{
  "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": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4361,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1902,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "氦气概念",
          "count": 6,
          "top_symbols": [
            "SZSE.300540",
            "SHSE.688596",
            "SHSE.688548",
            "SHSE.600378",
            "SHSE.688106"
          ],
          "top_return_pct": 20.0127
        },
        {
          "theme": "中芯产业链 / 半导体设备材料",
          "count": 3,
          "top_symbols": [
            "SHSE.688233",
            "SHSE.688037",
            "SHSE.688432"
          ],
          "top_return_pct": 12.17
        },
        {
          "theme": "创新药",
          "count": 3,
          "top_symbols": [
            "SZSE.000566",
            "SZSE.002653",
            "SZSE.002038"
          ],
          "top_return_pct": 9.9119
        },
        {
          "theme": "数据安全",
          "count": 2,
          "top_symbols": [
            "SZSE.002808",
            "SZSE.300419"
          ],
          "top_return_pct": 10.5263
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.688596",
        "SHSE.688578"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 20.012666244458522,
          "last": 37.9,
          "vwap": 35.20294088159516,
          "above_vwap": true,
          "amount": 1257026613.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 19.484457922668685,
          "last": 78.8,
          "vwap": 74.19922011250861,
          "above_vwap": true,
          "amount": 4464050425.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.437367303609339,
          "last": 32.34,
          "vwap": 32.822368838312265,
          "above_vwap": false,
          "amount": 467830352.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.28221122822113,
          "last": 52.2,
          "vwap": 49.40610289168935,
          "above_vwap": true,
          "amount": 3091474786.0
        },
        {
          "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": 12.170020068954868,
          "last": 217.98,
          "vwap": 204.1040778581272,
          "above_vwap": true,
          "amount": 4043528542.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 11.125827814569544,
          "last": 16.78,
          "vwap": 16.117484118369532,
          "above_vwap": true,
          "amount": 83316707.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20467286661143333,
          "above_vwap": true,
          "amount": 4940803.0
        },
        {
          "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": 10.474426984285866,
          "last": 441.5,
          "vwap": 423.531172031114,
          "above_vwap": true,
          "amount": 4092543174.0
        },
        {
          "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": 72.95433731654252,
          "above_vwap": true,
          "amount": 7437300736.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.99077774362127,
          "last": 35.78,
          "vwap": 33.93377745507352,
          "above_vwap": true,
          "amount": 1364670614.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.911894273127754,
          "last": 4.99,
          "vwap": 4.7519113741583,
          "above_vwap": true,
          "amount": 884455682.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.51730454063433,
          "last": 225.13,
          "vwap": 217.0840777392855,
          "above_vwap": true,
          "amount": 9568653687.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.4361,
        "active_up_ratio": 0.5385,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 10,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "中芯产业链 / 半导体设备材料",
        "dominant_theme_share": 0.1902,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "氦气概念",
            "count": 6,
            "top_symbols": [
              "SZSE.300540",
              "SHSE.688596",
              "SHSE.688548",
              "SHSE.600378",
              "SHSE.688106"
            ],
            "top_return_pct": 20.0127
          },
          {
            "theme": "中芯产业链 / 半导体设备材料",
            "count": 3,
            "top_symbols": [
              "SHSE.688233",
              "SHSE.688037",
              "SHSE.688432"
            ],
            "top_return_pct": 12.17
          },
          {
            "theme": "创新药",
            "count": 3,
            "top_symbols": [
              "SZSE.000566",
              "SZSE.002653",
              "SZSE.002038"
            ],
            "top_return_pct": 9.9119
          },
          {
            "theme": "数据安全",
            "count": 2,
            "top_symbols": [
              "SZSE.002808",
              "SZSE.300419"
            ],
            "top_return_pct": 10.5263
          }
        ],
        "structural_symbol_whitelist": [
          "SHSE.688596",
          "SHSE.688578"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "sample_rows": [
          {
            "symbol": "SZSE.300540",
            "name": "蜀道装备",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 20.012666244458522,
            "last": 37.9,
            "vwap": 35.20294088159516,
            "above_vwap": true,
            "amount": 1257026613.0
          },
          {
            "symbol": "SHSE.688596",
            "name": "正帆科技",
            "theme": "氦气概念",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 19.484457922668685,
            "last": 78.8,
            "vwap": 74.19922011250861,
            "above_vwap": true,
            "amount": 4464050425.0
          },
          {
            "symbol": "SZSE.301520",
            "name": "万邦医药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 14.437367303609339,
            "last": 32.34,
            "vwap": 32.822368838312265,
            "above_vwap": false,
            "amount": 467830352.0
          },
          {
            "symbol": "SHSE.688548",
            "name": "广钢气体",
            "theme": "氦气概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 12.28221122822113,
            "last": 52.2,
            "vwap": 49.40610289168935,
            "above_vwap": true,
            "amount": 3091474786.0
          },
          {
            "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": 12.170020068954868,
            "last": 217.98,
            "vwap": 204.1040778581272,
            "above_vwap": true,
            "amount": 4043528542.0
          },
          {
            "symbol": "SHSE.688670",
            "name": "金迪克",
            "theme": "病毒防治",
            "paper_scope": "active",
            "priority": 6,
            "ret_pct": 11.125827814569544,
            "last": 16.78,
            "vwap": 16.117484118369532,
            "above_vwap": true,
            "amount": 83316707.0
          },
          {
            "symbol": "SZSE.002808",
            "name": "恒久退",
            "theme": "数据安全",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.526315789473673,
            "last": 0.21,
            "vwap": 0.20467286661143333,
            "above_vwap": true,
            "amount": 4940803.0
          },
          {
            "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": 10.474426984285866,
            "last": 441.5,
            "vwap": 423.531172031114,
            "above_vwap": true,
            "amount": 4092543174.0
          },
          {
            "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": 72.95433731654252,
            "above_vwap": true,
            "amount": 7437300736.0
          },
          {
            "symbol": "SHSE.600363",
            "name": "联创光电",
            "theme": "全息技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.99077774362127,
            "last": 35.78,
            "vwap": 33.93377745507352,
            "above_vwap": true,
            "amount": 1364670614.0
          },
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "创新药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.911894273127754,
            "last": 4.99,
            "vwap": 4.7519113741583,
            "above_vwap": true,
            "amount": 884455682.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "工业气体",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.51730454063433,
            "last": 225.13,
            "vwap": 217.0840777392855,
            "above_vwap": true,
            "amount": 9568653687.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4361,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1902,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "氦气概念",
          "count": 6,
          "top_symbols": [
            "SZSE.300540",
            "SHSE.688596",
            "SHSE.688548",
            "SHSE.600378",
            "SHSE.688106"
          ],
          "top_return_pct": 20.0127
        },
        {
          "theme": "中芯产业链 / 半导体设备材料",
          "count": 3,
          "top_symbols": [
            "SHSE.688233",
            "SHSE.688037",
            "SHSE.688432"
          ],
          "top_return_pct": 12.17
        },
        {
          "theme": "创新药",
          "count": 3,
          "top_symbols": [
            "SZSE.000566",
            "SZSE.002653",
            "SZSE.002038"
          ],
          "top_return_pct": 9.9119
        },
        {
          "theme": "数据安全",
          "count": 2,
          "top_symbols": [
            "SZSE.002808",
            "SZSE.300419"
          ],
          "top_return_pct": 10.5263
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.688596",
        "SHSE.688578"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 20.012666244458522,
          "last": 37.9,
          "vwap": 35.20294088159516,
          "above_vwap": true,
          "amount": 1257026613.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 19.484457922668685,
          "last": 78.8,
          "vwap": 74.19922011250861,
          "above_vwap": true,
          "amount": 4464050425.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.437367303609339,
          "last": 32.34,
          "vwap": 32.822368838312265,
          "above_vwap": false,
          "amount": 467830352.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.28221122822113,
          "last": 52.2,
          "vwap": 49.40610289168935,
          "above_vwap": true,
          "amount": 3091474786.0
        },
        {
          "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": 12.170020068954868,
          "last": 217.98,
          "vwap": 204.1040778581272,
          "above_vwap": true,
          "amount": 4043528542.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 11.125827814569544,
          "last": 16.78,
          "vwap": 16.117484118369532,
          "above_vwap": true,
          "amount": 83316707.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20467286661143333,
          "above_vwap": true,
          "amount": 4940803.0
        },
        {
          "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": 10.474426984285866,
          "last": 441.5,
          "vwap": 423.531172031114,
          "above_vwap": true,
          "amount": 4092543174.0
        },
        {
          "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": 72.95433731654252,
          "above_vwap": true,
          "amount": 7437300736.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.99077774362127,
          "last": 35.78,
          "vwap": 33.93377745507352,
          "above_vwap": true,
          "amount": 1364670614.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.911894273127754,
          "last": 4.99,
          "vwap": 4.7519113741583,
          "above_vwap": true,
          "amount": 884455682.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.51730454063433,
          "last": 225.13,
          "vwap": 217.0840777392855,
          "above_vwap": true,
          "amount": 9568653687.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4361,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "中芯产业链 / 半导体设备材料",
      "dominant_theme_share": 0.1902,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "氦气概念",
          "count": 6,
          "top_symbols": [
            "SZSE.300540",
            "SHSE.688596",
            "SHSE.688548",
            "SHSE.600378",
            "SHSE.688106"
          ],
          "top_return_pct": 20.0127
        },
        {
          "theme": "中芯产业链 / 半导体设备材料",
          "count": 3,
          "top_symbols": [
            "SHSE.688233",
            "SHSE.688037",
            "SHSE.688432"
          ],
          "top_return_pct": 12.17
        },
        {
          "theme": "创新药",
          "count": 3,
          "top_symbols": [
            "SZSE.000566",
            "SZSE.002653",
            "SZSE.002038"
          ],
          "top_return_pct": 9.9119
        },
        {
          "theme": "数据安全",
          "count": 2,
          "top_symbols": [
            "SZSE.002808",
            "SZSE.300419"
          ],
          "top_return_pct": 10.5263
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.688596",
        "SHSE.688578"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.300540",
          "name": "蜀道装备",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 20.012666244458522,
          "last": 37.9,
          "vwap": 35.20294088159516,
          "above_vwap": true,
          "amount": 1257026613.0
        },
        {
          "symbol": "SHSE.688596",
          "name": "正帆科技",
          "theme": "氦气概念",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 19.484457922668685,
          "last": 78.8,
          "vwap": 74.19922011250861,
          "above_vwap": true,
          "amount": 4464050425.0
        },
        {
          "symbol": "SZSE.301520",
          "name": "万邦医药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.437367303609339,
          "last": 32.34,
          "vwap": 32.822368838312265,
          "above_vwap": false,
          "amount": 467830352.0
        },
        {
          "symbol": "SHSE.688548",
          "name": "广钢气体",
          "theme": "氦气概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.28221122822113,
          "last": 52.2,
          "vwap": 49.40610289168935,
          "above_vwap": true,
          "amount": 3091474786.0
        },
        {
          "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": 12.170020068954868,
          "last": 217.98,
          "vwap": 204.1040778581272,
          "above_vwap": true,
          "amount": 4043528542.0
        },
        {
          "symbol": "SHSE.688670",
          "name": "金迪克",
          "theme": "病毒防治",
          "paper_scope": "active",
          "priority": 6,
          "ret_pct": 11.125827814569544,
          "last": 16.78,
          "vwap": 16.117484118369532,
          "above_vwap": true,
          "amount": 83316707.0
        },
        {
          "symbol": "SZSE.002808",
          "name": "恒久退",
          "theme": "数据安全",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.526315789473673,
          "last": 0.21,
          "vwap": 0.20467286661143333,
          "above_vwap": true,
          "amount": 4940803.0
        },
        {
          "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": 10.474426984285866,
          "last": 441.5,
          "vwap": 423.531172031114,
          "above_vwap": true,
          "amount": 4092543174.0
        },
        {
          "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": 72.95433731654252,
          "above_vwap": true,
          "amount": 7437300736.0
        },
        {
          "symbol": "SHSE.600363",
          "name": "联创光电",
          "theme": "全息技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.99077774362127,
          "last": 35.78,
          "vwap": 33.93377745507352,
          "above_vwap": true,
          "amount": 1364670614.0
        },
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "创新药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.911894273127754,
          "last": 4.99,
          "vwap": 4.7519113741583,
          "above_vwap": true,
          "amount": 884455682.0
        },
        {
          "symbol": "SZSE.002409",
          "name": "雅克科技",
          "theme": "工业气体",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.51730454063433,
          "last": 225.13,
          "vwap": 217.0840777392855,
          "above_vwap": true,
          "amount": 9568653687.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-06-30T14:55:16",
  "signals": [
    {
      "event_id": "20260629:20260630:SZSE.000404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000404",
      "name": "长虹华意",
      "side": "BUY",
      "priority": "P0",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.15,
      "exec_low": 8.15,
      "exec_high": 8.39,
      "invalid_price": 7.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 3400,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.39,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.03,
      "entry_zone_high": 8.27,
      "entry_risk_pct": null,
      "intraday_vwap": 7.7851,
      "price_vs_vwap_pct": 1.219,
      "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": 0.0501,
        "prev_amount_yi": 0.0366,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 7.87,
            "high": 7.87,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0159
          },
          {
            "time": "14:54",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0199
          },
          {
            "time": "14:55",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0143
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 7.88,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 8.06,
        "open": 8.0,
        "high": 8.09,
        "low": 7.65,
        "bid1": 7.87,
        "ask1": 7.88,
        "bid_qty1": 1006,
        "ask_qty1": 1414
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301393:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301393:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301393",
      "name": "昊帆生物",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 64.9,
      "exec_low": 64.9,
      "exec_high": 66.85,
      "invalid_price": 62.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 400,
      "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": 3.0793,
      "intraday_vwap": 64.2378,
      "price_vs_vwap_pct": 1.1087,
      "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": 0.0282,
        "prev_amount_yi": 0.0365,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 64.8,
            "high": 64.82,
            "low": 64.8,
            "close": 64.82,
            "amount_yi": 0.0075
          },
          {
            "time": "14:54",
            "open": 64.88,
            "high": 64.89,
            "low": 64.88,
            "close": 64.89,
            "amount_yi": 0.0158
          },
          {
            "time": "14:55",
            "open": 64.95,
            "high": 64.95,
            "low": 64.95,
            "close": 64.95,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65762.7,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 64.95,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 63.1,
        "open": 62.54,
        "high": 65.88,
        "low": 61.6,
        "bid1": 64.94,
        "ask1": 64.95,
        "bid_qty1": 9,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300002:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300002:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300002",
      "name": "神州泰岳",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.23,
      "exec_low": 8.23,
      "exec_high": 8.48,
      "invalid_price": 7.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 3500,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 8.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 8.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.11,
      "entry_zone_high": 8.35,
      "entry_risk_pct": null,
      "intraday_vwap": 7.7013,
      "price_vs_vwap_pct": 1.5413,
      "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": 0.1111,
        "prev_amount_yi": 0.1258,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 7.81,
            "high": 7.82,
            "low": 7.81,
            "close": 7.82,
            "amount_yi": 0.0499
          },
          {
            "time": "14:54",
            "open": 7.8,
            "high": 7.81,
            "low": 7.8,
            "close": 7.81,
            "amount_yi": 0.0447
          },
          {
            "time": "14:55",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 7.82,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 7.9,
        "open": 7.95,
        "high": 7.95,
        "low": 7.53,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 2584,
        "ask_qty1": 1166
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688117:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688117:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688117",
      "name": "圣诺生物",
      "side": "BUY",
      "priority": "P3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 27.54,
      "exec_low": 27.54,
      "exec_high": 28.37,
      "invalid_price": 26.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1000,
      "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": 0.0272,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 27.06,
            "high": 27.06,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.0146
          },
          {
            "time": "14:54",
            "open": 27.01,
            "high": 27.04,
            "low": 27.01,
            "close": 27.04,
            "amount_yi": 0.0087
          },
          {
            "time": "14:55",
            "open": 27.04,
            "high": 27.04,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 27.04,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 26.78,
        "open": 26.86,
        "high": 27.24,
        "low": 26.0,
        "bid1": 27.04,
        "ask1": 27.05,
        "bid_qty1": 70,
        "ask_qty1": 110
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688596:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688596:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688596",
      "name": "正帆科技",
      "side": "BUY",
      "priority": "P4",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 67.46,
      "exec_low": 67.46,
      "exec_high": 69.48,
      "invalid_price": 65.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 300,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 69.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 69.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 66.45,
      "entry_zone_high": 68.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4901,
        "prev_amount_yi": 0.4324,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1334,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 78.79,
            "high": 78.79,
            "low": 78.77,
            "close": 78.77,
            "amount_yi": 0.2585
          },
          {
            "time": "14:54",
            "open": 78.67,
            "high": 78.86,
            "low": 78.67,
            "close": 78.86,
            "amount_yi": 0.1408
          },
          {
            "time": "14:55",
            "open": 78.8,
            "high": 78.8,
            "low": 78.8,
            "close": 78.8,
            "amount_yi": 0.0908
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 78.8,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 65.95,
        "open": 70.61,
        "high": 78.97,
        "low": 70.61,
        "bid1": 78.75,
        "ask1": 78.79,
        "bid_qty1": 30,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301087",
      "name": "可孚医疗",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.9,
      "exec_low": 48.9,
      "exec_high": 50.37,
      "invalid_price": 47.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 50.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 50.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 48.17,
      "entry_zone_high": 49.63,
      "entry_risk_pct": null,
      "intraday_vwap": 47.1554,
      "price_vs_vwap_pct": 1.1125,
      "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": 0.0131,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7557,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 47.65,
            "high": 47.65,
            "low": 47.65,
            "close": 47.65,
            "amount_yi": 0.0025
          },
          {
            "time": "14:54",
            "open": 47.62,
            "high": 47.66,
            "low": 47.62,
            "close": 47.66,
            "amount_yi": 0.0039
          },
          {
            "time": "14:55",
            "open": 47.68,
            "high": 47.68,
            "low": 47.68,
            "close": 47.68,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 47.68,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 47.62,
        "open": 47.79,
        "high": 48.0,
        "low": 46.05,
        "bid1": 47.62,
        "ask1": 47.68,
        "bid_qty1": 4,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688670:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688670:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688670",
      "name": "金迪克",
      "side": "BUY",
      "priority": "P6",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 15.5,
      "exec_low": 15.5,
      "exec_high": 15.96,
      "invalid_price": 15.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1600,
      "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": 0.0047,
        "prev_amount_yi": 0.0153,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 16.87,
            "high": 16.87,
            "low": 16.79,
            "close": 16.79,
            "amount_yi": 0.0021
          },
          {
            "time": "14:54",
            "open": 16.85,
            "high": 16.85,
            "low": 16.79,
            "close": 16.79,
            "amount_yi": 0.0025
          },
          {
            "time": "14:55",
            "open": 16.78,
            "high": 16.78,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 16.78,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 15.1,
        "open": 15.0,
        "high": 16.99,
        "low": 14.7,
        "bid1": 16.78,
        "ask1": 16.85,
        "bid_qty1": 30,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301257:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301257:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301257",
      "name": "普蕊斯",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 46.95,
      "exec_low": 46.95,
      "exec_high": 48.36,
      "invalid_price": 45.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 48.36,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.25,
      "entry_zone_high": 47.65,
      "entry_risk_pct": null,
      "intraday_vwap": 44.7127,
      "price_vs_vwap_pct": 1.5148,
      "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": 0.0529,
        "prev_amount_yi": 0.037,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 45.4,
            "high": 45.44,
            "low": 45.4,
            "close": 45.44,
            "amount_yi": 0.0182
          },
          {
            "time": "14:54",
            "open": 45.4,
            "high": 45.42,
            "low": 45.4,
            "close": 45.42,
            "amount_yi": 0.025
          },
          {
            "time": "14:55",
            "open": 45.39,
            "high": 45.39,
            "low": 45.39,
            "close": 45.39,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 45.39,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 46.25,
        "open": 45.03,
        "high": 46.15,
        "low": 43.78,
        "bid1": 45.39,
        "ask1": 45.4,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688578:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688578",
      "name": "艾力斯",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 108.0,
      "exec_low": 108.0,
      "exec_high": 111.24,
      "invalid_price": 104.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "official_entry_blocked_market_gate_not_passed",
      "qty": 200,
      "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": 4.215,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1652,
        "prev_amount_yi": 0.1159,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4254,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 109.32,
            "high": 109.39,
            "low": 109.32,
            "close": 109.39,
            "amount_yi": 0.0642
          },
          {
            "time": "14:54",
            "open": 109.37,
            "high": 109.39,
            "low": 109.37,
            "close": 109.39,
            "amount_yi": 0.0778
          },
          {
            "time": "14:55",
            "open": 109.37,
            "high": 109.37,
            "low": 109.37,
            "close": 109.37,
            "amount_yi": 0.0232
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65762.7,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 109.37,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 107.01,
        "open": 107.56,
        "high": 110.66,
        "low": 106.01,
        "bid1": 109.36,
        "ask1": 109.37,
        "bid_qty1": 27,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688566:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688566:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688566",
      "name": "吉贝尔",
      "side": "BUY",
      "priority": "P9",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.89,
      "exec_low": 25.89,
      "exec_high": 26.67,
      "invalid_price": 25.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 1000,
      "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": 0.0048,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9057,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 25.68,
            "high": 25.68,
            "low": 25.66,
            "close": 25.66,
            "amount_yi": 0.0035
          },
          {
            "time": "14:54",
            "open": 25.65,
            "high": 25.65,
            "low": 25.65,
            "close": 25.65,
            "amount_yi": 0.0011
          },
          {
            "time": "14:55",
            "open": 25.64,
            "high": 25.64,
            "low": 25.64,
            "close": 25.64,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 25.64,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 25.81,
        "open": 25.8,
        "high": 26.3,
        "low": 25.22,
        "bid1": 25.62,
        "ask1": 25.64,
        "bid_qty1": 10,
        "ask_qty1": 29
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300759:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300759:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300759",
      "name": "康龙化成",
      "side": "BUY",
      "priority": "P10",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 30.0,
      "exec_low": 30.0,
      "exec_high": 30.9,
      "invalid_price": 29.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 900,
      "prev_close": null,
      "theme": "CRO",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.9,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.55,
      "entry_zone_high": 30.45,
      "entry_risk_pct": null,
      "intraday_vwap": 28.8005,
      "price_vs_vwap_pct": 0.3802,
      "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": 0.2319,
        "prev_amount_yi": 0.2991,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7753,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 28.91,
            "high": 28.91,
            "low": 28.88,
            "close": 28.88,
            "amount_yi": 0.0753
          },
          {
            "time": "14:54",
            "open": 28.9,
            "high": 28.9,
            "low": 28.89,
            "close": 28.89,
            "amount_yi": 0.0848
          },
          {
            "time": "14:55",
            "open": 28.91,
            "high": 28.91,
            "low": 28.91,
            "close": 28.91,
            "amount_yi": 0.0718
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 28.91,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 28.8,
        "open": 28.28,
        "high": 29.48,
        "low": 28.06,
        "bid1": 28.9,
        "ask1": 28.91,
        "bid_qty1": 272,
        "ask_qty1": 845
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "P11",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.17,
      "exec_low": 33.17,
      "exec_high": 34.17,
      "invalid_price": 32.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "prev_close": null,
      "theme": "创新药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 34.17,
      "max_chase_pct": 3.0,
      "base_exec_high": 34.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.67,
      "entry_zone_high": 33.67,
      "entry_risk_pct": null,
      "intraday_vwap": 32.1164,
      "price_vs_vwap_pct": -0.6427,
      "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": 0.1391,
        "prev_amount_yi": 0.1941,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 31.94,
            "high": 31.94,
            "low": 31.92,
            "close": 31.92,
            "amount_yi": 0.0536
          },
          {
            "time": "14:54",
            "open": 31.93,
            "high": 31.93,
            "low": 31.92,
            "close": 31.92,
            "amount_yi": 0.0446
          },
          {
            "time": "14:55",
            "open": 31.91,
            "high": 31.91,
            "low": 31.91,
            "close": 31.91,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 31.91,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 32.9,
        "open": 32.95,
        "high": 32.97,
        "low": 31.71,
        "bid1": 31.9,
        "ask1": 31.91,
        "bid_qty1": 557,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688176:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688176",
      "name": "亚虹医药-U",
      "side": "BUY",
      "priority": "P12",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.32,
      "exec_low": 10.32,
      "exec_high": 10.63,
      "invalid_price": 10.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 0.0169,
        "prev_amount_yi": 0.0178,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9494,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:53",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0063
          },
          {
            "time": "14:54",
            "open": 9.88,
            "high": 9.89,
            "low": 9.88,
            "close": 9.89,
            "amount_yi": 0.0065
          },
          {
            "time": "14:55",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131525.4,
      "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": 9.9,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 10.22,
        "open": 10.22,
        "high": 10.23,
        "low": 9.84,
        "bid1": 9.89,
        "ask1": 9.9,
        "bid_qty1": 278,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688180:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688180:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688180",
      "name": "君实生物-U",
      "side": "BUY",
      "priority": "W0",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.79,
      "entry_zone_high": 34.81,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1381,
        "prev_amount_yi": 0.105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 33.75,
            "high": 33.76,
            "low": 33.75,
            "close": 33.76,
            "amount_yi": 0.032
          },
          {
            "time": "14:52",
            "open": 33.79,
            "high": 33.79,
            "low": 33.78,
            "close": 33.78,
            "amount_yi": 0.0291
          },
          {
            "time": "14:53",
            "open": 33.75,
            "high": 33.76,
            "low": 33.75,
            "close": 33.76,
            "amount_yi": 0.0261
          },
          {
            "time": "14:54",
            "open": 33.77,
            "high": 33.79,
            "low": 33.77,
            "close": 33.79,
            "amount_yi": 0.0351
          },
          {
            "time": "14:55",
            "open": 33.78,
            "high": 33.78,
            "low": 33.78,
            "close": 33.78,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 33.78,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 33.96,
        "open": 33.5,
        "high": 34.87,
        "low": 33.36,
        "bid1": 33.77,
        "ask1": 33.78,
        "bid_qty1": 10,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W1",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.8,
      "exec_low": 18.8,
      "exec_high": 19.08,
      "invalid_price": 18.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1500,
      "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": 0.045,
        "prev_amount_yi": 0.0489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 17.97,
            "high": 17.98,
            "low": 17.97,
            "close": 17.98,
            "amount_yi": 0.0074
          },
          {
            "time": "14:52",
            "open": 17.97,
            "high": 17.97,
            "low": 17.95,
            "close": 17.95,
            "amount_yi": 0.0102
          },
          {
            "time": "14:53",
            "open": 18.0,
            "high": 18.0,
            "low": 17.98,
            "close": 17.98,
            "amount_yi": 0.0074
          },
          {
            "time": "14:54",
            "open": 17.96,
            "high": 18.0,
            "low": 17.96,
            "close": 18.0,
            "amount_yi": 0.0121
          },
          {
            "time": "14:55",
            "open": 17.97,
            "high": 17.97,
            "low": 17.97,
            "close": 17.97,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 17.97,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 18.35,
        "open": 18.2,
        "high": 18.71,
        "low": 17.86,
        "bid1": 17.95,
        "ask1": 17.97,
        "bid_qty1": 105,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301509:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301509:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301509",
      "name": "金凯生科",
      "side": "BUY",
      "priority": "W2",
      "status": "TOUCHED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 900,
      "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": 29.4093,
      "price_vs_vwap_pct": 3.6747,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0459,
        "prev_amount_yi": 0.0274,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6752,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 30.4,
            "high": 30.4,
            "low": 30.39,
            "close": 30.39,
            "amount_yi": 0.0028
          },
          {
            "time": "14:52",
            "open": 30.41,
            "high": 30.41,
            "low": 30.41,
            "close": 30.41,
            "amount_yi": 0.0075
          },
          {
            "time": "14:53",
            "open": 30.42,
            "high": 30.45,
            "low": 30.42,
            "close": 30.45,
            "amount_yi": 0.0131
          },
          {
            "time": "14:54",
            "open": 30.48,
            "high": 30.49,
            "low": 30.48,
            "close": 30.49,
            "amount_yi": 0.0167
          },
          {
            "time": "14:55",
            "open": 30.49,
            "high": 30.49,
            "low": 30.49,
            "close": 30.49,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 30.49,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 29.28,
        "open": 28.99,
        "high": 30.5,
        "low": 28.48,
        "bid1": 30.48,
        "ask1": 30.49,
        "bid_qty1": 297,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300723:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300723",
      "name": "一品红",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.32,
      "exec_low": 38.32,
      "exec_high": 38.89,
      "invalid_price": 37.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.75,
      "entry_zone_high": 38.89,
      "entry_risk_pct": null,
      "intraday_vwap": 37.146,
      "price_vs_vwap_pct": 0.4953,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1314,
        "prev_amount_yi": 0.149,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8819,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 37.39,
            "high": 37.4,
            "low": 37.39,
            "close": 37.4,
            "amount_yi": 0.0227
          },
          {
            "time": "14:52",
            "open": 37.38,
            "high": 37.38,
            "low": 37.36,
            "close": 37.36,
            "amount_yi": 0.0266
          },
          {
            "time": "14:53",
            "open": 37.35,
            "high": 37.35,
            "low": 37.34,
            "close": 37.34,
            "amount_yi": 0.0385
          },
          {
            "time": "14:54",
            "open": 37.32,
            "high": 37.32,
            "low": 37.32,
            "close": 37.32,
            "amount_yi": 0.0238
          },
          {
            "time": "14:55",
            "open": 37.33,
            "high": 37.33,
            "low": 37.33,
            "close": 37.33,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 37.33,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 37.98,
        "open": 37.21,
        "high": 37.96,
        "low": 36.68,
        "bid1": 37.33,
        "ask1": 37.34,
        "bid_qty1": 9,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688266:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W4",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "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": 0.3493,
        "prev_amount_yi": 0.139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5129,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 115.0,
            "high": 115.0,
            "low": 114.3,
            "close": 114.3,
            "amount_yi": 0.0953
          },
          {
            "time": "14:52",
            "open": 114.17,
            "high": 114.46,
            "low": 114.17,
            "close": 114.46,
            "amount_yi": 0.1018
          },
          {
            "time": "14:53",
            "open": 114.51,
            "high": 114.99,
            "low": 114.51,
            "close": 114.99,
            "amount_yi": 0.101
          },
          {
            "time": "14:54",
            "open": 114.21,
            "high": 114.49,
            "low": 114.21,
            "close": 114.49,
            "amount_yi": 0.0398
          },
          {
            "time": "14:55",
            "open": 114.51,
            "high": 114.51,
            "low": 114.51,
            "close": 114.51,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 114.51,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 114.41,
        "open": 115.01,
        "high": 118.0,
        "low": 112.0,
        "bid1": 114.31,
        "ask1": 114.51,
        "bid_qty1": 53,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600196:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600196:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600196",
      "name": "复星医药",
      "side": "BUY",
      "priority": "W5",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.41,
      "entry_zone_high": 23.09,
      "entry_risk_pct": null,
      "intraday_vwap": 22.339,
      "price_vs_vwap_pct": 0.0492,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1311,
        "prev_amount_yi": 0.1019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 22.35,
            "high": 22.35,
            "low": 22.33,
            "close": 22.33,
            "amount_yi": 0.0278
          },
          {
            "time": "14:52",
            "open": 22.34,
            "high": 22.35,
            "low": 22.34,
            "close": 22.35,
            "amount_yi": 0.0284
          },
          {
            "time": "14:53",
            "open": 22.34,
            "high": 22.36,
            "low": 22.34,
            "close": 22.36,
            "amount_yi": 0.0182
          },
          {
            "time": "14:54",
            "open": 22.35,
            "high": 22.36,
            "low": 22.35,
            "close": 22.36,
            "amount_yi": 0.0416
          },
          {
            "time": "14:55",
            "open": 22.35,
            "high": 22.35,
            "low": 22.35,
            "close": 22.35,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 22.35,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 22.73,
        "open": 22.73,
        "high": 22.73,
        "low": 22.07,
        "bid1": 22.35,
        "ask1": 22.36,
        "bid_qty1": 329,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000963:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000963:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W6",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 27.9052,
      "price_vs_vwap_pct": 0.7697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1642,
        "prev_amount_yi": 0.1356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 28.23,
            "high": 28.23,
            "low": 28.23,
            "close": 28.23,
            "amount_yi": 0.0497
          },
          {
            "time": "14:52",
            "open": 28.2,
            "high": 28.2,
            "low": 28.2,
            "close": 28.2,
            "amount_yi": 0.04
          },
          {
            "time": "14:53",
            "open": 28.19,
            "high": 28.19,
            "low": 28.16,
            "close": 28.16,
            "amount_yi": 0.0217
          },
          {
            "time": "14:54",
            "open": 28.15,
            "high": 28.15,
            "low": 28.13,
            "close": 28.13,
            "amount_yi": 0.0302
          },
          {
            "time": "14:55",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 28.12,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 28.72,
        "open": 28.62,
        "high": 28.63,
        "low": 27.39,
        "bid1": 28.11,
        "ask1": 28.13,
        "bid_qty1": 71,
        "ask_qty1": 52
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688073:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688073:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688073",
      "name": "毕得医药",
      "side": "BUY",
      "priority": "W7",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 0.0227,
        "prev_amount_yi": 0.0194,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 53.77,
            "high": 53.77,
            "low": 53.77,
            "close": 53.77,
            "amount_yi": 0.0053
          },
          {
            "time": "14:52",
            "open": 53.78,
            "high": 53.84,
            "low": 53.78,
            "close": 53.84,
            "amount_yi": 0.0054
          },
          {
            "time": "14:53",
            "open": 53.84,
            "high": 53.84,
            "low": 53.82,
            "close": 53.82,
            "amount_yi": 0.0036
          },
          {
            "time": "14:54",
            "open": 53.8,
            "high": 53.81,
            "low": 53.8,
            "close": 53.81,
            "amount_yi": 0.0041
          },
          {
            "time": "14:55",
            "open": 53.78,
            "high": 53.78,
            "low": 53.78,
            "close": 53.78,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 53.78,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 54.24,
        "open": 53.21,
        "high": 54.46,
        "low": 52.82,
        "bid1": 53.76,
        "ask1": 53.77,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300149:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300149:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300149",
      "name": "睿智医药",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.95,
      "exec_low": 9.95,
      "exec_high": 10.1,
      "invalid_price": 9.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2800,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.8,
      "entry_zone_high": 10.1,
      "entry_risk_pct": null,
      "intraday_vwap": 9.4026,
      "price_vs_vwap_pct": 1.674,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1035,
        "prev_amount_yi": 0.137,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7555,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 9.59,
            "high": 9.59,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.0226
          },
          {
            "time": "14:52",
            "open": 9.55,
            "high": 9.57,
            "low": 9.55,
            "close": 9.57,
            "amount_yi": 0.0257
          },
          {
            "time": "14:53",
            "open": 9.55,
            "high": 9.55,
            "low": 9.55,
            "close": 9.55,
            "amount_yi": 0.0202
          },
          {
            "time": "14:54",
            "open": 9.55,
            "high": 9.56,
            "low": 9.55,
            "close": 9.56,
            "amount_yi": 0.0231
          },
          {
            "time": "14:55",
            "open": 9.56,
            "high": 9.56,
            "low": 9.56,
            "close": 9.56,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 9.56,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 9.86,
        "open": 9.42,
        "high": 9.7,
        "low": 9.18,
        "bid1": 9.56,
        "ask1": 9.57,
        "bid_qty1": 48,
        "ask_qty1": 369
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688356:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688356:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688356",
      "name": "XD键凯科",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 80.49,
      "exec_low": 80.49,
      "exec_high": 81.7,
      "invalid_price": 78.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 0.0193,
        "prev_amount_yi": 0.0168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 77.13,
            "high": 77.18,
            "low": 77.13,
            "close": 77.18,
            "amount_yi": 0.0116
          },
          {
            "time": "14:52",
            "open": 77.19,
            "high": 77.32,
            "low": 77.19,
            "close": 77.32,
            "amount_yi": 0.0008
          },
          {
            "time": "14:53",
            "open": 77.32,
            "high": 77.32,
            "low": 77.27,
            "close": 77.27,
            "amount_yi": 0.0012
          },
          {
            "time": "14:54",
            "open": 77.26,
            "high": 77.37,
            "low": 77.26,
            "close": 77.37,
            "amount_yi": 0.0042
          },
          {
            "time": "14:55",
            "open": 77.26,
            "high": 77.26,
            "low": 77.26,
            "close": 77.26,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 77.26,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 79.1,
        "open": 78.01,
        "high": 79.0,
        "low": 76.16,
        "bid1": 77.26,
        "ask1": 77.37,
        "bid_qty1": 15,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603087:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.603087:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603087",
      "name": "甘李药业",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 57.99,
      "exec_low": 57.99,
      "exec_high": 58.86,
      "invalid_price": 56.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 56.8556,
      "price_vs_vwap_pct": -0.0274,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1252,
        "prev_amount_yi": 0.0619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0226,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 56.83,
            "high": 56.86,
            "low": 56.83,
            "close": 56.86,
            "amount_yi": 0.0131
          },
          {
            "time": "14:52",
            "open": 56.81,
            "high": 56.81,
            "low": 56.81,
            "close": 56.81,
            "amount_yi": 0.0267
          },
          {
            "time": "14:53",
            "open": 56.84,
            "high": 56.85,
            "low": 56.84,
            "close": 56.85,
            "amount_yi": 0.0154
          },
          {
            "time": "14:54",
            "open": 56.82,
            "high": 56.83,
            "low": 56.82,
            "close": 56.83,
            "amount_yi": 0.0253
          },
          {
            "time": "14:55",
            "open": 56.84,
            "high": 56.84,
            "low": 56.84,
            "close": 56.84,
            "amount_yi": 0.0447
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 56.84,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 57.57,
        "open": 57.5,
        "high": 57.59,
        "low": 56.4,
        "bid1": 56.83,
        "ask1": 56.84,
        "bid_qty1": 55,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688068:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688068",
      "name": "热景生物",
      "side": "BUY",
      "priority": "W11",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 84.89,
      "exec_low": 84.89,
      "exec_high": 86.16,
      "invalid_price": 82.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0386,
        "prev_amount_yi": 0.0541,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7135,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 86.59,
            "high": 86.61,
            "low": 86.59,
            "close": 86.61,
            "amount_yi": 0.0093
          },
          {
            "time": "14:52",
            "open": 86.7,
            "high": 86.7,
            "low": 86.67,
            "close": 86.67,
            "amount_yi": 0.0044
          },
          {
            "time": "14:53",
            "open": 86.76,
            "high": 86.76,
            "low": 86.7,
            "close": 86.7,
            "amount_yi": 0.0079
          },
          {
            "time": "14:54",
            "open": 86.71,
            "high": 86.76,
            "low": 86.71,
            "close": 86.76,
            "amount_yi": 0.0097
          },
          {
            "time": "14:55",
            "open": 86.7,
            "high": 86.7,
            "low": 86.7,
            "close": 86.7,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 86.7,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 84.89,
        "open": 84.33,
        "high": 91.61,
        "low": 83.6,
        "bid1": 86.7,
        "ask1": 86.73,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.22,
      "exec_low": 26.22,
      "exec_high": 26.61,
      "invalid_price": 25.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1000,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.83,
      "entry_zone_high": 26.61,
      "entry_risk_pct": 3.4548,
      "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": 0.0483,
        "prev_amount_yi": 0.0439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 26.29,
            "high": 26.29,
            "low": 26.29,
            "close": 26.29,
            "amount_yi": 0.0059
          },
          {
            "time": "14:52",
            "open": 26.3,
            "high": 26.3,
            "low": 26.3,
            "close": 26.3,
            "amount_yi": 0.0084
          },
          {
            "time": "14:53",
            "open": 26.32,
            "high": 26.32,
            "low": 26.31,
            "close": 26.31,
            "amount_yi": 0.0097
          },
          {
            "time": "14:54",
            "open": 26.32,
            "high": 26.35,
            "low": 26.32,
            "close": 26.35,
            "amount_yi": 0.0119
          },
          {
            "time": "14:55",
            "open": 26.34,
            "high": 26.34,
            "low": 26.34,
            "close": 26.34,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.34,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 26.18,
        "open": 26.18,
        "high": 26.82,
        "low": 25.8,
        "bid1": 26.32,
        "ask1": 26.34,
        "bid_qty1": 6,
        "ask_qty1": 31
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688488:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688488:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688488",
      "name": "艾迪药业",
      "side": "BUY",
      "priority": "W13",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 2100,
      "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": 0.0354,
        "prev_amount_yi": 0.0439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 12.98,
            "high": 12.98,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.0082
          },
          {
            "time": "14:52",
            "open": 12.93,
            "high": 12.93,
            "low": 12.93,
            "close": 12.93,
            "amount_yi": 0.0115
          },
          {
            "time": "14:53",
            "open": 12.96,
            "high": 12.96,
            "low": 12.94,
            "close": 12.94,
            "amount_yi": 0.0068
          },
          {
            "time": "14:54",
            "open": 12.95,
            "high": 12.95,
            "low": 12.93,
            "close": 12.93,
            "amount_yi": 0.0045
          },
          {
            "time": "14:55",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 12.9,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 12.71,
        "open": 12.53,
        "high": 13.1,
        "low": 12.46,
        "bid1": 12.89,
        "ask1": 12.9,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688192:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688192",
      "name": "迪哲医药-U",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 41.38,
      "exec_low": 41.38,
      "exec_high": 42.0,
      "invalid_price": 40.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 0.0521,
        "prev_amount_yi": 0.0423,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 39.92,
            "high": 39.92,
            "low": 39.92,
            "close": 39.92,
            "amount_yi": 0.0105
          },
          {
            "time": "14:52",
            "open": 39.88,
            "high": 39.88,
            "low": 39.88,
            "close": 39.88,
            "amount_yi": 0.0133
          },
          {
            "time": "14:53",
            "open": 39.9,
            "high": 39.91,
            "low": 39.9,
            "close": 39.91,
            "amount_yi": 0.01
          },
          {
            "time": "14:54",
            "open": 39.92,
            "high": 39.92,
            "low": 39.9,
            "close": 39.9,
            "amount_yi": 0.0147
          },
          {
            "time": "14:55",
            "open": 39.9,
            "high": 39.9,
            "low": 39.9,
            "close": 39.9,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 39.9,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 40.7,
        "open": 40.78,
        "high": 41.6,
        "low": 39.73,
        "bid1": 39.89,
        "ask1": 39.9,
        "bid_qty1": 14,
        "ask_qty1": 67
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "华纳药厂",
      "side": "BUY",
      "priority": "W15",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.3,
      "exec_low": 47.3,
      "exec_high": 48.01,
      "invalid_price": 45.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 0.0274,
        "prev_amount_yi": 0.0135,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 44.58,
            "high": 44.62,
            "low": 44.58,
            "close": 44.62,
            "amount_yi": 0.0087
          },
          {
            "time": "14:52",
            "open": 44.56,
            "high": 44.62,
            "low": 44.56,
            "close": 44.62,
            "amount_yi": 0.0037
          },
          {
            "time": "14:53",
            "open": 44.65,
            "high": 44.68,
            "low": 44.65,
            "close": 44.68,
            "amount_yi": 0.0068
          },
          {
            "time": "14:54",
            "open": 44.66,
            "high": 44.7,
            "low": 44.66,
            "close": 44.7,
            "amount_yi": 0.0057
          },
          {
            "time": "14:55",
            "open": 44.75,
            "high": 44.75,
            "low": 44.75,
            "close": 44.75,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 44.75,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 47.0,
        "open": 47.0,
        "high": 47.14,
        "low": 44.3,
        "bid1": 44.67,
        "ask1": 44.75,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600276:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.600276:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600276",
      "name": "恒瑞医药",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 53.31,
      "exec_low": 53.31,
      "exec_high": 54.11,
      "invalid_price": 51.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 54.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.51,
      "entry_zone_high": 54.11,
      "entry_risk_pct": null,
      "intraday_vwap": 52.3499,
      "price_vs_vwap_pct": -0.5538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1159,
        "prev_amount_yi": 0.7323,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 52.01,
            "high": 52.01,
            "low": 52.0,
            "close": 52.0,
            "amount_yi": 0.1302
          },
          {
            "time": "14:52",
            "open": 52.04,
            "high": 52.04,
            "low": 52.04,
            "close": 52.04,
            "amount_yi": 0.244
          },
          {
            "time": "14:53",
            "open": 52.04,
            "high": 52.06,
            "low": 52.04,
            "close": 52.06,
            "amount_yi": 0.2235
          },
          {
            "time": "14:54",
            "open": 52.04,
            "high": 52.06,
            "low": 52.04,
            "close": 52.06,
            "amount_yi": 0.3391
          },
          {
            "time": "14:55",
            "open": 52.06,
            "high": 52.06,
            "low": 52.06,
            "close": 52.06,
            "amount_yi": 0.1791
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 52.06,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 52.93,
        "open": 52.97,
        "high": 53.45,
        "low": 51.7,
        "bid1": 52.06,
        "ask1": 52.08,
        "bid_qty1": 75,
        "ask_qty1": 323
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688235:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688235:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688235",
      "name": "百济神州",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 258.93,
      "exec_low": 258.93,
      "exec_high": 262.81,
      "invalid_price": 251.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4786,
        "prev_amount_yi": 0.3669,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 254.78,
            "high": 254.99,
            "low": 254.78,
            "close": 254.99,
            "amount_yi": 0.0975
          },
          {
            "time": "14:52",
            "open": 255.0,
            "high": 255.08,
            "low": 255.0,
            "close": 255.08,
            "amount_yi": 0.0767
          },
          {
            "time": "14:53",
            "open": 255.27,
            "high": 255.27,
            "low": 254.6,
            "close": 254.6,
            "amount_yi": 0.1503
          },
          {
            "time": "14:54",
            "open": 254.96,
            "high": 255.1,
            "low": 254.96,
            "close": 255.1,
            "amount_yi": 0.0941
          },
          {
            "time": "14:55",
            "open": 255.09,
            "high": 255.09,
            "low": 255.09,
            "close": 255.09,
            "amount_yi": 0.06
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 255.09,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 255.9,
        "open": 257.92,
        "high": 258.9,
        "low": 251.02,
        "bid1": 254.92,
        "ask1": 255.03,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W18",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.28,
      "exec_low": 22.28,
      "exec_high": 22.61,
      "invalid_price": 21.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.95,
      "entry_zone_high": 22.61,
      "entry_risk_pct": null,
      "intraday_vwap": 22.1701,
      "price_vs_vwap_pct": -0.4515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2052,
        "prev_amount_yi": 0.1546,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 22.08,
            "high": 22.08,
            "low": 22.07,
            "close": 22.07,
            "amount_yi": 0.0441
          },
          {
            "time": "14:52",
            "open": 22.05,
            "high": 22.05,
            "low": 22.05,
            "close": 22.05,
            "amount_yi": 0.0296
          },
          {
            "time": "14:53",
            "open": 22.05,
            "high": 22.06,
            "low": 22.05,
            "close": 22.06,
            "amount_yi": 0.0464
          },
          {
            "time": "14:54",
            "open": 22.06,
            "high": 22.06,
            "low": 22.06,
            "close": 22.06,
            "amount_yi": 0.057
          },
          {
            "time": "14:55",
            "open": 22.07,
            "high": 22.07,
            "low": 22.07,
            "close": 22.07,
            "amount_yi": 0.0281
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 22.07,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 22.1,
        "open": 22.06,
        "high": 22.72,
        "low": 21.87,
        "bid1": 22.06,
        "ask1": 22.07,
        "bid_qty1": 690,
        "ask_qty1": 71
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000661:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.000661:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000661",
      "name": "长春高新",
      "side": "BUY",
      "priority": "W19",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "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": 66.238,
      "price_vs_vwap_pct": 0.5767,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.141,
        "prev_amount_yi": 0.1397,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0093,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 66.62,
            "high": 66.67,
            "low": 66.62,
            "close": 66.67,
            "amount_yi": 0.037
          },
          {
            "time": "14:52",
            "open": 66.71,
            "high": 66.71,
            "low": 66.69,
            "close": 66.69,
            "amount_yi": 0.0293
          },
          {
            "time": "14:53",
            "open": 66.67,
            "high": 66.67,
            "low": 66.66,
            "close": 66.66,
            "amount_yi": 0.032
          },
          {
            "time": "14:54",
            "open": 66.61,
            "high": 66.62,
            "low": 66.61,
            "close": 66.62,
            "amount_yi": 0.033
          },
          {
            "time": "14:55",
            "open": 66.62,
            "high": 66.62,
            "low": 66.62,
            "close": 66.62,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 66.62,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 67.75,
        "open": 67.5,
        "high": 67.94,
        "low": 65.43,
        "bid1": 66.62,
        "ask1": 66.63,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688197:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688197",
      "name": "首药控股-U",
      "side": "BUY",
      "priority": "W20",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.49,
      "exec_low": 34.49,
      "exec_high": 35.01,
      "invalid_price": 33.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 0.0254,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 33.33,
            "high": 33.33,
            "low": 33.31,
            "close": 33.31,
            "amount_yi": 0.0029
          },
          {
            "time": "14:52",
            "open": 33.33,
            "high": 33.36,
            "low": 33.33,
            "close": 33.36,
            "amount_yi": 0.0014
          },
          {
            "time": "14:53",
            "open": 33.32,
            "high": 33.32,
            "low": 33.31,
            "close": 33.31,
            "amount_yi": 0.0013
          },
          {
            "time": "14:54",
            "open": 33.27,
            "high": 33.27,
            "low": 33.27,
            "close": 33.27,
            "amount_yi": 0.0029
          },
          {
            "time": "14:55",
            "open": 33.31,
            "high": 33.31,
            "low": 33.31,
            "close": 33.31,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 33.31,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 33.86,
        "open": 33.78,
        "high": 34.24,
        "low": 32.73,
        "bid1": 33.25,
        "ask1": 33.31,
        "bid_qty1": 16,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688185:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688185:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688185",
      "name": "康希诺",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 52.05,
      "exec_low": 52.05,
      "exec_high": 52.83,
      "invalid_price": 50.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 0.0252,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7622,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 50.97,
            "high": 50.97,
            "low": 50.97,
            "close": 50.97,
            "amount_yi": 0.0129
          },
          {
            "time": "14:52",
            "open": 51.0,
            "high": 51.03,
            "low": 51.0,
            "close": 51.03,
            "amount_yi": 0.0045
          },
          {
            "time": "14:53",
            "open": 51.01,
            "high": 51.01,
            "low": 50.97,
            "close": 50.97,
            "amount_yi": 0.0018
          },
          {
            "time": "14:54",
            "open": 50.97,
            "high": 50.98,
            "low": 50.97,
            "close": 50.98,
            "amount_yi": 0.005
          },
          {
            "time": "14:55",
            "open": 50.98,
            "high": 50.98,
            "low": 50.98,
            "close": 50.98,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 50.98,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 51.42,
        "open": 51.01,
        "high": 51.9,
        "low": 50.5,
        "bid1": 50.97,
        "ask1": 50.98,
        "bid_qty1": 2,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300404:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300404:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300404",
      "name": "博济医药",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.16,
      "exec_low": 9.16,
      "exec_high": 9.3,
      "invalid_price": 8.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 3100,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.02,
      "entry_zone_high": 9.3,
      "entry_risk_pct": null,
      "intraday_vwap": 8.7983,
      "price_vs_vwap_pct": -0.549,
      "energy_floor_hint_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": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 8.75,
            "high": 8.76,
            "low": 8.75,
            "close": 8.76,
            "amount_yi": 0.0132
          },
          {
            "time": "14:52",
            "open": 8.77,
            "high": 8.77,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0028
          },
          {
            "time": "14:53",
            "open": 8.76,
            "high": 8.76,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0074
          },
          {
            "time": "14:54",
            "open": 8.76,
            "high": 8.77,
            "low": 8.76,
            "close": 8.77,
            "amount_yi": 0.0062
          },
          {
            "time": "14:55",
            "open": 8.75,
            "high": 8.75,
            "low": 8.75,
            "close": 8.75,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 8.75,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 9.0,
        "open": 8.9,
        "high": 9.03,
        "low": 8.66,
        "bid1": 8.75,
        "ask1": 8.76,
        "bid_qty1": 1043,
        "ask_qty1": 128
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "side": "BUY",
      "priority": "W23",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1300,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.68,
      "entry_zone_high": 21.3,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3756,
      "price_vs_vwap_pct": 0.4142,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0475,
        "prev_amount_yi": 0.0329,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 20.49,
            "high": 20.49,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0107
          },
          {
            "time": "14:52",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0097
          },
          {
            "time": "14:53",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0066
          },
          {
            "time": "14:54",
            "open": 20.47,
            "high": 20.47,
            "low": 20.46,
            "close": 20.46,
            "amount_yi": 0.0143
          },
          {
            "time": "14:55",
            "open": 20.46,
            "high": 20.46,
            "low": 20.46,
            "close": 20.46,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 20.46,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 20.93,
        "open": 20.81,
        "high": 20.81,
        "low": 20.2,
        "bid1": 20.45,
        "ask1": 20.46,
        "bid_qty1": 173,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688062:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688062",
      "name": "迈威生物-U",
      "side": "BUY",
      "priority": "W24",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 0.1302,
        "prev_amount_yi": 0.0507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 28.26,
            "high": 28.26,
            "low": 28.25,
            "close": 28.25,
            "amount_yi": 0.0143
          },
          {
            "time": "14:52",
            "open": 28.25,
            "high": 28.25,
            "low": 28.23,
            "close": 28.23,
            "amount_yi": 0.0337
          },
          {
            "time": "14:53",
            "open": 28.25,
            "high": 28.25,
            "low": 28.22,
            "close": 28.22,
            "amount_yi": 0.0064
          },
          {
            "time": "14:54",
            "open": 28.33,
            "high": 28.36,
            "low": 28.33,
            "close": 28.36,
            "amount_yi": 0.0647
          },
          {
            "time": "14:55",
            "open": 28.43,
            "high": 28.43,
            "low": 28.43,
            "close": 28.43,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 28.43,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 28.47,
        "open": 28.48,
        "high": 28.88,
        "low": 27.83,
        "bid1": 28.35,
        "ask1": 28.42,
        "bid_qty1": 24,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301080:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301080:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301080",
      "name": "百普赛斯",
      "side": "BUY",
      "priority": "W25",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 48.0565,
      "price_vs_vwap_pct": -0.4089,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0721,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 47.9,
            "high": 47.92,
            "low": 47.9,
            "close": 47.92,
            "amount_yi": 0.0096
          },
          {
            "time": "14:52",
            "open": 47.89,
            "high": 47.89,
            "low": 47.89,
            "close": 47.89,
            "amount_yi": 0.0097
          },
          {
            "time": "14:53",
            "open": 47.87,
            "high": 47.87,
            "low": 47.83,
            "close": 47.83,
            "amount_yi": 0.0161
          },
          {
            "time": "14:54",
            "open": 47.88,
            "high": 47.88,
            "low": 47.86,
            "close": 47.86,
            "amount_yi": 0.0256
          },
          {
            "time": "14:55",
            "open": 47.86,
            "high": 47.86,
            "low": 47.86,
            "close": 47.86,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 47.86,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 47.75,
        "open": 47.78,
        "high": 48.78,
        "low": 46.7,
        "bid1": 47.84,
        "ask1": 47.86,
        "bid_qty1": 73,
        "ask_qty1": 81
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300142:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300142:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300142",
      "name": "沃森生物",
      "side": "BUY",
      "priority": "W26",
      "status": "ACTIONABLE",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched",
      "qty": 2100,
      "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": 4.0062,
      "intraday_vwap": 12.821,
      "price_vs_vwap_pct": 1.1622,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3387,
        "prev_amount_yi": 0.2867,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1814,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 12.97,
            "high": 12.98,
            "low": 12.97,
            "close": 12.98,
            "amount_yi": 0.0739
          },
          {
            "time": "14:52",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0586
          },
          {
            "time": "14:53",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0656
          },
          {
            "time": "14:54",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.071
          },
          {
            "time": "14:55",
            "open": 12.97,
            "high": 12.97,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0696
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.97,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 12.84,
        "open": 12.76,
        "high": 13.04,
        "low": 12.55,
        "bid1": 12.97,
        "ask1": 12.98,
        "bid_qty1": 250,
        "ask_qty1": 52
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688136:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688136:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688136",
      "name": "科兴制药",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.56,
      "exec_low": 20.56,
      "exec_high": 20.87,
      "invalid_price": 19.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1300,
      "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": 4.0423,
      "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": 0.0607,
        "prev_amount_yi": 0.0437,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 20.79,
            "high": 20.79,
            "low": 20.79,
            "close": 20.79,
            "amount_yi": 0.0107
          },
          {
            "time": "14:52",
            "open": 20.79,
            "high": 20.79,
            "low": 20.78,
            "close": 20.78,
            "amount_yi": 0.0152
          },
          {
            "time": "14:53",
            "open": 20.78,
            "high": 20.79,
            "low": 20.78,
            "close": 20.79,
            "amount_yi": 0.0109
          },
          {
            "time": "14:54",
            "open": 20.8,
            "high": 20.8,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.0126
          },
          {
            "time": "14:55",
            "open": 20.77,
            "high": 20.77,
            "low": 20.77,
            "close": 20.77,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.77,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 20.05,
        "open": 19.77,
        "high": 20.9,
        "low": 19.52,
        "bid1": 20.77,
        "ask1": 20.78,
        "bid_qty1": 34,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688177",
      "name": "百奥泰",
      "side": "BUY",
      "priority": "W28",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.63,
      "exec_low": 17.63,
      "exec_high": 17.89,
      "invalid_price": 17.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1600,
      "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": 0.0052,
        "prev_amount_yi": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0008
          },
          {
            "time": "14:52",
            "open": 16.82,
            "high": 16.82,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.001
          },
          {
            "time": "14:53",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0004
          },
          {
            "time": "14:54",
            "open": 16.8,
            "high": 16.82,
            "low": 16.8,
            "close": 16.82,
            "amount_yi": 0.0022
          },
          {
            "time": "14:55",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 16.8,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 17.36,
        "open": 17.19,
        "high": 17.51,
        "low": 16.71,
        "bid1": 16.8,
        "ask1": 16.81,
        "bid_qty1": 29,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300485:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300485:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300485",
      "name": "赛升药业",
      "side": "BUY",
      "priority": "W29",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 2800,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.6,
      "entry_zone_high": 9.9,
      "entry_risk_pct": null,
      "intraday_vwap": 9.406,
      "price_vs_vwap_pct": 1.5309,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0608,
        "prev_amount_yi": 0.0317,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 9.51,
            "high": 9.55,
            "low": 9.51,
            "close": 9.55,
            "amount_yi": 0.0197
          },
          {
            "time": "14:52",
            "open": 9.54,
            "high": 9.54,
            "low": 9.53,
            "close": 9.53,
            "amount_yi": 0.0152
          },
          {
            "time": "14:53",
            "open": 9.53,
            "high": 9.54,
            "low": 9.53,
            "close": 9.54,
            "amount_yi": 0.0102
          },
          {
            "time": "14:54",
            "open": 9.53,
            "high": 9.54,
            "low": 9.53,
            "close": 9.54,
            "amount_yi": 0.0097
          },
          {
            "time": "14:55",
            "open": 9.55,
            "high": 9.55,
            "low": 9.55,
            "close": 9.55,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 9.55,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 9.67,
        "open": 9.57,
        "high": 9.67,
        "low": 9.26,
        "bid1": 9.54,
        "ask1": 9.55,
        "bid_qty1": 64,
        "ask_qty1": 833
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300725",
      "name": "药石科技",
      "side": "BUY",
      "priority": "W30",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.17,
      "entry_zone_high": 37.27,
      "entry_risk_pct": null,
      "intraday_vwap": 35.851,
      "price_vs_vwap_pct": 1.9776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1926,
        "prev_amount_yi": 0.2857,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 36.49,
            "high": 36.5,
            "low": 36.49,
            "close": 36.5,
            "amount_yi": 0.0514
          },
          {
            "time": "14:52",
            "open": 36.51,
            "high": 36.52,
            "low": 36.51,
            "close": 36.52,
            "amount_yi": 0.034
          },
          {
            "time": "14:53",
            "open": 36.52,
            "high": 36.53,
            "low": 36.52,
            "close": 36.53,
            "amount_yi": 0.0424
          },
          {
            "time": "14:54",
            "open": 36.55,
            "high": 36.56,
            "low": 36.55,
            "close": 36.56,
            "amount_yi": 0.0388
          },
          {
            "time": "14:55",
            "open": 36.56,
            "high": 36.56,
            "low": 36.56,
            "close": 36.56,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 36.56,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 36.18,
        "open": 35.68,
        "high": 36.57,
        "low": 35.18,
        "bid1": 36.55,
        "ask1": 36.56,
        "bid_qty1": 1,
        "ask_qty1": 31
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.605177:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.605177:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.605177",
      "name": "东亚药业",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.5,
      "exec_low": 17.5,
      "exec_high": 17.76,
      "invalid_price": 16.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1600,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.24,
      "entry_zone_high": 17.76,
      "entry_risk_pct": null,
      "intraday_vwap": 17.239,
      "price_vs_vwap_pct": -0.5743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0172,
        "prev_amount_yi": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6226,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 17.15,
            "high": 17.16,
            "low": 17.15,
            "close": 17.16,
            "amount_yi": 0.0071
          },
          {
            "time": "14:52",
            "open": 17.16,
            "high": 17.17,
            "low": 17.16,
            "close": 17.17,
            "amount_yi": 0.0008
          },
          {
            "time": "14:53",
            "open": 17.19,
            "high": 17.19,
            "low": 17.18,
            "close": 17.18,
            "amount_yi": 0.0051
          },
          {
            "time": "14:54",
            "open": 17.18,
            "high": 17.18,
            "low": 17.17,
            "close": 17.17,
            "amount_yi": 0.0028
          },
          {
            "time": "14:55",
            "open": 17.14,
            "high": 17.14,
            "low": 17.14,
            "close": 17.14,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 17.14,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 17.2,
        "open": 17.18,
        "high": 17.62,
        "low": 16.6,
        "bid1": 17.14,
        "ask1": 17.15,
        "bid_qty1": 26,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301230:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.301230:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301230",
      "name": "泓博医药",
      "side": "BUY",
      "priority": "W32",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 40.06,
      "exec_low": 40.06,
      "exec_high": 40.66,
      "invalid_price": 38.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 41.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.46,
      "entry_zone_high": 40.66,
      "entry_risk_pct": null,
      "intraday_vwap": 37.3003,
      "price_vs_vwap_pct": -1.1268,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0968,
        "prev_amount_yi": 0.0974,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 36.85,
            "high": 36.85,
            "low": 36.85,
            "close": 36.85,
            "amount_yi": 0.0125
          },
          {
            "time": "14:52",
            "open": 36.85,
            "high": 36.85,
            "low": 36.85,
            "close": 36.85,
            "amount_yi": 0.015
          },
          {
            "time": "14:53",
            "open": 36.86,
            "high": 36.87,
            "low": 36.86,
            "close": 36.87,
            "amount_yi": 0.0183
          },
          {
            "time": "14:54",
            "open": 36.9,
            "high": 36.9,
            "low": 36.9,
            "close": 36.9,
            "amount_yi": 0.0274
          },
          {
            "time": "14:55",
            "open": 36.88,
            "high": 36.88,
            "low": 36.88,
            "close": 36.88,
            "amount_yi": 0.0236
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 36.88,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 38.72,
        "open": 38.5,
        "high": 38.62,
        "low": 36.72,
        "bid1": 36.86,
        "ask1": 36.87,
        "bid_qty1": 57,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688163:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688163:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688163",
      "name": "赛伦生物",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 48.37,
      "exec_low": 48.37,
      "exec_high": 49.1,
      "invalid_price": 46.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 500,
      "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": 3.9312,
      "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": 0.0447,
        "prev_amount_yi": 0.0368,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 48.63,
            "high": 48.69,
            "low": 48.63,
            "close": 48.69,
            "amount_yi": 0.0084
          },
          {
            "time": "14:52",
            "open": 48.8,
            "high": 48.87,
            "low": 48.8,
            "close": 48.87,
            "amount_yi": 0.0162
          },
          {
            "time": "14:53",
            "open": 48.85,
            "high": 48.85,
            "low": 48.8,
            "close": 48.8,
            "amount_yi": 0.005
          },
          {
            "time": "14:54",
            "open": 48.72,
            "high": 48.78,
            "low": 48.72,
            "close": 48.78,
            "amount_yi": 0.0089
          },
          {
            "time": "14:55",
            "open": 48.84,
            "high": 48.84,
            "low": 48.84,
            "close": 48.84,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.84,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 48.08,
        "open": 48.35,
        "high": 48.88,
        "low": 45.25,
        "bid1": 48.74,
        "ask1": 48.84,
        "bid_qty1": 11,
        "ask_qty1": 47
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300363:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300363:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300363",
      "name": "博腾股份",
      "side": "BUY",
      "priority": "W34",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 17.59,
      "exec_low": 17.59,
      "exec_high": 17.85,
      "invalid_price": 17.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.33,
      "entry_zone_high": 17.85,
      "entry_risk_pct": null,
      "intraday_vwap": 16.4284,
      "price_vs_vwap_pct": -1.6338,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2136,
        "prev_amount_yi": 0.0872,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4495,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 16.21,
            "high": 16.21,
            "low": 16.21,
            "close": 16.21,
            "amount_yi": 0.019
          },
          {
            "time": "14:52",
            "open": 16.19,
            "high": 16.21,
            "low": 16.19,
            "close": 16.21,
            "amount_yi": 0.0389
          },
          {
            "time": "14:53",
            "open": 16.19,
            "high": 16.19,
            "low": 16.18,
            "close": 16.18,
            "amount_yi": 0.0665
          },
          {
            "time": "14:54",
            "open": 16.16,
            "high": 16.16,
            "low": 16.16,
            "close": 16.16,
            "amount_yi": 0.0611
          },
          {
            "time": "14:55",
            "open": 16.16,
            "high": 16.16,
            "low": 16.16,
            "close": 16.16,
            "amount_yi": 0.0281
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 16.16,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 17.5,
        "open": 17.0,
        "high": 17.05,
        "low": 16.05,
        "bid1": 16.16,
        "ask1": 16.17,
        "bid_qty1": 14,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300255:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300255",
      "name": "常山药业",
      "side": "BUY",
      "priority": "W35",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.83,
      "exec_low": 25.83,
      "exec_high": 26.22,
      "invalid_price": 25.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1100,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.44,
      "entry_zone_high": 26.22,
      "entry_risk_pct": null,
      "intraday_vwap": 23.7556,
      "price_vs_vwap_pct": -1.4548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2176,
        "prev_amount_yi": 0.1714,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 23.42,
            "high": 23.44,
            "low": 23.42,
            "close": 23.44,
            "amount_yi": 0.0588
          },
          {
            "time": "14:52",
            "open": 23.42,
            "high": 23.42,
            "low": 23.42,
            "close": 23.42,
            "amount_yi": 0.035
          },
          {
            "time": "14:53",
            "open": 23.41,
            "high": 23.41,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.0559
          },
          {
            "time": "14:54",
            "open": 23.4,
            "high": 23.4,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.0411
          },
          {
            "time": "14:55",
            "open": 23.41,
            "high": 23.41,
            "low": 23.41,
            "close": 23.41,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 23.41,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 24.41,
        "open": 24.48,
        "high": 24.66,
        "low": 23.33,
        "bid1": 23.4,
        "ask1": 23.41,
        "bid_qty1": 110,
        "ask_qty1": 22
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002755:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.002755:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002755",
      "name": "奥赛康",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.56,
      "exec_low": 13.56,
      "exec_high": 13.76,
      "invalid_price": 13.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2000,
      "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": 3.5924,
      "intraday_vwap": 13.3999,
      "price_vs_vwap_pct": 1.7172,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0664,
        "prev_amount_yi": 0.0821,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 13.64,
            "high": 13.64,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0094
          },
          {
            "time": "14:52",
            "open": 13.64,
            "high": 13.64,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0117
          },
          {
            "time": "14:53",
            "open": 13.65,
            "high": 13.65,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0129
          },
          {
            "time": "14:54",
            "open": 13.64,
            "high": 13.65,
            "low": 13.64,
            "close": 13.65,
            "amount_yi": 0.011
          },
          {
            "time": "14:55",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.63,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 13.49,
        "open": 13.43,
        "high": 13.66,
        "low": 13.16,
        "bid1": 13.63,
        "ask1": 13.64,
        "bid_qty1": 228,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688221:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688221",
      "name": "前沿生物-U",
      "side": "BUY",
      "priority": "W37",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.0,
      "exec_low": 22.0,
      "exec_high": 22.33,
      "invalid_price": 21.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1200,
      "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": 0.0813,
        "prev_amount_yi": 0.0659,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2337,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 22.36,
            "high": 22.37,
            "low": 22.36,
            "close": 22.37,
            "amount_yi": 0.0229
          },
          {
            "time": "14:52",
            "open": 22.37,
            "high": 22.37,
            "low": 22.37,
            "close": 22.37,
            "amount_yi": 0.0066
          },
          {
            "time": "14:53",
            "open": 22.36,
            "high": 22.37,
            "low": 22.36,
            "close": 22.37,
            "amount_yi": 0.0241
          },
          {
            "time": "14:54",
            "open": 22.38,
            "high": 22.39,
            "low": 22.38,
            "close": 22.39,
            "amount_yi": 0.0197
          },
          {
            "time": "14:55",
            "open": 22.39,
            "high": 22.39,
            "low": 22.39,
            "close": 22.39,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 22.39,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 22.0,
        "open": 21.42,
        "high": 22.69,
        "low": 21.42,
        "bid1": 22.39,
        "ask1": 22.4,
        "bid_qty1": 193,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688652:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688652:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688652",
      "name": "京仪装备",
      "side": "BUY",
      "priority": "W38",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 4.1663,
      "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": 0.3193,
        "prev_amount_yi": 0.5563,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 199.65,
            "high": 199.65,
            "low": 199.24,
            "close": 199.24,
            "amount_yi": 0.0655
          },
          {
            "time": "14:52",
            "open": 199.01,
            "high": 199.09,
            "low": 199.01,
            "close": 199.09,
            "amount_yi": 0.0484
          },
          {
            "time": "14:53",
            "open": 199.93,
            "high": 200.0,
            "low": 199.93,
            "close": 200.0,
            "amount_yi": 0.0636
          },
          {
            "time": "14:54",
            "open": 200.06,
            "high": 200.56,
            "low": 200.06,
            "close": 200.56,
            "amount_yi": 0.1068
          },
          {
            "time": "14:55",
            "open": 200.18,
            "high": 200.18,
            "low": 200.18,
            "close": 200.18,
            "amount_yi": 0.035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 200.18,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 196.01,
        "open": 193.0,
        "high": 206.88,
        "low": 192.51,
        "bid1": 200.0,
        "ask1": 200.18,
        "bid_qty1": 60,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 0.0195,
        "prev_amount_yi": 0.0121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6116,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 54.78,
            "high": 54.79,
            "low": 54.78,
            "close": 54.79,
            "amount_yi": 0.0011
          },
          {
            "time": "14:52",
            "open": 54.78,
            "high": 54.81,
            "low": 54.78,
            "close": 54.81,
            "amount_yi": 0.0041
          },
          {
            "time": "14:53",
            "open": 54.81,
            "high": 54.81,
            "low": 54.8,
            "close": 54.8,
            "amount_yi": 0.0061
          },
          {
            "time": "14:54",
            "open": 54.81,
            "high": 54.85,
            "low": 54.81,
            "close": 54.85,
            "amount_yi": 0.005
          },
          {
            "time": "14:55",
            "open": 54.82,
            "high": 54.82,
            "low": 54.82,
            "close": 54.82,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 54.82,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 55.03,
        "open": 55.0,
        "high": 56.0,
        "low": 54.0,
        "bid1": 54.81,
        "ask1": 54.83,
        "bid_qty1": 43,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688549:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688549",
      "name": "中巨芯-U",
      "side": "BUY",
      "priority": "W40",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.5,
      "exec_low": 38.5,
      "exec_high": 39.08,
      "invalid_price": 37.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 700,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.92,
      "entry_zone_high": 39.08,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7875,
        "prev_amount_yi": 0.5619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 36.98,
            "high": 36.99,
            "low": 36.98,
            "close": 36.99,
            "amount_yi": 0.1307
          },
          {
            "time": "14:52",
            "open": 37.03,
            "high": 37.03,
            "low": 37.02,
            "close": 37.02,
            "amount_yi": 0.2054
          },
          {
            "time": "14:53",
            "open": 36.89,
            "high": 36.98,
            "low": 36.89,
            "close": 36.98,
            "amount_yi": 0.1549
          },
          {
            "time": "14:54",
            "open": 36.98,
            "high": 36.98,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.2011
          },
          {
            "time": "14:55",
            "open": 36.85,
            "high": 36.85,
            "low": 36.85,
            "close": 36.85,
            "amount_yi": 0.0954
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 36.85,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 37.8,
        "open": 36.0,
        "high": 37.68,
        "low": 34.35,
        "bid1": 36.84,
        "ask1": 36.85,
        "bid_qty1": 0,
        "ask_qty1": 15
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300347:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300347:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300347",
      "name": "泰格医药",
      "side": "BUY",
      "priority": "W41",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 50.1,
      "exec_low": 50.1,
      "exec_high": 50.85,
      "invalid_price": 48.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 51.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 50.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.35,
      "entry_zone_high": 50.85,
      "entry_risk_pct": null,
      "intraday_vwap": 47.8225,
      "price_vs_vwap_pct": 0.2457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3762,
        "prev_amount_yi": 0.1734,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 47.95,
            "high": 47.99,
            "low": 47.95,
            "close": 47.99,
            "amount_yi": 0.0664
          },
          {
            "time": "14:52",
            "open": 48.0,
            "high": 48.05,
            "low": 48.0,
            "close": 48.05,
            "amount_yi": 0.0751
          },
          {
            "time": "14:53",
            "open": 48.02,
            "high": 48.02,
            "low": 47.96,
            "close": 47.96,
            "amount_yi": 0.1123
          },
          {
            "time": "14:54",
            "open": 47.97,
            "high": 47.97,
            "low": 47.97,
            "close": 47.97,
            "amount_yi": 0.0763
          },
          {
            "time": "14:55",
            "open": 47.94,
            "high": 47.94,
            "low": 47.94,
            "close": 47.94,
            "amount_yi": 0.0461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 47.94,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 49.16,
        "open": 48.0,
        "high": 48.8,
        "low": 47.22,
        "bid1": 47.93,
        "ask1": 47.94,
        "bid_qty1": 72,
        "ask_qty1": 105
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688008",
      "name": "澜起科技",
      "side": "BUY",
      "priority": "W42",
      "status": "TOUCHED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 305.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 301.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 292.21,
      "entry_zone_high": 301.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.8333,
        "prev_amount_yi": 3.0177,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6017,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 308.76,
            "high": 308.83,
            "low": 308.76,
            "close": 308.83,
            "amount_yi": 0.984
          },
          {
            "time": "14:52",
            "open": 308.77,
            "high": 308.9,
            "low": 308.77,
            "close": 308.9,
            "amount_yi": 1.5122
          },
          {
            "time": "14:53",
            "open": 308.91,
            "high": 309.34,
            "low": 308.91,
            "close": 309.34,
            "amount_yi": 0.8166
          },
          {
            "time": "14:54",
            "open": 309.44,
            "high": 309.63,
            "low": 309.44,
            "close": 309.63,
            "amount_yi": 0.9677
          },
          {
            "time": "14:55",
            "open": 309.88,
            "high": 309.88,
            "low": 309.88,
            "close": 309.88,
            "amount_yi": 0.5528
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 309.88,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 296.06,
        "open": 296.66,
        "high": 313.13,
        "low": 290.01,
        "bid1": 309.8,
        "ask1": 309.88,
        "bid_qty1": 230,
        "ask_qty1": 114
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688553:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688553:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688553",
      "name": "汇宇制药-W",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.79,
      "exec_low": 10.79,
      "exec_high": 10.95,
      "invalid_price": 10.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 2500,
      "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": 0.0485,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0031
          },
          {
            "time": "14:52",
            "open": 10.61,
            "high": 10.62,
            "low": 10.61,
            "close": 10.62,
            "amount_yi": 0.0075
          },
          {
            "time": "14:53",
            "open": 10.61,
            "high": 10.62,
            "low": 10.61,
            "close": 10.62,
            "amount_yi": 0.0146
          },
          {
            "time": "14:54",
            "open": 10.62,
            "high": 10.63,
            "low": 10.62,
            "close": 10.63,
            "amount_yi": 0.0183
          },
          {
            "time": "14:55",
            "open": 10.62,
            "high": 10.62,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 10.62,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 10.61,
        "open": 10.8,
        "high": 10.94,
        "low": 10.42,
        "bid1": 10.62,
        "ask1": 10.63,
        "bid_qty1": 497,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688202:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688202:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688202",
      "name": "美迪西",
      "side": "BUY",
      "priority": "W44",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 77.5,
      "exec_low": 77.5,
      "exec_high": 78.66,
      "invalid_price": 75.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 300,
      "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": 0.1057,
        "prev_amount_yi": 0.1639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 80.81,
            "high": 80.83,
            "low": 80.81,
            "close": 80.83,
            "amount_yi": 0.0127
          },
          {
            "time": "14:52",
            "open": 80.79,
            "high": 80.79,
            "low": 80.76,
            "close": 80.76,
            "amount_yi": 0.0213
          },
          {
            "time": "14:53",
            "open": 80.73,
            "high": 80.73,
            "low": 80.65,
            "close": 80.65,
            "amount_yi": 0.0162
          },
          {
            "time": "14:54",
            "open": 80.71,
            "high": 80.74,
            "low": 80.71,
            "close": 80.74,
            "amount_yi": 0.0392
          },
          {
            "time": "14:55",
            "open": 80.78,
            "high": 80.78,
            "low": 80.78,
            "close": 80.78,
            "amount_yi": 0.0163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 80.78,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 77.35,
        "open": 77.0,
        "high": 83.45,
        "low": 75.02,
        "bid1": 80.77,
        "ask1": 80.78,
        "bid_qty1": 21,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300841:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300841:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300841",
      "name": "康华生物",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 47.31,
      "exec_low": 47.31,
      "exec_high": 48.02,
      "invalid_price": 45.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 500,
      "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": 3.4911,
      "intraday_vwap": 46.7965,
      "price_vs_vwap_pct": 1.6102,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0753,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 47.38,
            "high": 47.38,
            "low": 47.37,
            "close": 47.37,
            "amount_yi": 0.0019
          },
          {
            "time": "14:52",
            "open": 47.36,
            "high": 47.36,
            "low": 47.36,
            "close": 47.36,
            "amount_yi": 0.0021
          },
          {
            "time": "14:53",
            "open": 47.58,
            "high": 47.58,
            "low": 47.55,
            "close": 47.55,
            "amount_yi": 0.0509
          },
          {
            "time": "14:54",
            "open": 47.53,
            "high": 47.55,
            "low": 47.53,
            "close": 47.55,
            "amount_yi": 0.0145
          },
          {
            "time": "14:55",
            "open": 47.55,
            "high": 47.55,
            "low": 47.55,
            "close": 47.55,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.55,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 46.9,
        "open": 47.5,
        "high": 47.6,
        "low": 46.0,
        "bid1": 47.54,
        "ask1": 47.55,
        "bid_qty1": 1,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688513:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688513",
      "name": "苑东生物",
      "side": "BUY",
      "priority": "W46",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 0.0184,
        "prev_amount_yi": 0.0121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5207,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 43.97,
            "high": 44.0,
            "low": 43.97,
            "close": 44.0,
            "amount_yi": 0.0031
          },
          {
            "time": "14:52",
            "open": 43.98,
            "high": 43.98,
            "low": 43.92,
            "close": 43.92,
            "amount_yi": 0.0036
          },
          {
            "time": "14:53",
            "open": 44.01,
            "high": 44.06,
            "low": 44.01,
            "close": 44.06,
            "amount_yi": 0.003
          },
          {
            "time": "14:54",
            "open": 43.98,
            "high": 44.06,
            "low": 43.98,
            "close": 44.06,
            "amount_yi": 0.0066
          },
          {
            "time": "14:55",
            "open": 44.0,
            "high": 44.0,
            "low": 44.0,
            "close": 44.0,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 44.0,
        "ts": "2026-06-30T14:55:10",
        "prev_close": 44.5,
        "open": 44.5,
        "high": 45.5,
        "low": 43.58,
        "bid1": 44.0,
        "ask1": 44.05,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688131:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688131:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688131",
      "name": "皓元医药",
      "side": "BUY",
      "priority": "W47",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 99.97,
      "exec_low": 99.97,
      "exec_high": 101.47,
      "invalid_price": 96.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2432,
        "prev_amount_yi": 0.116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 94.28,
            "high": 94.39,
            "low": 94.28,
            "close": 94.39,
            "amount_yi": 0.0327
          },
          {
            "time": "14:52",
            "open": 94.35,
            "high": 94.44,
            "low": 94.35,
            "close": 94.44,
            "amount_yi": 0.0243
          },
          {
            "time": "14:53",
            "open": 94.72,
            "high": 94.72,
            "low": 94.69,
            "close": 94.69,
            "amount_yi": 0.101
          },
          {
            "time": "14:54",
            "open": 94.6,
            "high": 94.66,
            "low": 94.6,
            "close": 94.66,
            "amount_yi": 0.0627
          },
          {
            "time": "14:55",
            "open": 94.58,
            "high": 94.58,
            "low": 94.58,
            "close": 94.58,
            "amount_yi": 0.0225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 94.58,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 98.11,
        "open": 96.51,
        "high": 97.47,
        "low": 93.8,
        "bid1": 94.52,
        "ask1": 94.58,
        "bid_qty1": 16,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688126:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688126:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688126",
      "name": "沪硅产业",
      "side": "BUY",
      "priority": "W48",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 600,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 1.8503,
        "prev_amount_yi": 1.3091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 39.85,
            "high": 39.9,
            "low": 39.85,
            "close": 39.9,
            "amount_yi": 0.3397
          },
          {
            "time": "14:52",
            "open": 39.99,
            "high": 39.99,
            "low": 39.94,
            "close": 39.94,
            "amount_yi": 0.3742
          },
          {
            "time": "14:53",
            "open": 39.95,
            "high": 39.99,
            "low": 39.95,
            "close": 39.99,
            "amount_yi": 0.4955
          },
          {
            "time": "14:54",
            "open": 39.98,
            "high": 39.98,
            "low": 39.93,
            "close": 39.93,
            "amount_yi": 0.4932
          },
          {
            "time": "14:55",
            "open": 39.88,
            "high": 39.88,
            "low": 39.88,
            "close": 39.88,
            "amount_yi": 0.1477
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 39.88,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 39.0,
        "open": 38.9,
        "high": 40.6,
        "low": 38.0,
        "bid1": 39.87,
        "ask1": 39.88,
        "bid_qty1": 49,
        "ask_qty1": 205
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688222:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688222:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688222",
      "name": "成都先导",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 33.45,
      "exec_low": 33.45,
      "exec_high": 33.95,
      "invalid_price": 32.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 34.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.95,
      "entry_zone_high": 33.95,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1524,
        "prev_amount_yi": 0.1249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 32.12,
            "high": 32.14,
            "low": 32.12,
            "close": 32.14,
            "amount_yi": 0.0258
          },
          {
            "time": "14:52",
            "open": 32.12,
            "high": 32.13,
            "low": 32.12,
            "close": 32.13,
            "amount_yi": 0.0258
          },
          {
            "time": "14:53",
            "open": 32.12,
            "high": 32.12,
            "low": 32.12,
            "close": 32.12,
            "amount_yi": 0.0267
          },
          {
            "time": "14:54",
            "open": 32.13,
            "high": 32.15,
            "low": 32.13,
            "close": 32.15,
            "amount_yi": 0.0516
          },
          {
            "time": "14:55",
            "open": 32.1,
            "high": 32.1,
            "low": 32.1,
            "close": 32.1,
            "amount_yi": 0.0225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 32.1,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 32.83,
        "open": 32.5,
        "high": 32.6,
        "low": 31.43,
        "bid1": 32.11,
        "ask1": 32.12,
        "bid_qty1": 25,
        "ask_qty1": 48
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300346:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300346:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W50",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 90.7167,
      "price_vs_vwap_pct": 1.8556,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.238,
        "prev_amount_yi": 1.5494,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 92.19,
            "high": 92.19,
            "low": 92.18,
            "close": 92.18,
            "amount_yi": 0.3806
          },
          {
            "time": "14:52",
            "open": 92.05,
            "high": 92.12,
            "low": 92.05,
            "close": 92.12,
            "amount_yi": 0.4055
          },
          {
            "time": "14:53",
            "open": 92.17,
            "high": 92.19,
            "low": 92.17,
            "close": 92.19,
            "amount_yi": 0.3168
          },
          {
            "time": "14:54",
            "open": 92.39,
            "high": 92.54,
            "low": 92.39,
            "close": 92.54,
            "amount_yi": 0.6814
          },
          {
            "time": "14:55",
            "open": 92.4,
            "high": 92.4,
            "low": 92.4,
            "close": 92.4,
            "amount_yi": 0.4537
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 92.4,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 90.0,
        "open": 90.0,
        "high": 93.66,
        "low": 85.5,
        "bid1": 92.37,
        "ask1": 92.39,
        "bid_qty1": 29,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300558:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SZSE.300558:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300558",
      "name": "贝达药业",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 66.0,
      "exec_low": 66.0,
      "exec_high": 66.99,
      "invalid_price": 64.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.01,
      "entry_zone_high": 66.99,
      "entry_risk_pct": null,
      "intraday_vwap": 64.3218,
      "price_vs_vwap_pct": 1.0388,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2827,
        "prev_amount_yi": 0.1994,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 64.95,
            "high": 65.0,
            "low": 64.95,
            "close": 65.0,
            "amount_yi": 0.0547
          },
          {
            "time": "14:52",
            "open": 64.98,
            "high": 65.0,
            "low": 64.98,
            "close": 65.0,
            "amount_yi": 0.0594
          },
          {
            "time": "14:53",
            "open": 64.97,
            "high": 64.98,
            "low": 64.97,
            "close": 64.98,
            "amount_yi": 0.0635
          },
          {
            "time": "14:54",
            "open": 64.98,
            "high": 64.98,
            "low": 64.97,
            "close": 64.97,
            "amount_yi": 0.0645
          },
          {
            "time": "14:55",
            "open": 64.99,
            "high": 64.99,
            "low": 64.99,
            "close": 64.99,
            "amount_yi": 0.0406
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 64.99,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 64.44,
        "open": 64.2,
        "high": 65.3,
        "low": 63.4,
        "bid1": 64.99,
        "ask1": 65.0,
        "bid_qty1": 45,
        "ask_qty1": 121
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688106:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688106:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688106",
      "name": "金宏气体",
      "side": "BUY",
      "priority": "W52",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 39.74,
      "exec_low": 39.74,
      "exec_high": 40.34,
      "invalid_price": 38.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 600,
      "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": 0.4689,
        "prev_amount_yi": 0.2849,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 41.76,
            "high": 41.77,
            "low": 41.76,
            "close": 41.77,
            "amount_yi": 0.1104
          },
          {
            "time": "14:52",
            "open": 41.77,
            "high": 41.77,
            "low": 41.75,
            "close": 41.75,
            "amount_yi": 0.0766
          },
          {
            "time": "14:53",
            "open": 41.75,
            "high": 41.75,
            "low": 41.74,
            "close": 41.74,
            "amount_yi": 0.0955
          },
          {
            "time": "14:54",
            "open": 41.65,
            "high": 41.65,
            "low": 41.6,
            "close": 41.6,
            "amount_yi": 0.1093
          },
          {
            "time": "14:55",
            "open": 41.53,
            "high": 41.53,
            "low": 41.53,
            "close": 41.53,
            "amount_yi": 0.0771
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 41.53,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 39.17,
        "open": 40.0,
        "high": 42.5,
        "low": 38.23,
        "bid1": 41.55,
        "ask1": 41.58,
        "bid_qty1": 2,
        "ask_qty1": 165
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688506:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688506:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688506",
      "name": "百利天恒",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 302.17,
      "exec_low": 302.17,
      "exec_high": 306.7,
      "invalid_price": 293.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 311.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 306.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 297.64,
      "entry_zone_high": 306.7,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2647,
        "prev_amount_yi": 0.1136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 295.51,
            "high": 295.96,
            "low": 295.51,
            "close": 295.96,
            "amount_yi": 0.0556
          },
          {
            "time": "14:52",
            "open": 295.9,
            "high": 295.97,
            "low": 295.9,
            "close": 295.97,
            "amount_yi": 0.0574
          },
          {
            "time": "14:53",
            "open": 296.23,
            "high": 296.23,
            "low": 296.07,
            "close": 296.07,
            "amount_yi": 0.0483
          },
          {
            "time": "14:54",
            "open": 296.55,
            "high": 297.13,
            "low": 296.55,
            "close": 297.13,
            "amount_yi": 0.0491
          },
          {
            "time": "14:55",
            "open": 297.94,
            "high": 297.94,
            "low": 297.94,
            "close": 297.94,
            "amount_yi": 0.0543
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 297.94,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 297.01,
        "open": 290.26,
        "high": 300.0,
        "low": 288.0,
        "bid1": 297.19,
        "ask1": 297.95,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 3500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.76,
      "entry_zone_high": 8.0,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6719,
      "price_vs_vwap_pct": -0.0248,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.038,
        "prev_amount_yi": 0.0276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 0.0053
          },
          {
            "time": "14:52",
            "open": 7.65,
            "high": 7.66,
            "low": 7.65,
            "close": 7.66,
            "amount_yi": 0.0075
          },
          {
            "time": "14:53",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0073
          },
          {
            "time": "14:54",
            "open": 7.66,
            "high": 7.67,
            "low": 7.66,
            "close": 7.67,
            "amount_yi": 0.01
          },
          {
            "time": "14:55",
            "open": 7.67,
            "high": 7.67,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:12",
        "prev_close": 7.85,
        "open": 7.78,
        "high": 7.86,
        "low": 7.52,
        "bid1": 7.66,
        "ask1": 7.67,
        "bid_qty1": 2232,
        "ask_qty1": 379
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688037:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688037:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688037",
      "name": "芯源微",
      "side": "BUY",
      "priority": "W55",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 399.98,
      "exec_low": 399.98,
      "exec_high": 405.98,
      "invalid_price": 387.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 411.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 405.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 393.98,
      "entry_zone_high": 405.98,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.677,
        "prev_amount_yi": 0.5092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 440.0,
            "high": 440.0,
            "low": 440.0,
            "close": 440.0,
            "amount_yi": 0.0968
          },
          {
            "time": "14:52",
            "open": 439.99,
            "high": 440.0,
            "low": 439.99,
            "close": 440.0,
            "amount_yi": 0.1391
          },
          {
            "time": "14:53",
            "open": 440.0,
            "high": 440.0,
            "low": 439.81,
            "close": 439.81,
            "amount_yi": 0.2455
          },
          {
            "time": "14:54",
            "open": 439.82,
            "high": 441.6,
            "low": 439.82,
            "close": 441.6,
            "amount_yi": 0.1356
          },
          {
            "time": "14:55",
            "open": 441.5,
            "high": 441.5,
            "low": 441.5,
            "close": 441.5,
            "amount_yi": 0.06
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 441.5,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 399.64,
        "open": 396.58,
        "high": 453.64,
        "low": 390.0,
        "bid1": 440.97,
        "ask1": 441.5,
        "bid_qty1": 7,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688443:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688443:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688443",
      "name": "智翔金泰-U",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.49,
      "exec_low": 23.49,
      "exec_high": 23.84,
      "invalid_price": 22.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1100,
      "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": 0.0368,
        "prev_amount_yi": 0.0182,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 23.22,
            "high": 23.24,
            "low": 23.22,
            "close": 23.24,
            "amount_yi": 0.0027
          },
          {
            "time": "14:52",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0021
          },
          {
            "time": "14:53",
            "open": 23.24,
            "high": 23.24,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0038
          },
          {
            "time": "14:54",
            "open": 23.2,
            "high": 23.26,
            "low": 23.2,
            "close": 23.26,
            "amount_yi": 0.0225
          },
          {
            "time": "14:55",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 23.24,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 23.38,
        "open": 23.49,
        "high": 23.79,
        "low": 22.93,
        "bid1": 23.21,
        "ask1": 23.23,
        "bid_qty1": 10,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688137:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688137:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688137",
      "name": "近岸蛋白",
      "side": "BUY",
      "priority": "W57",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 700,
      "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": 0.0108,
        "prev_amount_yi": 0.0096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.125,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 36.04,
            "high": 36.04,
            "low": 36.02,
            "close": 36.02,
            "amount_yi": 0.0015
          },
          {
            "time": "14:52",
            "open": 36.01,
            "high": 36.02,
            "low": 36.01,
            "close": 36.02,
            "amount_yi": 0.0012
          },
          {
            "time": "14:53",
            "open": 35.98,
            "high": 36.03,
            "low": 35.98,
            "close": 36.03,
            "amount_yi": 0.0018
          },
          {
            "time": "14:54",
            "open": 36.06,
            "high": 36.06,
            "low": 36.06,
            "close": 36.06,
            "amount_yi": 0.0048
          },
          {
            "time": "14:55",
            "open": 36.1,
            "high": 36.1,
            "low": 36.1,
            "close": 36.1,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 36.1,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 36.25,
        "open": 37.14,
        "high": 39.44,
        "low": 35.38,
        "bid1": 35.93,
        "ask1": 36.09,
        "bid_qty1": 16,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688545:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260629:SHSE.688545:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "W58",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "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_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5397,
        "prev_amount_yi": 0.4952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0899,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:51",
            "open": 133.43,
            "high": 133.47,
            "low": 133.43,
            "close": 133.47,
            "amount_yi": 0.1033
          },
          {
            "time": "14:52",
            "open": 133.4,
            "high": 133.4,
            "low": 133.38,
            "close": 133.38,
            "amount_yi": 0.1065
          },
          {
            "time": "14:53",
            "open": 133.4,
            "high": 133.58,
            "low": 133.4,
            "close": 133.58,
            "amount_yi": 0.1264
          },
          {
            "time": "14:54",
            "open": 133.64,
            "high": 133.64,
            "low": 133.6,
            "close": 133.6,
            "amount_yi": 0.1387
          },
          {
            "time": "14:55",
            "open": 133.61,
            "high": 133.61,
            "low": 133.61,
            "close": 133.61,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 133.61,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 134.66,
        "open": 128.5,
        "high": 138.1,
        "low": 125.0,
        "bid1": 133.61,
        "ask1": 133.76,
        "bid_qty1": 57,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688765:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688765:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688765",
      "name": "禾元生物-U",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 0.0529,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.9774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 51.05,
            "high": 51.05,
            "low": 51.04,
            "close": 51.04,
            "amount_yi": 0.0073
          },
          {
            "time": "14:52",
            "open": 51.02,
            "high": 51.06,
            "low": 51.02,
            "close": 51.06,
            "amount_yi": 0.0091
          },
          {
            "time": "14:53",
            "open": 51.08,
            "high": 51.08,
            "low": 51.05,
            "close": 51.05,
            "amount_yi": 0.0076
          },
          {
            "time": "14:54",
            "open": 51.05,
            "high": 51.12,
            "low": 51.05,
            "close": 51.12,
            "amount_yi": 0.0145
          },
          {
            "time": "14:55",
            "open": 51.01,
            "high": 51.01,
            "low": 51.01,
            "close": 51.01,
            "amount_yi": 0.0144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 51.01,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 51.55,
        "open": 51.48,
        "high": 51.99,
        "low": 49.86,
        "bid1": 51.0,
        "ask1": 51.01,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301520:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.301520:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.301520",
      "name": "万邦医药",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 32.8224,
      "price_vs_vwap_pct": -1.4697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.041,
        "prev_amount_yi": 0.0221,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 32.0,
            "high": 32.07,
            "low": 32.0,
            "close": 32.07,
            "amount_yi": 0.0072
          },
          {
            "time": "14:52",
            "open": 32.06,
            "high": 32.11,
            "low": 32.06,
            "close": 32.11,
            "amount_yi": 0.0072
          },
          {
            "time": "14:53",
            "open": 32.15,
            "high": 32.29,
            "low": 32.15,
            "close": 32.29,
            "amount_yi": 0.008
          },
          {
            "time": "14:54",
            "open": 32.3,
            "high": 32.34,
            "low": 32.3,
            "close": 32.34,
            "amount_yi": 0.0128
          },
          {
            "time": "14:55",
            "open": 32.34,
            "high": 32.34,
            "low": 32.34,
            "close": 32.34,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 32.34,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 28.26,
        "open": 31.0,
        "high": 33.91,
        "low": 31.0,
        "bid1": 32.34,
        "ask1": 32.35,
        "bid_qty1": 1,
        "ask_qty1": 59
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300434:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300434:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300434",
      "name": "金石亚药",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 11.0966,
      "price_vs_vwap_pct": 1.2923,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1208,
        "prev_amount_yi": 0.1461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 11.17,
            "high": 11.18,
            "low": 11.17,
            "close": 11.18,
            "amount_yi": 0.0222
          },
          {
            "time": "14:52",
            "open": 11.18,
            "high": 11.18,
            "low": 11.18,
            "close": 11.18,
            "amount_yi": 0.0257
          },
          {
            "time": "14:53",
            "open": 11.19,
            "high": 11.19,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.029
          },
          {
            "time": "14:54",
            "open": 11.2,
            "high": 11.2,
            "low": 11.2,
            "close": 11.2,
            "amount_yi": 0.0254
          },
          {
            "time": "14:55",
            "open": 11.24,
            "high": 11.24,
            "low": 11.24,
            "close": 11.24,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 11.24,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 10.81,
        "open": 10.71,
        "high": 11.45,
        "low": 10.55,
        "bid1": 11.24,
        "ask1": 11.25,
        "bid_qty1": 216,
        "ask_qty1": 259
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600129:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600129:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600129",
      "name": "太极集团",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2000,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 13.3509,
      "price_vs_vwap_pct": 1.5662,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0695,
        "prev_amount_yi": 0.0485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 13.55,
            "high": 13.55,
            "low": 13.55,
            "close": 13.55,
            "amount_yi": 0.0069
          },
          {
            "time": "14:52",
            "open": 13.55,
            "high": 13.55,
            "low": 13.55,
            "close": 13.55,
            "amount_yi": 0.0139
          },
          {
            "time": "14:53",
            "open": 13.56,
            "high": 13.56,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.0131
          },
          {
            "time": "14:54",
            "open": 13.56,
            "high": 13.57,
            "low": 13.56,
            "close": 13.57,
            "amount_yi": 0.017
          },
          {
            "time": "14:55",
            "open": 13.56,
            "high": 13.56,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.0186
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 13.56,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 13.05,
        "open": 13.05,
        "high": 13.7,
        "low": 12.95,
        "bid1": 13.55,
        "ask1": 13.56,
        "bid_qty1": 316,
        "ask_qty1": 404
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688432:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688432:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 600,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 0.5676,
        "prev_amount_yi": 0.4386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 39.29,
            "high": 39.36,
            "low": 39.29,
            "close": 39.36,
            "amount_yi": 0.0776
          },
          {
            "time": "14:52",
            "open": 39.41,
            "high": 39.55,
            "low": 39.41,
            "close": 39.55,
            "amount_yi": 0.1158
          },
          {
            "time": "14:53",
            "open": 39.7,
            "high": 39.94,
            "low": 39.7,
            "close": 39.94,
            "amount_yi": 0.1017
          },
          {
            "time": "14:54",
            "open": 39.94,
            "high": 39.94,
            "low": 39.72,
            "close": 39.72,
            "amount_yi": 0.2004
          },
          {
            "time": "14:55",
            "open": 39.72,
            "high": 39.72,
            "low": 39.72,
            "close": 39.72,
            "amount_yi": 0.0721
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 39.72,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 37.08,
        "open": 38.5,
        "high": 41.21,
        "low": 37.0,
        "bid1": 39.69,
        "ask1": 39.72,
        "bid_qty1": 275,
        "ask_qty1": 174
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300436:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300436:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300436",
      "name": "广生堂",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 107.7192,
      "price_vs_vwap_pct": -0.2035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2987,
        "prev_amount_yi": 0.2102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 107.4,
            "high": 107.4,
            "low": 107.38,
            "close": 107.38,
            "amount_yi": 0.0279
          },
          {
            "time": "14:52",
            "open": 107.35,
            "high": 107.35,
            "low": 107.2,
            "close": 107.2,
            "amount_yi": 0.0514
          },
          {
            "time": "14:53",
            "open": 107.22,
            "high": 107.26,
            "low": 107.22,
            "close": 107.26,
            "amount_yi": 0.0536
          },
          {
            "time": "14:54",
            "open": 107.25,
            "high": 107.42,
            "low": 107.25,
            "close": 107.42,
            "amount_yi": 0.0964
          },
          {
            "time": "14:55",
            "open": 107.5,
            "high": 107.5,
            "low": 107.5,
            "close": 107.5,
            "amount_yi": 0.0694
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 107.5,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 106.56,
        "open": 107.9,
        "high": 111.99,
        "low": 105.5,
        "bid1": 107.5,
        "ask1": 107.54,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 0.327,
        "prev_amount_yi": 0.2278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 216.31,
            "high": 217.58,
            "low": 216.31,
            "close": 217.58,
            "amount_yi": 0.0597
          },
          {
            "time": "14:52",
            "open": 217.58,
            "high": 217.59,
            "low": 217.58,
            "close": 217.59,
            "amount_yi": 0.0604
          },
          {
            "time": "14:53",
            "open": 217.94,
            "high": 217.94,
            "low": 217.9,
            "close": 217.9,
            "amount_yi": 0.1292
          },
          {
            "time": "14:54",
            "open": 218.0,
            "high": 218.0,
            "low": 217.97,
            "close": 217.97,
            "amount_yi": 0.0501
          },
          {
            "time": "14:55",
            "open": 217.98,
            "high": 217.98,
            "low": 217.98,
            "close": 217.98,
            "amount_yi": 0.0276
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 217.98,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 194.33,
        "open": 190.0,
        "high": 220.01,
        "low": 182.0,
        "bid1": 217.91,
        "ask1": 217.98,
        "bid_qty1": 2,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600557:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600557:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600557",
      "name": "康缘药业",
      "side": "BUY",
      "priority": "W66",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2300,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 11.8843,
      "price_vs_vwap_pct": -0.8776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0526,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8456,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 11.81,
            "high": 11.81,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0052
          },
          {
            "time": "14:52",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0126
          },
          {
            "time": "14:53",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0038
          },
          {
            "time": "14:54",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0295
          },
          {
            "time": "14:55",
            "open": 11.78,
            "high": 11.78,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 11.78,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 11.96,
        "open": 12.09,
        "high": 12.22,
        "low": 11.67,
        "bid1": 11.78,
        "ask1": 11.79,
        "bid_qty1": 1,
        "ask_qty1": 90
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000988:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000988:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000988",
      "name": "华工科技",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 180.7908,
      "price_vs_vwap_pct": 2.2176,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.6901,
        "prev_amount_yi": 2.9038,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 184.04,
            "high": 184.06,
            "low": 184.04,
            "close": 184.06,
            "amount_yi": 0.6327
          },
          {
            "time": "14:52",
            "open": 184.05,
            "high": 184.05,
            "low": 184.05,
            "close": 184.05,
            "amount_yi": 0.5876
          },
          {
            "time": "14:53",
            "open": 184.4,
            "high": 184.6,
            "low": 184.4,
            "close": 184.6,
            "amount_yi": 0.9892
          },
          {
            "time": "14:54",
            "open": 184.73,
            "high": 184.85,
            "low": 184.73,
            "close": 184.85,
            "amount_yi": 0.7602
          },
          {
            "time": "14:55",
            "open": 184.8,
            "high": 184.8,
            "low": 184.8,
            "close": 184.8,
            "amount_yi": 0.7204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 184.8,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 177.03,
        "open": 179.0,
        "high": 187.66,
        "low": 173.03,
        "bid1": 184.77,
        "ask1": 184.78,
        "bid_qty1": 20,
        "ask_qty1": 155
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000551:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000551:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000551",
      "name": "创元科技",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1300,
      "prev_close": null,
      "theme": "工业气体",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 20.533,
      "price_vs_vwap_pct": 0.2776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3554,
        "prev_amount_yi": 0.2429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4632,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 20.56,
            "high": 20.56,
            "low": 20.55,
            "close": 20.55,
            "amount_yi": 0.055
          },
          {
            "time": "14:52",
            "open": 20.54,
            "high": 20.54,
            "low": 20.52,
            "close": 20.52,
            "amount_yi": 0.1144
          },
          {
            "time": "14:53",
            "open": 20.55,
            "high": 20.56,
            "low": 20.55,
            "close": 20.56,
            "amount_yi": 0.0736
          },
          {
            "time": "14:54",
            "open": 20.57,
            "high": 20.59,
            "low": 20.57,
            "close": 20.59,
            "amount_yi": 0.0799
          },
          {
            "time": "14:55",
            "open": 20.59,
            "high": 20.59,
            "low": 20.59,
            "close": 20.59,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 20.59,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 20.08,
        "open": 20.58,
        "high": 21.32,
        "low": 19.2,
        "bid1": 20.58,
        "ask1": 20.59,
        "bid_qty1": 424,
        "ask_qty1": 590
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300204:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.300204:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300204",
      "name": "舒泰神",
      "side": "BUY",
      "priority": "W69",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1100,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 23.7687,
      "price_vs_vwap_pct": 0.3841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2651,
        "prev_amount_yi": 0.2517,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0532,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 23.81,
            "high": 23.85,
            "low": 23.81,
            "close": 23.85,
            "amount_yi": 0.0468
          },
          {
            "time": "14:52",
            "open": 23.86,
            "high": 23.87,
            "low": 23.86,
            "close": 23.87,
            "amount_yi": 0.0465
          },
          {
            "time": "14:53",
            "open": 23.86,
            "high": 23.87,
            "low": 23.86,
            "close": 23.87,
            "amount_yi": 0.0528
          },
          {
            "time": "14:54",
            "open": 23.88,
            "high": 23.88,
            "low": 23.88,
            "close": 23.88,
            "amount_yi": 0.0581
          },
          {
            "time": "14:55",
            "open": 23.86,
            "high": 23.86,
            "low": 23.86,
            "close": 23.86,
            "amount_yi": 0.0609
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 23.86,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 23.28,
        "open": 23.51,
        "high": 24.38,
        "low": 23.3,
        "bid1": 23.83,
        "ask1": 23.86,
        "bid_qty1": 39,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002437:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002437:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002437",
      "name": "誉衡药业",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 10100,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 2.7228,
      "price_vs_vwap_pct": -0.8374,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0928,
        "prev_amount_yi": 0.0376,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0061
          },
          {
            "time": "14:52",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0448
          },
          {
            "time": "14:53",
            "open": 2.69,
            "high": 2.7,
            "low": 2.69,
            "close": 2.7,
            "amount_yi": 0.0072
          },
          {
            "time": "14:54",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.021
          },
          {
            "time": "14:55",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 2.7,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 2.67,
        "open": 2.75,
        "high": 2.81,
        "low": 2.64,
        "bid1": 2.69,
        "ask1": 2.7,
        "bid_qty1": 5901,
        "ask_qty1": 159
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002422:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002422:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 700,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 38.1171,
      "price_vs_vwap_pct": 1.4768,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2227,
        "prev_amount_yi": 0.2142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 38.69,
            "high": 38.74,
            "low": 38.69,
            "close": 38.74,
            "amount_yi": 0.0464
          },
          {
            "time": "14:52",
            "open": 38.73,
            "high": 38.73,
            "low": 38.72,
            "close": 38.72,
            "amount_yi": 0.0518
          },
          {
            "time": "14:53",
            "open": 38.69,
            "high": 38.69,
            "low": 38.66,
            "close": 38.66,
            "amount_yi": 0.056
          },
          {
            "time": "14:54",
            "open": 38.66,
            "high": 38.66,
            "low": 38.65,
            "close": 38.65,
            "amount_yi": 0.0474
          },
          {
            "time": "14:55",
            "open": 38.68,
            "high": 38.68,
            "low": 38.68,
            "close": 38.68,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 38.68,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 39.16,
        "open": 38.85,
        "high": 38.85,
        "low": 37.3,
        "bid1": 38.66,
        "ask1": 38.68,
        "bid_qty1": 3,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600867:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600867:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600867",
      "name": "通化东宝",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3400,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 8.0583,
      "price_vs_vwap_pct": 0.0211,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0942,
        "prev_amount_yi": 0.0829,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 8.06,
            "high": 8.06,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0184
          },
          {
            "time": "14:52",
            "open": 8.06,
            "high": 8.06,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0157
          },
          {
            "time": "14:53",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0203
          },
          {
            "time": "14:54",
            "open": 8.04,
            "high": 8.05,
            "low": 8.04,
            "close": 8.05,
            "amount_yi": 0.0225
          },
          {
            "time": "14:55",
            "open": 8.06,
            "high": 8.06,
            "low": 8.06,
            "close": 8.06,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 8.06,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 8.17,
        "open": 8.09,
        "high": 8.24,
        "low": 7.97,
        "bid1": 8.05,
        "ask1": 8.06,
        "bid_qty1": 576,
        "ask_qty1": 920
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688120:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688120:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688120",
      "name": "华海清科",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7164,
        "prev_amount_yi": 1.1491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 327.95,
            "high": 328.88,
            "low": 327.95,
            "close": 328.88,
            "amount_yi": 0.2733
          },
          {
            "time": "14:52",
            "open": 328.69,
            "high": 329.96,
            "low": 328.69,
            "close": 329.96,
            "amount_yi": 0.6495
          },
          {
            "time": "14:53",
            "open": 330.5,
            "high": 331.3,
            "low": 330.5,
            "close": 331.3,
            "amount_yi": 0.3881
          },
          {
            "time": "14:54",
            "open": 330.57,
            "high": 331.25,
            "low": 330.57,
            "close": 331.25,
            "amount_yi": 0.293
          },
          {
            "time": "14:55",
            "open": 330.5,
            "high": 330.5,
            "low": 330.5,
            "close": 330.5,
            "amount_yi": 0.1125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 330.5,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 316.32,
        "open": 330.0,
        "high": 332.55,
        "low": 303.01,
        "bid1": 330.5,
        "ask1": 330.89,
        "bid_qty1": 7,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688336:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688336:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688336",
      "name": "三生国健",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 0.1841,
        "prev_amount_yi": 0.1888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9751,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 52.98,
            "high": 53.09,
            "low": 52.98,
            "close": 53.09,
            "amount_yi": 0.0383
          },
          {
            "time": "14:52",
            "open": 53.1,
            "high": 53.1,
            "low": 53.08,
            "close": 53.08,
            "amount_yi": 0.0317
          },
          {
            "time": "14:53",
            "open": 53.09,
            "high": 53.1,
            "low": 53.09,
            "close": 53.1,
            "amount_yi": 0.0443
          },
          {
            "time": "14:54",
            "open": 53.11,
            "high": 53.12,
            "low": 53.11,
            "close": 53.12,
            "amount_yi": 0.0388
          },
          {
            "time": "14:55",
            "open": 53.11,
            "high": 53.11,
            "low": 53.11,
            "close": 53.11,
            "amount_yi": 0.031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 53.11,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 49.75,
        "open": 51.15,
        "high": 53.82,
        "low": 50.22,
        "bid1": 53.11,
        "ask1": 53.12,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.000566:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000566",
      "name": "海南海药",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 4.7519,
      "price_vs_vwap_pct": 5.0106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0948,
        "prev_amount_yi": 0.0937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0177
          },
          {
            "time": "14:52",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.021
          },
          {
            "time": "14:53",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.013
          },
          {
            "time": "14:54",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0354
          },
          {
            "time": "14:55",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 4.99,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 4.54,
        "open": 4.64,
        "high": 4.99,
        "low": 4.56,
        "bid1": 4.99,
        "ask1": 0.0,
        "bid_qty1": 95913,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002317:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002317:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002317",
      "name": "众生药业",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1100,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 24.4915,
      "price_vs_vwap_pct": 0.8513,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3122,
        "prev_amount_yi": 0.2703,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.155,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 24.67,
            "high": 24.67,
            "low": 24.67,
            "close": 24.67,
            "amount_yi": 0.0364
          },
          {
            "time": "14:52",
            "open": 24.67,
            "high": 24.68,
            "low": 24.67,
            "close": 24.68,
            "amount_yi": 0.0666
          },
          {
            "time": "14:53",
            "open": 24.67,
            "high": 24.68,
            "low": 24.67,
            "close": 24.68,
            "amount_yi": 0.0448
          },
          {
            "time": "14:54",
            "open": 24.69,
            "high": 24.7,
            "low": 24.69,
            "close": 24.7,
            "amount_yi": 0.0819
          },
          {
            "time": "14:55",
            "open": 24.7,
            "high": 24.7,
            "low": 24.7,
            "close": 24.7,
            "amount_yi": 0.0825
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 24.7,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 24.85,
        "open": 24.64,
        "high": 25.17,
        "low": 24.01,
        "bid1": 24.69,
        "ask1": 24.7,
        "bid_qty1": 38,
        "ask_qty1": 121
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688548:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.688548:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688548",
      "name": "广钢气体",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 0.5476,
        "prev_amount_yi": 0.4297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 51.68,
            "high": 51.68,
            "low": 51.63,
            "close": 51.63,
            "amount_yi": 0.0591
          },
          {
            "time": "14:52",
            "open": 51.64,
            "high": 51.8,
            "low": 51.64,
            "close": 51.8,
            "amount_yi": 0.1553
          },
          {
            "time": "14:53",
            "open": 51.98,
            "high": 52.22,
            "low": 51.98,
            "close": 52.22,
            "amount_yi": 0.1941
          },
          {
            "time": "14:54",
            "open": 52.31,
            "high": 52.31,
            "low": 52.3,
            "close": 52.3,
            "amount_yi": 0.1124
          },
          {
            "time": "14:55",
            "open": 52.2,
            "high": 52.2,
            "low": 52.2,
            "close": 52.2,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 52.2,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 46.49,
        "open": 46.8,
        "high": 54.98,
        "low": 45.1,
        "bid1": 52.18,
        "ask1": 52.2,
        "bid_qty1": 4,
        "ask_qty1": 163
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002409:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002409:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002409",
      "name": "雅克科技",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 217.0841,
      "price_vs_vwap_pct": 3.7064,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5089,
        "prev_amount_yi": 1.325,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1388,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 222.32,
            "high": 222.62,
            "low": 222.32,
            "close": 222.62,
            "amount_yi": 0.2452
          },
          {
            "time": "14:52",
            "open": 223.05,
            "high": 223.6,
            "low": 223.05,
            "close": 223.6,
            "amount_yi": 0.3391
          },
          {
            "time": "14:53",
            "open": 224.36,
            "high": 225.0,
            "low": 224.36,
            "close": 225.0,
            "amount_yi": 0.4115
          },
          {
            "time": "14:54",
            "open": 225.21,
            "high": 225.21,
            "low": 225.12,
            "close": 225.12,
            "amount_yi": 0.313
          },
          {
            "time": "14:55",
            "open": 225.13,
            "high": 225.13,
            "low": 225.13,
            "close": 225.13,
            "amount_yi": 0.2001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 225.13,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 207.46,
        "open": 216.24,
        "high": 228.1,
        "low": 207.47,
        "bid1": 225.13,
        "ask1": 225.15,
        "bid_qty1": 12,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600378:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600378:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 72.9543,
      "price_vs_vwap_pct": 3.325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.243,
        "prev_amount_yi": 0.0707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0886
          },
          {
            "time": "14:52",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0348
          },
          {
            "time": "14:53",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0214
          },
          {
            "time": "14:54",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.0812
          },
          {
            "time": "14:55",
            "open": 75.38,
            "high": 75.38,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:14",
        "prev_close": 68.53,
        "open": 71.77,
        "high": 75.38,
        "low": 69.54,
        "bid1": 75.38,
        "ask1": 0.0,
        "bid_qty1": 13627,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603318:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.603318:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603318",
      "name": "水发燃气",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2800,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 9.3086,
      "price_vs_vwap_pct": 2.4859,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1499,
        "prev_amount_yi": 0.2138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7011,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 9.55,
            "high": 9.55,
            "low": 9.55,
            "close": 9.55,
            "amount_yi": 0.0307
          },
          {
            "time": "14:52",
            "open": 9.55,
            "high": 9.55,
            "low": 9.55,
            "close": 9.55,
            "amount_yi": 0.0301
          },
          {
            "time": "14:53",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0392
          },
          {
            "time": "14:54",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0368
          },
          {
            "time": "14:55",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 9.54,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 9.69,
        "open": 9.33,
        "high": 9.69,
        "low": 8.97,
        "bid1": 9.54,
        "ask1": 9.55,
        "bid_qty1": 492,
        "ask_qty1": 916
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002821:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002821:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002821",
      "name": "凯莱英",
      "side": "BUY",
      "priority": "W81",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "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": 163.9985,
      "price_vs_vwap_pct": -1.2186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4312,
        "prev_amount_yi": 0.4087,
        "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": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 160.9,
            "high": 160.9,
            "low": 160.89,
            "close": 160.89,
            "amount_yi": 0.069
          },
          {
            "time": "14:52",
            "open": 160.94,
            "high": 161.24,
            "low": 160.94,
            "close": 161.24,
            "amount_yi": 0.0792
          },
          {
            "time": "14:53",
            "open": 161.47,
            "high": 161.72,
            "low": 161.47,
            "close": 161.72,
            "amount_yi": 0.1198
          },
          {
            "time": "14:54",
            "open": 162.0,
            "high": 162.0,
            "low": 161.78,
            "close": 161.78,
            "amount_yi": 0.1208
          },
          {
            "time": "14:55",
            "open": 162.0,
            "high": 162.0,
            "low": 162.0,
            "close": 162.0,
            "amount_yi": 0.0424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 162.0,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 167.75,
        "open": 170.76,
        "high": 171.8,
        "low": 158.5,
        "bid1": 161.88,
        "ask1": 162.0,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002653:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002653",
      "name": "海思科",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 65.4187,
      "price_vs_vwap_pct": 0.7663,
      "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": 0.2554,
        "prev_amount_yi": 0.2772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 65.58,
            "high": 65.6,
            "low": 65.58,
            "close": 65.6,
            "amount_yi": 0.058
          },
          {
            "time": "14:52",
            "open": 65.67,
            "high": 65.74,
            "low": 65.67,
            "close": 65.74,
            "amount_yi": 0.0387
          },
          {
            "time": "14:53",
            "open": 65.83,
            "high": 65.96,
            "low": 65.83,
            "close": 65.96,
            "amount_yi": 0.0624
          },
          {
            "time": "14:54",
            "open": 65.92,
            "high": 65.92,
            "low": 65.91,
            "close": 65.91,
            "amount_yi": 0.072
          },
          {
            "time": "14:55",
            "open": 65.92,
            "high": 65.92,
            "low": 65.92,
            "close": 65.92,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 65.92,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 61.06,
        "open": 63.44,
        "high": 67.16,
        "low": 62.89,
        "bid1": 65.91,
        "ask1": 65.92,
        "bid_qty1": 19,
        "ask_qty1": 117
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002728:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002728:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002728",
      "name": "特一药业",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3000,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 9.0604,
      "price_vs_vwap_pct": 0.9889,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.097,
        "prev_amount_yi": 0.0439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 9.16,
            "high": 9.16,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.011
          },
          {
            "time": "14:52",
            "open": 9.16,
            "high": 9.16,
            "low": 9.15,
            "close": 9.15,
            "amount_yi": 0.0148
          },
          {
            "time": "14:53",
            "open": 9.16,
            "high": 9.16,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.016
          },
          {
            "time": "14:54",
            "open": 9.16,
            "high": 9.16,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.0415
          },
          {
            "time": "14:55",
            "open": 9.15,
            "high": 9.15,
            "low": 9.15,
            "close": 9.15,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 9.15,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 8.8,
        "open": 8.95,
        "high": 9.28,
        "low": 8.8,
        "bid1": 9.15,
        "ask1": 9.16,
        "bid_qty1": 456,
        "ask_qty1": 855
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002549:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002549:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002549",
      "name": "凯美特气",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1300,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 21.0454,
      "price_vs_vwap_pct": 0.0694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6027,
        "prev_amount_yi": 0.5199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 21.11,
            "high": 21.11,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.1029
          },
          {
            "time": "14:52",
            "open": 21.11,
            "high": 21.11,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.133
          },
          {
            "time": "14:53",
            "open": 21.09,
            "high": 21.09,
            "low": 21.09,
            "close": 21.09,
            "amount_yi": 0.1403
          },
          {
            "time": "14:54",
            "open": 21.08,
            "high": 21.08,
            "low": 21.07,
            "close": 21.07,
            "amount_yi": 0.1394
          },
          {
            "time": "14:55",
            "open": 21.06,
            "high": 21.06,
            "low": 21.06,
            "close": 21.06,
            "amount_yi": 0.0871
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 21.06,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 20.89,
        "open": 21.5,
        "high": 22.0,
        "low": 19.93,
        "bid1": 21.05,
        "ask1": 21.06,
        "bid_qty1": 649,
        "ask_qty1": 66
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002038:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002038:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002038",
      "name": "双鹭药业",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8084,
      "price_vs_vwap_pct": 2.4378,
      "energy_floor_hint_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": 0.1813,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0253
          },
          {
            "time": "14:52",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0292
          },
          {
            "time": "14:53",
            "open": 5.91,
            "high": 5.93,
            "low": 5.91,
            "close": 5.93,
            "amount_yi": 0.0186
          },
          {
            "time": "14:54",
            "open": 5.93,
            "high": 5.95,
            "low": 5.93,
            "close": 5.95,
            "amount_yi": 0.0347
          },
          {
            "time": "14:55",
            "open": 5.95,
            "high": 5.95,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 5.95,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 5.58,
        "open": 5.68,
        "high": 6.04,
        "low": 5.61,
        "bid1": 5.94,
        "ask1": 5.95,
        "bid_qty1": 1187,
        "ask_qty1": 848
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002808:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002808:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002808",
      "name": "恒久退",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 131100,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 0.2047,
      "price_vs_vwap_pct": 2.5892,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": []
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 0.21,
        "ts": "2026-06-30T14:55:06",
        "prev_close": 0.19,
        "open": 0.19,
        "high": 0.21,
        "low": 0.18,
        "bid1": 0.21,
        "ask1": 0.0,
        "bid_qty1": 18614,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002639:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SZSE.002639:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002639",
      "name": "雪人集团",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1900,
      "prev_close": null,
      "theme": "氦气概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 13.701,
      "price_vs_vwap_pct": 1.5984,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2118,
        "prev_amount_yi": 0.2825,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 13.92,
            "high": 13.93,
            "low": 13.92,
            "close": 13.93,
            "amount_yi": 0.0347
          },
          {
            "time": "14:52",
            "open": 13.91,
            "high": 13.92,
            "low": 13.91,
            "close": 13.92,
            "amount_yi": 0.0499
          },
          {
            "time": "14:53",
            "open": 13.92,
            "high": 13.92,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.0325
          },
          {
            "time": "14:54",
            "open": 13.91,
            "high": 13.92,
            "low": 13.91,
            "close": 13.92,
            "amount_yi": 0.0388
          },
          {
            "time": "14:55",
            "open": 13.92,
            "high": 13.92,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.0559
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 13.92,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 14.06,
        "open": 14.11,
        "high": 14.26,
        "low": 13.28,
        "bid1": 13.91,
        "ask1": 13.92,
        "bid_qty1": 1445,
        "ask_qty1": 247
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600222:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600222:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600222",
      "name": "太龙药业",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3800,
      "prev_close": null,
      "theme": "CRO",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3229,
      "price_vs_vwap_pct": -1.2686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0456,
        "prev_amount_yi": 0.0353,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 7.26,
            "high": 7.27,
            "low": 7.26,
            "close": 7.27,
            "amount_yi": 0.0052
          },
          {
            "time": "14:52",
            "open": 7.27,
            "high": 7.27,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0093
          },
          {
            "time": "14:53",
            "open": 7.26,
            "high": 7.27,
            "low": 7.26,
            "close": 7.27,
            "amount_yi": 0.0075
          },
          {
            "time": "14:54",
            "open": 7.27,
            "high": 7.27,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.0216
          },
          {
            "time": "14:55",
            "open": 7.23,
            "high": 7.23,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 7.23,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 7.25,
        "open": 7.9,
        "high": 7.9,
        "low": 7.07,
        "bid1": 7.23,
        "ask1": 7.24,
        "bid_qty1": 128,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600363:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600363:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600363",
      "name": "联创光电",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 700,
      "prev_close": null,
      "theme": "全息技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 33.9338,
      "price_vs_vwap_pct": 5.4406,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0081,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:51",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0015
          },
          {
            "time": "14:52",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0016
          },
          {
            "time": "14:53",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0015
          },
          {
            "time": "14:54",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0031
          },
          {
            "time": "14:55",
            "open": 35.78,
            "high": 35.78,
            "low": 35.78,
            "close": 35.78,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 35.78,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 32.53,
        "open": 33.88,
        "high": 35.78,
        "low": 31.42,
        "bid1": 35.78,
        "ask1": 0.0,
        "bid_qty1": 52792,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600568:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260629:SHSE.600568:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600568",
      "name": "ST中珠",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 11600,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 2.3201,
      "price_vs_vwap_pct": 1.7198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.003,
        "prev_amount_yi": 0.0018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:41",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0014
          },
          {
            "time": "14:42",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "14:45",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0011
          },
          {
            "time": "14:51",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          },
          {
            "time": "14:52",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 2.36,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 2.25,
        "open": 2.36,
        "high": 2.36,
        "low": 2.24,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 11634,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002907:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002907:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002907",
      "name": "华森制药",
      "side": "BUY",
      "priority": "W91",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.9,
      "exec_low": 13.9,
      "exec_high": 14.11,
      "invalid_price": 13.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2000,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.69,
      "entry_zone_high": 14.11,
      "entry_risk_pct": null,
      "intraday_vwap": 13.2226,
      "price_vs_vwap_pct": 0.4341,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.037,
        "prev_amount_yi": 0.0301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2292,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 13.24,
            "high": 13.25,
            "low": 13.24,
            "close": 13.25,
            "amount_yi": 0.0083
          },
          {
            "time": "14:52",
            "open": 13.25,
            "high": 13.26,
            "low": 13.25,
            "close": 13.26,
            "amount_yi": 0.0089
          },
          {
            "time": "14:53",
            "open": 13.28,
            "high": 13.3,
            "low": 13.28,
            "close": 13.3,
            "amount_yi": 0.0077
          },
          {
            "time": "14:54",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0085
          },
          {
            "time": "14:55",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:12",
        "prev_close": 13.84,
        "open": 13.62,
        "high": 13.7,
        "low": 13.03,
        "bid1": 13.27,
        "ask1": 13.28,
        "bid_qty1": 127,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688268:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688268:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688268",
      "name": "华特气体",
      "side": "BUY",
      "priority": "W92",
      "status": "TOUCHED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 0.684,
        "prev_amount_yi": 0.4627,
        "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": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 268.0,
            "high": 268.0,
            "low": 267.78,
            "close": 267.78,
            "amount_yi": 0.0618
          },
          {
            "time": "14:52",
            "open": 267.4,
            "high": 267.4,
            "low": 266.9,
            "close": 266.9,
            "amount_yi": 0.1118
          },
          {
            "time": "14:53",
            "open": 266.68,
            "high": 266.68,
            "low": 266.5,
            "close": 266.5,
            "amount_yi": 0.1512
          },
          {
            "time": "14:54",
            "open": 266.63,
            "high": 266.63,
            "low": 266.55,
            "close": 266.55,
            "amount_yi": 0.2322
          },
          {
            "time": "14:55",
            "open": 266.88,
            "high": 266.88,
            "low": 266.88,
            "close": 266.88,
            "amount_yi": 0.127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 266.88,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 252.0,
        "open": 247.5,
        "high": 278.6,
        "low": 232.08,
        "bid1": 266.68,
        "ask1": 266.89,
        "bid_qty1": 9,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000739:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000739:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000739",
      "name": "普洛药业",
      "side": "BUY",
      "priority": "W93",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 17.2,
      "exec_low": 17.2,
      "exec_high": 17.46,
      "invalid_price": 16.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1600,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.94,
      "entry_zone_high": 17.46,
      "entry_risk_pct": null,
      "intraday_vwap": 16.6926,
      "price_vs_vwap_pct": -0.1953,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0479,
        "prev_amount_yi": 0.0259,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8494,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 16.64,
            "high": 16.65,
            "low": 16.64,
            "close": 16.65,
            "amount_yi": 0.0084
          },
          {
            "time": "14:52",
            "open": 16.64,
            "high": 16.64,
            "low": 16.63,
            "close": 16.63,
            "amount_yi": 0.0118
          },
          {
            "time": "14:53",
            "open": 16.63,
            "high": 16.64,
            "low": 16.63,
            "close": 16.64,
            "amount_yi": 0.0162
          },
          {
            "time": "14:54",
            "open": 16.65,
            "high": 16.65,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0069
          },
          {
            "time": "14:55",
            "open": 16.66,
            "high": 16.66,
            "low": 16.66,
            "close": 16.66,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 16.66,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 17.03,
        "open": 16.98,
        "high": 16.99,
        "low": 16.53,
        "bid1": 16.65,
        "ask1": 16.66,
        "bid_qty1": 72,
        "ask_qty1": 99
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002742:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002742:VWAP_RECLAIM",
      "symbol": "SZSE.002742",
      "name": "冀衡医药",
      "side": "BUY",
      "priority": "W94",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.59,
      "exec_low": 3.64,
      "exec_high": 3.64,
      "invalid_price": 3.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 8100,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.54,
      "entry_zone_high": 3.64,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4187,
      "price_vs_vwap_pct": -1.717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.027,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 3.37,
            "high": 3.37,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0036
          },
          {
            "time": "14:52",
            "open": 3.35,
            "high": 3.36,
            "low": 3.35,
            "close": 3.36,
            "amount_yi": 0.0159
          },
          {
            "time": "14:53",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0045
          },
          {
            "time": "14:54",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0024
          },
          {
            "time": "14:55",
            "open": 3.36,
            "high": 3.36,
            "low": 3.36,
            "close": 3.36,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 3.36,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 3.38,
        "open": 3.34,
        "high": 3.58,
        "low": 3.31,
        "bid1": 3.36,
        "ask1": 3.37,
        "bid_qty1": 811,
        "ask_qty1": 487
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300419:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300419:VWAP_RECLAIM",
      "symbol": "SZSE.300419",
      "name": "ST浩丰",
      "side": "BUY",
      "priority": "W95",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 3800,
      "prev_close": null,
      "theme": "数据安全",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.04,
      "entry_zone_high": 7.26,
      "entry_risk_pct": null,
      "intraday_vwap": 6.9951,
      "price_vs_vwap_pct": 1.4996,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0.0614,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 7.13,
            "high": 7.13,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.0087
          },
          {
            "time": "14:52",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.0025
          },
          {
            "time": "14:53",
            "open": 7.09,
            "high": 7.09,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0019
          },
          {
            "time": "14:54",
            "open": 7.09,
            "high": 7.1,
            "low": 7.09,
            "close": 7.1,
            "amount_yi": 0.0125
          },
          {
            "time": "14:55",
            "open": 7.1,
            "high": 7.1,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 7.1,
        "ts": "2026-06-30T14:55:09",
        "prev_close": 6.7,
        "open": 6.67,
        "high": 7.15,
        "low": 6.66,
        "bid1": 7.09,
        "ask1": 7.1,
        "bid_qty1": 157,
        "ask_qty1": 205
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.600566:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.600566:VWAP_RECLAIM",
      "symbol": "SHSE.600566",
      "name": "济川药业",
      "side": "BUY",
      "priority": "W96",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.4,
      "exec_low": 26.8,
      "exec_high": 26.8,
      "invalid_price": 25.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.0,
      "entry_zone_high": 26.8,
      "entry_risk_pct": null,
      "intraday_vwap": 22.4654,
      "price_vs_vwap_pct": -1.1814,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0454,
        "prev_amount_yi": 0.0378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2011,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0074
          },
          {
            "time": "14:52",
            "open": 22.2,
            "high": 22.21,
            "low": 22.2,
            "close": 22.21,
            "amount_yi": 0.0085
          },
          {
            "time": "14:53",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0097
          },
          {
            "time": "14:54",
            "open": 22.19,
            "high": 22.2,
            "low": 22.19,
            "close": 22.2,
            "amount_yi": 0.0167
          },
          {
            "time": "14:55",
            "open": 22.2,
            "high": 22.2,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:13",
        "prev_close": 24.65,
        "open": 24.22,
        "high": 24.22,
        "low": 22.19,
        "bid1": 22.19,
        "ask1": 22.2,
        "bid_qty1": 165,
        "ask_qty1": 78
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.000513:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000513",
      "name": "丽珠集团",
      "side": "BUY",
      "priority": "W97",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 29.99,
      "exec_low": 29.99,
      "exec_high": 30.44,
      "invalid_price": 29.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 900,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.89,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.54,
      "entry_zone_high": 30.44,
      "entry_risk_pct": null,
      "intraday_vwap": 29.0427,
      "price_vs_vwap_pct": -0.388,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0508,
        "prev_amount_yi": 0.0368,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 28.97,
            "high": 28.98,
            "low": 28.97,
            "close": 28.98,
            "amount_yi": 0.0211
          },
          {
            "time": "14:52",
            "open": 28.94,
            "high": 28.94,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.01
          },
          {
            "time": "14:53",
            "open": 28.94,
            "high": 28.95,
            "low": 28.94,
            "close": 28.95,
            "amount_yi": 0.0074
          },
          {
            "time": "14:54",
            "open": 28.94,
            "high": 28.95,
            "low": 28.94,
            "close": 28.95,
            "amount_yi": 0.009
          },
          {
            "time": "14:55",
            "open": 28.93,
            "high": 28.93,
            "low": 28.93,
            "close": 28.93,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 28.93,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 29.88,
        "open": 29.52,
        "high": 29.76,
        "low": 28.8,
        "bid1": 28.93,
        "ask1": 28.94,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002007:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.002007:VWAP_RECLAIM",
      "symbol": "SZSE.002007",
      "name": "华兰生物",
      "side": "BUY",
      "priority": "W98",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.69,
      "exec_low": 12.88,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "entry_risk_pct": null,
      "intraday_vwap": 12.2772,
      "price_vs_vwap_pct": -0.7103,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.034,
        "prev_amount_yi": 0.0308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1039,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 12.2,
            "high": 12.2,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0111
          },
          {
            "time": "14:52",
            "open": 12.2,
            "high": 12.2,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0042
          },
          {
            "time": "14:53",
            "open": 12.2,
            "high": 12.2,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.0081
          },
          {
            "time": "14:54",
            "open": 12.19,
            "high": 12.19,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.0057
          },
          {
            "time": "14:55",
            "open": 12.19,
            "high": 12.19,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 12.19,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 12.68,
        "open": 12.6,
        "high": 12.6,
        "low": 12.16,
        "bid1": 12.18,
        "ask1": 12.19,
        "bid_qty1": 669,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688520:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688520:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688520",
      "name": "神州细胞",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.93,
      "exec_low": 35.93,
      "exec_high": 36.47,
      "invalid_price": 34.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 0.0475,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 34.29,
            "high": 34.32,
            "low": 34.29,
            "close": 34.32,
            "amount_yi": 0.0146
          },
          {
            "time": "14:52",
            "open": 34.16,
            "high": 34.34,
            "low": 34.16,
            "close": 34.34,
            "amount_yi": 0.0067
          },
          {
            "time": "14:53",
            "open": 34.29,
            "high": 34.29,
            "low": 34.2,
            "close": 34.2,
            "amount_yi": 0.0097
          },
          {
            "time": "14:54",
            "open": 34.36,
            "high": 34.42,
            "low": 34.36,
            "close": 34.42,
            "amount_yi": 0.0129
          },
          {
            "time": "14:55",
            "open": 34.38,
            "high": 34.38,
            "low": 34.38,
            "close": 34.38,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 34.38,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 35.3,
        "open": 35.29,
        "high": 35.5,
        "low": 33.84,
        "bid1": 34.39,
        "ask1": 34.41,
        "bid_qty1": 6,
        "ask_qty1": 121
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002603:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002603:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002603",
      "name": "以岭药业",
      "side": "BUY",
      "priority": "W100",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.55,
      "exec_low": 15.55,
      "exec_high": 15.78,
      "invalid_price": 15.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.32,
      "entry_zone_high": 15.78,
      "entry_risk_pct": null,
      "intraday_vwap": 15.0521,
      "price_vs_vwap_pct": -0.2133,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0634,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 14.99,
            "high": 14.99,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.0193
          },
          {
            "time": "14:52",
            "open": 15.0,
            "high": 15.01,
            "low": 15.0,
            "close": 15.01,
            "amount_yi": 0.0149
          },
          {
            "time": "14:53",
            "open": 15.01,
            "high": 15.01,
            "low": 15.01,
            "close": 15.01,
            "amount_yi": 0.0069
          },
          {
            "time": "14:54",
            "open": 15.01,
            "high": 15.01,
            "low": 15.01,
            "close": 15.01,
            "amount_yi": 0.0145
          },
          {
            "time": "14:55",
            "open": 15.02,
            "high": 15.02,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 15.02,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 15.54,
        "open": 15.46,
        "high": 15.46,
        "low": 14.91,
        "bid1": 15.01,
        "ask1": 15.02,
        "bid_qty1": 228,
        "ask_qty1": 238
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W101",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.5,
      "exec_low": 3.55,
      "exec_high": 3.55,
      "invalid_price": 3.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 8100,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.45,
      "entry_zone_high": 3.55,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3842,
      "price_vs_vwap_pct": -0.4196,
      "energy_floor_hint_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": 0.006,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0012
          },
          {
            "time": "14:52",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0001
          },
          {
            "time": "14:53",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0024
          },
          {
            "time": "14:54",
            "open": 3.37,
            "high": 3.38,
            "low": 3.37,
            "close": 3.38,
            "amount_yi": 0.0013
          },
          {
            "time": "14:55",
            "open": 3.37,
            "high": 3.37,
            "low": 3.37,
            "close": 3.37,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 3.37,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 3.46,
        "open": 3.43,
        "high": 3.47,
        "low": 3.34,
        "bid1": 3.37,
        "ask1": 3.38,
        "bid_qty1": 796,
        "ask_qty1": 1219
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W102",
      "status": "CANCELLED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 12.9076,
      "price_vs_vwap_pct": -0.6012,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0189,
        "prev_amount_yi": 0.0187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0107,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.0018
          },
          {
            "time": "14:52",
            "open": 12.82,
            "high": 12.82,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0064
          },
          {
            "time": "14:53",
            "open": 12.81,
            "high": 12.82,
            "low": 12.81,
            "close": 12.82,
            "amount_yi": 0.0017
          },
          {
            "time": "14:54",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0077
          },
          {
            "time": "14:55",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 12.83,
        "ts": "2026-06-30T14:55:11",
        "prev_close": 13.27,
        "open": 13.18,
        "high": 13.2,
        "low": 12.77,
        "bid1": 12.82,
        "ask1": 12.84,
        "bid_qty1": 125,
        "ask_qty1": 726
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000999:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000999:VWAP_RECLAIM",
      "symbol": "SZSE.000999",
      "name": "华润三九",
      "side": "BUY",
      "priority": "W103",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.26,
      "exec_low": 23.61,
      "exec_high": 23.61,
      "invalid_price": 22.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.91,
      "entry_zone_high": 23.61,
      "entry_risk_pct": null,
      "intraday_vwap": 22.5999,
      "price_vs_vwap_pct": -0.442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0662,
        "prev_amount_yi": 0.041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 22.49,
            "high": 22.49,
            "low": 22.49,
            "close": 22.49,
            "amount_yi": 0.0056
          },
          {
            "time": "14:52",
            "open": 22.49,
            "high": 22.49,
            "low": 22.49,
            "close": 22.49,
            "amount_yi": 0.0229
          },
          {
            "time": "14:53",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0159
          },
          {
            "time": "14:54",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.016
          },
          {
            "time": "14:55",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:15",
        "prev_close": 23.25,
        "open": 22.88,
        "high": 23.04,
        "low": 22.4,
        "bid1": 22.49,
        "ask1": 22.5,
        "bid_qty1": 47,
        "ask_qty1": 79
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688278:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.688278:VWAP_RECLAIM",
      "symbol": "SHSE.688278",
      "name": "特宝生物",
      "side": "BUY",
      "priority": "W104",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 0.0606,
        "prev_amount_yi": 0.0505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 54.56,
            "high": 54.56,
            "low": 54.56,
            "close": 54.56,
            "amount_yi": 0.0122
          },
          {
            "time": "14:52",
            "open": 54.52,
            "high": 54.52,
            "low": 54.51,
            "close": 54.51,
            "amount_yi": 0.0101
          },
          {
            "time": "14:53",
            "open": 54.48,
            "high": 54.49,
            "low": 54.48,
            "close": 54.49,
            "amount_yi": 0.0048
          },
          {
            "time": "14:54",
            "open": 54.47,
            "high": 54.47,
            "low": 54.42,
            "close": 54.42,
            "amount_yi": 0.0196
          },
          {
            "time": "14:55",
            "open": 54.49,
            "high": 54.49,
            "low": 54.49,
            "close": 54.49,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 54.49,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 55.4,
        "open": 55.26,
        "high": 55.88,
        "low": 53.02,
        "bid1": 54.33,
        "ask1": 54.49,
        "bid_qty1": 14,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603456:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603456:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603456",
      "name": "九洲药业",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.64,
      "exec_low": 13.64,
      "exec_high": 13.84,
      "invalid_price": 13.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2000,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.44,
      "entry_zone_high": 13.84,
      "entry_risk_pct": 3.1479,
      "intraday_vwap": 13.6579,
      "price_vs_vwap_pct": 0.0154,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0623,
        "prev_amount_yi": 0.0346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8006,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0046
          },
          {
            "time": "14:52",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0139
          },
          {
            "time": "14:53",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0119
          },
          {
            "time": "14:54",
            "open": 13.64,
            "high": 13.65,
            "low": 13.64,
            "close": 13.65,
            "amount_yi": 0.0225
          },
          {
            "time": "14:55",
            "open": 13.66,
            "high": 13.66,
            "low": 13.66,
            "close": 13.66,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43841.8,
      "current_position_value": 0.0,
      "cash_before_order": 630357.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.66,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 13.58,
        "open": 13.66,
        "high": 13.83,
        "low": 13.51,
        "bid1": 13.65,
        "ask1": 13.66,
        "bid_qty1": 39,
        "ask_qty1": 705
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603858:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603858:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603858",
      "name": "步长制药",
      "side": "BUY",
      "priority": "W106",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.27,
      "exec_low": 15.27,
      "exec_high": 15.5,
      "invalid_price": 14.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.04,
      "entry_zone_high": 15.5,
      "entry_risk_pct": null,
      "intraday_vwap": 14.715,
      "price_vs_vwap_pct": -0.4417,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0245,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6781,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 14.63,
            "high": 14.64,
            "low": 14.63,
            "close": 14.64,
            "amount_yi": 0.0033
          },
          {
            "time": "14:52",
            "open": 14.63,
            "high": 14.64,
            "low": 14.63,
            "close": 14.64,
            "amount_yi": 0.0051
          },
          {
            "time": "14:53",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0035
          },
          {
            "time": "14:54",
            "open": 14.64,
            "high": 14.65,
            "low": 14.64,
            "close": 14.65,
            "amount_yi": 0.0103
          },
          {
            "time": "14:55",
            "open": 14.65,
            "high": 14.65,
            "low": 14.65,
            "close": 14.65,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 14.65,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 15.21,
        "open": 15.16,
        "high": 15.2,
        "low": 14.57,
        "bid1": 14.64,
        "ask1": 14.65,
        "bid_qty1": 52,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300540:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300540:VWAP_RECLAIM",
      "symbol": "SZSE.300540",
      "name": "蜀道装备",
      "side": "BUY",
      "priority": "W107",
      "status": "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 700,
      "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": 35.2029,
      "price_vs_vwap_pct": 7.6616,
      "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": 0.4052,
        "prev_amount_yi": 0.4928,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 37.82,
            "high": 37.84,
            "low": 37.82,
            "close": 37.84,
            "amount_yi": 0.1299
          },
          {
            "time": "14:52",
            "open": 37.85,
            "high": 37.9,
            "low": 37.85,
            "close": 37.9,
            "amount_yi": 0.1574
          },
          {
            "time": "14:53",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0582
          },
          {
            "time": "14:54",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0423
          },
          {
            "time": "14:55",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 37.9,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 31.58,
        "open": 32.27,
        "high": 37.9,
        "low": 32.27,
        "bid1": 37.9,
        "ask1": 0.0,
        "bid_qty1": 91,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301047:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301047:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301047",
      "name": "义翘神州",
      "side": "BUY",
      "priority": "W108",
      "status": "NEAR_TRIGGER",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 400,
      "prev_close": null,
      "theme": "重组蛋白",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.22,
      "entry_zone_high": 66.18,
      "entry_risk_pct": null,
      "intraday_vwap": 63.9331,
      "price_vs_vwap_pct": 0.9649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 64.58,
            "high": 64.58,
            "low": 64.55,
            "close": 64.55,
            "amount_yi": 0.0067
          },
          {
            "time": "14:52",
            "open": 64.58,
            "high": 64.58,
            "low": 64.56,
            "close": 64.56,
            "amount_yi": 0.0032
          },
          {
            "time": "14:53",
            "open": 64.53,
            "high": 64.53,
            "low": 64.51,
            "close": 64.51,
            "amount_yi": 0.0031
          },
          {
            "time": "14:54",
            "open": 64.53,
            "high": 64.53,
            "low": 64.53,
            "close": 64.53,
            "amount_yi": 0.0015
          },
          {
            "time": "14:55",
            "open": 64.55,
            "high": 64.55,
            "low": 64.55,
            "close": 64.55,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 64.55,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 64.74,
        "open": 63.93,
        "high": 64.8,
        "low": 63.2,
        "bid1": 64.51,
        "ask1": 64.55,
        "bid_qty1": 16,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.000597:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.000597:VWAP_RECLAIM",
      "symbol": "SZSE.000597",
      "name": "东北制药",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.44,
      "exec_low": 4.51,
      "exec_high": 4.51,
      "invalid_price": 4.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 6400,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.37,
      "entry_zone_high": 4.51,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2652,
      "price_vs_vwap_pct": -0.8253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0145,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 4.24,
            "high": 4.24,
            "low": 4.24,
            "close": 4.24,
            "amount_yi": 0.0072
          },
          {
            "time": "14:52",
            "open": 4.23,
            "high": 4.24,
            "low": 4.23,
            "close": 4.24,
            "amount_yi": 0.0007
          },
          {
            "time": "14:53",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0021
          },
          {
            "time": "14:54",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0012
          },
          {
            "time": "14:55",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 4.23,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 4.4,
        "open": 4.39,
        "high": 4.4,
        "low": 4.2,
        "bid1": 4.23,
        "ask1": 4.24,
        "bid_qty1": 852,
        "ask_qty1": 170
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603392:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.603392:VWAP_RECLAIM",
      "symbol": "SHSE.603392",
      "name": "万泰生物",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.96,
      "exec_low": 28.38,
      "exec_high": 28.38,
      "invalid_price": 27.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "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": 26.9318,
      "price_vs_vwap_pct": 0.1418,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0263,
        "prev_amount_yi": 0.0357,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 27.0,
            "high": 27.0,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0044
          },
          {
            "time": "14:52",
            "open": 26.97,
            "high": 26.99,
            "low": 26.97,
            "close": 26.99,
            "amount_yi": 0.0057
          },
          {
            "time": "14:53",
            "open": 26.99,
            "high": 26.99,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.0057
          },
          {
            "time": "14:54",
            "open": 26.96,
            "high": 27.0,
            "low": 26.96,
            "close": 27.0,
            "amount_yi": 0.0071
          },
          {
            "time": "14:55",
            "open": 26.97,
            "high": 26.97,
            "low": 26.97,
            "close": 26.97,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 26.97,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 27.28,
        "open": 27.11,
        "high": 27.49,
        "low": 26.62,
        "bid1": 26.96,
        "ask1": 26.97,
        "bid_qty1": 19,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688302:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688302:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W111",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.42,
      "exec_low": 35.42,
      "exec_high": 35.95,
      "invalid_price": 34.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "near_trigger",
      "qty": 700,
      "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": 0.012,
        "prev_amount_yi": 0.0052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3077,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 35.02,
            "high": 35.03,
            "low": 35.02,
            "close": 35.03,
            "amount_yi": 0.0037
          },
          {
            "time": "14:52",
            "open": 35.07,
            "high": 35.07,
            "low": 35.07,
            "close": 35.07,
            "amount_yi": 0.0012
          },
          {
            "time": "14:53",
            "open": 35.07,
            "high": 35.17,
            "low": 35.07,
            "close": 35.17,
            "amount_yi": 0.0029
          },
          {
            "time": "14:54",
            "open": 35.16,
            "high": 35.16,
            "low": 35.07,
            "close": 35.07,
            "amount_yi": 0.0025
          },
          {
            "time": "14:55",
            "open": 35.18,
            "high": 35.18,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 35.18,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 35.05,
        "open": 34.91,
        "high": 36.53,
        "low": 34.23,
        "bid1": 35.09,
        "ask1": 35.18,
        "bid_qty1": 18,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300813:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SZSE.300813:VWAP_RECLAIM",
      "symbol": "SZSE.300813",
      "name": "泰林生物",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.41,
      "exec_low": 19.7,
      "exec_high": 19.7,
      "invalid_price": 18.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.12,
      "entry_zone_high": 19.7,
      "entry_risk_pct": null,
      "intraday_vwap": 18.9956,
      "price_vs_vwap_pct": 0.1811,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0166,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 19.09,
            "high": 19.1,
            "low": 19.09,
            "close": 19.1,
            "amount_yi": 0.0012
          },
          {
            "time": "14:52",
            "open": 19.07,
            "high": 19.08,
            "low": 19.07,
            "close": 19.08,
            "amount_yi": 0.001
          },
          {
            "time": "14:53",
            "open": 19.07,
            "high": 19.07,
            "low": 19.06,
            "close": 19.06,
            "amount_yi": 0.0029
          },
          {
            "time": "14:54",
            "open": 19.07,
            "high": 19.07,
            "low": 19.04,
            "close": 19.04,
            "amount_yi": 0.01
          },
          {
            "time": "14:55",
            "open": 19.03,
            "high": 19.03,
            "low": 19.03,
            "close": 19.03,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 19.03,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 19.06,
        "open": 18.91,
        "high": 19.36,
        "low": 18.44,
        "bid1": 19.03,
        "ask1": 19.05,
        "bid_qty1": 21,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.301333:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.301333:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301333",
      "name": "诺思格",
      "side": "BUY",
      "priority": "W113",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 53.5,
      "exec_low": 53.5,
      "exec_high": 54.3,
      "invalid_price": 51.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "prev_close": null,
      "theme": "创新药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 55.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.7,
      "entry_zone_high": 54.3,
      "entry_risk_pct": null,
      "intraday_vwap": 50.2824,
      "price_vs_vwap_pct": -0.5616,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0674,
        "prev_amount_yi": 0.0382,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 49.97,
            "high": 50.01,
            "low": 49.97,
            "close": 50.01,
            "amount_yi": 0.0156
          },
          {
            "time": "14:52",
            "open": 50.03,
            "high": 50.07,
            "low": 50.03,
            "close": 50.07,
            "amount_yi": 0.0088
          },
          {
            "time": "14:53",
            "open": 50.09,
            "high": 50.09,
            "low": 50.06,
            "close": 50.06,
            "amount_yi": 0.0142
          },
          {
            "time": "14:54",
            "open": 50.03,
            "high": 50.03,
            "low": 50.01,
            "close": 50.01,
            "amount_yi": 0.0176
          },
          {
            "time": "14:55",
            "open": 50.0,
            "high": 50.0,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 50.0,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 52.67,
        "open": 51.35,
        "high": 51.94,
        "low": 49.65,
        "bid1": 49.98,
        "ask1": 50.0,
        "bid_qty1": 28,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688247:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688247:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688247",
      "name": "宣泰医药",
      "side": "BUY",
      "priority": "W114",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.76,
      "exec_low": 7.76,
      "exec_high": 7.88,
      "invalid_price": 7.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 3600,
      "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": 0.0043,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0003
          },
          {
            "time": "14:52",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0003
          },
          {
            "time": "14:53",
            "open": 7.5,
            "high": 7.51,
            "low": 7.5,
            "close": 7.51,
            "amount_yi": 0.002
          },
          {
            "time": "14:54",
            "open": 7.51,
            "high": 7.51,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0007
          },
          {
            "time": "14:55",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 7.5,
        "ts": "2026-06-30T14:55:12",
        "prev_close": 7.68,
        "open": 7.66,
        "high": 7.66,
        "low": 7.43,
        "bid1": 7.5,
        "ask1": 7.51,
        "bid_qty1": 412,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.300122:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.300122:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300122",
      "name": "智飞生物",
      "side": "BUY",
      "priority": "W115",
      "status": "CANCELLED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "prev_close": null,
      "theme": "减肥药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.86,
      "entry_zone_high": 12.22,
      "entry_risk_pct": null,
      "intraday_vwap": 11.731,
      "price_vs_vwap_pct": -0.6052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0825,
        "prev_amount_yi": 0.0652,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 11.67,
            "high": 11.67,
            "low": 11.67,
            "close": 11.67,
            "amount_yi": 0.0233
          },
          {
            "time": "14:52",
            "open": 11.67,
            "high": 11.67,
            "low": 11.67,
            "close": 11.67,
            "amount_yi": 0.023
          },
          {
            "time": "14:53",
            "open": 11.68,
            "high": 11.68,
            "low": 11.67,
            "close": 11.67,
            "amount_yi": 0.0116
          },
          {
            "time": "14:54",
            "open": 11.66,
            "high": 11.66,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0172
          },
          {
            "time": "14:55",
            "open": 11.66,
            "high": 11.66,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": "2026-06-30T14:55:12",
        "prev_close": 12.02,
        "open": 11.88,
        "high": 11.98,
        "low": 11.57,
        "bid1": 11.66,
        "ask1": 11.67,
        "bid_qty1": 1021,
        "ask_qty1": 432
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SZSE.002550:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SZSE.002550:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002550",
      "name": "千红制药",
      "side": "BUY",
      "priority": "W116",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.44,
      "exec_low": 6.44,
      "exec_high": 6.54,
      "invalid_price": 6.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 4400,
      "prev_close": null,
      "theme": "病毒防治",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.34,
      "entry_zone_high": 6.54,
      "entry_risk_pct": null,
      "intraday_vwap": 6.2197,
      "price_vs_vwap_pct": 0.0048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0365,
        "prev_amount_yi": 0.0201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8159,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 6.21,
            "high": 6.22,
            "low": 6.21,
            "close": 6.22,
            "amount_yi": 0.0049
          },
          {
            "time": "14:52",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0083
          },
          {
            "time": "14:53",
            "open": 6.21,
            "high": 6.22,
            "low": 6.21,
            "close": 6.22,
            "amount_yi": 0.0062
          },
          {
            "time": "14:54",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0087
          },
          {
            "time": "14:55",
            "open": 6.22,
            "high": 6.22,
            "low": 6.22,
            "close": 6.22,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 6.22,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 6.38,
        "open": 6.37,
        "high": 6.37,
        "low": 6.16,
        "bid1": 6.21,
        "ask1": 6.22,
        "bid_qty1": 1202,
        "ask_qty1": 767
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.688276:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.688276:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688276",
      "name": "百克生物",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.35,
      "exec_low": 14.35,
      "exec_high": 14.57,
      "invalid_price": 13.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "waiting_trigger",
      "qty": 1900,
      "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": 0.0045,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 13.93,
            "high": 13.93,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.001
          },
          {
            "time": "14:52",
            "open": 13.94,
            "high": 13.94,
            "low": 13.94,
            "close": 13.94,
            "amount_yi": 0.0015
          },
          {
            "time": "14:53",
            "open": 13.95,
            "high": 13.95,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0004
          },
          {
            "time": "14:54",
            "open": 13.91,
            "high": 13.91,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.001
          },
          {
            "time": "14:55",
            "open": 13.93,
            "high": 13.93,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 13.93,
        "ts": "2026-06-30T14:55:14",
        "prev_close": 14.35,
        "open": 14.35,
        "high": 14.35,
        "low": 13.72,
        "bid1": 13.9,
        "ask1": 13.93,
        "bid_qty1": 18,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.601607:VWAP_RECLAIM:BUY",
      "plan_id": "20260629:SHSE.601607:VWAP_RECLAIM",
      "symbol": "SHSE.601607",
      "name": "上海医药",
      "side": "BUY",
      "priority": "W118",
      "status": "CANCELLED",
      "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": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.68,
      "entry_zone_high": 16.16,
      "entry_risk_pct": null,
      "intraday_vwap": 15.532,
      "price_vs_vwap_pct": -0.8499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.063,
        "prev_amount_yi": 0.0491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:51",
            "open": 15.39,
            "high": 15.39,
            "low": 15.39,
            "close": 15.39,
            "amount_yi": 0.0098
          },
          {
            "time": "14:52",
            "open": 15.4,
            "high": 15.4,
            "low": 15.4,
            "close": 15.4,
            "amount_yi": 0.0274
          },
          {
            "time": "14:53",
            "open": 15.4,
            "high": 15.4,
            "low": 15.4,
            "close": 15.4,
            "amount_yi": 0.0113
          },
          {
            "time": "14:54",
            "open": 15.4,
            "high": 15.4,
            "low": 15.39,
            "close": 15.39,
            "amount_yi": 0.0071
          },
          {
            "time": "14:55",
            "open": 15.4,
            "high": 15.4,
            "low": 15.4,
            "close": 15.4,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 15.4,
        "ts": "2026-06-30T14:55:13",
        "prev_close": 15.88,
        "open": 15.89,
        "high": 15.9,
        "low": 15.35,
        "bid1": 15.39,
        "ask1": 15.4,
        "bid_qty1": 66,
        "ask_qty1": 213
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260629:20260630:SHSE.603538:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260629:SHSE.603538:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603538",
      "name": "美诺华",
      "side": "BUY",
      "priority": "W119",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 35.2,
      "exec_low": 35.2,
      "exec_high": 35.73,
      "invalid_price": 34.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-06-30T14:55:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 32.8875,
      "price_vs_vwap_pct": -0.6005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.175,
        "prev_amount_yi": 0.1403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:51",
            "open": 32.63,
            "high": 32.66,
            "low": 32.63,
            "close": 32.66,
            "amount_yi": 0.0381
          },
          {
            "time": "14:52",
            "open": 32.64,
            "high": 32.64,
            "low": 32.64,
            "close": 32.64,
            "amount_yi": 0.0149
          },
          {
            "time": "14:53",
            "open": 32.67,
            "high": 32.68,
            "low": 32.67,
            "close": 32.68,
            "amount_yi": 0.029
          },
          {
            "time": "14:54",
            "open": 32.68,
            "high": 32.73,
            "low": 32.68,
            "close": 32.73,
            "amount_yi": 0.0524
          },
          {
            "time": "14:55",
            "open": 32.69,
            "high": 32.69,
            "low": 32.69,
            "close": 32.69,
            "amount_yi": 0.0406
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87683.6,
      "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": 32.69,
        "ts": "2026-06-30T14:55:15",
        "prev_close": 34.26,
        "open": 33.58,
        "high": 33.85,
        "low": 32.41,
        "bid1": 32.69,
        "ask1": 32.7,
        "bid_qty1": 16,
        "ask_qty1": 39
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 630357.0,
    "market_value": 465452.0,
    "total_value": 1095809.0,
    "unrealized_pnl": 83712.0,
    "unrealized_pnl_pct_of_initial": 8.3712,
    "realized_pnl": 12097.0,
    "realized_pnl_pct_of_initial": 1.2097,
    "total_pnl": 95809.0,
    "total_pnl_pct": 9.580900000000003
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 2000,
      "sellable_qty": 1800,
      "avg_cost": 110.65,
      "last_price": 131.65,
      "market_value": 263300.0,
      "unrealized_pnl": 42000.0,
      "unrealized_pnl_pct": 18.978761861726156,
      "updated_at": "2026-06-30T14:55:16",
      "prev_close": 128.77,
      "holding_days": 10,
      "position_pct_of_total": 24.027909973362146
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 80.3,
      "last_price": 103.53,
      "market_value": 165648.0,
      "unrealized_pnl": 37168.00000000001,
      "unrealized_pnl_pct": 28.92901618929016,
      "updated_at": "2026-06-30T14:55:16",
      "prev_close": 103.25,
      "holding_days": 6,
      "position_pct_of_total": 15.116502967214176
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 400,
      "avg_cost": 39.95,
      "last_price": 45.63,
      "market_value": 36504.0,
      "unrealized_pnl": 4544.0,
      "unrealized_pnl_pct": 14.217772215269076,
      "updated_at": "2026-06-30T14:55:16",
      "prev_close": 43.18,
      "holding_days": 9,
      "position_pct_of_total": 3.331237469303501
    }
  ],
  "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": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
      "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": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.4361,
          "active_up_ratio": 0.5385,
          "active_positive": 7,
          "active_positive_min": 1,
          "active_above_vwap": 10,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "中芯产业链 / 半导体设备材料",
          "dominant_theme_share": 0.1902,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [],
          "structural_hot_themes": [
            {
              "theme": "氦气概念",
              "count": 6,
              "top_symbols": [
                "SZSE.300540",
                "SHSE.688596",
                "SHSE.688548",
                "SHSE.600378",
                "SHSE.688106"
              ],
              "top_return_pct": 20.0127
            },
            {
              "theme": "中芯产业链 / 半导体设备材料",
              "count": 3,
              "top_symbols": [
                "SHSE.688233",
                "SHSE.688037",
                "SHSE.688432"
              ],
              "top_return_pct": 12.17
            },
            {
              "theme": "创新药",
              "count": 3,
              "top_symbols": [
                "SZSE.000566",
                "SZSE.002653",
                "SZSE.002038"
              ],
              "top_return_pct": 9.9119
            },
            {
              "theme": "数据安全",
              "count": 2,
              "top_symbols": [
                "SZSE.002808",
                "SZSE.300419"
              ],
              "top_return_pct": 10.5263
            }
          ],
          "structural_symbol_whitelist": [
            "SHSE.688596",
            "SHSE.688578"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "sample_rows": [
            {
              "symbol": "SZSE.300540",
              "name": "蜀道装备",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 20.012666244458522,
              "last": 37.9,
              "vwap": 35.20294088159516,
              "above_vwap": true,
              "amount": 1257026613.0
            },
            {
              "symbol": "SHSE.688596",
              "name": "正帆科技",
              "theme": "氦气概念",
              "paper_scope": "active",
              "priority": 4,
              "ret_pct": 19.484457922668685,
              "last": 78.8,
              "vwap": 74.19922011250861,
              "above_vwap": true,
              "amount": 4464050425.0
            },
            {
              "symbol": "SZSE.301520",
              "name": "万邦医药",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 14.437367303609339,
              "last": 32.34,
              "vwap": 32.822368838312265,
              "above_vwap": false,
              "amount": 467830352.0
            },
            {
              "symbol": "SHSE.688548",
              "name": "广钢气体",
              "theme": "氦气概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 12.28221122822113,
              "last": 52.2,
              "vwap": 49.40610289168935,
              "above_vwap": true,
              "amount": 3091474786.0
            },
            {
              "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": 12.170020068954868,
              "last": 217.98,
              "vwap": 204.1040778581272,
              "above_vwap": true,
              "amount": 4043528542.0
            },
            {
              "symbol": "SHSE.688670",
              "name": "金迪克",
              "theme": "病毒防治",
              "paper_scope": "active",
              "priority": 6,
              "ret_pct": 11.125827814569544,
              "last": 16.78,
              "vwap": 16.117484118369532,
              "above_vwap": true,
              "amount": 83316707.0
            },
            {
              "symbol": "SZSE.002808",
              "name": "恒久退",
              "theme": "数据安全",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.526315789473673,
              "last": 0.21,
              "vwap": 0.20467286661143333,
              "above_vwap": true,
              "amount": 4940803.0
            },
            {
              "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": 10.474426984285866,
              "last": 441.5,
              "vwap": 423.531172031114,
              "above_vwap": true,
              "amount": 4092543174.0
            },
            {
              "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": 72.95433731654252,
              "above_vwap": true,
              "amount": 7437300736.0
            },
            {
              "symbol": "SHSE.600363",
              "name": "联创光电",
              "theme": "全息技术",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 9.99077774362127,
              "last": 35.78,
              "vwap": 33.93377745507352,
              "above_vwap": true,
              "amount": 1364670614.0
            },
            {
              "symbol": "SZSE.000566",
              "name": "海南海药",
              "theme": "创新药",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 9.911894273127754,
              "last": 4.99,
              "vwap": 4.7519113741583,
              "above_vwap": true,
              "amount": 884455682.0
            },
            {
              "symbol": "SZSE.002409",
              "name": "雅克科技",
              "theme": "工业气体",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 8.51730454063433,
              "last": 225.13,
              "vwap": 217.0840777392855,
              "above_vwap": true,
              "amount": 9568653687.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 1,
    "filled_orders": 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
  }
}