33.03,
            "amount_yi": 0.0091
          },
          {
            "time": "11:05",
            "open": 33.02,
            "high": 33.02,
            "low": 33.02,
            "close": 33.02,
            "amount_yi": 0.0033
          },
          {
            "time": "11:08",
            "open": 32.98,
            "high": 32.98,
            "low": 32.98,
            "close": 32.98,
            "amount_yi": 0.0169
          },
          {
            "time": "11:11",
            "open": 32.83,
            "high": 32.83,
            "low": 32.83,
            "close": 32.83,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.8,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 33.86,
        "open": 33.78,
        "high": 34.24,
        "low": 32.8,
        "bid1": 32.8,
        "ask1": 32.81,
        "bid_qty1": 5,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688185:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688185:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688185",
      "name": "康希诺",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 52.05,
      "exec_low": 52.05,
      "exec_high": 52.83,
      "invalid_price": 50.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 0.0208,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 50.85,
            "high": 50.85,
            "low": 50.85,
            "close": 50.85,
            "amount_yi": 0.0035
          },
          {
            "time": "11:04",
            "open": 50.79,
            "high": 50.79,
            "low": 50.79,
            "close": 50.79,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 50.78,
            "high": 50.78,
            "low": 50.78,
            "close": 50.78,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 50.75,
            "high": 50.75,
            "low": 50.75,
            "close": 50.75,
            "amount_yi": 0.0108
          },
          {
            "time": "11:11",
            "open": 50.67,
            "high": 50.67,
            "low": 50.67,
            "close": 50.67,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.69,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 51.42,
        "open": 51.01,
        "high": 51.9,
        "low": 50.5,
        "bid1": 50.68,
        "ask1": 50.69,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300404",
      "name": "博济医药",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.16,
      "exec_low": 9.16,
      "exec_high": 9.3,
      "invalid_price": 8.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3700,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.02,
      "entry_zone_high": 9.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0212,
        "prev_amount_yi": 0.0299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0044
          },
          {
            "time": "11:04",
            "open": 8.71,
            "high": 8.71,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0049
          },
          {
            "time": "11:05",
            "open": 8.7,
            "high": 8.7,
            "low": 8.7,
            "close": 8.7,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.007
          },
          {
            "time": "11:11",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.69,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 9.0,
        "open": 8.9,
        "high": 9.03,
        "low": 8.66,
        "bid1": 8.68,
        "ask1": 8.69,
        "bid_qty1": 173,
        "ask_qty1": 140
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.99,
      "exec_low": 20.99,
      "exec_high": 21.3,
      "invalid_price": 20.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.68,
      "entry_zone_high": 21.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0761,
        "prev_amount_yi": 0.0914,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8326,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 20.29,
            "high": 20.29,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.0095
          },
          {
            "time": "11:04",
            "open": 20.29,
            "high": 20.29,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.0049
          },
          {
            "time": "11:05",
            "open": 20.29,
            "high": 20.29,
            "low": 20.29,
            "close": 20.29,
            "amount_yi": 0.0009
          },
          {
            "time": "11:08",
            "open": 20.26,
            "high": 20.26,
            "low": 20.26,
            "close": 20.26,
            "amount_yi": 0.0381
          },
          {
            "time": "11:11",
            "open": 20.23,
            "high": 20.23,
            "low": 20.23,
            "close": 20.23,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.23,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 20.93,
        "open": 20.81,
        "high": 20.81,
        "low": 20.21,
        "bid1": 20.23,
        "ask1": 20.24,
        "bid_qty1": 321,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688062:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688062",
      "name": "迈威生物-U",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.78,
      "exec_low": 28.78,
      "exec_high": 29.21,
      "invalid_price": 27.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "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": 0.0895,
        "prev_amount_yi": 0.0604,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 27.96,
            "high": 27.96,
            "low": 27.96,
            "close": 27.96,
            "amount_yi": 0.0092
          },
          {
            "time": "11:04",
            "open": 27.9,
            "high": 27.9,
            "low": 27.9,
            "close": 27.9,
            "amount_yi": 0.0142
          },
          {
            "time": "11:05",
            "open": 27.92,
            "high": 27.92,
            "low": 27.92,
            "close": 27.92,
            "amount_yi": 0.0132
          },
          {
            "time": "11:08",
            "open": 27.88,
            "high": 27.88,
            "low": 27.88,
            "close": 27.88,
            "amount_yi": 0.0411
          },
          {
            "time": "11:11",
            "open": 27.89,
            "high": 27.89,
            "low": 27.89,
            "close": 27.89,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.88,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 28.47,
        "open": 28.48,
        "high": 28.88,
        "low": 27.85,
        "bid1": 27.88,
        "ask1": 27.89,
        "bid_qty1": 354,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301080:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301080:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301080",
      "name": "百普赛斯",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.5,
      "exec_low": 48.5,
      "exec_high": 49.23,
      "invalid_price": 47.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 49.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 49.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 47.77,
      "entry_zone_high": 49.23,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0741,
        "prev_amount_yi": 0.0779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9512,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 48.59,
            "high": 48.59,
            "low": 48.59,
            "close": 48.59,
            "amount_yi": 0.0144
          },
          {
            "time": "11:04",
            "open": 48.59,
            "high": 48.59,
            "low": 48.59,
            "close": 48.59,
            "amount_yi": 0.0244
          },
          {
            "time": "11:05",
            "open": 48.56,
            "high": 48.56,
            "low": 48.56,
            "close": 48.56,
            "amount_yi": 0.0008
          },
          {
            "time": "11:08",
            "open": 48.37,
            "high": 48.37,
            "low": 48.37,
            "close": 48.37,
            "amount_yi": 0.0202
          },
          {
            "time": "11:11",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.0143
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.48,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 47.75,
        "open": 47.78,
        "high": 48.78,
        "low": 46.7,
        "bid1": 48.47,
        "ask1": 48.48,
        "bid_qty1": 10,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300142:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300142:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300142",
      "name": "沃森生物",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 12.85,
      "exec_low": 12.85,
      "exec_high": 13.04,
      "invalid_price": 12.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2500,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.66,
      "entry_zone_high": 13.04,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1355,
        "prev_amount_yi": 0.1471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0204
          },
          {
            "time": "11:04",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0228
          },
          {
            "time": "11:05",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.004
          },
          {
            "time": "11:08",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.057
          },
          {
            "time": "11:11",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0313
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.78,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 12.84,
        "open": 12.76,
        "high": 13.04,
        "low": 12.55,
        "bid1": 12.78,
        "ask1": 12.79,
        "bid_qty1": 352,
        "ask_qty1": 435
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688136:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688136:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688136",
      "name": "科兴制药",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.56,
      "exec_low": 20.56,
      "exec_high": 20.87,
      "invalid_price": 19.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1600,
      "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": 0.0737,
        "prev_amount_yi": 0.0426,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.73,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 20.44,
            "high": 20.44,
            "low": 20.44,
            "close": 20.44,
            "amount_yi": 0.012
          },
          {
            "time": "11:04",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0033
          },
          {
            "time": "11:05",
            "open": 20.39,
            "high": 20.39,
            "low": 20.39,
            "close": 20.39,
            "amount_yi": 0.0041
          },
          {
            "time": "11:08",
            "open": 20.32,
            "high": 20.32,
            "low": 20.32,
            "close": 20.32,
            "amount_yi": 0.0432
          },
          {
            "time": "11:11",
            "open": 20.35,
            "high": 20.35,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.36,
        "ts": "2026-06-30T11:12:46",
        "prev_close": 20.05,
        "open": 19.77,
        "high": 20.84,
        "low": 19.52,
        "bid1": 20.35,
        "ask1": 20.37,
        "bid_qty1": 70,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688177",
      "name": "百奥泰",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.63,
      "exec_low": 17.63,
      "exec_high": 17.89,
      "invalid_price": 17.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1900,
      "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": 0.0124,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 16.95,
            "high": 16.95,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0029
          },
          {
            "time": "11:04",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0014
          },
          {
            "time": "11:05",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 16.87,
            "high": 16.87,
            "low": 16.87,
            "close": 16.87,
            "amount_yi": 0.0056
          },
          {
            "time": "11:11",
            "open": 16.88,
            "high": 16.88,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.88,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 17.36,
        "open": 17.19,
        "high": 17.51,
        "low": 16.87,
        "bid1": 16.88,
        "ask1": 16.89,
        "bid_qty1": 38,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300485:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300485:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300485",
      "name": "赛升药业",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.75,
      "exec_low": 9.75,
      "exec_high": 9.9,
      "invalid_price": 9.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3500,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.6,
      "entry_zone_high": 9.9,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0322,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 9.32,
            "high": 9.32,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.0034
          },
          {
            "time": "11:04",
            "open": 9.31,
            "high": 9.31,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.0035
          },
          {
            "time": "11:05",
            "open": 9.3,
            "high": 9.3,
            "low": 9.3,
            "close": 9.3,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 9.32,
            "high": 9.32,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.0127
          },
          {
            "time": "11:11",
            "open": 9.31,
            "high": 9.31,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.32,
        "ts": "2026-06-30T11:12:42",
        "prev_close": 9.67,
        "open": 9.57,
        "high": 9.67,
        "low": 9.26,
        "bid1": 9.31,
        "ask1": 9.32,
        "bid_qty1": 147,
        "ask_qty1": 207
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300725",
      "name": "药石科技",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.72,
      "exec_low": 36.72,
      "exec_high": 37.27,
      "invalid_price": 35.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.17,
      "entry_zone_high": 37.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1383,
        "prev_amount_yi": 0.0673,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.055,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 35.6,
            "high": 35.6,
            "low": 35.6,
            "close": 35.6,
            "amount_yi": 0.0073
          },
          {
            "time": "11:04",
            "open": 35.66,
            "high": 35.66,
            "low": 35.66,
            "close": 35.66,
            "amount_yi": 0.0585
          },
          {
            "time": "11:05",
            "open": 35.67,
            "high": 35.67,
            "low": 35.67,
            "close": 35.67,
            "amount_yi": 0.0016
          },
          {
            "time": "11:08",
            "open": 35.84,
            "high": 35.84,
            "low": 35.84,
            "close": 35.84,
            "amount_yi": 0.059
          },
          {
            "time": "11:11",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.75,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 36.18,
        "open": 35.68,
        "high": 36.08,
        "low": 35.18,
        "bid1": 35.74,
        "ask1": 35.75,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.605177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.605177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.605177",
      "name": "东亚药业",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.5,
      "exec_low": 17.5,
      "exec_high": 17.76,
      "invalid_price": 16.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1800,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.24,
      "entry_zone_high": 17.76,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0216,
        "prev_amount_yi": 0.016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.35,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 17.44,
            "high": 17.44,
            "low": 17.44,
            "close": 17.44,
            "amount_yi": 0.0005
          },
          {
            "time": "11:04",
            "open": 17.35,
            "high": 17.35,
            "low": 17.35,
            "close": 17.35,
            "amount_yi": 0.0094
          },
          {
            "time": "11:05",
            "open": 17.36,
            "high": 17.36,
            "low": 17.36,
            "close": 17.36,
            "amount_yi": 0.0027
          },
          {
            "time": "11:08",
            "open": 17.44,
            "high": 17.44,
            "low": 17.44,
            "close": 17.44,
            "amount_yi": 0.006
          },
          {
            "time": "11:11",
            "open": 17.41,
            "high": 17.41,
            "low": 17.41,
            "close": 17.41,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.41,
        "ts": "2026-06-30T11:12:46",
        "prev_close": 17.2,
        "open": 17.18,
        "high": 17.53,
        "low": 16.6,
        "bid1": 17.4,
        "ask1": 17.42,
        "bid_qty1": 50,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301230:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301230:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301230",
      "name": "泓博医药",
      "side": "BUY",
      "priority": "W32",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 40.06,
      "exec_low": 40.06,
      "exec_high": 40.66,
      "invalid_price": 38.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 41.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.46,
      "entry_zone_high": 40.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0883,
        "prev_amount_yi": 0.2386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 37.0,
            "high": 37.0,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0279
          },
          {
            "time": "11:04",
            "open": 36.9,
            "high": 36.9,
            "low": 36.9,
            "close": 36.9,
            "amount_yi": 0.0155
          },
          {
            "time": "11:05",
            "open": 36.94,
            "high": 36.94,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.0055
          },
          {
            "time": "11:08",
            "open": 37.0,
            "high": 37.0,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0299
          },
          {
            "time": "11:11",
            "open": 36.92,
            "high": 36.92,
            "low": 36.92,
            "close": 36.92,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.92,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 38.72,
        "open": 38.5,
        "high": 38.62,
        "low": 36.73,
        "bid1": 36.92,
        "ask1": 36.95,
        "bid_qty1": 29,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688163:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688163:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688163",
      "name": "赛伦生物",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.37,
      "exec_low": 48.37,
      "exec_high": 49.1,
      "invalid_price": 46.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "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": 0.013,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 46.77,
            "high": 46.77,
            "low": 46.77,
            "close": 46.77,
            "amount_yi": 0.003
          },
          {
            "time": "11:04",
            "open": 46.63,
            "high": 46.63,
            "low": 46.63,
            "close": 46.63,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 46.63,
            "high": 46.63,
            "low": 46.63,
            "close": 46.63,
            "amount_yi": 0.0004
          },
          {
            "time": "11:08",
            "open": 46.65,
            "high": 46.65,
            "low": 46.65,
            "close": 46.65,
            "amount_yi": 0.0051
          },
          {
            "time": "11:11",
            "open": 46.56,
            "high": 46.56,
            "low": 46.56,
            "close": 46.56,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.49,
        "ts": "2026-06-30T11:12:40",
        "prev_close": 48.08,
        "open": 48.35,
        "high": 48.61,
        "low": 45.25,
        "bid1": 46.47,
        "ask1": 46.48,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300363:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300363:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300363",
      "name": "博腾股份",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.59,
      "exec_low": 17.59,
      "exec_high": 17.85,
      "invalid_price": 17.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2000,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.33,
      "entry_zone_high": 17.85,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1442,
        "prev_amount_yi": 0.1229,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 16.19,
            "high": 16.19,
            "low": 16.19,
            "close": 16.19,
            "amount_yi": 0.0228
          },
          {
            "time": "11:04",
            "open": 16.2,
            "high": 16.2,
            "low": 16.2,
            "close": 16.2,
            "amount_yi": 0.0324
          },
          {
            "time": "11:05",
            "open": 16.2,
            "high": 16.2,
            "low": 16.2,
            "close": 16.2,
            "amount_yi": 0.0026
          },
          {
            "time": "11:08",
            "open": 16.21,
            "high": 16.21,
            "low": 16.21,
            "close": 16.21,
            "amount_yi": 0.053
          },
          {
            "time": "11:11",
            "open": 16.18,
            "high": 16.18,
            "low": 16.18,
            "close": 16.18,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.19,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 17.5,
        "open": 17.0,
        "high": 17.05,
        "low": 16.16,
        "bid1": 16.19,
        "ask1": 16.2,
        "bid_qty1": 309,
        "ask_qty1": 168
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300255:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300255",
      "name": "常山药业",
      "side": "BUY",
      "priority": "W35",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.83,
      "exec_low": 25.83,
      "exec_high": 26.22,
      "invalid_price": 25.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.44,
      "entry_zone_high": 26.22,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2482,
        "prev_amount_yi": 0.2972,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 23.56,
            "high": 23.56,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.0993
          },
          {
            "time": "11:04",
            "open": 23.54,
            "high": 23.54,
            "low": 23.54,
            "close": 23.54,
            "amount_yi": 0.0479
          },
          {
            "time": "11:05",
            "open": 23.54,
            "high": 23.54,
            "low": 23.54,
            "close": 23.54,
            "amount_yi": 0.0021
          },
          {
            "time": "11:08",
            "open": 23.43,
            "high": 23.43,
            "low": 23.43,
            "close": 23.43,
            "amount_yi": 0.0443
          },
          {
            "time": "11:11",
            "open": 23.44,
            "high": 23.44,
            "low": 23.44,
            "close": 23.44,
            "amount_yi": 0.0546
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.43,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 24.41,
        "open": 24.48,
        "high": 24.66,
        "low": 23.36,
        "bid1": 23.43,
        "ask1": 23.44,
        "bid_qty1": 57,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002755:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002755:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002755",
      "name": "奥赛康",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.56,
      "exec_low": 13.56,
      "exec_high": 13.76,
      "invalid_price": 13.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.36,
      "entry_zone_high": 13.76,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0194,
        "prev_amount_yi": 0.0349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5559,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 13.35,
            "high": 13.35,
            "low": 13.35,
            "close": 13.35,
            "amount_yi": 0.0053
          },
          {
            "time": "11:04",
            "open": 13.34,
            "high": 13.34,
            "low": 13.34,
            "close": 13.34,
            "amount_yi": 0.0031
          },
          {
            "time": "11:05",
            "open": 13.34,
            "high": 13.34,
            "low": 13.34,
            "close": 13.34,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 13.31,
            "high": 13.31,
            "low": 13.31,
            "close": 13.31,
            "amount_yi": 0.006
          },
          {
            "time": "11:11",
            "open": 13.3,
            "high": 13.3,
            "low": 13.3,
            "close": 13.3,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.29,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 13.49,
        "open": 13.43,
        "high": 13.55,
        "low": 13.16,
        "bid1": 13.29,
        "ask1": 13.3,
        "bid_qty1": 80,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688221:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688221",
      "name": "前沿生物-U",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.0,
      "exec_low": 22.0,
      "exec_high": 22.33,
      "invalid_price": 21.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.67,
      "entry_zone_high": 22.33,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1236,
        "prev_amount_yi": 0.113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 22.04,
            "high": 22.04,
            "low": 22.04,
            "close": 22.04,
            "amount_yi": 0.0137
          },
          {
            "time": "11:04",
            "open": 21.98,
            "high": 21.98,
            "low": 21.98,
            "close": 21.98,
            "amount_yi": 0.023
          },
          {
            "time": "11:05",
            "open": 22.0,
            "high": 22.0,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.0071
          },
          {
            "time": "11:08",
            "open": 22.11,
            "high": 22.11,
            "low": 22.11,
            "close": 22.11,
            "amount_yi": 0.0468
          },
          {
            "time": "11:11",
            "open": 22.14,
            "high": 22.14,
            "low": 22.14,
            "close": 22.14,
            "amount_yi": 0.033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.15,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 22.0,
        "open": 21.42,
        "high": 22.69,
        "low": 21.42,
        "bid1": 22.14,
        "ask1": 22.15,
        "bid_qty1": 272,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688652:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688652:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688652",
      "name": "京仪装备",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 197.77,
      "exec_low": 197.77,
      "exec_high": 200.74,
      "invalid_price": 191.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": 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": 0.7776,
        "prev_amount_yi": 0.661,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 198.1,
            "high": 198.1,
            "low": 198.1,
            "close": 198.1,
            "amount_yi": 0.1162
          },
          {
            "time": "11:04",
            "open": 198.98,
            "high": 198.98,
            "low": 198.98,
            "close": 198.98,
            "amount_yi": 0.0965
          },
          {
            "time": "11:05",
            "open": 199.5,
            "high": 199.5,
            "low": 199.5,
            "close": 199.5,
            "amount_yi": 0.0237
          },
          {
            "time": "11:08",
            "open": 198.74,
            "high": 198.74,
            "low": 198.74,
            "close": 198.74,
            "amount_yi": 0.1924
          },
          {
            "time": "11:11",
            "open": 200.99,
            "high": 200.99,
            "low": 200.99,
            "close": 200.99,
            "amount_yi": 0.3488
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 200.97,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 196.01,
        "open": 193.0,
        "high": 206.88,
        "low": 192.51,
        "bid1": 200.0,
        "ask1": 200.97,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688621:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688621:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688621",
      "name": "XD阳光诺",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 55.54,
      "exec_low": 55.54,
      "exec_high": 56.37,
      "invalid_price": 53.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 0.0349,
        "prev_amount_yi": 0.022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5864,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 54.58,
            "high": 54.58,
            "low": 54.58,
            "close": 54.58,
            "amount_yi": 0.0055
          },
          {
            "time": "11:04",
            "open": 54.35,
            "high": 54.35,
            "low": 54.35,
            "close": 54.35,
            "amount_yi": 0.0046
          },
          {
            "time": "11:05",
            "open": 54.34,
            "high": 54.34,
            "low": 54.34,
            "close": 54.34,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 54.35,
            "high": 54.35,
            "low": 54.35,
            "close": 54.35,
            "amount_yi": 0.0076
          },
          {
            "time": "11:11",
            "open": 54.21,
            "high": 54.21,
            "low": 54.21,
            "close": 54.21,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.35,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 55.03,
        "open": 55.0,
        "high": 56.0,
        "low": 54.0,
        "bid1": 54.4,
        "ask1": 54.52,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688549:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688549",
      "name": "中巨芯-U",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.5,
      "exec_low": 38.5,
      "exec_high": 39.08,
      "invalid_price": 37.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "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": 1.1736,
        "prev_amount_yi": 0.7236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6219,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 35.21,
            "high": 35.21,
            "low": 35.21,
            "close": 35.21,
            "amount_yi": 0.4009
          },
          {
            "time": "11:04",
            "open": 35.58,
            "high": 35.58,
            "low": 35.58,
            "close": 35.58,
            "amount_yi": 0.1824
          },
          {
            "time": "11:05",
            "open": 35.42,
            "high": 35.42,
            "low": 35.42,
            "close": 35.42,
            "amount_yi": 0.0324
          },
          {
            "time": "11:08",
            "open": 35.16,
            "high": 35.16,
            "low": 35.16,
            "close": 35.16,
            "amount_yi": 0.3118
          },
          {
            "time": "11:11",
            "open": 35.35,
            "high": 35.35,
            "low": 35.35,
            "close": 35.35,
            "amount_yi": 0.2461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.28,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 37.8,
        "open": 36.0,
        "high": 36.83,
        "low": 34.35,
        "bid1": 35.23,
        "ask1": 35.28,
        "bid_qty1": 22,
        "ask_qty1": 187
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300347:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300347:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W41",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 50.1,
      "exec_low": 50.1,
      "exec_high": 50.85,
      "invalid_price": 48.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 51.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 50.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.35,
      "entry_zone_high": 50.85,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2433,
        "prev_amount_yi": 0.2683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 47.92,
            "high": 47.92,
            "low": 47.92,
            "close": 47.92,
            "amount_yi": 0.0472
          },
          {
            "time": "11:04",
            "open": 47.8,
            "high": 47.8,
            "low": 47.8,
            "close": 47.8,
            "amount_yi": 0.0553
          },
          {
            "time": "11:05",
            "open": 47.82,
            "high": 47.82,
            "low": 47.82,
            "close": 47.82,
            "amount_yi": 0.0087
          },
          {
            "time": "11:08",
            "open": 47.8,
            "high": 47.8,
            "low": 47.8,
            "close": 47.8,
            "amount_yi": 0.0697
          },
          {
            "time": "11:11",
            "open": 47.71,
            "high": 47.71,
            "low": 47.71,
            "close": 47.71,
            "amount_yi": 0.0624
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.57,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 49.16,
        "open": 48.0,
        "high": 48.6,
        "low": 47.22,
        "bid1": 47.56,
        "ask1": 47.57,
        "bid_qty1": 20,
        "ask_qty1": 111
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688008",
      "name": "澜起科技",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 296.66,
      "exec_low": 296.66,
      "exec_high": 301.11,
      "invalid_price": 287.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.1773,
        "prev_amount_yi": 13.3725,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 308.75,
            "high": 308.75,
            "low": 308.75,
            "close": 308.75,
            "amount_yi": 2.313
          },
          {
            "time": "11:04",
            "open": 309.3,
            "high": 309.3,
            "low": 309.3,
            "close": 309.3,
            "amount_yi": 1.5188
          },
          {
            "time": "11:05",
            "open": 309.18,
            "high": 309.18,
            "low": 309.18,
            "close": 309.18,
            "amount_yi": 0.3305
          },
          {
            "time": "11:08",
            "open": 311.2,
            "high": 311.2,
            "low": 311.2,
            "close": 311.2,
            "amount_yi": 2.415
          },
          {
            "time": "11:11",
            "open": 311.2,
            "high": 311.2,
            "low": 311.2,
            "close": 311.2,
            "amount_yi": 1.6
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 310.13,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 296.06,
        "open": 296.66,
        "high": 313.13,
        "low": 290.01,
        "bid1": 310.15,
        "ask1": 310.17,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688553:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688553:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688553",
      "name": "汇宇制药-W",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.79,
      "exec_low": 10.79,
      "exec_high": 10.95,
      "invalid_price": 10.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3000,
      "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": 0.0367,
        "prev_amount_yi": 0.0267,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0078
          },
          {
            "time": "11:04",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0099
          },
          {
            "time": "11:05",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0115
          },
          {
            "time": "11:11",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.6,
        "ts": "2026-06-30T11:12:47",
        "prev_close": 10.61,
        "open": 10.8,
        "high": 10.94,
        "low": 10.57,
        "bid1": 10.6,
        "ask1": 10.61,
        "bid_qty1": 304,
        "ask_qty1": 123
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688202:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688202:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688202",
      "name": "美迪西",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 77.5,
      "exec_low": 77.5,
      "exec_high": 78.66,
      "invalid_price": 75.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 400,
      "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": 0.1555,
        "prev_amount_yi": 0.1935,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 81.65,
            "high": 81.65,
            "low": 81.65,
            "close": 81.65,
            "amount_yi": 0.0295
          },
          {
            "time": "11:04",
            "open": 81.11,
            "high": 81.11,
            "low": 81.11,
            "close": 81.11,
            "amount_yi": 0.0297
          },
          {
            "time": "11:05",
            "open": 81.15,
            "high": 81.15,
            "low": 81.15,
            "close": 81.15,
            "amount_yi": 0.0037
          },
          {
            "time": "11:08",
            "open": 81.08,
            "high": 81.08,
            "low": 81.08,
            "close": 81.08,
            "amount_yi": 0.0298
          },
          {
            "time": "11:11",
            "open": 81.45,
            "high": 81.45,
            "low": 81.45,
            "close": 81.45,
            "amount_yi": 0.0628
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 81.54,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 77.35,
        "open": 77.0,
        "high": 81.99,
        "low": 75.02,
        "bid1": 81.49,
        "ask1": 81.54,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300841:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300841:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300841",
      "name": "康华生物",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.31,
      "exec_low": 47.31,
      "exec_high": 48.02,
      "invalid_price": 45.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 48.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 48.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.6,
      "entry_zone_high": 48.02,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0284,
        "prev_amount_yi": 0.0225,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 46.46,
            "high": 46.46,
            "low": 46.46,
            "close": 46.46,
            "amount_yi": 0.0034
          },
          {
            "time": "11:04",
            "open": 46.5,
            "high": 46.5,
            "low": 46.5,
            "close": 46.5,
            "amount_yi": 0.0028
          },
          {
            "time": "11:05",
            "open": 46.47,
            "high": 46.47,
            "low": 46.47,
            "close": 46.47,
            "amount_yi": 0.0019
          },
          {
            "time": "11:08",
            "open": 46.39,
            "high": 46.39,
            "low": 46.39,
            "close": 46.39,
            "amount_yi": 0.0159
          },
          {
            "time": "11:11",
            "open": 46.39,
            "high": 46.39,
            "low": 46.39,
            "close": 46.39,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.39,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 46.9,
        "open": 47.5,
        "high": 47.5,
        "low": 46.0,
        "bid1": 46.39,
        "ask1": 46.4,
        "bid_qty1": 3,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688513:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688513",
      "name": "苑东生物",
      "side": "BUY",
      "priority": "W46",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.15,
      "exec_low": 45.15,
      "exec_high": 45.83,
      "invalid_price": 43.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "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": 0.0286,
        "prev_amount_yi": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3443,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 43.88,
            "high": 43.88,
            "low": 43.88,
            "close": 43.88,
            "amount_yi": 0.0093
          },
          {
            "time": "11:02",
            "open": 43.92,
            "high": 43.92,
            "low": 43.92,
            "close": 43.92,
            "amount_yi": 0.0055
          },
          {
            "time": "11:04",
            "open": 43.8,
            "high": 43.8,
            "low": 43.8,
            "close": 43.8,
            "amount_yi": 0.0025
          },
          {
            "time": "11:08",
            "open": 43.81,
            "high": 43.81,
            "low": 43.81,
            "close": 43.81,
            "amount_yi": 0.0093
          },
          {
            "time": "11:11",
            "open": 43.75,
            "high": 43.75,
            "low": 43.75,
            "close": 43.75,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.74,
        "ts": "2026-06-30T11:12:43",
        "prev_close": 44.5,
        "open": 44.5,
        "high": 45.5,
        "low": 43.71,
        "bid1": 43.76,
        "ask1": 43.8,
        "bid_qty1": 28,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688131:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688131:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688131",
      "name": "皓元医药",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 99.97,
      "exec_low": 99.97,
      "exec_high": 101.47,
      "invalid_price": 96.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 102.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 101.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 98.47,
      "entry_zone_high": 101.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3004,
        "prev_amount_yi": 0.2301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3055,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 94.9,
            "high": 94.9,
            "low": 94.9,
            "close": 94.9,
            "amount_yi": 0.0717
          },
          {
            "time": "11:04",
            "open": 94.7,
            "high": 94.7,
            "low": 94.7,
            "close": 94.7,
            "amount_yi": 0.048
          },
          {
            "time": "11:05",
            "open": 94.84,
            "high": 94.84,
            "low": 94.84,
            "close": 94.84,
            "amount_yi": 0.0415
          },
          {
            "time": "11:08",
            "open": 94.94,
            "high": 94.94,
            "low": 94.94,
            "close": 94.94,
            "amount_yi": 0.0859
          },
          {
            "time": "11:11",
            "open": 94.68,
            "high": 94.68,
            "low": 94.68,
            "close": 94.68,
            "amount_yi": 0.0533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.64,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 98.11,
        "open": 96.51,
        "high": 97.47,
        "low": 93.9,
        "bid1": 94.64,
        "ask1": 94.65,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.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": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "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": 3.0774,
        "prev_amount_yi": 2.834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0859,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 38.73,
            "high": 38.73,
            "low": 38.73,
            "close": 38.73,
            "amount_yi": 0.6892
          },
          {
            "time": "11:04",
            "open": 38.62,
            "high": 38.62,
            "low": 38.62,
            "close": 38.62,
            "amount_yi": 1.1096
          },
          {
            "time": "11:05",
            "open": 38.84,
            "high": 38.84,
            "low": 38.84,
            "close": 38.84,
            "amount_yi": 0.1451
          },
          {
            "time": "11:08",
            "open": 38.91,
            "high": 38.91,
            "low": 38.91,
            "close": 38.91,
            "amount_yi": 0.698
          },
          {
            "time": "11:11",
            "open": 39.02,
            "high": 39.02,
            "low": 39.02,
            "close": 39.02,
            "amount_yi": 0.4355
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.12,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 39.0,
        "open": 38.9,
        "high": 40.6,
        "low": 38.0,
        "bid1": 39.11,
        "ask1": 39.12,
        "bid_qty1": 15,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688222:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688222:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688222",
      "name": "成都先导",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.45,
      "exec_low": 33.45,
      "exec_high": 33.95,
      "invalid_price": 32.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1000,
      "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": 0.1365,
        "prev_amount_yi": 0.183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 32.03,
            "high": 32.03,
            "low": 32.03,
            "close": 32.03,
            "amount_yi": 0.0229
          },
          {
            "time": "11:04",
            "open": 31.96,
            "high": 31.96,
            "low": 31.96,
            "close": 31.96,
            "amount_yi": 0.0417
          },
          {
            "time": "11:05",
            "open": 32.01,
            "high": 32.01,
            "low": 32.01,
            "close": 32.01,
            "amount_yi": 0.0064
          },
          {
            "time": "11:08",
            "open": 31.96,
            "high": 31.96,
            "low": 31.96,
            "close": 31.96,
            "amount_yi": 0.0441
          },
          {
            "time": "11:11",
            "open": 31.99,
            "high": 31.99,
            "low": 31.99,
            "close": 31.99,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.99,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 32.83,
        "open": 32.5,
        "high": 32.5,
        "low": 31.43,
        "bid1": 31.99,
        "ask1": 32.0,
        "bid_qty1": 0,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300346:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300346:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 93.7,
      "exec_low": 93.7,
      "exec_high": 95.11,
      "invalid_price": 90.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "prev_close": null,
      "theme": "第四代半导体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 96.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 95.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 92.29,
      "entry_zone_high": 95.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9198,
        "prev_amount_yi": 2.8476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6742,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 92.39,
            "high": 92.39,
            "low": 92.39,
            "close": 92.39,
            "amount_yi": 0.4391
          },
          {
            "time": "11:04",
            "open": 92.76,
            "high": 92.76,
            "low": 92.76,
            "close": 92.76,
            "amount_yi": 0.3345
          },
          {
            "time": "11:05",
            "open": 92.66,
            "high": 92.66,
            "low": 92.66,
            "close": 92.66,
            "amount_yi": 0.0589
          },
          {
            "time": "11:08",
            "open": 92.98,
            "high": 92.98,
            "low": 92.98,
            "close": 92.98,
            "amount_yi": 0.7616
          },
          {
            "time": "11:11",
            "open": 92.99,
            "high": 92.99,
            "low": 92.99,
            "close": 92.99,
            "amount_yi": 0.3257
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 92.81,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 90.0,
        "open": 90.0,
        "high": 93.66,
        "low": 85.5,
        "bid1": 92.81,
        "ask1": 92.82,
        "bid_qty1": 12,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300558:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300558:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300558",
      "name": "贝达药业",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 66.0,
      "exec_low": 66.0,
      "exec_high": 66.99,
      "invalid_price": 64.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.01,
      "entry_zone_high": 66.99,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3003,
        "prev_amount_yi": 0.3312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 64.3,
            "high": 64.3,
            "low": 64.3,
            "close": 64.3,
            "amount_yi": 0.0379
          },
          {
            "time": "11:04",
            "open": 64.45,
            "high": 64.45,
            "low": 64.45,
            "close": 64.45,
            "amount_yi": 0.0775
          },
          {
            "time": "11:05",
            "open": 64.42,
            "high": 64.42,
            "low": 64.42,
            "close": 64.42,
            "amount_yi": 0.0273
          },
          {
            "time": "11:08",
            "open": 64.2,
            "high": 64.2,
            "low": 64.2,
            "close": 64.2,
            "amount_yi": 0.1029
          },
          {
            "time": "11:11",
            "open": 64.35,
            "high": 64.35,
            "low": 64.35,
            "close": 64.35,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.24,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 64.44,
        "open": 64.2,
        "high": 65.3,
        "low": 63.4,
        "bid1": 64.24,
        "ask1": 64.25,
        "bid_qty1": 27,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688106:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688106:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688106",
      "name": "金宏气体",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 39.74,
      "exec_low": 39.74,
      "exec_high": 40.34,
      "invalid_price": 38.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "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": 0.4409,
        "prev_amount_yi": 0.3615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 40.66,
            "high": 40.66,
            "low": 40.66,
            "close": 40.66,
            "amount_yi": 0.1829
          },
          {
            "time": "11:04",
            "open": 41.0,
            "high": 41.0,
            "low": 41.0,
            "close": 41.0,
            "amount_yi": 0.0957
          },
          {
            "time": "11:05",
            "open": 40.92,
            "high": 40.92,
            "low": 40.92,
            "close": 40.92,
            "amount_yi": 0.0151
          },
          {
            "time": "11:08",
            "open": 40.98,
            "high": 40.98,
            "low": 40.98,
            "close": 40.98,
            "amount_yi": 0.0803
          },
          {
            "time": "11:11",
            "open": 41.2,
            "high": 41.2,
            "low": 41.2,
            "close": 41.2,
            "amount_yi": 0.0669
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.94,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 39.17,
        "open": 40.0,
        "high": 42.5,
        "low": 38.23,
        "bid1": 40.93,
        "ask1": 40.94,
        "bid_qty1": 10,
        "ask_qty1": 245
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688506:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688506:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688506",
      "name": "百利天恒",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 302.17,
      "exec_low": 302.17,
      "exec_high": 306.7,
      "invalid_price": 293.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "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": 0.2076,
        "prev_amount_yi": 0.1818,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 291.91,
            "high": 291.91,
            "low": 291.91,
            "close": 291.91,
            "amount_yi": 0.0267
          },
          {
            "time": "11:04",
            "open": 292.73,
            "high": 292.73,
            "low": 292.73,
            "close": 292.73,
            "amount_yi": 0.0426
          },
          {
            "time": "11:05",
            "open": 292.04,
            "high": 292.04,
            "low": 292.04,
            "close": 292.04,
            "amount_yi": 0.01
          },
          {
            "time": "11:08",
            "open": 291.62,
            "high": 291.62,
            "low": 291.62,
            "close": 291.62,
            "amount_yi": 0.068
          },
          {
            "time": "11:11",
            "open": 290.42,
            "high": 290.42,
            "low": 290.42,
            "close": 290.42,
            "amount_yi": 0.0603
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 290.41,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 297.01,
        "open": 290.26,
        "high": 300.0,
        "low": 288.0,
        "bid1": 290.41,
        "ask1": 290.95,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300016:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300016",
      "name": "北陆药业",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.88,
      "exec_low": 7.88,
      "exec_high": 8.0,
      "invalid_price": 7.64,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.76,
      "entry_zone_high": 8.0,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0444,
        "prev_amount_yi": 0.0696,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6379,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0038
          },
          {
            "time": "11:04",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0141
          },
          {
            "time": "11:05",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0175
          },
          {
            "time": "11:11",
            "open": 7.53,
            "high": 7.53,
            "low": 7.53,
            "close": 7.53,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.54,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 7.85,
        "open": 7.78,
        "high": 7.86,
        "low": 7.53,
        "bid1": 7.53,
        "ask1": 7.54,
        "bid_qty1": 658,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688037:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688037:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688037",
      "name": "芯源微",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 399.98,
      "exec_low": 399.98,
      "exec_high": 405.98,
      "invalid_price": 387.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 411.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 405.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 393.98,
      "entry_zone_high": 405.98,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1255,
        "prev_amount_yi": 0.8481,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3271,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 421.2,
            "high": 421.2,
            "low": 421.2,
            "close": 421.2,
            "amount_yi": 0.227
          },
          {
            "time": "11:04",
            "open": 423.98,
            "high": 423.98,
            "low": 423.98,
            "close": 423.98,
            "amount_yi": 0.194
          },
          {
            "time": "11:05",
            "open": 422.53,
            "high": 422.53,
            "low": 422.53,
            "close": 422.53,
            "amount_yi": 0.0454
          },
          {
            "time": "11:08",
            "open": 426.98,
            "high": 426.98,
            "low": 426.98,
            "close": 426.98,
            "amount_yi": 0.3353
          },
          {
            "time": "11:11",
            "open": 428.0,
            "high": 428.0,
            "low": 428.0,
            "close": 428.0,
            "amount_yi": 0.3238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 432.51,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 399.64,
        "open": 396.58,
        "high": 434.98,
        "low": 390.0,
        "bid1": 432.88,
        "ask1": 434.98,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688443:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688443:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688443",
      "name": "智翔金泰-U",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.49,
      "exec_low": 23.49,
      "exec_high": 23.84,
      "invalid_price": 22.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "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": 0.0285,
        "prev_amount_yi": 0.0238,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0121
          },
          {
            "time": "11:04",
            "open": 23.16,
            "high": 23.16,
            "low": 23.16,
            "close": 23.16,
            "amount_yi": 0.0029
          },
          {
            "time": "11:05",
            "open": 23.17,
            "high": 23.17,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 23.07,
            "high": 23.07,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0071
          },
          {
            "time": "11:11",
            "open": 23.09,
            "high": 23.09,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.05,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 23.38,
        "open": 23.49,
        "high": 23.79,
        "low": 22.93,
        "bid1": 23.05,
        "ask1": 23.07,
        "bid_qty1": 18,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688137:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688137:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688137",
      "name": "近岸蛋白",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.46,
      "exec_low": 36.46,
      "exec_high": 37.01,
      "invalid_price": 35.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.91,
      "entry_zone_high": 37.01,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.016,
        "prev_amount_yi": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 35.7,
            "high": 35.7,
            "low": 35.7,
            "close": 35.7,
            "amount_yi": 0.0024
          },
          {
            "time": "11:04",
            "open": 35.51,
            "high": 35.51,
            "low": 35.51,
            "close": 35.51,
            "amount_yi": 0.0028
          },
          {
            "time": "11:05",
            "open": 35.51,
            "high": 35.51,
            "low": 35.51,
            "close": 35.51,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 35.47,
            "high": 35.47,
            "low": 35.47,
            "close": 35.47,
            "amount_yi": 0.0056
          },
          {
            "time": "11:11",
            "open": 35.47,
            "high": 35.47,
            "low": 35.47,
            "close": 35.47,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.45,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 36.25,
        "open": 37.14,
        "high": 39.44,
        "low": 35.41,
        "bid1": 35.45,
        "ask1": 35.47,
        "bid_qty1": 37,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688545:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688545:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 135.0,
      "exec_low": 135.0,
      "exec_high": 137.02,
      "invalid_price": 130.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": 139.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 137.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 132.97,
      "entry_zone_high": 137.02,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5591,
        "prev_amount_yi": 0.8871,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 132.58,
            "high": 132.58,
            "low": 132.58,
            "close": 132.58,
            "amount_yi": 0.0869
          },
          {
            "time": "11:04",
            "open": 132.4,
            "high": 132.4,
            "low": 132.4,
            "close": 132.4,
            "amount_yi": 0.1469
          },
          {
            "time": "11:05",
            "open": 132.69,
            "high": 132.69,
            "low": 132.69,
            "close": 132.69,
            "amount_yi": 0.0234
          },
          {
            "time": "11:08",
            "open": 133.74,
            "high": 133.74,
            "low": 133.74,
            "close": 133.74,
            "amount_yi": 0.2105
          },
          {
            "time": "11:11",
            "open": 133.16,
            "high": 133.16,
            "low": 133.16,
            "close": 133.16,
            "amount_yi": 0.0914
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 133.1,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 134.66,
        "open": 128.5,
        "high": 134.0,
        "low": 125.0,
        "bid1": 133.1,
        "ask1": 133.25,
        "bid_qty1": 2,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688765:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688765:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688765",
      "name": "禾元生物-U",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 0.0482,
        "prev_amount_yi": 0.0425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 50.14,
            "high": 50.14,
            "low": 50.14,
            "close": 50.14,
            "amount_yi": 0.0045
          },
          {
            "time": "11:04",
            "open": 50.03,
            "high": 50.03,
            "low": 50.03,
            "close": 50.03,
            "amount_yi": 0.003
          },
          {
            "time": "11:05",
            "open": 50.02,
            "high": 50.02,
            "low": 50.02,
            "close": 50.02,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 49.94,
            "high": 49.94,
            "low": 49.94,
            "close": 49.94,
            "amount_yi": 0.0192
          },
          {
            "time": "11:11",
            "open": 49.94,
            "high": 49.94,
            "low": 49.94,
            "close": 49.94,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.96,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 51.55,
        "open": 51.48,
        "high": 51.99,
        "low": 49.86,
        "bid1": 49.96,
        "ask1": 49.98,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301520:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.301520:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.301520",
      "name": "万邦医药",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1000,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0424,
        "prev_amount_yi": 0.0518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8185,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 31.73,
            "high": 31.73,
            "low": 31.73,
            "close": 31.73,
            "amount_yi": 0.0163
          },
          {
            "time": "11:04",
            "open": 31.8,
            "high": 31.8,
            "low": 31.8,
            "close": 31.8,
            "amount_yi": 0.0064
          },
          {
            "time": "11:05",
            "open": 31.8,
            "high": 31.8,
            "low": 31.8,
            "close": 31.8,
            "amount_yi": 0.0009
          },
          {
            "time": "11:08",
            "open": 31.75,
            "high": 31.75,
            "low": 31.75,
            "close": 31.75,
            "amount_yi": 0.0118
          },
          {
            "time": "11:11",
            "open": 31.61,
            "high": 31.61,
            "low": 31.61,
            "close": 31.61,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.62,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 28.26,
        "open": 31.0,
        "high": 33.91,
        "low": 31.0,
        "bid1": 31.61,
        "ask1": 31.62,
        "bid_qty1": 18,
        "ask_qty1": 102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300434:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300434:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300434",
      "name": "金石亚药",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2900,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0999,
        "prev_amount_yi": 0.1285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0167
          },
          {
            "time": "11:04",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0237
          },
          {
            "time": "11:05",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.002
          },
          {
            "time": "11:08",
            "open": 10.97,
            "high": 10.97,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.0271
          },
          {
            "time": "11:11",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.98,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 10.81,
        "open": 10.71,
        "high": 11.45,
        "low": 10.55,
        "bid1": 10.97,
        "ask1": 10.98,
        "bid_qty1": 272,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600129:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600129:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600129",
      "name": "太极集团",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2400,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0506,
        "prev_amount_yi": 0.0583,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 13.32,
            "high": 13.32,
            "low": 13.32,
            "close": 13.32,
            "amount_yi": 0.0072
          },
          {
            "time": "11:04",
            "open": 13.3,
            "high": 13.3,
            "low": 13.3,
            "close": 13.3,
            "amount_yi": 0.0058
          },
          {
            "time": "11:05",
            "open": 13.31,
            "high": 13.31,
            "low": 13.31,
            "close": 13.31,
            "amount_yi": 0.0023
          },
          {
            "time": "11:08",
            "open": 13.29,
            "high": 13.29,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.02
          },
          {
            "time": "11:11",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.28,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 13.05,
        "open": 13.05,
        "high": 13.49,
        "low": 12.95,
        "bid1": 13.28,
        "ask1": 13.29,
        "bid_qty1": 39,
        "ask_qty1": 128
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688432:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688432:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "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": 1.7771,
        "prev_amount_yi": 1.0405,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7079,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 37.5,
            "high": 37.5,
            "low": 37.5,
            "close": 37.5,
            "amount_yi": 0.4579
          },
          {
            "time": "11:04",
            "open": 37.03,
            "high": 37.03,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.404
          },
          {
            "time": "11:05",
            "open": 37.2,
            "high": 37.2,
            "low": 37.2,
            "close": 37.2,
            "amount_yi": 0.0946
          },
          {
            "time": "11:08",
            "open": 37.42,
            "high": 37.42,
            "low": 37.42,
            "close": 37.42,
            "amount_yi": 0.5989
          },
          {
            "time": "11:11",
            "open": 37.59,
            "high": 37.59,
            "low": 37.59,
            "close": 37.59,
            "amount_yi": 0.2217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.67,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 37.08,
        "open": 38.5,
        "high": 39.8,
        "low": 37.0,
        "bid1": 37.67,
        "ask1": 37.68,
        "bid_qty1": 1,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300436:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300436:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300436",
      "name": "广生堂",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1663,
        "prev_amount_yi": 0.1444,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1517,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 107.3,
            "high": 107.3,
            "low": 107.3,
            "close": 107.3,
            "amount_yi": 0.0282
          },
          {
            "time": "11:04",
            "open": 107.25,
            "high": 107.25,
            "low": 107.25,
            "close": 107.25,
            "amount_yi": 0.0131
          },
          {
            "time": "11:05",
            "open": 107.21,
            "high": 107.21,
            "low": 107.21,
            "close": 107.21,
            "amount_yi": 0.0072
          },
          {
            "time": "11:08",
            "open": 106.85,
            "high": 106.85,
            "low": 106.85,
            "close": 106.85,
            "amount_yi": 0.0645
          },
          {
            "time": "11:11",
            "open": 106.75,
            "high": 106.75,
            "low": 106.75,
            "close": 106.75,
            "amount_yi": 0.0533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.67,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 106.56,
        "open": 107.9,
        "high": 111.99,
        "low": 105.5,
        "bid1": 106.66,
        "ask1": 106.67,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688233:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688233:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688233",
      "name": "神工股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": 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": 0.8501,
        "prev_amount_yi": 0.7924,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0728,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 205.57,
            "high": 205.57,
            "low": 205.57,
            "close": 205.57,
            "amount_yi": 0.1285
          },
          {
            "time": "11:04",
            "open": 206.0,
            "high": 206.0,
            "low": 206.0,
            "close": 206.0,
            "amount_yi": 0.2566
          },
          {
            "time": "11:05",
            "open": 205.7,
            "high": 205.7,
            "low": 205.7,
            "close": 205.7,
            "amount_yi": 0.0371
          },
          {
            "time": "11:08",
            "open": 206.26,
            "high": 206.26,
            "low": 206.26,
            "close": 206.26,
            "amount_yi": 0.3498
          },
          {
            "time": "11:11",
            "open": 207.0,
            "high": 207.0,
            "low": 207.0,
            "close": 207.0,
            "amount_yi": 0.0781
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 206.6,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 194.33,
        "open": 190.0,
        "high": 220.01,
        "low": 182.0,
        "bid1": 206.6,
        "ask1": 206.77,
        "bid_qty1": 3,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600557:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600557:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600557",
      "name": "康缘药业",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2700,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0401,
        "prev_amount_yi": 0.0359,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 11.75,
            "high": 11.75,
            "low": 11.75,
            "close": 11.75,
            "amount_yi": 0.0055
          },
          {
            "time": "11:04",
            "open": 11.75,
            "high": 11.75,
            "low": 11.75,
            "close": 11.75,
            "amount_yi": 0.0048
          },
          {
            "time": "11:05",
            "open": 11.74,
            "high": 11.74,
            "low": 11.74,
            "close": 11.74,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0141
          },
          {
            "time": "11:11",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.7,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 11.96,
        "open": 12.09,
        "high": 12.22,
        "low": 11.7,
        "bid1": 11.7,
        "ask1": 11.71,
        "bid_qty1": 82,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000988:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000988:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000988",
      "name": "华工科技",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": null,
      "theme": "全息技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.4139,
        "prev_amount_yi": 3.0167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 185.98,
            "high": 185.98,
            "low": 185.98,
            "close": 185.98,
            "amount_yi": 2.784
          },
          {
            "time": "11:04",
            "open": 186.31,
            "high": 186.31,
            "low": 186.31,
            "close": 186.31,
            "amount_yi": 2.017
          },
          {
            "time": "11:05",
            "open": 186.32,
            "high": 186.32,
            "low": 186.32,
            "close": 186.32,
            "amount_yi": 0.2331
          },
          {
            "time": "11:08",
            "open": 186.18,
            "high": 186.18,
            "low": 186.18,
            "close": 186.18,
            "amount_yi": 3.155
          },
          {
            "time": "11:11",
            "open": 185.19,
            "high": 185.19,
            "low": 185.19,
            "close": 185.19,
            "amount_yi": 1.2248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 185.28,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 177.03,
        "open": 179.0,
        "high": 187.66,
        "low": 173.03,
        "bid1": 185.26,
        "ask1": 185.28,
        "bid_qty1": 9,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000551:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000551:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000551",
      "name": "创元科技",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1500,
      "prev_close": null,
      "theme": "工业气体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2271,
        "prev_amount_yi": 0.4223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5378,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 20.93,
            "high": 20.93,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.0528
          },
          {
            "time": "11:04",
            "open": 20.88,
            "high": 20.88,
            "low": 20.88,
            "close": 20.88,
            "amount_yi": 0.024
          },
          {
            "time": "11:05",
            "open": 20.88,
            "high": 20.88,
            "low": 20.88,
            "close": 20.88,
            "amount_yi": 0.0061
          },
          {
            "time": "11:08",
            "open": 20.85,
            "high": 20.85,
            "low": 20.85,
            "close": 20.85,
            "amount_yi": 0.0853
          },
          {
            "time": "11:11",
            "open": 20.93,
            "high": 20.93,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.0589
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.8,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 20.08,
        "open": 20.58,
        "high": 21.32,
        "low": 19.2,
        "bid1": 20.8,
        "ask1": 20.82,
        "bid_qty1": 209,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300204:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300204:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300204",
      "name": "舒泰神",
      "side": "BUY",
      "priority": "W69",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2092,
        "prev_amount_yi": 0.2083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 23.61,
            "high": 23.61,
            "low": 23.61,
            "close": 23.61,
            "amount_yi": 0.0264
          },
          {
            "time": "11:04",
            "open": 23.59,
            "high": 23.59,
            "low": 23.59,
            "close": 23.59,
            "amount_yi": 0.027
          },
          {
            "time": "11:05",
            "open": 23.58,
            "high": 23.58,
            "low": 23.58,
            "close": 23.58,
            "amount_yi": 0.0104
          },
          {
            "time": "11:08",
            "open": 23.53,
            "high": 23.53,
            "low": 23.53,
            "close": 23.53,
            "amount_yi": 0.0511
          },
          {
            "time": "11:11",
            "open": 23.5,
            "high": 23.5,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0943
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.56,
        "ts": "2026-06-30T11:12:45",
        "prev_close": 23.28,
        "open": 23.51,
        "high": 24.38,
        "low": 23.3,
        "bid1": 23.56,
        "ask1": 23.57,
        "bid_qty1": 158,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002437:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002437:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002437",
      "name": "誉衡药业",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 12300,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1223,
        "prev_amount_yi": 0.0809,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0196
          },
          {
            "time": "11:04",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0172
          },
          {
            "time": "11:05",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.012
          },
          {
            "time": "11:08",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.033
          },
          {
            "time": "11:11",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0405
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.65,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 2.67,
        "open": 2.75,
        "high": 2.81,
        "low": 2.64,
        "bid1": 2.65,
        "ask1": 2.66,
        "bid_qty1": 5099,
        "ask_qty1": 4603
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002422:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002422:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4601,
        "prev_amount_yi": 0.3354,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3718,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 37.89,
            "high": 37.89,
            "low": 37.89,
            "close": 37.89,
            "amount_yi": 0.139
          },
          {
            "time": "11:04",
            "open": 37.96,
            "high": 37.96,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.0644
          },
          {
            "time": "11:05",
            "open": 37.95,
            "high": 37.95,
            "low": 37.95,
            "close": 37.95,
            "amount_yi": 0.0228
          },
          {
            "time": "11:08",
            "open": 37.86,
            "high": 37.86,
            "low": 37.86,
            "close": 37.86,
            "amount_yi": 0.1792
          },
          {
            "time": "11:11",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.84,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 39.16,
        "open": 38.85,
        "high": 38.85,
        "low": 37.3,
        "bid1": 37.84,
        "ask1": 37.85,
        "bid_qty1": 26,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600867:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600867:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600867",
      "name": "通化东宝",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4000,
      "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": 0.1066,
        "prev_amount_yi": 0.094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 8.0,
            "high": 8.0,
            "low": 8.0,
            "close": 8.0,
            "amount_yi": 0.0073
          },
          {
            "time": "11:04",
            "open": 8.0,
            "high": 8.0,
            "low": 8.0,
            "close": 8.0,
            "amount_yi": 0.012
          },
          {
            "time": "11:05",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0018
          },
          {
            "time": "11:08",
            "open": 7.98,
            "high": 7.98,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0277
          },
          {
            "time": "11:11",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0578
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.99,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 8.17,
        "open": 8.09,
        "high": 8.24,
        "low": 7.97,
        "bid1": 7.99,
        "ask1": 8.0,
        "bid_qty1": 237,
        "ask_qty1": 2462
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688120:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688120:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688120",
      "name": "华海清科",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.5977,
        "prev_amount_yi": 3.1102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 307.04,
            "high": 307.04,
            "low": 307.04,
            "close": 307.04,
            "amount_yi": 0.9569
          },
          {
            "time": "11:04",
            "open": 308.15,
            "high": 308.15,
            "low": 308.15,
            "close": 308.15,
            "amount_yi": 1.2187
          },
          {
            "time": "11:05",
            "open": 307.51,
            "high": 307.51,
            "low": 307.51,
            "close": 307.51,
            "amount_yi": 0.1978
          },
          {
            "time": "11:08",
            "open": 305.49,
            "high": 305.49,
            "low": 305.49,
            "close": 305.49,
            "amount_yi": 1.3894
          },
          {
            "time": "11:11",
            "open": 304.08,
            "high": 304.08,
            "low": 304.08,
            "close": 304.08,
            "amount_yi": 0.8349
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 306.44,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 316.32,
        "open": 330.0,
        "high": 332.55,
        "low": 303.01,
        "bid1": 306.44,
        "ask1": 306.45,
        "bid_qty1": 21,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688336:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688336:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688336",
      "name": "三生国健",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3202,
        "prev_amount_yi": 0.2085,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 52.17,
            "high": 52.17,
            "low": 52.17,
            "close": 52.17,
            "amount_yi": 0.0651
          },
          {
            "time": "11:04",
            "open": 52.35,
            "high": 52.35,
            "low": 52.35,
            "close": 52.35,
            "amount_yi": 0.0832
          },
          {
            "time": "11:05",
            "open": 52.59,
            "high": 52.59,
            "low": 52.59,
            "close": 52.59,
            "amount_yi": 0.0392
          },
          {
            "time": "11:08",
            "open": 52.32,
            "high": 52.32,
            "low": 52.32,
            "close": 52.32,
            "amount_yi": 0.0939
          },
          {
            "time": "11:11",
            "open": 52.46,
            "high": 52.46,
            "low": 52.46,
            "close": 52.46,
            "amount_yi": 0.0388
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.25,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 49.75,
        "open": 51.15,
        "high": 53.82,
        "low": 50.22,
        "bid1": 52.25,
        "ask1": 52.26,
        "bid_qty1": 33,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000566:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000566",
      "name": "海南海药",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 7000,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0964,
        "prev_amount_yi": 0.1849,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 4.65,
            "high": 4.65,
            "low": 4.65,
            "close": 4.65,
            "amount_yi": 0.0266
          },
          {
            "time": "11:04",
            "open": 4.64,
            "high": 4.64,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.0231
          },
          {
            "time": "11:05",
            "open": 4.65,
            "high": 4.65,
            "low": 4.65,
            "close": 4.65,
            "amount_yi": 0.0032
          },
          {
            "time": "11:08",
            "open": 4.65,
            "high": 4.65,
            "low": 4.65,
            "close": 4.65,
            "amount_yi": 0.025
          },
          {
            "time": "11:11",
            "open": 4.64,
            "high": 4.64,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.63,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 4.54,
        "open": 4.64,
        "high": 4.86,
        "low": 4.61,
        "bid1": 4.62,
        "ask1": 4.63,
        "bid_qty1": 235,
        "ask_qty1": 3642
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002317:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002317:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002317",
      "name": "众生药业",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2639,
        "prev_amount_yi": 0.3039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 24.28,
            "high": 24.28,
            "low": 24.28,
            "close": 24.28,
            "amount_yi": 0.0681
          },
          {
            "time": "11:04",
            "open": 24.19,
            "high": 24.19,
            "low": 24.19,
            "close": 24.19,
            "amount_yi": 0.0669
          },
          {
            "time": "11:05",
            "open": 24.2,
            "high": 24.2,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0082
          },
          {
            "time": "11:08",
            "open": 24.23,
            "high": 24.23,
            "low": 24.23,
            "close": 24.23,
            "amount_yi": 0.0915
          },
          {
            "time": "11:11",
            "open": 24.23,
            "high": 24.23,
            "low": 24.23,
            "close": 24.23,
            "amount_yi": 0.0292
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.23,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 24.85,
        "open": 24.64,
        "high": 25.17,
        "low": 24.01,
        "bid1": 24.23,
        "ask1": 24.24,
        "bid_qty1": 76,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688548:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688548:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688548",
      "name": "广钢气体",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 1.0732,
        "prev_amount_yi": 0.537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9985,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 50.88,
            "high": 50.88,
            "low": 50.88,
            "close": 50.88,
            "amount_yi": 0.4233
          },
          {
            "time": "11:04",
            "open": 51.0,
            "high": 51.0,
            "low": 51.0,
            "close": 51.0,
            "amount_yi": 0.1688
          },
          {
            "time": "11:05",
            "open": 50.99,
            "high": 50.99,
            "low": 50.99,
            "close": 50.99,
            "amount_yi": 0.0377
          },
          {
            "time": "11:08",
            "open": 50.5,
            "high": 50.5,
            "low": 50.5,
            "close": 50.5,
            "amount_yi": 0.3241
          },
          {
            "time": "11:11",
            "open": 50.39,
            "high": 50.39,
            "low": 50.39,
            "close": 50.39,
            "amount_yi": 0.1193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.5,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 46.49,
        "open": 46.8,
        "high": 54.98,
        "low": 45.1,
        "bid1": 50.5,
        "ask1": 50.51,
        "bid_qty1": 14,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002409:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002409:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": null,
      "theme": "工业气体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8248,
        "prev_amount_yi": 1.1292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 213.27,
            "high": 213.27,
            "low": 213.27,
            "close": 213.27,
            "amount_yi": 0.2711
          },
          {
            "time": "11:04",
            "open": 213.99,
            "high": 213.99,
            "low": 213.99,
            "close": 213.99,
            "amount_yi": 0.2924
          },
          {
            "time": "11:05",
            "open": 214.16,
            "high": 214.16,
            "low": 214.16,
            "close": 214.16,
            "amount_yi": 0.067
          },
          {
            "time": "11:08",
            "open": 216.34,
            "high": 216.34,
            "low": 216.34,
            "close": 216.34,
            "amount_yi": 0.8373
          },
          {
            "time": "11:11",
            "open": 215.39,
            "high": 215.39,
            "low": 215.39,
            "close": 215.39,
            "amount_yi": 0.357
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 215.2,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 207.46,
        "open": 216.24,
        "high": 222.58,
        "low": 207.47,
        "bid1": 215.18,
        "ask1": 215.2,
        "bid_qty1": 6,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600378:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600378:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 400,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3951,
        "prev_amount_yi": 0.2289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0593
          },
          {
            "time": "11:04",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.1811
          },
          {
            "time": "11:05",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0243
          },
          {
            "time": "11:08",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0874
          },
          {
            "time": "11:11",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.38,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 68.53,
        "open": 71.77,
        "high": 75.38,
        "low": 69.54,
        "bid1": 75.38,
        "ask1": 0.0,
        "bid_qty1": 41722,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603318:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.603318:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603318",
      "name": "水发燃气",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3500,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1532,
        "prev_amount_yi": 0.1773,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8641,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 9.3,
            "high": 9.3,
            "low": 9.3,
            "close": 9.3,
            "amount_yi": 0.0427
          },
          {
            "time": "11:04",
            "open": 9.31,
            "high": 9.31,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.0342
          },
          {
            "time": "11:05",
            "open": 9.28,
            "high": 9.28,
            "low": 9.28,
            "close": 9.28,
            "amount_yi": 0.0039
          },
          {
            "time": "11:08",
            "open": 9.31,
            "high": 9.31,
            "low": 9.31,
            "close": 9.31,
            "amount_yi": 0.036
          },
          {
            "time": "11:11",
            "open": 9.33,
            "high": 9.33,
            "low": 9.33,
            "close": 9.33,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.33,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 9.69,
        "open": 9.33,
        "high": 9.59,
        "low": 8.97,
        "bid1": 9.32,
        "ask1": 9.33,
        "bid_qty1": 86,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002821:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002821:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W81",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7435,
        "prev_amount_yi": 0.703,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 164.02,
            "high": 164.02,
            "low": 164.02,
            "close": 164.02,
            "amount_yi": 0.1086
          },
          {
            "time": "11:04",
            "open": 164.22,
            "high": 164.22,
            "low": 164.22,
            "close": 164.22,
            "amount_yi": 0.2109
          },
          {
            "time": "11:05",
            "open": 164.42,
            "high": 164.42,
            "low": 164.42,
            "close": 164.42,
            "amount_yi": 0.0243
          },
          {
            "time": "11:08",
            "open": 164.87,
            "high": 164.87,
            "low": 164.87,
            "close": 164.87,
            "amount_yi": 0.267
          },
          {
            "time": "11:11",
            "open": 164.17,
            "high": 164.17,
            "low": 164.17,
            "close": 164.17,
            "amount_yi": 0.1327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 164.49,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 167.75,
        "open": 170.76,
        "high": 171.8,
        "low": 160.68,
        "bid1": 164.43,
        "ask1": 164.49,
        "bid_qty1": 11,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002653:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002653",
      "name": "海思科",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2565,
        "prev_amount_yi": 0.2952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 65.01,
            "high": 65.01,
            "low": 65.01,
            "close": 65.01,
            "amount_yi": 0.052
          },
          {
            "time": "11:04",
            "open": 64.76,
            "high": 64.76,
            "low": 64.76,
            "close": 64.76,
            "amount_yi": 0.0472
          },
          {
            "time": "11:05",
            "open": 64.7,
            "high": 64.7,
            "low": 64.7,
            "close": 64.7,
            "amount_yi": 0.0112
          },
          {
            "time": "11:08",
            "open": 64.86,
            "high": 64.86,
            "low": 64.86,
            "close": 64.86,
            "amount_yi": 0.1045
          },
          {
            "time": "11:11",
            "open": 64.8,
            "high": 64.8,
            "low": 64.8,
            "close": 64.8,
            "amount_yi": 0.0416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.6,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 61.06,
        "open": 63.44,
        "high": 67.16,
        "low": 62.89,
        "bid1": 64.6,
        "ask1": 64.62,
        "bid_qty1": 6,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002728:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002728:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002728",
      "name": "特一药业",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 3600,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0559,
        "prev_amount_yi": 0.0503,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1113,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 8.97,
            "high": 8.97,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0088
          },
          {
            "time": "11:04",
            "open": 8.97,
            "high": 8.97,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0111
          },
          {
            "time": "11:05",
            "open": 8.97,
            "high": 8.97,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0024
          },
          {
            "time": "11:08",
            "open": 8.97,
            "high": 8.97,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0144
          },
          {
            "time": "11:11",
            "open": 8.98,
            "high": 8.98,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.99,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 8.8,
        "open": 8.95,
        "high": 9.18,
        "low": 8.8,
        "bid1": 8.98,
        "ask1": 8.99,
        "bid_qty1": 265,
        "ask_qty1": 355
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002549:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002549:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002549",
      "name": "凯美特气",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3387,
        "prev_amount_yi": 0.3678,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9209,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 20.76,
            "high": 20.76,
            "low": 20.76,
            "close": 20.76,
            "amount_yi": 0.065
          },
          {
            "time": "11:04",
            "open": 20.85,
            "high": 20.85,
            "low": 20.85,
            "close": 20.85,
            "amount_yi": 0.0439
          },
          {
            "time": "11:05",
            "open": 20.87,
            "high": 20.87,
            "low": 20.87,
            "close": 20.87,
            "amount_yi": 0.0084
          },
          {
            "time": "11:08",
            "open": 20.89,
            "high": 20.89,
            "low": 20.89,
            "close": 20.89,
            "amount_yi": 0.151
          },
          {
            "time": "11:11",
            "open": 20.88,
            "high": 20.88,
            "low": 20.88,
            "close": 20.88,
            "amount_yi": 0.0704
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.9,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 20.89,
        "open": 21.5,
        "high": 22.0,
        "low": 19.93,
        "bid1": 20.89,
        "ask1": 20.9,
        "bid_qty1": 248,
        "ask_qty1": 234
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002038:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002038:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002038",
      "name": "双鹭药业",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 5700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0485,
        "prev_amount_yi": 0.0518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 5.68,
            "high": 5.68,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0079
          },
          {
            "time": "11:04",
            "open": 5.68,
            "high": 5.68,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0164
          },
          {
            "time": "11:05",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0007
          },
          {
            "time": "11:08",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0159
          },
          {
            "time": "11:11",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.68,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 5.58,
        "open": 5.68,
        "high": 5.95,
        "low": 5.61,
        "bid1": 5.67,
        "ask1": 5.68,
        "bid_qty1": 1132,
        "ask_qty1": 262
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002808:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002808:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002808",
      "name": "恒久退",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 156100,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0002,
        "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": "11:02",
            "open": 0.21,
            "high": 0.21,
            "low": 0.21,
            "close": 0.21,
            "amount_yi": 0.0001
          },
          {
            "time": "11:11",
            "open": 0.2,
            "high": 0.2,
            "low": 0.2,
            "close": 0.2,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.2,
        "ts": "2026-06-30T11:11:51",
        "prev_close": 0.19,
        "open": 0.19,
        "high": 0.21,
        "low": 0.18,
        "bid1": 0.2,
        "ask1": 0.21,
        "bid_qty1": 27643,
        "ask_qty1": 36613
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002639:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002639:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002639",
      "name": "雪人集团",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2300,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3035,
        "prev_amount_yi": 0.1712,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7728,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 13.69,
            "high": 13.69,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0396
          },
          {
            "time": "11:04",
            "open": 13.69,
            "high": 13.69,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0378
          },
          {
            "time": "11:05",
            "open": 13.69,
            "high": 13.69,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0115
          },
          {
            "time": "11:08",
            "open": 13.71,
            "high": 13.71,
            "low": 13.71,
            "close": 13.71,
            "amount_yi": 0.0978
          },
          {
            "time": "11:11",
            "open": 13.71,
            "high": 13.71,
            "low": 13.71,
            "close": 13.71,
            "amount_yi": 0.1168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.7,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 14.06,
        "open": 14.11,
        "high": 14.26,
        "low": 13.28,
        "bid1": 13.7,
        "ask1": 13.71,
        "bid_qty1": 835,
        "ask_qty1": 249
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600222:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600222:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600222",
      "name": "太龙药业",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4500,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0849,
        "prev_amount_yi": 0.0291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 7.22,
            "high": 7.22,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0033
          },
          {
            "time": "11:04",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0192
          },
          {
            "time": "11:05",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.0017
          },
          {
            "time": "11:08",
            "open": 7.17,
            "high": 7.17,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.0511
          },
          {
            "time": "11:11",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.16,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 7.25,
        "open": 7.9,
        "high": 7.9,
        "low": 7.16,
        "bid1": 7.16,
        "ask1": 7.17,
        "bid_qty1": 464,
        "ask_qty1": 272
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600363:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600363:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600363",
      "name": "联创光电",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "prev_close": null,
      "theme": "全息技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6438,
        "prev_amount_yi": 0.5713,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:02",
            "open": 35.3,
            "high": 35.3,
            "low": 35.3,
            "close": 35.3,
            "amount_yi": 0.2372
          },
          {
            "time": "11:04",
            "open": 35.17,
            "high": 35.17,
            "low": 35.17,
            "close": 35.17,
            "amount_yi": 0.1217
          },
          {
            "time": "11:05",
            "open": 35.13,
            "high": 35.13,
            "low": 35.13,
            "close": 35.13,
            "amount_yi": 0.0255
          },
          {
            "time": "11:08",
            "open": 35.23,
            "high": 35.23,
            "low": 35.23,
            "close": 35.23,
            "amount_yi": 0.1738
          },
          {
            "time": "11:11",
            "open": 35.21,
            "high": 35.21,
            "low": 35.21,
            "close": 35.21,
            "amount_yi": 0.0856
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.09,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 32.53,
        "open": 33.88,
        "high": 35.36,
        "low": 31.42,
        "bid1": 35.08,
        "ask1": 35.09,
        "bid_qty1": 15,
        "ask_qty1": 47
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600568:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600568:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600568",
      "name": "ST中珠",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 14100,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.011,
        "prev_amount_yi": 0.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 2.29,
            "high": 2.29,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0013
          },
          {
            "time": "11:02",
            "open": 2.29,
            "high": 2.29,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0029
          },
          {
            "time": "11:04",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0016
          },
          {
            "time": "11:08",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.31,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 2.25,
        "open": 2.36,
        "high": 2.36,
        "low": 2.24,
        "bid1": 2.3,
        "ask1": 2.31,
        "bid_qty1": 1003,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002907:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002907:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002907",
      "name": "华森制药",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.9,
      "exec_low": 13.9,
      "exec_high": 14.11,
      "invalid_price": 13.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2500,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.69,
      "entry_zone_high": 14.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0157,
        "prev_amount_yi": 0.045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0012
          },
          {
            "time": "11:04",
            "open": 13.08,
            "high": 13.08,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.0024
          },
          {
            "time": "11:05",
            "open": 13.08,
            "high": 13.08,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 13.06,
            "high": 13.06,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.0084
          },
          {
            "time": "11:11",
            "open": 13.08,
            "high": 13.08,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.07,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 13.84,
        "open": 13.62,
        "high": 13.7,
        "low": 13.03,
        "bid1": 13.06,
        "ask1": 13.07,
        "bid_qty1": 145,
        "ask_qty1": 65
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688268:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688268:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688268",
      "name": "华特气体",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 254.78,
      "exec_low": 254.78,
      "exec_high": 258.6,
      "invalid_price": 247.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "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": 0.6786,
        "prev_amount_yi": 0.4356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5579,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 244.58,
            "high": 244.58,
            "low": 244.58,
            "close": 244.58,
            "amount_yi": 0.2648
          },
          {
            "time": "11:04",
            "open": 246.89,
            "high": 246.89,
            "low": 246.89,
            "close": 246.89,
            "amount_yi": 0.0999
          },
          {
            "time": "11:05",
            "open": 246.0,
            "high": 246.0,
            "low": 246.0,
            "close": 246.0,
            "amount_yi": 0.0065
          },
          {
            "time": "11:08",
            "open": 244.5,
            "high": 244.5,
            "low": 244.5,
            "close": 244.5,
            "amount_yi": 0.174
          },
          {
            "time": "11:11",
            "open": 243.9,
            "high": 243.9,
            "low": 243.9,
            "close": 243.9,
            "amount_yi": 0.1334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 243.93,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 252.0,
        "open": 247.5,
        "high": 252.2,
        "low": 232.08,
        "bid1": 243.92,
        "ask1": 243.93,
        "bid_qty1": 8,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000739:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000739:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000739",
      "name": "普洛药业",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 17.2,
      "exec_low": 17.2,
      "exec_high": 17.46,
      "invalid_price": 16.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1900,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.94,
      "entry_zone_high": 17.46,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0248,
        "prev_amount_yi": 0.0788,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 16.6,
            "high": 16.6,
            "low": 16.6,
            "close": 16.6,
            "amount_yi": 0.007
          },
          {
            "time": "11:04",
            "open": 16.62,
            "high": 16.62,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0025
          },
          {
            "time": "11:05",
            "open": 16.63,
            "high": 16.63,
            "low": 16.63,
            "close": 16.63,
            "amount_yi": 0.0021
          },
          {
            "time": "11:08",
            "open": 16.62,
            "high": 16.62,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0074
          },
          {
            "time": "11:11",
            "open": 16.62,
            "high": 16.62,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.62,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 17.03,
        "open": 16.98,
        "high": 16.99,
        "low": 16.53,
        "bid1": 16.62,
        "ask1": 16.63,
        "bid_qty1": 94,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002742:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002742:VWAP_RECLAIM",
      "symbol": "SZSE.002742",
      "name": "冀衡医药",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.59,
      "exec_low": 3.64,
      "exec_high": 3.64,
      "invalid_price": 3.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 9600,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.54,
      "entry_zone_high": 3.64,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0045,
        "prev_amount_yi": 0.0084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 3.39,
            "high": 3.39,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.001
          },
          {
            "time": "11:04",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0011
          },
          {
            "time": "11:05",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0013
          },
          {
            "time": "11:11",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.38,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 3.38,
        "open": 3.34,
        "high": 3.58,
        "low": 3.31,
        "bid1": 3.37,
        "ask1": 3.38,
        "bid_qty1": 571,
        "ask_qty1": 960
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300419:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300419:VWAP_RECLAIM",
      "symbol": "SZSE.300419",
      "name": "ST浩丰",
      "side": "BUY",
      "priority": "W95",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.15,
      "exec_low": 7.26,
      "exec_high": 7.26,
      "invalid_price": 6.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4700,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.04,
      "entry_zone_high": 7.26,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.014,
        "prev_amount_yi": 0.029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.007
          },
          {
            "time": "11:04",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0049
          },
          {
            "time": "11:05",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0005
          },
          {
            "time": "11:08",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0005
          },
          {
            "time": "11:11",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.95,
        "ts": "2026-06-30T11:12:39",
        "prev_close": 6.7,
        "open": 6.67,
        "high": 7.09,
        "low": 6.66,
        "bid1": 6.96,
        "ask1": 6.97,
        "bid_qty1": 1,
        "ask_qty1": 199
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.600566:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.600566:VWAP_RECLAIM",
      "symbol": "SHSE.600566",
      "name": "济川药业",
      "side": "BUY",
      "priority": "W96",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.4,
      "exec_low": 26.8,
      "exec_high": 26.8,
      "invalid_price": 25.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.0,
      "entry_zone_high": 26.8,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0672,
        "prev_amount_yi": 0.0724,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 22.22,
            "high": 22.22,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.0247
          },
          {
            "time": "11:04",
            "open": 22.19,
            "high": 22.19,
            "low": 22.19,
            "close": 22.19,
            "amount_yi": 0.0149
          },
          {
            "time": "11:05",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0031
          },
          {
            "time": "11:08",
            "open": 22.19,
            "high": 22.19,
            "low": 22.19,
            "close": 22.19,
            "amount_yi": 0.0145
          },
          {
            "time": "11:11",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.2,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 24.65,
        "open": 24.22,
        "high": 24.22,
        "low": 22.19,
        "bid1": 22.19,
        "ask1": 22.2,
        "bid_qty1": 2522,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000513:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000513",
      "name": "丽珠集团",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 29.99,
      "exec_low": 29.99,
      "exec_high": 30.44,
      "invalid_price": 29.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.89,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.54,
      "entry_zone_high": 30.44,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0629,
        "prev_amount_yi": 0.0296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.125,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 28.9,
            "high": 28.9,
            "low": 28.9,
            "close": 28.9,
            "amount_yi": 0.0051
          },
          {
            "time": "11:04",
            "open": 28.89,
            "high": 28.89,
            "low": 28.89,
            "close": 28.89,
            "amount_yi": 0.0064
          },
          {
            "time": "11:05",
            "open": 28.89,
            "high": 28.89,
            "low": 28.89,
            "close": 28.89,
            "amount_yi": 0.0019
          },
          {
            "time": "11:08",
            "open": 28.86,
            "high": 28.86,
            "low": 28.86,
            "close": 28.86,
            "amount_yi": 0.036
          },
          {
            "time": "11:11",
            "open": 28.86,
            "high": 28.86,
            "low": 28.86,
            "close": 28.86,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.86,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 29.88,
        "open": 29.52,
        "high": 29.76,
        "low": 28.85,
        "bid1": 28.85,
        "ask1": 28.87,
        "bid_qty1": 43,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002007:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002007:VWAP_RECLAIM",
      "symbol": "SZSE.002007",
      "name": "华兰生物",
      "side": "BUY",
      "priority": "W98",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.69,
      "exec_low": 12.88,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2600,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0484,
        "prev_amount_yi": 0.0413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 12.22,
            "high": 12.22,
            "low": 12.22,
            "close": 12.22,
            "amount_yi": 0.0046
          },
          {
            "time": "11:04",
            "open": 12.2,
            "high": 12.2,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0043
          },
          {
            "time": "11:05",
            "open": 12.21,
            "high": 12.21,
            "low": 12.21,
            "close": 12.21,
            "amount_yi": 0.0005
          },
          {
            "time": "11:08",
            "open": 12.18,
            "high": 12.18,
            "low": 12.18,
            "close": 12.18,
            "amount_yi": 0.0215
          },
          {
            "time": "11:11",
            "open": 12.18,
            "high": 12.18,
            "low": 12.18,
            "close": 12.18,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.18,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 12.68,
        "open": 12.6,
        "high": 12.6,
        "low": 12.17,
        "bid1": 12.18,
        "ask1": 12.19,
        "bid_qty1": 337,
        "ask_qty1": 87
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688520:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688520:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688520",
      "name": "神州细胞",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.93,
      "exec_low": 35.93,
      "exec_high": 36.47,
      "invalid_price": 34.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "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": 0.0346,
        "prev_amount_yi": 0.0264,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 34.13,
            "high": 34.13,
            "low": 34.13,
            "close": 34.13,
            "amount_yi": 0.004
          },
          {
            "time": "11:04",
            "open": 34.13,
            "high": 34.13,
            "low": 34.13,
            "close": 34.13,
            "amount_yi": 0.0071
          },
          {
            "time": "11:05",
            "open": 34.15,
            "high": 34.15,
            "low": 34.15,
            "close": 34.15,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 34.08,
            "high": 34.08,
            "low": 34.08,
            "close": 34.08,
            "amount_yi": 0.0085
          },
          {
            "time": "11:11",
            "open": 34.21,
            "high": 34.21,
            "low": 34.21,
            "close": 34.21,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.2,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 35.3,
        "open": 35.29,
        "high": 35.5,
        "low": 34.05,
        "bid1": 34.18,
        "ask1": 34.2,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002603:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002603:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002603",
      "name": "以岭药业",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.55,
      "exec_low": 15.55,
      "exec_high": 15.78,
      "invalid_price": 15.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2100,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.32,
      "entry_zone_high": 15.78,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0496,
        "prev_amount_yi": 0.0969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5119,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 14.95,
            "high": 14.95,
            "low": 14.95,
            "close": 14.95,
            "amount_yi": 0.0067
          },
          {
            "time": "11:04",
            "open": 14.93,
            "high": 14.93,
            "low": 14.93,
            "close": 14.93,
            "amount_yi": 0.0073
          },
          {
            "time": "11:05",
            "open": 14.94,
            "high": 14.94,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 14.94,
            "high": 14.94,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0215
          },
          {
            "time": "11:11",
            "open": 14.94,
            "high": 14.94,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.94,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 15.54,
        "open": 15.46,
        "high": 15.46,
        "low": 14.92,
        "bid1": 14.93,
        "ask1": 14.94,
        "bid_qty1": 470,
        "ask_qty1": 170
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.5,
      "exec_low": 3.55,
      "exec_high": 3.55,
      "invalid_price": 3.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 9700,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.45,
      "entry_zone_high": 3.55,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0186,
        "prev_amount_yi": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.241,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0002
          },
          {
            "time": "11:04",
            "open": 3.35,
            "high": 3.35,
            "low": 3.35,
            "close": 3.35,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0021
          },
          {
            "time": "11:08",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0153
          },
          {
            "time": "11:11",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.35,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 3.46,
        "open": 3.43,
        "high": 3.47,
        "low": 3.34,
        "bid1": 3.34,
        "ask1": 3.35,
        "bid_qty1": 2930,
        "ask_qty1": 892
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.28,
      "exec_low": 13.28,
      "exec_high": 13.48,
      "invalid_price": 12.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2500,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.08,
      "entry_zone_high": 13.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.057,
        "prev_amount_yi": 0.0316,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.0027
          },
          {
            "time": "11:04",
            "open": 12.81,
            "high": 12.81,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0091
          },
          {
            "time": "11:05",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.0009
          },
          {
            "time": "11:08",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.0394
          },
          {
            "time": "11:11",
            "open": 12.81,
            "high": 12.81,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.81,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 13.27,
        "open": 13.18,
        "high": 13.2,
        "low": 12.78,
        "bid1": 12.81,
        "ask1": 12.82,
        "bid_qty1": 49,
        "ask_qty1": 136
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000999:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000999:VWAP_RECLAIM",
      "symbol": "SZSE.000999",
      "name": "华润三九",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.26,
      "exec_low": 23.61,
      "exec_high": 23.61,
      "invalid_price": 22.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.91,
      "entry_zone_high": 23.61,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0598,
        "prev_amount_yi": 0.0774,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 22.42,
            "high": 22.42,
            "low": 22.42,
            "close": 22.42,
            "amount_yi": 0.0143
          },
          {
            "time": "11:04",
            "open": 22.44,
            "high": 22.44,
            "low": 22.44,
            "close": 22.44,
            "amount_yi": 0.0117
          },
          {
            "time": "11:05",
            "open": 22.45,
            "high": 22.45,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0013
          },
          {
            "time": "11:08",
            "open": 22.48,
            "high": 22.48,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0217
          },
          {
            "time": "11:11",
            "open": 22.48,
            "high": 22.48,
            "low": 22.48,
            "close": 22.48,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.5,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 23.25,
        "open": 22.88,
        "high": 23.04,
        "low": 22.4,
        "bid1": 22.5,
        "ask1": 22.51,
        "bid_qty1": 18,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688278:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.688278:VWAP_RECLAIM",
      "symbol": "SHSE.688278",
      "name": "特宝生物",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.0,
      "exec_low": 56.84,
      "exec_high": 56.84,
      "invalid_price": 54.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "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": 0.0487,
        "prev_amount_yi": 0.0627,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7767,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 53.32,
            "high": 53.32,
            "low": 53.32,
            "close": 53.32,
            "amount_yi": 0.0047
          },
          {
            "time": "11:04",
            "open": 53.16,
            "high": 53.16,
            "low": 53.16,
            "close": 53.16,
            "amount_yi": 0.0147
          },
          {
            "time": "11:05",
            "open": 53.28,
            "high": 53.28,
            "low": 53.28,
            "close": 53.28,
            "amount_yi": 0.0087
          },
          {
            "time": "11:08",
            "open": 53.31,
            "high": 53.31,
            "low": 53.31,
            "close": 53.31,
            "amount_yi": 0.0133
          },
          {
            "time": "11:11",
            "open": 53.2,
            "high": 53.2,
            "low": 53.2,
            "close": 53.2,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.26,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 55.4,
        "open": 55.26,
        "high": 55.88,
        "low": 53.03,
        "bid1": 53.22,
        "ask1": 53.24,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603456:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603456:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603456",
      "name": "九洲药业",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.64,
      "exec_low": 13.64,
      "exec_high": 13.84,
      "invalid_price": 13.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.44,
      "entry_zone_high": 13.84,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0586,
        "prev_amount_yi": 0.0902,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 13.66,
            "high": 13.66,
            "low": 13.66,
            "close": 13.66,
            "amount_yi": 0.0215
          },
          {
            "time": "11:04",
            "open": 13.66,
            "high": 13.66,
            "low": 13.66,
            "close": 13.66,
            "amount_yi": 0.0093
          },
          {
            "time": "11:05",
            "open": 13.65,
            "high": 13.65,
            "low": 13.65,
            "close": 13.65,
            "amount_yi": 0.0042
          },
          {
            "time": "11:08",
            "open": 13.64,
            "high": 13.64,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0129
          },
          {
            "time": "11:11",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.63,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 13.58,
        "open": 13.66,
        "high": 13.83,
        "low": 13.51,
        "bid1": 13.63,
        "ask1": 13.64,
        "bid_qty1": 53,
        "ask_qty1": 314
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603858:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603858:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603858",
      "name": "步长制药",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.27,
      "exec_low": 15.27,
      "exec_high": 15.5,
      "invalid_price": 14.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2200,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.04,
      "entry_zone_high": 15.5,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0242,
        "prev_amount_yi": 0.0312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 14.63,
            "high": 14.63,
            "low": 14.63,
            "close": 14.63,
            "amount_yi": 0.0035
          },
          {
            "time": "11:04",
            "open": 14.63,
            "high": 14.63,
            "low": 14.63,
            "close": 14.63,
            "amount_yi": 0.0041
          },
          {
            "time": "11:05",
            "open": 14.63,
            "high": 14.63,
            "low": 14.63,
            "close": 14.63,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 14.61,
            "high": 14.61,
            "low": 14.61,
            "close": 14.61,
            "amount_yi": 0.0082
          },
          {
            "time": "11:11",
            "open": 14.61,
            "high": 14.61,
            "low": 14.61,
            "close": 14.61,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.61,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 15.21,
        "open": 15.16,
        "high": 15.2,
        "low": 14.58,
        "bid1": 14.61,
        "ask1": 14.63,
        "bid_qty1": 43,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300540:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300540:VWAP_RECLAIM",
      "symbol": "SZSE.300540",
      "name": "蜀道装备",
      "side": "BUY",
      "priority": "W107",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.11,
      "exec_low": 34.62,
      "exec_high": 34.62,
      "invalid_price": 33.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.6,
      "entry_zone_high": 34.62,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2542,
        "prev_amount_yi": 0.1759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 35.19,
            "high": 35.19,
            "low": 35.19,
            "close": 35.19,
            "amount_yi": 0.0769
          },
          {
            "time": "11:04",
            "open": 35.07,
            "high": 35.07,
            "low": 35.07,
            "close": 35.07,
            "amount_yi": 0.0632
          },
          {
            "time": "11:05",
            "open": 35.01,
            "high": 35.01,
            "low": 35.01,
            "close": 35.01,
            "amount_yi": 0.012
          },
          {
            "time": "11:08",
            "open": 34.94,
            "high": 34.94,
            "low": 34.94,
            "close": 34.94,
            "amount_yi": 0.0575
          },
          {
            "time": "11:11",
            "open": 34.97,
            "high": 34.97,
            "low": 34.97,
            "close": 34.97,
            "amount_yi": 0.0446
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.91,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 31.58,
        "open": 32.27,
        "high": 35.58,
        "low": 32.27,
        "bid1": 34.91,
        "ask1": 34.92,
        "bid_qty1": 7,
        "ask_qty1": 90
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301047:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301047:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301047",
      "name": "义翘神州",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 65.2,
      "exec_low": 65.2,
      "exec_high": 66.18,
      "invalid_price": 63.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.22,
      "entry_zone_high": 66.18,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0138,
        "prev_amount_yi": 0.0129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0698,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 63.51,
            "high": 63.51,
            "low": 63.51,
            "close": 63.51,
            "amount_yi": 0.0027
          },
          {
            "time": "11:04",
            "open": 63.46,
            "high": 63.46,
            "low": 63.46,
            "close": 63.46,
            "amount_yi": 0.0022
          },
          {
            "time": "11:05",
            "open": 63.47,
            "high": 63.47,
            "low": 63.47,
            "close": 63.47,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 63.42,
            "high": 63.42,
            "low": 63.42,
            "close": 63.42,
            "amount_yi": 0.0037
          },
          {
            "time": "11:11",
            "open": 63.37,
            "high": 63.37,
            "low": 63.37,
            "close": 63.37,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.37,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 64.74,
        "open": 63.93,
        "high": 64.8,
        "low": 63.2,
        "bid1": 63.37,
        "ask1": 63.41,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.000597:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000597:VWAP_RECLAIM",
      "symbol": "SZSE.000597",
      "name": "东北制药",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.44,
      "exec_low": 4.51,
      "exec_high": 4.51,
      "invalid_price": 4.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 7700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.37,
      "entry_zone_high": 4.51,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0104,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 4.22,
            "high": 4.22,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.001
          },
          {
            "time": "11:04",
            "open": 4.22,
            "high": 4.22,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 4.22,
            "high": 4.22,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 4.21,
            "high": 4.21,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.0074
          },
          {
            "time": "11:11",
            "open": 4.21,
            "high": 4.21,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.21,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 4.4,
        "open": 4.39,
        "high": 4.4,
        "low": 4.21,
        "bid1": 4.21,
        "ask1": 4.22,
        "bid_qty1": 2082,
        "ask_qty1": 1139
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603392:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.603392:VWAP_RECLAIM",
      "symbol": "SHSE.603392",
      "name": "万泰生物",
      "side": "BUY",
      "priority": "W110",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.96,
      "exec_low": 28.38,
      "exec_high": 28.38,
      "invalid_price": 27.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1200,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.54,
      "entry_zone_high": 28.38,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0519,
        "prev_amount_yi": 0.0296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7534,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 26.82,
            "high": 26.82,
            "low": 26.82,
            "close": 26.82,
            "amount_yi": 0.0088
          },
          {
            "time": "11:04",
            "open": 26.8,
            "high": 26.8,
            "low": 26.8,
            "close": 26.8,
            "amount_yi": 0.0037
          },
          {
            "time": "11:05",
            "open": 26.82,
            "high": 26.82,
            "low": 26.82,
            "close": 26.82,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 26.71,
            "high": 26.71,
            "low": 26.71,
            "close": 26.71,
            "amount_yi": 0.0321
          },
          {
            "time": "11:11",
            "open": 26.71,
            "high": 26.71,
            "low": 26.71,
            "close": 26.71,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.71,
        "ts": "2026-06-30T11:12:46",
        "prev_close": 27.28,
        "open": 27.11,
        "high": 27.49,
        "low": 26.62,
        "bid1": 26.71,
        "ask1": 26.72,
        "bid_qty1": 16,
        "ask_qty1": 160
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688302:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688302:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.42,
      "exec_low": 35.42,
      "exec_high": 35.95,
      "invalid_price": 34.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "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": 0.019,
        "prev_amount_yi": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 34.92,
            "high": 34.92,
            "low": 34.92,
            "close": 34.92,
            "amount_yi": 0.0077
          },
          {
            "time": "11:02",
            "open": 34.98,
            "high": 34.98,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0012
          },
          {
            "time": "11:04",
            "open": 34.93,
            "high": 34.93,
            "low": 34.93,
            "close": 34.93,
            "amount_yi": 0.0033
          },
          {
            "time": "11:08",
            "open": 34.97,
            "high": 34.97,
            "low": 34.97,
            "close": 34.97,
            "amount_yi": 0.0058
          },
          {
            "time": "11:11",
            "open": 34.9,
            "high": 34.9,
            "low": 34.9,
            "close": 34.9,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.83,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 35.05,
        "open": 34.91,
        "high": 36.53,
        "low": 34.64,
        "bid1": 34.84,
        "ask1": 34.89,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300813:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300813:VWAP_RECLAIM",
      "symbol": "SZSE.300813",
      "name": "泰林生物",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.41,
      "exec_low": 19.7,
      "exec_high": 19.7,
      "invalid_price": 18.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1700,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.12,
      "entry_zone_high": 19.7,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0054,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 19.01,
            "high": 19.01,
            "low": 19.01,
            "close": 19.01,
            "amount_yi": 0.0017
          },
          {
            "time": "11:04",
            "open": 18.98,
            "high": 18.98,
            "low": 18.98,
            "close": 18.98,
            "amount_yi": 0.0016
          },
          {
            "time": "11:05",
            "open": 18.97,
            "high": 18.97,
            "low": 18.97,
            "close": 18.97,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 18.97,
            "high": 18.97,
            "low": 18.97,
            "close": 18.97,
            "amount_yi": 0.0011
          },
          {
            "time": "11:11",
            "open": 18.94,
            "high": 18.94,
            "low": 18.94,
            "close": 18.94,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.94,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 19.06,
        "open": 18.91,
        "high": 19.25,
        "low": 18.44,
        "bid1": 18.93,
        "ask1": 18.94,
        "bid_qty1": 35,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.301333:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301333:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301333",
      "name": "诺思格",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 53.5,
      "exec_low": 53.5,
      "exec_high": 54.3,
      "invalid_price": 51.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 55.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.7,
      "entry_zone_high": 54.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0402,
        "prev_amount_yi": 0.0381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 49.97,
            "high": 49.97,
            "low": 49.97,
            "close": 49.97,
            "amount_yi": 0.009
          },
          {
            "time": "11:04",
            "open": 49.95,
            "high": 49.95,
            "low": 49.95,
            "close": 49.95,
            "amount_yi": 0.0032
          },
          {
            "time": "11:05",
            "open": 50.0,
            "high": 50.0,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0013
          },
          {
            "time": "11:08",
            "open": 50.1,
            "high": 50.1,
            "low": 50.1,
            "close": 50.1,
            "amount_yi": 0.0148
          },
          {
            "time": "11:11",
            "open": 49.95,
            "high": 49.95,
            "low": 49.95,
            "close": 49.95,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.85,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 52.67,
        "open": 51.35,
        "high": 51.94,
        "low": 49.65,
        "bid1": 49.83,
        "ask1": 49.85,
        "bid_qty1": 11,
        "ask_qty1": 103
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688247:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688247:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688247",
      "name": "宣泰医药",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.76,
      "exec_low": 7.76,
      "exec_high": 7.88,
      "invalid_price": 7.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 4400,
      "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": 0.0066,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0003
          },
          {
            "time": "11:04",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0013
          },
          {
            "time": "11:08",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0023
          },
          {
            "time": "11:11",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.45,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 7.68,
        "open": 7.66,
        "high": 7.66,
        "low": 7.44,
        "bid1": 7.44,
        "ask1": 7.45,
        "bid_qty1": 167,
        "ask_qty1": 103
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.300122:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.300122:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300122",
      "name": "智飞生物",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.04,
      "exec_low": 12.04,
      "exec_high": 12.22,
      "invalid_price": 11.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2800,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.86,
      "entry_zone_high": 12.22,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0609,
        "prev_amount_yi": 0.0806,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7556,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 11.7,
            "high": 11.7,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0094
          },
          {
            "time": "11:04",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0123
          },
          {
            "time": "11:05",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0024
          },
          {
            "time": "11:08",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0237
          },
          {
            "time": "11:11",
            "open": 11.66,
            "high": 11.66,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.66,
        "ts": "2026-06-30T11:12:48",
        "prev_close": 12.02,
        "open": 11.88,
        "high": 11.98,
        "low": 11.64,
        "bid1": 11.66,
        "ask1": 11.67,
        "bid_qty1": 240,
        "ask_qty1": 232
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SZSE.002550:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002550:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002550",
      "name": "千红制药",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.44,
      "exec_low": 6.44,
      "exec_high": 6.54,
      "invalid_price": 6.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 5200,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.34,
      "entry_zone_high": 6.54,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0403,
        "prev_amount_yi": 0.0401,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.005,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0097
          },
          {
            "time": "11:04",
            "open": 6.19,
            "high": 6.19,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.0098
          },
          {
            "time": "11:05",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0152
          },
          {
            "time": "11:11",
            "open": 6.19,
            "high": 6.19,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.19,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 6.38,
        "open": 6.37,
        "high": 6.37,
        "low": 6.16,
        "bid1": 6.18,
        "ask1": 6.19,
        "bid_qty1": 670,
        "ask_qty1": 763
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.688276:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688276:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688276",
      "name": "百克生物",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.35,
      "exec_low": 14.35,
      "exec_high": 14.57,
      "invalid_price": 13.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2300,
      "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": 0.0111,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 13.84,
            "high": 13.84,
            "low": 13.84,
            "close": 13.84,
            "amount_yi": 0.0016
          },
          {
            "time": "11:04",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.0021
          },
          {
            "time": "11:05",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0036
          },
          {
            "time": "11:11",
            "open": 13.77,
            "high": 13.77,
            "low": 13.77,
            "close": 13.77,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.77,
        "ts": "2026-06-30T11:12:50",
        "prev_close": 14.35,
        "open": 14.35,
        "high": 14.35,
        "low": 13.76,
        "bid1": 13.77,
        "ask1": 13.78,
        "bid_qty1": 34,
        "ask_qty1": 74
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.601607:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.601607:VWAP_RECLAIM",
      "symbol": "SHSE.601607",
      "name": "上海医药",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.92,
      "exec_low": 16.16,
      "exec_high": 16.16,
      "invalid_price": 15.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 2100,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.68,
      "entry_zone_high": 16.16,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0466,
        "prev_amount_yi": 0.0878,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 15.44,
            "high": 15.44,
            "low": 15.44,
            "close": 15.44,
            "amount_yi": 0.0061
          },
          {
            "time": "11:04",
            "open": 15.44,
            "high": 15.44,
            "low": 15.44,
            "close": 15.44,
            "amount_yi": 0.0102
          },
          {
            "time": "11:05",
            "open": 15.44,
            "high": 15.44,
            "low": 15.44,
            "close": 15.44,
            "amount_yi": 0.0009
          },
          {
            "time": "11:08",
            "open": 15.42,
            "high": 15.42,
            "low": 15.42,
            "close": 15.42,
            "amount_yi": 0.026
          },
          {
            "time": "11:11",
            "open": 15.43,
            "high": 15.43,
            "low": 15.43,
            "close": 15.43,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.42,
        "ts": "2026-06-30T11:12:49",
        "prev_close": 15.88,
        "open": 15.89,
        "high": 15.9,
        "low": 15.42,
        "bid1": 15.42,
        "ask1": 15.43,
        "bid_qty1": 842,
        "ask_qty1": 502
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260629:20260630:SHSE.603538:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603538:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603538",
      "name": "美诺华",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.2,
      "exec_low": 35.2,
      "exec_high": 35.73,
      "invalid_price": 34.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-30T11:12:52",
      "sim_reason": "quote_stale_lock",
      "qty": 1000,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.67,
      "entry_zone_high": 35.73,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1937,
        "prev_amount_yi": 0.2952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:02",
            "open": 32.62,
            "high": 32.62,
            "low": 32.62,
            "close": 32.62,
            "amount_yi": 0.0367
          },
          {
            "time": "11:04",
            "open": 32.52,
            "high": 32.52,
            "low": 32.52,
            "close": 32.52,
            "amount_yi": 0.0342
          },
          {
            "time": "11:05",
            "open": 32.55,
            "high": 32.55,
            "low": 32.55,
            "close": 32.55,
            "amount_yi": 0.0019
          },
          {
            "time": "11:08",
            "open": 32.45,
            "high": 32.45,
            "low": 32.45,
            "close": 32.45,
            "amount_yi": 0.0794
          },
          {
            "time": "11:11",
            "open": 32.48,
            "high": 32.48,
            "low": 32.48,
            "close": 32.48,
            "amount_yi": 0.0415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86919.76,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.5,
        "ts": "2026-06-30T11:12:51",
        "prev_close": 34.26,
        "open": 33.58,
        "high": 33.85,
        "low": 32.41,
        "bid1": 32.49,
        "ask1": 32.5,
        "bid_qty1": 96,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 630357.0,
    "market_value": 456148.0,
    "total_value": 1086505.0,
    "unrealized_pnl": 74407.99999999997,
    "unrealized_pnl_pct_of_initial": 7.440799999999998,
    "realized_pnl": 12097.00000000003,
    "realized_pnl_pct_of_initial": 1.2097000000000029,
    "total_pnl": 86505.0,
    "total_pnl_pct": 8.650500000000005
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 2000,
      "sellable_qty": 1800,
      "avg_cost": 110.65,
      "last_price": 128.45,
      "market_value": 256899.99999999997,
      "unrealized_pnl": 35599.99999999996,
      "unrealized_pnl_pct": 16.086760054225024,
      "updated_at": "2026-06-30T11:12:52",
      "prev_close": 128.77,
      "holding_days": 10,
      "position_pct_of_total": 23.644621975968818
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 80.3,
      "last_price": 103.06,
      "market_value": 164896.0,
      "unrealized_pnl": 36416.00000000001,
      "unrealized_pnl_pct": 28.343711083437118,
      "updated_at": "2026-06-30T11:12:52",
      "prev_close": 103.25,
      "holding_days": 6,
      "position_pct_of_total": 15.176736416307335
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 400,
      "avg_cost": 39.95,
      "last_price": 42.94,
      "market_value": 34352.0,
      "unrealized_pnl": 2391.999999999996,
      "unrealized_pnl_pct": 7.484355444305368,
      "updated_at": "2026-06-30T11:12:52",
      "prev_close": 43.18,
      "holding_days": 9,
      "position_pct_of_total": 3.1616973690871184
    }
  ],
  "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
    },
    {
      "amount": 17280.0,
      "base_exec_high": 43.55,
      "cash_before_order": 673565.0,
      "chase_ceiling": null,
      "current_position_value": 17280.0,
      "decision": "position_add",
      "dynamic_exec_high": 43.55,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 43.55,
      "entry_zone_low": 40.68,
      "event_id": "20260629:20260630:SHSE.600353:POSITION_TREND_ADD:BUY",
      "exec_high": 43.55,
      "exec_low": 40.68,
      "intraday_vwap": 40.6759,
      "invalid_price": 42.12,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "旭光电子",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260629",
      "plan_id": "20260629:SHSE.600353:POSITION_TREND_ADD",
      "price": 43.2,
      "price_vs_vwap_pct": 6.2054,
      "qty": 400,
      "quote_ask1": 43.2,
      "quote_ask_qty1": 712,
      "quote_bid1": 43.19,
      "quote_bid_qty1": 45,
      "quote_high": 43.3,
      "quote_last": 43.2,
      "quote_low": 38.87,
      "quote_open": 42.64,
      "quote_prev_close": 43.18,
      "quote_ts": "2026-06-30T10:37:46",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 400,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct_t0_protection_capped",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SHSE.600353",
      "t0_protection_qty_cap": 400,
      "target_amount": 217367.8,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": null,
      "trade_date": "20260630",
      "trigger_price": 43.2,
      "ts": "2026-06-30T10:37:51",
      "id": 9
    },
    {
      "amount": 25927.999999999996,
      "base_exec_high": 130.68,
      "cash_before_order": 656285.0,
      "chase_ceiling": 130.68,
      "current_position_value": 233352.0,
      "decision": "position_add",
      "dynamic_exec_high": 130.68,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": null,
      "entry_zone_high": 130.68,
      "entry_zone_low": 127.71,
      "event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "exec_high": 130.68,
      "exec_low": 127.71,
      "intraday_vwap": 127.71,
      "invalid_price": 126.4,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "上海新阳",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260629",
      "plan_id": "20260629:SZSE.300236:CORE_TREND_TACTICAL_ADD",
      "price": 129.64,
      "price_vs_vwap_pct": 1.5124,
      "qty": 200,
      "quote_ask1": 129.64,
      "quote_ask_qty1": 3,
      "quote_bid1": 129.58,
      "quote_bid_qty1": 2,
      "quote_high": 131.95,
      "quote_last": 129.64,
      "quote_low": 123.0,
      "quote_open": 129.5,
      "quote_prev_close": 128.77,
      "quote_ts": "2026-06-30T10:38:21",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 1800,
      "side": "BUY",
      "sim_reason": "core_profit_position_tactical_add",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 24.4535,
      "symbol": "SZSE.300236",
      "t0_protection_qty_cap": 1800,
      "target_amount": 265982.92,
      "target_position_pct": 24.4535,
      "template_key": "CORE_TREND_TACTICAL_ADD",
      "theme": null,
      "trade_date": "20260630",
      "trigger_price": 129.64,
      "ts": "2026-06-30T10:38:23",
      "id": 10
    }
  ],
  "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": "quote_stale,wait_for_intraday_style_confirmation"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 4,
    "filled_official_orders": 2,
    "position_add_signals": 0,
    "position_add_filled": 2,
    "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
  }
}